From 2777cdd68b0838b3a4b676d61b2674b4f5170aea Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 3 Mar 2023 20:13:15 +0000 Subject: [PATCH 001/359] Updating .gitignore. --- .gitignore | 1 + 1 file changed, 1 insertion(+) diff --git a/.gitignore b/.gitignore index 0d8e1e4662..0aa8507a40 100644 --- a/.gitignore +++ b/.gitignore @@ -3,6 +3,7 @@ # .idea /.idea +*.iml # CMake cmake-build-debug/ From f015212cd9e44390c5bfca9fcdb4e5661a8e6e6b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 16 Mar 2023 17:02:00 +0000 Subject: [PATCH 002/359] Adding main files for the Kujira data source. --- .../clob_spot/data_sources/kujira/__init__.py | 0 .../kujira/kujira_api_data_source.py | 73 +++++++++++++++++++ .../data_sources/kujira/kujira_constants.py | 0 .../data_sources/kujira/kujira_helpers.py | 0 .../data_sources/kujira/kujira_types.py | 0 5 files changed, 73 insertions(+) create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py new file mode 100644 index 0000000000..e69de29bb2 diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py new file mode 100644 index 0000000000..fc1bc7ef22 --- /dev/null +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -0,0 +1,73 @@ +from typing import Any, Dict, List, Mapping, Optional, Tuple + +from _decimal import Decimal +from bidict import bidict + +from hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base import ( + CancelOrderResult, + GatewayCLOBAPIDataSourceBase, + PlaceOrderResult, +) +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book_message import OrderBookMessage +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates +from hummingbot.core.network_iterator import NetworkStatus + + +class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): + def get_supported_order_types(self) -> List[OrderType]: + pass + + async def start(self): + pass + + async def stop(self): + pass + + async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: + pass + + async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: + pass + + async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: + pass + + async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: + pass + + async def get_trading_rules(self) -> Dict[str, TradingRule]: + pass + + async def get_symbol_map(self) -> bidict[str, str]: + pass + + async def get_last_traded_price(self, trading_pair: str) -> Decimal: + pass + + async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + pass + + async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: + pass + + async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: + pass + + async def get_all_order_fills(self, in_flight_order: InFlightOrder) -> List[TradeUpdate]: + pass + + async def check_network_status(self) -> NetworkStatus: + pass + + async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: + pass + + def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + pass + + def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + pass diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py new file mode 100644 index 0000000000..e69de29bb2 diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py new file mode 100644 index 0000000000..e69de29bb2 diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py new file mode 100644 index 0000000000..e69de29bb2 From df0981078bdb5b32223944e012f154f4c09af72b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 16 Mar 2023 21:53:27 +0000 Subject: [PATCH 003/359] Improving kujira_api_data_source.py. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index fc1bc7ef22..b54e41d3b6 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -19,7 +19,7 @@ class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): def get_supported_order_types(self) -> List[OrderType]: - pass + return [OrderType.LIMIT, OrderType.MARKET] async def start(self): pass From 0b3b45c102a2a232ab11fec9c424ee80d07d9328 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 17 Mar 2023 23:13:28 +0000 Subject: [PATCH 004/359] Adding some content (simliar to Injective) for the Kujira data source. --- .../kujira/kujira_api_data_source.py | 1068 ++++++++++++++++- .../data_sources/kujira/kujira_constants.py | 43 + 2 files changed, 1083 insertions(+), 28 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index b54e41d3b6..f5b1344c80 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -1,73 +1,1085 @@ +import asyncio +import json +import time +from asyncio import Lock +from decimal import Decimal +from math import floor from typing import Any, Dict, List, Mapping, Optional, Tuple -from _decimal import Decimal from bidict import bidict +from grpc.aio import UnaryStreamCall +from hummingbot.client.config.config_helpers import ClientConfigAdapter from hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base import ( CancelOrderResult, GatewayCLOBAPIDataSourceBase, PlaceOrderResult, ) +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( + ACC_NONCE_PATH_RATE_LIMIT_ID, + BACKEND_TO_CLIENT_ORDER_STATE_MAP, + CLIENT_TO_BACKEND_ORDER_TYPES_MAP, + CONNECTOR_NAME, + MARKETS_UPDATE_INTERVAL, + MSG_BATCH_UPDATE_ORDERS, + MSG_CANCEL_SPOT_ORDER, + MSG_CREATE_SPOT_LIMIT_ORDER, + NONCE_PATH, + RATE_LIMITS, + REQUESTS_SKIP_STEP, +) from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule -from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book_message import OrderBookMessage -from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates +from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler +from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book import OrderBookMessage +from hummingbot.core.data_type.order_book_message import OrderBookMessageType +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema +from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookDataSourceEvent +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory +from hummingbot.logger import HummingbotLogger + + +class OrderHashManager: + def __init__(self, network: Network, sub_account_id: str): + self._sub_account_id = sub_account_id + self._network = network + self._sub_account_nonce = 0 + self._web_assistants_factory = WebAssistantsFactory(throttler=AsyncThrottler(rate_limits=RATE_LIMITS)) + + @property + def current_nonce(self) -> int: + return self._sub_account_nonce + + async def start(self): + url = f"{self._network.lcd_endpoint}/{NONCE_PATH}/{self._sub_account_id}" + rest_assistant = await self._web_assistants_factory.get_rest_assistant() + res = await rest_assistant.execute_request(url=url, throttler_limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID) + nonce = res["nonce"] + self._sub_account_nonce = nonce + 1 + + def compute_order_hashes( + self, spot_orders: List[SpotOrder], derivative_orders: List[DerivativeOrder] + ) -> OrderHashResponse: + order_hashes = OrderHashResponse(spot=[], derivative=[]) + + for o in spot_orders: + order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) + order_hashes.spot.append(order_hash) + self._sub_account_nonce += 1 + + for o in derivative_orders: + order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) + order_hashes.derivative.append(order_hash) + self._sub_account_nonce += 1 + + return order_hashes class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): + """An interface class to the Kujira blockchain. + + Note — The same wallet address should not be used with different instances of the client as this will cause + issues with the account sequence management and may result in failed transactions, or worse, wrong locally computed + order hashes (exchange order IDs), which will in turn result in orphaned orders on the exchange. + """ + + _logger: Optional[HummingbotLogger] = None + + def __init__( + self, + trading_pairs: List[str], + chain: str, + network: str, + address: str, + client_config_map: ClientConfigAdapter, + ): + super().__init__() + self._trading_pairs = trading_pairs + self._connector_name = CONNECTOR_NAME + self._chain = chain + self._network = network + self._sub_account_id = address + self._account_address: Optional[str] = None + if network == "mainnet": + self._network_obj = Network.mainnet() + elif network == "testnet": + self._network_obj = Network.testnet() + else: + raise ValueError(f"Invalid network: {network}") + self._client = AsyncClient(network=self._network_obj) + self._composer = ProtoMsgComposer(network=self._network_obj.string()) + self._order_hash_manager: Optional[OrderHashManager] = None + self._client_config = client_config_map + + self._trading_pair_to_active_spot_markets: Dict[str, SpotMarketInfo] = {} + self._market_id_to_active_spot_markets: Dict[str, SpotMarketInfo] = {} + self._denom_to_token_meta: Dict[str, TokenMeta] = {} + self._markets_update_task: Optional[asyncio.Task] = None + + self._trades_stream_listener: Optional[asyncio.Task] = None + self._order_listeners: Dict[str, asyncio.Task] = {} + self._order_books_stream_listener: Optional[asyncio.Task] = None + self._account_balances_stream_listener: Optional[asyncio.Task] = None + self._transactions_stream_listener: Optional[asyncio.Task] = None + + self._order_placement_lock = Lock() + def get_supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT, OrderType.MARKET] + return [OrderType.LIMIT, OrderType.LIMIT_MAKER] async def start(self): - pass + """Starts the event streaming.""" + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + self._markets_update_task = self._markets_update_task or safe_ensure_future( + coro=self._update_markets_loop() + ) + await self._update_markets() # required for the streams + await self._start_streams() + self._gateway_order_tracker.lost_order_count_limit = 10 async def stop(self): - pass + """Stops the event streaming.""" + await self._stop_streams() + self._markets_update_task and self._markets_update_task.cancel() + self._markets_update_task = None + + async def place_order( + self, order: GatewayInFlightOrder, **kwargs + ) -> Tuple[Optional[str], Dict[str, Any]]: + spot_order_to_create = [self._compose_spot_order_for_local_hash_computation(order=order)] + + async with self._order_placement_lock: + order_hashes = self._order_hash_manager.compute_order_hashes( + spot_orders=spot_order_to_create, derivative_orders=[] + ) + order_hash = order_hashes.spot[0] + + try: + order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order( + connector=self._connector_name, + chain=self._chain, + network=self._network, + trading_pair=order.trading_pair, + address=self._sub_account_id, + trade_type=order.trade_type, + order_type=order.order_type, + price=order.price, + size=order.amount, + ) + except Exception: + await self._update_account_address_and_create_order_hash_manager() + raise + + transaction_hash: Optional[str] = order_result.get("txHash") + + if transaction_hash is None: + await self._update_account_address_and_create_order_hash_manager() + raise ValueError( + f"The creation transaction for {order.client_order_id} failed. Please ensure there is sufficient" + f" INJ in the bank to cover transaction fees." + ) + + transaction_hash = f"0x{transaction_hash.lower()}" + + misc_updates = { + "creation_transaction_hash": transaction_hash, + } + + return order_hash, misc_updates + + async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: + spot_orders_to_create = [ + self._compose_spot_order_for_local_hash_computation(order=order) + for order in orders_to_create + ] + + async with self._order_placement_lock: + order_hashes = self._order_hash_manager.compute_order_hashes( + spot_orders=spot_orders_to_create, derivative_orders=[] + ) + try: + update_result = await self._get_gateway_instance().clob_batch_order_modify( + connector=self._connector_name, + chain=self._chain, + network=self._network, + address=self._sub_account_id, + orders_to_create=orders_to_create, + orders_to_cancel=[], + ) + except Exception: + await self._update_account_address_and_create_order_hash_manager() + raise + + transaction_hash: Optional[str] = update_result.get("txHash") + exception = None - async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: - pass + if transaction_hash is None: + await self._update_account_address_and_create_order_hash_manager() + self.logger().error("The batch order update transaction failed.") + exception = RuntimeError("The creation transaction has failed on the Kujira chain.") - async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: - pass + transaction_hash = f"0x{transaction_hash.lower()}" - async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - pass + place_order_results = [ + PlaceOrderResult( + update_timestamp=self._time(), + client_order_id=order.client_order_id, + exchange_order_id=order_hash, + trading_pair=order.trading_pair, + misc_updates={ + "creation_transaction_hash": transaction_hash, + }, + exception=exception, + ) for order, order_hash in zip(orders_to_create, order_hashes.spot) + ] + + return place_order_results + + async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Dict[str, Any]]: + + await order.get_exchange_order_id() + + cancelation_result = await self._get_gateway_instance().clob_cancel_order( + connector=self._connector_name, + chain=self._chain, + network=self._network, + trading_pair=order.trading_pair, + address=self._sub_account_id, + exchange_order_id=order.exchange_order_id, + ) + transaction_hash: Optional[str] = cancelation_result.get("txHash") + + if transaction_hash is None: + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + raise ValueError( + f"The cancelation transaction for {order.client_order_id} failed. Please ensure there is sufficient" + f" INJ in the bank to cover transaction fees." + ) + + transaction_hash = f"0x{transaction_hash.lower()}" + + misc_updates = { + "cancelation_transaction_hash": transaction_hash + } + + return True, misc_updates async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: - pass + in_flight_orders_to_cancel = [ + self._gateway_order_tracker.fetch_tracked_order(client_order_id=order.client_order_id) + for order in orders_to_cancel + ] + exchange_order_ids_to_cancel = await safe_gather( + *[order.get_exchange_order_id() for order in in_flight_orders_to_cancel], + return_exceptions=True, + ) + found_orders_to_cancel = [ + order + for order, result in zip(orders_to_cancel, exchange_order_ids_to_cancel) + if not isinstance(result, asyncio.TimeoutError) + ] + + update_result = await self._get_gateway_instance().clob_batch_order_modify( + connector=self._connector_name, + chain=self._chain, + network=self._network, + address=self._sub_account_id, + orders_to_create=[], + orders_to_cancel=found_orders_to_cancel, + ) + + transaction_hash: Optional[str] = update_result.get("txHash") + exception = None + + if transaction_hash is None: + await self._update_account_address_and_create_order_hash_manager() + self.logger().error("The batch order update transaction failed.") + exception = RuntimeError("The cancelation transaction has failed on the Kujira chain.") + + transaction_hash = f"0x{transaction_hash.lower()}" + + cancel_order_results = [ + CancelOrderResult( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + misc_updates={ + "cancelation_transaction_hash": transaction_hash + }, + exception=exception, + ) for order in orders_to_cancel + ] + + return cancel_order_results async def get_trading_rules(self) -> Dict[str, TradingRule]: - pass + self._check_markets_initialized() or await self._update_markets() + + trading_rules = { + trading_pair: self._get_trading_rule_from_market(trading_pair=trading_pair, market=market) + for trading_pair, market in self._trading_pair_to_active_spot_markets.items() + } + return trading_rules async def get_symbol_map(self) -> bidict[str, str]: - pass + self._check_markets_initialized() or await self._update_markets() + + mapping = bidict() + for trading_pair, market in self._trading_pair_to_active_spot_markets.items(): + mapping[market.market_id] = trading_pair + return mapping async def get_last_traded_price(self, trading_pair: str) -> Decimal: - pass + market = self._trading_pair_to_active_spot_markets[trading_pair] + trades = await self._client.get_spot_trades(market_id=market.market_id) + if len(trades.trades) != 0: + price = self._convert_price_from_backend(price=trades.trades[0].price.price, market=market) + else: + price = Decimal("NaN") + return price async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - pass + market = self._trading_pair_to_active_spot_markets[trading_pair] + order_book_response = await self._client.get_spot_orderbook(market_id=market.market_id) + price_scale = self._get_backend_price_scaler(market=market) + size_scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) + last_update_timestamp_ms = 0 + bids = [] + for bid in order_book_response.orderbook.buys: + bids.append((Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, bid.timestamp) + asks = [] + for ask in order_book_response.orderbook.sells: + asks.append((Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, ask.timestamp) + snapshot_msg = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": last_update_timestamp_ms, + "bids": bids, + "asks": asks, + }, + timestamp=last_update_timestamp_ms * 1e-3, + ) + return snapshot_msg async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - pass + """Returns a dictionary like + + { + asset_name: { + "total_balance": Decimal, + "available_balance": Decimal, + } + } + + Sub-account balances response example: + + balances [ + { + subaccount_id: "0x972a7e7d1db231f67e797fccfbd04d17f825fcde000000000000000000000000" # noqa: mock + account_address: "inj1ju48ulgakgclvlne0lx0h5zdzluztlx7suwq7z" + denom: "inj" + deposit { + total_balance: "33624286700000000000000" + available_balance: "33425992700000000000000" + } + } + ] + + Bank balances response example: + + balances { + denom: "inj" + amount: "4997743375000000000" + } + pagination { + total: 1 + } + """ + self._check_markets_initialized() or await self._update_markets() + + balances_dict = {} + sub_account_balances = await self._client.get_subaccount_balances_list(subaccount_id=self._sub_account_id) + for balance in sub_account_balances.balances: + denom_meta = self._denom_to_token_meta[balance.denom] + asset_name = denom_meta.symbol + asset_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) + total_balance = Decimal(balance.deposit.total_balance) * asset_scaler + available_balance = Decimal(balance.deposit.available_balance) * asset_scaler + balances_dict[asset_name] = { + "total_balance": total_balance, + "available_balance": available_balance, + } + return balances_dict + + async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: + trading_pair = in_flight_order.trading_pair + market = self._trading_pair_to_active_spot_markets[trading_pair] + direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" + + trade_updates = [] + trades = await self._get_all_trades( + market_id=market.market_id, + direction=direction, + created_at=int(in_flight_order.creation_timestamp * 1e3), + updated_at=int(in_flight_order.last_update_timestamp * 1e3) + ) + + for backend_trade in trades: + trade_update = self._parse_backend_trade( + client_order_id=in_flight_order.client_order_id, backend_trade=backend_trade + ) + trade_updates.append(trade_update) + + return trade_updates + + async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: + trading_pair = in_flight_order.trading_pair + order_hash = await in_flight_order.get_exchange_order_id() + misc_updates = { + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + } + + market = self._trading_pair_to_active_spot_markets[trading_pair] + direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" + status_update = await self._get_booked_order_status_update( + trading_pair=trading_pair, + client_order_id=in_flight_order.client_order_id, + order_hash=order_hash, + market_id=market.market_id, + direction=direction, + creation_timestamp=in_flight_order.creation_timestamp, + order_type=in_flight_order.order_type, + trade_type=in_flight_order.trade_type, + order_mist_updates=misc_updates, + ) + if status_update is None and in_flight_order.creation_transaction_hash is not None: + creation_transaction = await self._get_transaction_by_hash( + transaction_hash=in_flight_order.creation_transaction_hash + ) + if await self._check_if_order_failed_based_on_transaction( + transaction=creation_transaction, order=in_flight_order + ): + status_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=creation_transaction.data.block_unix_timestamp * 1e-3, + new_state=OrderState.FAILED, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates=misc_updates, + ) + if status_update is None: + raise IOError(f"No update found for order {in_flight_order.client_order_id}") - async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: - pass + if in_flight_order.current_state == OrderState.PENDING_CREATE and status_update.new_state != OrderState.OPEN: + open_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=status_update.update_timestamp, + new_state=OrderState.OPEN, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=status_update.exchange_order_id, + misc_updates=misc_updates, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) - async def get_all_order_fills(self, in_flight_order: InFlightOrder) -> List[TradeUpdate]: - pass + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=status_update) + + return status_update async def check_network_status(self) -> NetworkStatus: - pass + status = NetworkStatus.CONNECTED + try: + await self._client.ping() + await self._get_gateway_instance().ping_gateway() + except asyncio.CancelledError: + raise + except Exception: + status = NetworkStatus.NOT_CONNECTED + return status async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: - pass + self._check_markets_initialized() or await self._update_markets() + + trading_fees = {} + for trading_pair, market in self._trading_pair_to_active_spot_markets.items(): + fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) + maker_fee = Decimal(market.maker_fee_rate) * fee_scaler + taker_fee = Decimal(market.taker_fee_rate) * fee_scaler + trading_fees[trading_pair] = MakerTakerExchangeFeeRates( + maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] + ) + return trading_fees def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - pass + return str(status_update_exception).startswith("No update found for order") def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - pass + return False + + def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: + market = self._trading_pair_to_active_spot_markets[order.trading_pair] + return self._composer.SpotOrder( + market_id=market.market_id, + subaccount_id=self._sub_account_id, + fee_recipient=self._account_address, + price=float(order.price), + quantity=float(order.amount), + is_buy=order.trade_type == TradeType.BUY, + is_po=order.order_type == OrderType.LIMIT_MAKER, + ) + + async def _get_booked_order_status_update( + self, + trading_pair: str, + client_order_id: str, + order_hash: str, + market_id: str, + direction: str, + creation_timestamp: float, + order_type: OrderType, + trade_type: TradeType, + order_mist_updates: Dict[str, str], + ) -> Optional[OrderUpdate]: + order_status = await self._get_backend_order_status( + market_id=market_id, + order_type=order_type, + trade_type=trade_type, + order_hash=order_hash, + direction=direction, + start_time=int(creation_timestamp), + ) + + if order_status is not None: + status_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=order_status.updated_at * 1e-3, + new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order_status.state], + client_order_id=client_order_id, + exchange_order_id=order_status.order_hash, + misc_updates=order_mist_updates, + ) + else: + status_update = None + + return status_update + + async def _update_account_address_and_create_order_hash_manager(self): + if not self._order_placement_lock.locked(): + raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") + sub_account_balances = await self._client.get_subaccount_balances_list(subaccount_id=self._sub_account_id) + self._account_address = sub_account_balances.balances[0].account_address + await self._client.get_account(self._account_address) + await self._client.sync_timeout_height() + self._order_hash_manager = OrderHashManager( + network=self._network_obj, sub_account_id=self._sub_account_id + ) + await self._order_hash_manager.start() + + def _check_markets_initialized(self) -> bool: + return ( + len(self._trading_pair_to_active_spot_markets) != 0 + and len(self._market_id_to_active_spot_markets) != 0 + and len(self._denom_to_token_meta) != 0 + ) + + async def _update_markets_loop(self): + while True: + await self._sleep(delay=MARKETS_UPDATE_INTERVAL) + await self._update_markets() + + async def _update_markets(self): + markets = await self._get_spot_markets() + self._update_trading_pair_to_active_spot_markets(markets=markets) + self._update_market_id_to_active_spot_markets(markets=markets) + self._update_denom_to_token_meta(markets=markets) + + async def _get_spot_markets(self) -> MarketsResponse: + market_status = "active" + markets = await self._client.get_spot_markets(market_status=market_status) + return markets + + def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): + markets_dict = {} + for market in markets.markets: + trading_pair = combine_to_hb_trading_pair( + base=market.base_token_meta.symbol, quote=market.quote_token_meta.symbol + ) + markets_dict[trading_pair] = market + self._trading_pair_to_active_spot_markets.clear() + self._trading_pair_to_active_spot_markets.update(markets_dict) + + def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): + markets_dict = {market.market_id: market for market in markets.markets} + self._market_id_to_active_spot_markets.clear() + self._market_id_to_active_spot_markets.update(markets_dict) + + def _update_denom_to_token_meta(self, markets: MarketsResponse): + self._denom_to_token_meta.clear() + for market in markets.markets: + if market.base_token_meta.symbol != "": # the meta is defined + self._denom_to_token_meta[market.base_denom] = market.base_token_meta + if market.quote_token_meta.symbol != "": # the meta is defined + self._denom_to_token_meta[market.quote_denom] = market.quote_token_meta + + async def _start_streams(self): + self._trades_stream_listener = ( + self._trades_stream_listener or safe_ensure_future(coro=self._listen_to_trades_stream()) + ) + market_ids = self._get_market_ids() + for market_id in market_ids: + if market_id not in self._order_listeners: + self._order_listeners[market_id] = safe_ensure_future( + coro=self._listen_to_orders_stream(market_id=market_id) + ) + self._order_books_stream_listener = ( + self._order_books_stream_listener or safe_ensure_future(coro=self._listen_to_order_books_stream()) + ) + self._account_balances_stream_listener = ( + self._account_balances_stream_listener or safe_ensure_future(coro=self._listen_to_account_balances_stream()) + ) + self._transactions_stream_listener = self._transactions_stream_listener or safe_ensure_future( + coro=self._listen_to_transactions_stream() + ) + + async def _stop_streams(self): + self._trades_stream_listener and self._trades_stream_listener.cancel() + self._trades_stream_listener = None + for listener in self._order_listeners.values(): + listener.cancel() + self._order_listeners = {} + self._order_books_stream_listener and self._order_books_stream_listener.cancel() + self._order_books_stream_listener = None + self._account_balances_stream_listener and self._account_balances_stream_listener.cancel() + self._account_balances_stream_listener = None + self._transactions_stream_listener and self._transactions_stream_listener.cancel() + self._transactions_stream_listener = None + + async def _listen_to_trades_stream(self): + while True: + market_ids = self._get_market_ids() + stream: UnaryStreamCall = await self._client.stream_spot_trades(market_ids=market_ids) + try: + async for trade in stream: + self._parse_trade_event(trade=trade) + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error in user stream listener loop.") + self.logger().info("Restarting trades stream.") + stream.cancel() + + def _parse_trade_event(self, trade: StreamTradesResponse): + """Kujira fires two trade updates per transaction. + + Trade update example: + + trade { + order_hash: "0x289fa654ac64a591e0cee447af3f03b279c8e8cc4d77e2f1c24386eefa8988c9" # noqa: mock + subaccount_id: "0x32b16783ea9a08602dc792f24c3d78bba6e333d3000000000000000000000000" # noqa: mock + market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: mock + trade_execution_type: "limitMatchNewOrder" + trade_direction: "buy" + price { + price: "0.000000001160413" + quantity: "1000000000000000" + timestamp: 1669192684763 + } + fee: "278.49912" + executed_at: 1669192684763 + fee_recipient: "inj1x2ck0ql2ngyxqtw8jteyc0tchwnwxv7npaungt" + trade_id: "19906622_289fa654ac64a591e0cee447af3f03b279c8e8cc4d77e2f1c24386eefa8988c9" # noqa: mock + execution_side: "taker" + } + operation_type: "insert" + timestamp: 1669192686000 + """ + market_id = trade.trade.market_id + trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) + market = self._market_id_to_active_spot_markets[market_id] + price = self._convert_price_from_backend(price=trade.trade.price.price, market=market) + size = self._convert_size_from_backend(size=trade.trade.price.quantity, market=market) + is_taker = trade.trade.execution_side == "taker" + + trade_msg_content = { + "trade_id": trade.trade.trade_id, + "trading_pair": trading_pair, + "trade_type": TradeType.BUY if trade.trade.trade_direction == "buy" else TradeType.SELL, + "amount": size, + "price": price, + "is_taker": is_taker, + } + trade_msg = OrderBookMessage( + message_type=OrderBookMessageType.TRADE, + timestamp=trade.trade.executed_at * 1e-3, + content=trade_msg_content, + ) + self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_msg) + + exchange_order_id = trade.trade.order_hash + tracked_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(exchange_order_id) + client_order_id = "" if tracked_order is None else tracked_order.client_order_id + + trade_update = self._parse_backend_trade( + client_order_id=client_order_id, backend_trade=trade.trade + ) + self._publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=trade_update) + + async def _listen_to_orders_stream(self, market_id: str): + while True: + stream: UnaryStreamCall = await self._client.stream_historical_spot_orders(market_id=market_id) + try: + async for order in stream: + self._parse_order_stream_update(order=order) + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error in user stream listener loop.") + self.logger().info("Restarting orders stream.") + stream.cancel() + + def _parse_order_stream_update(self, order: StreamOrdersResponse): + """ + Order update example: + + order { + order_hash: "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: documentation + market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: documentation + subaccount_id: "0x32b16783ea9a08602dc792f24c3d78bba6e333d3000000000000000000000000" # noqa: documentation + execution_type: "limit" + order_type: "buy_po" + price: "0.00000000116023" + trigger_price: "0" + quantity: "2000000000000000" + filled_quantity: "0" + state: "canceled" + created_at: 1669198777253 + updated_at: 1669198783253 + direction: "buy" + } + operation_type: "update" + timestamp: 1669198784000 + """ + order_hash = order.order.order_hash + in_flight_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(order_hash) + if in_flight_order is not None: + market_id = order.order.market_id + trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) + order_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=order.order.updated_at * 1e-3, + new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order.order.state], + client_order_id=in_flight_order.client_order_id, + exchange_order_id=order.order.order_hash, + ) + if in_flight_order.current_state == OrderState.PENDING_CREATE and order_update.new_state != OrderState.OPEN: + open_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=order.order.updated_at * 1e-3, + new_state=OrderState.OPEN, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=order.order.order_hash, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=order_update) + + async def _listen_to_order_books_stream(self): + while True: + market_ids = self._get_market_ids() + stream: UnaryStreamCall = await self._client.stream_spot_orderbooks(market_ids=market_ids) + try: + async for order_book_update in stream: + self._parse_order_book_event(order_book_update=order_book_update) + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error in user stream listener loop.") + self.logger().info("Restarting order books stream.") + stream.cancel() + + def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): + """ + Orderbook update example: + + orderbook { + buys { + price: "0.000000001161518" + quantity: "1000000000000000" + timestamp: 1662113015864 + } + sells { + price: "0.00000000116303" + quantity: "1366000000000000000" + timestamp: 1669192832799 + } + } + operation_type: "update" + timestamp: 1669192836000 + market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: documentation + """ + udpate_timestamp_ms = order_book_update.timestamp + market_id = order_book_update.market_id + trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) + market = self._market_id_to_active_spot_markets[market_id] + price_scale = self._get_backend_price_scaler(market=market) + size_scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) + bids = [ + (Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale) + for bid in order_book_update.orderbook.buys + ] + asks = [ + (Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale) + for ask in order_book_update.orderbook.sells + ] + snapshot_msg = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": udpate_timestamp_ms, + "bids": bids, + "asks": asks, + }, + timestamp=udpate_timestamp_ms * 1e-3, + ) + self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.SNAPSHOT_EVENT, message=snapshot_msg) + + async def _listen_to_account_balances_stream(self): + while True: + stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) + try: + async for balance in stream: + self._parse_balance_event(balance=balance) + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error in user stream listener loop.") + self.logger().info("Restarting account balances stream.") + stream.cancel() + + def _parse_balance_event(self, balance): + """ + Balance update example: + + balance { + subaccount_id: "0x972a7e7d1db231f67e797fccfbd04d17f825fcde000000000000000000000000" # noqa: documentation + account_address: "inj1ju48ulgakgclvlne0lx0h5zdzluztlx7suwq7z" # noqa: documentation + denom: "peggy0xdAC17F958D2ee523a2206206994597C13D831ec7" + deposit { + available_balance: "21459060342.811393459150323702" + } + } + """ + denom_meta = self._denom_to_token_meta[balance.balance.denom] + denom_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) + total_balance = balance.balance.deposit.total_balance + total_balance = Decimal(total_balance) * denom_scaler if total_balance != "" else None + available_balance = balance.balance.deposit.available_balance + available_balance = Decimal(available_balance) * denom_scaler if available_balance != "" else None + balance_msg = BalanceUpdateEvent( + timestamp=balance.timestamp * 1e-3, + asset_name=denom_meta.symbol, + total_balance=total_balance, + available_balance=available_balance, + ) + self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) + + async def _get_backend_order_status( + self, + market_id: str, + order_type: OrderType, + trade_type: TradeType, + order_hash: Optional[str] = None, + direction: Optional[str] = None, + start_time: Optional[int] = None, + ) -> Optional[SpotOrderHistory]: + skip = 0 + order_status = None + search_completed = False + + while not search_completed: + orders = await self._client.get_historical_spot_orders( + market_id=market_id, + subaccount_id=self._sub_account_id, + direction=direction, + start_time=start_time, + skip=skip, + order_types=[CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(trade_type, order_type)]] + ) + if len(orders.orders) == 0: + search_completed = True + else: + skip += REQUESTS_SKIP_STEP + for order in orders.orders: + if order.order_hash == order_hash: + order_status = order + search_completed = True + break + + return order_status + + async def _get_all_trades( + self, + market_id: str, + direction: str, + created_at: int, + updated_at: int, + ) -> List[SpotTrade]: + skip = 0 + all_trades = [] + search_completed = False + + while not search_completed: + trades = await self._client.get_spot_trades( + market_id=market_id, + subaccount_id=self._sub_account_id, + direction=direction, + skip=skip, + start_time=created_at, + end_time=updated_at, + ) + if len(trades.trades) == 0: + search_completed = True + else: + all_trades.extend(trades.trades) + skip += len(trades.trades) + + return all_trades + + def _parse_backend_trade(self, client_order_id: str, backend_trade: SpotTrade) -> TradeUpdate: + market = self._market_id_to_active_spot_markets[backend_trade.market_id] + trading_pair = self._get_trading_pair_from_market_id(market_id=backend_trade.market_id) + price = self._convert_price_from_backend(price=backend_trade.price.price, market=market) + size = self._convert_size_from_backend(size=backend_trade.price.quantity, market=market) + trade_type = TradeType.BUY if backend_trade.trade_direction == "buy" else TradeType.SELL + fee_amount = self._convert_quote_from_backend(quote_amount=backend_trade.fee, market=market) + _, quote = split_hb_trading_pair(trading_pair=trading_pair) + fee = TradeFeeBase.new_spot_fee( + fee_schema=TradeFeeSchema(), + trade_type=trade_type, + flat_fees=[TokenAmount(amount=fee_amount, token=quote)] + ) + trade_update = TradeUpdate( + trade_id=backend_trade.trade_id, + client_order_id=client_order_id, + exchange_order_id=backend_trade.order_hash, + trading_pair=trading_pair, + fill_timestamp=backend_trade.executed_at * 1e-3, + fill_price=price, + fill_base_amount=size, + fill_quote_amount=price * size, + fee=fee, + ) + return trade_update + + async def _listen_to_transactions_stream(self): + while True: + stream: UnaryStreamCall = await self._client.stream_txs() + try: + async for transaction in stream: + await self._parse_transaction_event(transaction=transaction) + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error in user stream listener loop.") + self.logger().info("Restarting transactions stream.") + stream.cancel() + + async def _parse_transaction_event(self, transaction: StreamTxsResponse): + order = self._gateway_order_tracker.get_fillable_order_by_hash(hash=transaction.hash) + if order is not None: + messages = json.loads(s=transaction.messages) + for message in messages: + if message["type"] in [MSG_CREATE_SPOT_LIMIT_ORDER, MSG_CANCEL_SPOT_ORDER, MSG_BATCH_UPDATE_ORDERS]: + safe_ensure_future(coro=self.get_order_status_update(in_flight_order=order)) + + def _get_trading_pair_from_market_id(self, market_id: str) -> str: + market = self._market_id_to_active_spot_markets[market_id] + trading_pair = combine_to_hb_trading_pair( + base=market.base_token_meta.symbol, quote=market.quote_token_meta.symbol + ) + return trading_pair + + def _get_trading_rule_from_market(self, trading_pair: str, market: SpotMarketInfo) -> TradingRule: + min_price_tick_size = self._convert_price_from_backend(price=market.min_price_tick_size, market=market) + min_quantity_tick_size = self._convert_size_from_backend(size=market.min_quantity_tick_size, market=market) + trading_rule = TradingRule( + trading_pair=trading_pair, + min_order_size=min_quantity_tick_size, + min_price_increment=min_price_tick_size, + min_base_amount_increment=min_quantity_tick_size, + min_quote_amount_increment=min_price_tick_size, + ) + return trading_rule + + def _convert_price_from_backend(self, price: str, market: SpotMarketInfo) -> Decimal: + scale = self._get_backend_price_scaler(market=market) + scaled_price = Decimal(price) * scale + return scaled_price + + async def _get_transaction_by_hash(self, transaction_hash: str) -> GetTxByTxHashResponse: + return await self._client.get_tx_by_hash(tx_hash=transaction_hash) + + def _get_market_ids(self) -> List[str]: + market_ids = [ + self._trading_pair_to_active_spot_markets[trading_pair].market_id + for trading_pair in self._trading_pairs + ] + return market_ids + + @staticmethod + async def _check_if_order_failed_based_on_transaction( + transaction: GetTxByTxHashResponse, order: GatewayInFlightOrder + ) -> bool: + order_hash = await order.get_exchange_order_id() + return order_hash.lower() not in transaction.data.data.decode().lower() + + @staticmethod + def _get_backend_price_scaler(market: SpotMarketInfo) -> Decimal: + scale = Decimal(f"1e{market.base_token_meta.decimals - market.quote_token_meta.decimals}") + return scale + + def _convert_quote_from_backend(self, quote_amount: str, market: SpotMarketInfo) -> Decimal: + scale = self._get_backend_denom_scaler(denom_meta=market.quote_token_meta) + scaled_quote_amount = Decimal(quote_amount) * scale + return scaled_quote_amount + + def _convert_size_from_backend(self, size: str, market: SpotMarketInfo) -> Decimal: + scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) + size_tick_size = Decimal(market.min_quantity_tick_size) * scale + scaled_size = Decimal(size) * scale + return self._floor_to(scaled_size, size_tick_size) + + @staticmethod + def _get_backend_denom_scaler(denom_meta: TokenMeta): + scale = Decimal(f"1e{-denom_meta.decimals}") + return scale + + @staticmethod + def _floor_to(value: Decimal, target: Decimal) -> Decimal: + result = int(floor(value / target)) * target + return result + + @staticmethod + def _get_backend_order_type(in_flight_order: InFlightOrder) -> str: + return CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(in_flight_order.trade_type, in_flight_order.order_type)] + + @staticmethod + async def _sleep(delay: float): + await asyncio.sleep(delay) + + @staticmethod + def _time() -> float: + return time.time() + + def _get_gateway_instance(self) -> GatewayHttpClient: + gateway_instance = GatewayHttpClient.get_instance(self._client_config) + return gateway_instance diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index e69de29bb2..db1b5349bb 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -0,0 +1,43 @@ +from decimal import Decimal +from typing import Dict, Tuple + +from hummingbot.core.api_throttler.data_types import RateLimit +from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.in_flight_order import OrderState + +NONCE_PATH = "kujira/exchange/v1beta1/exchange" + +CONNECTOR_NAME = "kujira" +REQUESTS_SKIP_STEP = 100 +MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 +CLIENT_TO_BACKEND_ORDER_TYPES_MAP: Dict[Tuple[TradeType, OrderType], str] = { + (TradeType.BUY, OrderType.LIMIT): "buy_po", + (TradeType.BUY, OrderType.LIMIT_MAKER): "buy_po", + (TradeType.BUY, OrderType.MARKET): "take_buy", + (TradeType.SELL, OrderType.LIMIT): "sell_po", + (TradeType.SELL, OrderType.LIMIT_MAKER): "sell_po", + (TradeType.SELL, OrderType.MARKET): "take_sell", +} + +BACKEND_TO_CLIENT_ORDER_STATE_MAP = { + "booked": OrderState.OPEN, + "partial_filled": OrderState.PARTIALLY_FILLED, + "filled": OrderState.FILLED, + "canceled": OrderState.CANCELED, +} + +INJ_TOKEN_DENOM = "inj" +MIN_GAS_PRICE_IN_INJ = ( + 5 * Decimal("1e8") # https://api.kujira.exchange/#faq-3-how-can-i-calculate-the-gas-fees-in-inj +) +BASE_GAS = Decimal("100e3") +GAS_BUFFER = Decimal("20e3") +SPOT_SUBMIT_ORDER_GAS = Decimal("45e3") +SPOT_CANCEL_ORDER_GAS = Decimal("25e3") + +MSG_CREATE_SPOT_LIMIT_ORDER = "/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder" +MSG_CANCEL_SPOT_ORDER = "/kujira.exchange.v1beta1.MsgCancelSpotOrder" +MSG_BATCH_UPDATE_ORDERS = "/kujira.exchange.v1beta1.MsgBatchUpdateOrders" + +ACC_NONCE_PATH_RATE_LIMIT_ID = "acc_nonce" +RATE_LIMITS = [RateLimit(limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID, limit=100, time_interval=1)] From e308c1300b4257e35fdcb6f187a2e6990386d172 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 5 Apr 2023 23:42:12 +0200 Subject: [PATCH 005/359] Adding Kujira client files to integrate it as a new datasource for CLOB_SPOT. --- hummingbot/connector/connector_status.py | 1 + .../core/gateway/gateway_http_client.py | 13 + hummingbot/core/utils/gateway_config_utils.py | 3 +- test/hummingbot/client/test_settings.py | 45 + .../injective}/test_gateway_clob_spot.py | 0 ...ay_clob_spot_api_order_book_data_source.py | 0 .../clob_spot/data_sources/kujira/__init__.py | 0 .../data_sources/kujira/kujira_mock_utils.py | 1122 +++++++++++ .../kujira/test_gateway_clob_spot.py | 1768 +++++++++++++++++ ...ay_clob_spot_api_order_book_data_source.py | 184 ++ .../kujira/test_kujira_api_data_source.py | 886 +++++++++ .../test_gateway_http_client_clob.py | 0 .../kujira/test_gateway_http_client_clob.py | 201 ++ 13 files changed, 4222 insertions(+), 1 deletion(-) rename test/hummingbot/connector/gateway/clob_spot/{ => data_sources/injective}/test_gateway_clob_spot.py (100%) rename test/hummingbot/connector/gateway/clob_spot/{ => data_sources/injective}/test_gateway_clob_spot_api_order_book_data_source.py (100%) create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py rename test/hummingbot/core/gateway/{ => clob/injective}/test_gateway_http_client_clob.py (100%) create mode 100644 test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py diff --git a/hummingbot/connector/connector_status.py b/hummingbot/connector/connector_status.py index 56a6c516e4..676a53603d 100644 --- a/hummingbot/connector/connector_status.py +++ b/hummingbot/connector/connector_status.py @@ -60,6 +60,7 @@ 'dexalot': 'bronze', 'kucoin_perpetual': 'silver', 'kucoin_perpetual_testnet': 'silver', + 'kujira': 'bronze', } warning_messages = { diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 332e42b5e8..2220788d05 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1241,3 +1241,16 @@ async def clob_injective_balances( "address": address, } return await self.api_request("post", "injective/balances", request_payload) + + async def clob_kujira_balances( + self, + chain: str, + network: str, + address: str + ): + request_payload = { + "chain": chain, + "network": network, + "address": address, + } + return await self.api_request("post", "kujira/balances", request_payload) diff --git a/hummingbot/core/utils/gateway_config_utils.py b/hummingbot/core/utils/gateway_config_utils.py index a2570bfd13..993eeec624 100644 --- a/hummingbot/core/utils/gateway_config_utils.py +++ b/hummingbot/core/utils/gateway_config_utils.py @@ -13,7 +13,8 @@ "cronos": "CRO", "near": "NEAR", "injective": "INJ", - "xdc": "XDC" + "xdc": "XDC", + "kujira": "KUJI" } SUPPORTED_CHAINS = set(native_tokens.keys()) diff --git a/test/hummingbot/client/test_settings.py b/test/hummingbot/client/test_settings.py index 14d4e7355a..8b46ae50ee 100644 --- a/test/hummingbot/client/test_settings.py +++ b/test/hummingbot/client/test_settings.py @@ -8,6 +8,7 @@ from hummingbot.connector.gateway.clob_spot.data_sources.injective.injective_api_data_source import ( InjectiveAPIDataSource, ) +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource from hummingbot.core.data_type.trade_fee import TradeFeeSchema @@ -149,3 +150,47 @@ def test_conn_init_parameters_for_gateway_injective_connector( self.assertIsInstance(api_data_source, InjectiveAPIDataSource) self.assertEqual(expected_params_without_api_data_source, params) + + @patch("hummingbot.client.settings.GatewayConnectionSetting.get_connector_spec_from_market_name") + def test_conn_init_parameters_for_gateway_kujira_connector( + self, get_connector_spec_from_market_name_mock: MagicMock + ): + get_connector_spec_from_market_name_mock.return_value = { + "connector": "kujira", + "chain": "kujira", + "network": "mainnet", + "trading_type": "CLOB_SPOT", + "wallet_address": "0xA86b66F4e7DC45a943D71a11c7DDddE341246682", # noqa: mock + "additional_spenders": [], + } + conn_settings = ConnectorSetting( + name="kujira_kujira_mainnet", + type=ConnectorType.CLOB_SPOT, + example_pair="KUJI-DEMO", + centralised=True, + use_ethereum_wallet=False, + trade_fee_schema=TradeFeeSchema(), + config_keys=None, + is_sub_domain=False, + parent_name=None, + domain_parameter=None, + use_eth_gas_lookup=False, + ) + + expected_params_without_api_data_source = { + "connector_name": "kujira", + "chain": "kujira", + "network": "mainnet", + "address": "0xA86b66F4e7DC45a943D71a11c7DDddE341246682", # noqa: mock + "trading_pairs": [], + "trading_required": False, + "client_config_map": None, + } + params = conn_settings.conn_init_parameters() + + self.assertIn("api_data_source", params) + + api_data_source = params.pop("api_data_source") + + self.assertIsInstance(api_data_source, KujiraAPIDataSource) + self.assertEqual(expected_params_without_api_data_source, params) diff --git a/test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot.py similarity index 100% rename from test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot.py rename to test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot.py diff --git a/test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot_api_order_book_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot_api_order_book_data_source.py similarity index 100% rename from test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot_api_order_book_data_source.py rename to test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot_api_order_book_data_source.py diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py new file mode 100644 index 0000000000..e69de29bb2 diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py new file mode 100644 index 0000000000..f80a95027e --- /dev/null +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py @@ -0,0 +1,1122 @@ +# import asyncio +# import json +# from decimal import Decimal +# from typing import Any, List, Optional, Tuple, Type +# from unittest.mock import AsyncMock, patch +# +# import grpc +# import pandas as pd +# from pykujira.orderhash import OrderHashResponse +# from pykujira.proto.exchange.kujira_accounts_rpc_pb2 import ( +# StreamSubaccountBalanceResponse, +# SubaccountBalance, +# SubaccountDeposit as Account_SubaccountDeposit, +# ) +# from pykujira.proto.exchange.kujira_explorer_rpc_pb2 import ( +# CosmosCoin, +# GasFee, +# GetTxByTxHashResponse, +# StreamTxsResponse, +# TxDetailData, +# ) +# from pykujira.proto.exchange.kujira_portfolio_rpc_pb2 import ( +# AccountPortfolioResponse, +# Coin, +# Portfolio, +# SubaccountBalanceV2, +# SubaccountDeposit, +# ) +# from pykujira.proto.exchange.kujira_spot_exchange_rpc_pb2 import ( +# MarketsResponse, +# OrderbookResponse, +# OrdersHistoryResponse, +# Paging, +# PriceLevel, +# SpotLimitOrderbook, +# SpotMarketInfo, +# SpotOrderHistory, +# SpotTrade, +# StreamOrderbookResponse, +# StreamOrdersHistoryResponse, +# StreamTradesResponse, +# TokenMeta, +# TradesResponse, +# ) +# +# from hummingbot.connector.constants import s_decimal_0 +# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( +# BASE_GAS, +# GAS_BUFFER, +# SPOT_CANCEL_ORDER_GAS, +# SPOT_SUBMIT_ORDER_GAS, +# ) +# from hummingbot.core.data_type.common import OrderType, TradeType +# from hummingbot.core.data_type.in_flight_order import InFlightOrder +# from hummingbot.core.data_type.trade_fee import TradeFeeBase +# +# +# class StreamMock: +# def __init__(self): +# self.queue = asyncio.Queue() +# +# def add(self, item: Any): +# self.queue.put_nowait(item=item) +# +# def run_until_all_items_delivered(self, timeout: float = 1): +# asyncio.get_event_loop().run_until_complete(asyncio.wait_for(fut=self.queue.join(), timeout=timeout)) +# +# def cancel(self): +# pass +# +# def __aiter__(self): +# return self +# +# async def __anext__(self): +# el = await self.queue.get() +# self.queue.task_done() +# return el +# +# +# class KujiraClientMock: +# def __init__( +# self, initial_timestamp: float, sub_account_id: str, base: str, quote: str, +# ): +# self.initial_timestamp = initial_timestamp +# self.base = base +# self.base_coin_address = "someBaseCoinAddress" +# self.base_denom = self.base_coin_address +# self.base_decimals = 18 +# self.quote = quote +# self.quote_coin_address = "someQuoteCoinAddress" +# self.quote_denom = self.quote_coin_address +# self.quote_decimals = 8 # usually set to 6, but for the sake of differing minimum price/size increments +# self.market_id = "someMarketId" +# self.sub_account_id = sub_account_id +# self.service_provider_fee = Decimal("0.4") +# self.order_creation_gas_estimate = Decimal("0.0000825") +# self.order_cancelation_gas_estimate = Decimal("0.0000725") +# self.order_gas_estimate = Decimal("0.000155") # gas to both submit and cancel an order in INJ +# +# self.kujira_async_client_mock_patch = patch( +# target=( +# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source.AsyncClient" +# ), +# autospec=True, +# ) +# self.kujira_async_client_mock: Optional[AsyncMock] = None +# self.gateway_instance_mock_patch = patch( +# target=( +# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" +# ".GatewayHttpClient" +# ), +# autospec=True, +# ) +# self.gateway_instance_mock: Optional[AsyncMock] = None +# self.kujira_order_hash_manager_start_patch = patch( +# target=( +# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" +# ".OrderHashManager.start" +# ), +# autospec=True, +# ) +# self.kujira_composer_patch = patch( +# target="hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" +# ".ProtoMsgComposer", +# autospec=True, +# ) +# self.kujira_compute_order_hashes_patch = patch( +# target=( +# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" +# ".OrderHashManager.compute_order_hashes" +# ), +# autospec=True, +# ) +# self.kujira_compute_order_hashes_mock: Optional[AsyncMock] = None +# +# self.place_order_called_event = asyncio.Event() +# self.cancel_order_called_event = asyncio.Event() +# +# @property +# def min_quantity_tick_size(self) -> Decimal: +# return Decimal("0.001") +# +# @property +# def min_price_tick_size(self) -> Decimal: +# return Decimal("0.00001") +# +# @property +# def maker_fee_rate(self) -> Decimal: +# return Decimal("-0.0001") +# +# @property +# def taker_fee_rate(self) -> Decimal: +# return Decimal("0.001") +# +# @property +# def exchange_trading_pair(self) -> str: +# return self.market_id +# +# def start(self): +# self.kujira_async_client_mock = self.kujira_async_client_mock_patch.start() +# self.kujira_async_client_mock.return_value = self.kujira_async_client_mock +# self.gateway_instance_mock = self.gateway_instance_mock_patch.start() +# self.gateway_instance_mock.get_instance.return_value = self.gateway_instance_mock +# self.kujira_order_hash_manager_start_patch.start() +# self.kujira_composer_patch.start() +# self.kujira_compute_order_hashes_mock = self.kujira_compute_order_hashes_patch.start() +# +# self.kujira_async_client_mock.stream_spot_trades.return_value = StreamMock() +# self.kujira_async_client_mock.stream_historical_spot_orders.return_value = StreamMock() +# self.kujira_async_client_mock.stream_spot_orderbooks.return_value = StreamMock() +# self.kujira_async_client_mock.stream_account_portfolio.return_value = StreamMock() +# self.kujira_async_client_mock.stream_subaccount_balance.return_value = StreamMock() +# self.kujira_async_client_mock.stream_txs.return_value = StreamMock() +# +# self.configure_active_spot_markets_response(timestamp=self.initial_timestamp) +# +# def stop(self): +# self.kujira_async_client_mock_patch.stop() +# self.gateway_instance_mock_patch.stop() +# self.kujira_order_hash_manager_start_patch.stop() +# self.kujira_composer_patch.stop() +# self.kujira_compute_order_hashes_patch.stop() +# +# def run_until_all_items_delivered(self, timeout: float = 1): +# self.kujira_async_client_mock.stream_spot_trades.return_value.run_until_all_items_delivered(timeout=timeout) +# self.kujira_async_client_mock.stream_historical_spot_orders.return_value.run_until_all_items_delivered( +# timeout=timeout +# ) +# self.kujira_async_client_mock.stream_spot_orderbooks.return_value.run_until_all_items_delivered( +# timeout=timeout +# ) +# self.kujira_async_client_mock.stream_subaccount_balance.return_value.run_until_all_items_delivered( +# timeout=timeout +# ) +# self.kujira_async_client_mock.stream_txs.return_value.run_until_all_items_delivered( +# timeout=timeout +# ) +# +# def run_until_place_order_called(self, timeout: float = 1): +# asyncio.get_event_loop().run_until_complete( +# asyncio.wait_for(fut=self.place_order_called_event.wait(), timeout=timeout) +# ) +# +# def run_until_cancel_order_called(self, timeout: float = 1): +# asyncio.get_event_loop().run_until_complete( +# asyncio.wait_for(fut=self.cancel_order_called_event.wait(), timeout=timeout) +# ) +# +# def configure_batch_order_create_response( +# self, +# timestamp: int, +# transaction_hash: str, +# created_orders: List[InFlightOrder], +# ): +# def update_and_return(*_, **__): +# self.place_order_called_event.set() +# return { +# "network": "kujira", +# "timestamp": timestamp, +# "latency": 2, +# "txHash": transaction_hash if not transaction_hash.startswith("0x") else transaction_hash[2:], +# } +# +# self.gateway_instance_mock.clob_batch_order_modify.side_effect = update_and_return +# self.configure_get_tx_by_hash_creation_response( +# timestamp=timestamp, success=True, order_hashes=[order.exchange_order_id for order in created_orders] +# ) +# for order in created_orders: +# self.configure_get_historical_spot_orders_response_for_in_flight_order( +# timestamp=timestamp, +# in_flight_order=order, +# ) +# self.kujira_compute_order_hashes_mock.return_value = OrderHashResponse( +# spot=[order.exchange_order_id for order in created_orders], derivative=[] +# ) +# +# def configure_batch_order_cancel_response( +# self, +# timestamp: int, +# transaction_hash: str, +# canceled_orders: List[InFlightOrder], +# ): +# def update_and_return(*_, **__): +# self.place_order_called_event.set() +# return { +# "network": "kujira", +# "timestamp": timestamp, +# "latency": 2, +# "txHash": transaction_hash if not transaction_hash.startswith("0x") else transaction_hash[2:], +# } +# +# self.gateway_instance_mock.clob_batch_order_modify.side_effect = update_and_return +# for order in canceled_orders: +# self.configure_get_historical_spot_orders_response_for_in_flight_order( +# timestamp=timestamp, +# in_flight_order=order, +# is_canceled=True, +# ) +# +# def configure_place_order_response( +# self, +# timestamp: int, +# transaction_hash: str, +# exchange_order_id: str, +# trade_type: TradeType, +# price: Decimal, +# size: Decimal, +# ): +# +# def place_and_return(*_, **__): +# self.place_order_called_event.set() +# return { +# "network": "kujira", +# "timestamp": timestamp, +# "latency": 2, +# "txHash": transaction_hash[2:].lower(), +# } +# +# self.gateway_instance_mock.clob_place_order.side_effect = place_and_return +# self.configure_get_tx_by_hash_creation_response( +# timestamp=timestamp, success=True, order_hashes=[exchange_order_id] +# ) +# self.configure_get_historical_spot_orders_response( +# timestamp=timestamp, +# order_hash=exchange_order_id, +# state="booked", +# execution_type="limit", +# order_type="buy" if trade_type == TradeType.BUY else "sell", +# price=price, +# size=size, +# filled_size=Decimal("0"), +# direction="buy" if trade_type == TradeType.BUY else "sell", +# ) +# self.kujira_compute_order_hashes_mock.return_value = OrderHashResponse( +# spot=[exchange_order_id], derivative=[] +# ) +# +# def configure_place_order_fails_response(self, exception: Exception): +# +# def place_and_raise(*_, **__): +# self.place_order_called_event.set() +# raise exception +# +# self.gateway_instance_mock.clob_place_order.side_effect = place_and_raise +# +# def configure_cancel_order_response(self, timestamp: int, transaction_hash: str): +# +# def cancel_and_return(*_, **__): +# self.cancel_order_called_event.set() +# return { +# "network": "kujira", +# "timestamp": timestamp, +# "latency": 2, +# "txHash": transaction_hash if not transaction_hash.startswith("0x") else transaction_hash[2:], +# } +# +# self.gateway_instance_mock.clob_cancel_order.side_effect = cancel_and_return +# +# def configure_cancel_order_fails_response(self, exception: Exception): +# +# def cancel_and_raise(*_, **__): +# self.cancel_order_called_event.set() +# raise exception +# +# self.gateway_instance_mock.clob_cancel_order.side_effect = cancel_and_raise +# +# def configure_one_success_one_failure_order_cancelation_responses( +# self, success_timestamp: int, success_transaction_hash: str, failure_exception: Exception, +# ): +# called_once = False +# +# def cancel_and_return(*_, **__): +# nonlocal called_once +# if called_once: +# self.cancel_order_called_event.set() +# raise failure_exception +# called_once = True +# return { +# "network": "kujira", +# "timestamp": success_timestamp, +# "latency": 2, +# "txHash": success_transaction_hash, +# } +# +# self.gateway_instance_mock.clob_cancel_order.side_effect = cancel_and_return +# +# def configure_check_network_success(self): +# self.kujira_async_client_mock.ping.side_effect = None +# +# def configure_check_network_failure(self, exc: Type[Exception] = grpc.RpcError): +# self.kujira_async_client_mock.ping.side_effect = exc +# +# def configure_order_status_update_response( +# self, +# timestamp: int, +# order: InFlightOrder, +# creation_transaction_hash: Optional[str] = None, +# creation_transaction_success: bool = True, +# cancelation_transaction_hash: Optional[str] = None, +# filled_size: Decimal = s_decimal_0, +# is_canceled: bool = False, +# is_failed: bool = False, +# ): +# exchange_order_id = order.exchange_order_id +# if creation_transaction_hash is not None: +# if creation_transaction_success: +# self.configure_creation_transaction_stream_event( +# timestamp=timestamp, transaction_hash=creation_transaction_hash +# ) +# self.configure_get_tx_by_hash_creation_response( +# timestamp=timestamp, +# success=creation_transaction_success, +# order_hashes=[exchange_order_id], +# transaction_hash=creation_transaction_hash, +# is_order_failed=is_failed, +# ) +# if cancelation_transaction_hash is not None: +# self.configure_cancelation_transaction_stream_event( +# timestamp=timestamp, +# transaction_hash=cancelation_transaction_hash, +# order_hash=exchange_order_id, +# ) +# self.configure_get_tx_by_hash_cancelation_response( +# timestamp=timestamp, +# order_hash=exchange_order_id, +# transaction_hash=cancelation_transaction_hash, +# ) +# if is_failed: +# self.configure_get_historical_spot_orders_empty_response() +# elif not is_canceled: +# self.configure_get_historical_spot_orders_response_for_in_flight_order( +# timestamp=timestamp, +# in_flight_order=order, +# order_hash=exchange_order_id, +# filled_size=filled_size, +# ) +# else: +# self.configure_get_historical_spot_orders_response_for_in_flight_order( +# timestamp=timestamp, in_flight_order=order, is_canceled=True +# ) +# +# def configure_trades_response_with_exchange_order_id( +# self, +# timestamp: float, +# exchange_order_id: str, +# price: Decimal, +# size: Decimal, +# fee: TradeFeeBase, +# trade_id: str, +# ): +# """This method appends mocks if previously queued mocks already exist.""" +# timestamp_ms = int(timestamp * 1e3) +# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") +# scaled_size = size * Decimal(f"1e{self.base_decimals}") +# price_level = PriceLevel( +# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms +# ) +# scaled_fee = fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}") +# trade = SpotTrade( +# order_hash=exchange_order_id, +# subaccount_id=self.sub_account_id, +# market_id=self.market_id, +# trade_execution_type="limitMatchNewOrder", +# trade_direction="buy", +# price=price_level, +# fee=str(scaled_fee), +# executed_at=timestamp_ms, +# fee_recipient="anotherRecipientAddress", +# trade_id=trade_id, +# execution_side="taker", +# ) +# trades = TradesResponse() +# trades.trades.append(trade) +# +# if self.kujira_async_client_mock.get_spot_trades.side_effect is None: +# self.kujira_async_client_mock.get_spot_trades.side_effect = [trades, TradesResponse()] +# else: +# self.kujira_async_client_mock.get_spot_trades.side_effect = ( +# list(self.kujira_async_client_mock.get_spot_trades.side_effect) + [trades, TradesResponse()] +# ) +# +# def configure_trades_response_no_trades(self): +# """This method appends mocks if previously queued mocks already exist.""" +# trades = TradesResponse() +# +# if self.kujira_async_client_mock.get_spot_trades.side_effect is None: +# self.kujira_async_client_mock.get_spot_trades.side_effect = [trades, TradesResponse()] +# else: +# self.kujira_async_client_mock.get_spot_trades.side_effect = ( +# list(self.kujira_async_client_mock.get_spot_trades.side_effect) + [trades, TradesResponse()] +# ) +# +# def configure_trades_response_fails(self): +# self.kujira_async_client_mock.get_spot_trades.side_effect = RuntimeError +# +# def configure_order_stream_event_for_in_flight_order( +# self, +# timestamp: float, +# in_flight_order: InFlightOrder, +# filled_size: Decimal = Decimal("0"), +# is_canceled: bool = False, +# ): +# if is_canceled: +# state = "canceled" +# elif filled_size == Decimal("0"): +# state = "booked" +# elif filled_size == in_flight_order.amount: +# state = "filled" +# else: +# state = "partial_filled" +# self.configure_order_stream_event( +# timestamp=timestamp, +# order_hash=in_flight_order.exchange_order_id, +# state=state, +# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", +# order_type=( +# in_flight_order.trade_type.name.lower() +# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") +# ), +# price=in_flight_order.price, +# size=in_flight_order.amount, +# filled_size=filled_size, +# direction=in_flight_order.trade_type.name.lower(), +# ) +# +# def configure_trade_stream_event( +# self, +# timestamp: float, +# price: Decimal, +# size: Decimal, +# maker_fee: TradeFeeBase, +# taker_fee: TradeFeeBase, +# exchange_order_id: str = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7", # noqa: mock +# taker_trade_id: str = "19889401_someTradeId", +# ): +# """The taker is a buy.""" +# maker_trade, taker_trade = self.get_maker_taker_trades_pair( +# timestamp=timestamp, +# price=price, +# size=size, +# maker_fee=maker_fee.flat_fees[0].amount, +# taker_fee=taker_fee.flat_fees[0].amount, +# order_hash=exchange_order_id, +# taker_trade_id=taker_trade_id, +# ) +# maker_trade_response = StreamTradesResponse(trade=maker_trade) +# taker_trade_response = StreamTradesResponse(trade=taker_trade) +# self.kujira_async_client_mock.stream_spot_trades.return_value.add(maker_trade_response) +# self.kujira_async_client_mock.stream_spot_trades.return_value.add(taker_trade_response) +# +# def configure_account_base_balance_stream_event( +# self, timestamp: float, total_balance: Decimal, available_balance: Decimal +# ): +# timestamp_ms = int(timestamp * 1e3) +# deposit = Account_SubaccountDeposit( +# total_balance=str(total_balance * Decimal(f"1e{self.base_decimals}")), +# available_balance=str(available_balance * Decimal(f"1e{self.base_decimals}")), +# ) +# balance = SubaccountBalance( +# subaccount_id=self.sub_account_id, +# account_address="someAccountAddress", +# denom=self.base_denom, +# deposit=deposit, +# ) +# balance_event = StreamSubaccountBalanceResponse( +# balance=balance, +# timestamp=timestamp_ms, +# ) +# self.kujira_async_client_mock.stream_subaccount_balance.return_value.add(balance_event) +# +# def configure_faulty_base_balance_stream_event(self, timestamp: float): +# timestamp_ms = int(timestamp * 1e3) +# deposit = Account_SubaccountDeposit( +# total_balance="", +# available_balance="", +# ) +# balance = SubaccountBalance( +# subaccount_id=self.sub_account_id, +# account_address="someAccountAddress", +# denom="wrongCoinAddress", +# deposit=deposit, +# ) +# balance_event = StreamSubaccountBalanceResponse( +# balance=balance, +# timestamp=timestamp_ms, +# ) +# self.kujira_async_client_mock.stream_subaccount_balance.return_value.add(balance_event) +# +# def configure_spot_trades_response_to_request_without_exchange_order_id( +# self, +# timestamp: float, +# price: Decimal, +# size: Decimal, +# maker_fee: TradeFeeBase, +# taker_fee: TradeFeeBase, +# ): +# """The taker is a buy.""" +# maker_trade, taker_trade = self.get_maker_taker_trades_pair( +# timestamp=timestamp, +# price=price, +# size=size, +# maker_fee=maker_fee.flat_fees[0].amount, +# taker_fee=taker_fee.flat_fees[0].amount, +# ) +# trades = TradesResponse() +# trades.trades.append(maker_trade) +# trades.trades.append(taker_trade) +# +# self.kujira_async_client_mock.get_spot_trades.return_value = trades +# +# def configure_orderbook_snapshot( +# self, timestamp: float, bids: List[Tuple[float, float]], asks: List[Tuple[float, float]], +# ): +# timestamp_ms = int(timestamp * 1e3) +# orderbook = self.create_orderbook_mock(timestamp_ms=timestamp_ms, bids=bids, asks=asks) +# orderbook_response = OrderbookResponse(orderbook=orderbook) +# +# self.kujira_async_client_mock.get_spot_orderbook.return_value = orderbook_response +# +# def configure_orderbook_snapshot_stream_event( +# self, timestamp: float, bids: List[Tuple[float, float]], asks: List[Tuple[float, float]] +# ): +# timestamp_ms = int(timestamp * 1e3) +# orderbook = self.create_orderbook_mock(timestamp_ms=timestamp_ms, bids=bids, asks=asks) +# orderbook_response = StreamOrderbookResponse( +# orderbook=orderbook, +# operation_type="update", +# timestamp=timestamp_ms, +# market_id=self.market_id, +# ) +# +# self.kujira_async_client_mock.stream_spot_orderbooks.return_value.add(orderbook_response) +# +# def create_orderbook_mock( +# self, timestamp_ms: float, bids: List[Tuple[float, float]], asks: List[Tuple[float, float]] +# ) -> SpotLimitOrderbook: +# orderbook = SpotLimitOrderbook() +# +# for price, size in bids: +# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") +# scaled_size = size * Decimal(f"1e{self.base_decimals}") +# bid = PriceLevel( +# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms +# ) +# orderbook.buys.append(bid) +# +# for price, size in asks: +# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") +# scaled_size = size * Decimal(f"1e{self.base_decimals}") +# ask = PriceLevel( +# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms +# ) +# orderbook.sells.append(ask) +# +# return orderbook +# +# def get_maker_taker_trades_pair( +# self, +# timestamp: float, +# price: Decimal, +# size: Decimal, +# maker_fee: Decimal, +# taker_fee: Decimal, +# order_hash: str = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7", # noqa: mock +# taker_trade_id: str = "19889401_someTradeId", +# ) -> Tuple[SpotTrade, SpotTrade]: +# """The taker is a buy.""" +# timestamp_ms = int(timestamp * 1e3) +# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") +# scaled_size = size * Decimal(f"1e{self.base_decimals}") +# price_level = PriceLevel( +# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms +# ) +# scaled_maker_fee = maker_fee * Decimal(f"1e{self.quote_decimals}") +# scaled_taker_fee = taker_fee * Decimal(f"1e{self.quote_decimals}") +# assert len(taker_trade_id.split("_")) == 2 +# trade_id_prefix = taker_trade_id.split("_")[0] +# taker_trade = SpotTrade( +# order_hash=order_hash, +# subaccount_id="sumSubAccountId", +# market_id=self.market_id, +# trade_execution_type="limitMatchNewOrder", +# trade_direction="buy", +# price=price_level, +# fee=str(scaled_taker_fee), +# executed_at=timestamp_ms, +# fee_recipient="anotherRecipientAddress", +# trade_id=taker_trade_id, +# execution_side="taker", +# ) +# maker_trade = SpotTrade( +# order_hash="anotherOrderHash", +# subaccount_id="anotherSubAccountId", +# market_id=self.market_id, +# trade_execution_type="limitMatchRestingOrder", +# trade_direction="sell", +# price=price_level, +# fee=str(scaled_maker_fee), +# executed_at=timestamp_ms, +# fee_recipient="someRecipientAddress", +# trade_id=f"{trade_id_prefix}_anotherTradeId", # trade IDs for each side have same prefix, different suffix +# execution_side="maker", +# ) +# return maker_trade, taker_trade +# +# def configure_order_stream_event( +# self, +# timestamp: float, +# order_hash: str, +# state: str, +# execution_type: str, +# order_type: str, +# price: Decimal, +# size: Decimal, +# filled_size: Decimal, +# direction: str, +# ): +# """ +# order { +# order_hash: "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: documentation +# market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: documentation +# subaccount_id: "0x32b16783ea9a08602dc792f24c3d78bba6e333d3000000000000000000000000" # noqa: documentation +# execution_type: "limit" +# order_type: "buy_po" +# price: "0.00000000116023" +# trigger_price: "0" +# quantity: "2000000000000000" +# filled_quantity: "0" +# state: "canceled" +# created_at: 1669198777253 +# updated_at: 1669198783253 +# direction: "buy" +# } +# operation_type: "update" +# timestamp: 1669198784000 +# """ +# order = self.get_spot_order_history( +# timestamp=timestamp, +# order_hash=order_hash, +# state=state, +# execution_type=execution_type, +# order_type=order_type, +# price=price, +# size=size, +# filled_size=filled_size, +# direction=direction, +# ) +# timestamp_ms = int(timestamp * 1e3) +# order_response = StreamOrdersHistoryResponse( +# order=order, +# operation_type="update", +# timestamp=timestamp_ms, +# ) +# self.kujira_async_client_mock.stream_historical_spot_orders.return_value.add(order_response) +# +# def configure_get_historical_spot_orders_response_for_in_flight_order( +# self, +# timestamp: float, +# in_flight_order: InFlightOrder, +# filled_size: Decimal = Decimal("0"), +# is_canceled: bool = False, +# order_hash: Optional[str] = None, # overwrites in_flight_order.exchange_order_id +# ): +# """ +# orders { +# order_hash: "0x0f62edfb64644762c20490d9573034c2f319e87e857401c41eea1fe373045dd7" # noqa: documentation +# market_id: "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0" # noqa: documentation +# subaccount_id: "0x1b99514e320ae0087be7f87b1e3057853c43b799000000000000000000000000" # noqa: documentation +# execution_type: "limit" +# order_type: "sell_po" +# price: "1887550000" +# trigger_price: "0" +# quantity: "14.66" +# filled_quantity: "0" +# state: "canceled" +# created_at: 1660245368028 +# updated_at: 1660245374789 +# direction: "sell" +# } +# paging { +# total: 1000 +# } +# """ +# if is_canceled: +# state = "canceled" +# elif filled_size == Decimal("0"): +# state = "booked" +# elif filled_size == in_flight_order.amount: +# state = "filled" +# else: +# state = "partial_filled" +# self.configure_get_historical_spot_orders_response( +# timestamp=timestamp, +# order_hash=order_hash or in_flight_order.exchange_order_id, +# state=state, +# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", +# order_type=( +# in_flight_order.trade_type.name.lower() +# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") +# ), +# price=in_flight_order.price, +# size=in_flight_order.amount, +# filled_size=filled_size, +# direction=in_flight_order.trade_type.name.lower(), +# ) +# +# def configure_get_historical_spot_orders_empty_response(self): +# paging = Paging(total=1) +# mock_response = OrdersHistoryResponse(paging=paging) +# self.kujira_async_client_mock.get_historical_spot_orders.return_value = mock_response +# +# def configure_get_historical_spot_orders_response( +# self, +# timestamp: float, +# order_hash: str, +# state: str, +# execution_type: str, +# order_type: str, +# price: Decimal, +# size: Decimal, +# filled_size: Decimal, +# direction: str, +# ): +# """ +# orders { +# order_hash: "0x0f62edfb64644762c20490d9573034c2f319e87e857401c41eea1fe373045dd7" # noqa: documentation +# market_id: "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0" # noqa: documentation +# subaccount_id: "0x1b99514e320ae0087be7f87b1e3057853c43b799000000000000000000000000" # noqa: documentation +# execution_type: "limit" +# order_type: "sell_po" +# price: "1887550000" +# trigger_price: "0" +# quantity: "14.66" +# filled_quantity: "0" +# state: "canceled" +# created_at: 1660245368028 +# updated_at: 1660245374789 +# direction: "sell" +# } +# paging { +# total: 1000 +# } +# """ +# order = self.get_spot_order_history( +# timestamp=timestamp, +# order_hash=order_hash, +# state=state, +# execution_type=execution_type, +# order_type=order_type, +# price=price, +# size=size, +# filled_size=filled_size, +# direction=direction, +# ) +# paging = Paging(total=1) +# mock_response = OrdersHistoryResponse(paging=paging) +# mock_response.orders.append(order) +# self.kujira_async_client_mock.get_historical_spot_orders.return_value = mock_response +# +# def get_spot_order_history( +# self, +# timestamp: float, +# order_hash: str, +# state: str, +# execution_type: str, +# order_type: str, +# price: Decimal, +# size: Decimal, +# filled_size: Decimal, +# direction: str, +# ) -> SpotOrderHistory: +# timestamp_ms = int(timestamp * 1e3) +# order = SpotOrderHistory( +# order_hash=order_hash, +# market_id=self.market_id, +# subaccount_id="someSubAccountId", +# execution_type=execution_type, +# order_type=order_type, +# price=str(price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), +# trigger_price="0", +# quantity=str(size * Decimal(f"1e{self.base_decimals}")), +# filled_quantity=str(filled_size * Decimal(f"1e{self.base_decimals}")), +# state=state, +# created_at=timestamp_ms, +# updated_at=timestamp_ms, +# direction=direction, +# ) +# return order +# +# def configure_get_account_portfolio_response( +# self, +# base_total_balance: Decimal, +# base_available_balance: Decimal, +# quote_total_balance: Decimal, +# quote_available_balance: Decimal, +# ): +# pass +# +# def configure_get_account_balances_response( +# self, +# base_bank_balance: Decimal = s_decimal_0, +# quote_bank_balance: Decimal = s_decimal_0, +# base_total_balance: Decimal = s_decimal_0, +# base_available_balance: Decimal = s_decimal_0, +# quote_total_balance: Decimal = s_decimal_0, +# quote_available_balance: Decimal = s_decimal_0, +# ): +# subaccount_list = [] +# bank_coin_list = [] +# +# if base_total_balance != s_decimal_0: +# base_deposit = SubaccountDeposit( +# total_balance=str(base_total_balance * Decimal(f"1e{self.base_decimals}")), +# available_balance=str(base_available_balance * Decimal(f"1e{self.base_decimals}")), +# ) +# base_balance = SubaccountBalanceV2( +# subaccount_id=self.sub_account_id, +# denom=self.base_denom, +# deposit=base_deposit +# ) +# subaccount_list.append(base_balance) +# +# if quote_total_balance != s_decimal_0: +# quote_deposit = SubaccountDeposit( +# total_balance = str(quote_total_balance * Decimal(f"1e{self.quote_decimals}")), +# available_balance = str(quote_available_balance * Decimal(f"1e{self.quote_decimals}")), +# ) +# quote_balance = SubaccountBalanceV2( +# subaccount_id=self.sub_account_id, +# denom=self.quote_denom, +# deposit=quote_deposit, +# ) +# subaccount_list.append(quote_balance) +# +# if base_bank_balance != s_decimal_0: +# base_scaled_amount = str(base_bank_balance * Decimal(f"1e{self.base_decimals}")) +# coin = Coin(amount=base_scaled_amount, denom=self.base_denom) +# bank_coin_list.append(coin) +# +# if quote_bank_balance != s_decimal_0: +# quote_scaled_amount = str(quote_bank_balance * Decimal(f"1e{self.quote_decimals}")) +# coin = Coin(amount=quote_scaled_amount, denom=self.quote_denom) +# bank_coin_list.append(coin) +# +# portfolio = Portfolio(account_address="someAccountAddress", bank_balances=bank_coin_list, +# subaccounts=subaccount_list) +# +# self.kujira_async_client_mock.get_account_portfolio.return_value = AccountPortfolioResponse(portfolio=portfolio) +# +# def configure_get_tx_by_hash_creation_response( +# self, +# timestamp: float, +# success: bool, +# order_hashes: Optional[List[str]] = None, +# transaction_hash: str = "", +# trade_type: TradeType = TradeType.BUY, +# is_order_failed: bool = False, +# ): +# order_hashes = order_hashes or [] +# data_data = "\n\275\001\n0/kujira.exchange.v1beta1.MsgBatchUpdateOrders" +# if success and not is_order_failed: +# data_data += "\022\210\001\032B" + "\032B".join(order_hashes) +# gas_wanted = int(BASE_GAS + SPOT_SUBMIT_ORDER_GAS + GAS_BUFFER) +# gas_amount_scaled = self.order_creation_gas_estimate * Decimal("1e18") +# gas_amount = CosmosCoin(denom="inj", amount=str(int(gas_amount_scaled))) +# gas_fee = GasFee(gas_limit=gas_wanted, payer="") +# gas_fee.amount.append(gas_amount) +# messages_data = [ +# { +# 'type': '/kujira.exchange.v1beta1.MsgBatchUpdateOrders', +# 'value': { +# 'order': { +# 'market_id': self.market_id, +# 'order_info': { +# 'fee_recipient': 'inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r', +# 'price': '0.000000000007523000', +# 'quantity': '10000000000000000.000000000000000000', +# 'subaccount_id': self.sub_account_id, +# }, +# 'order_type': "BUY" if trade_type == TradeType.BUY else "SELL", +# 'trigger_price': '0.000000000000000000', +# }, +# 'sender': 'inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r', +# }, +# } +# ] +# data = TxDetailData( +# hash=transaction_hash, +# data=data_data.encode(), +# gas_wanted=gas_wanted, +# gas_used=int(gas_wanted * Decimal("0.9")), +# gas_fee=gas_fee, +# code=0 if success else 6, +# block_unix_timestamp=int(timestamp * 1e3), +# messages=json.dumps(messages_data).encode(), +# ) +# self.kujira_async_client_mock.get_tx_by_hash.return_value = GetTxByTxHashResponse(data=data) +# +# def configure_get_tx_by_hash_cancelation_response( +# self, +# timestamp: float, +# order_hash: str = "", +# transaction_hash: str = "", +# ): +# data_data = "\n0\n./kujira.exchange.v1beta1.MsgCancelSpotOrder" +# gas_wanted = int(BASE_GAS + SPOT_CANCEL_ORDER_GAS + GAS_BUFFER) +# gas_amount_scaled = self.order_cancelation_gas_estimate * Decimal("1e18") +# gas_amount = CosmosCoin(denom="inj", amount=str(int(gas_amount_scaled))) +# gas_fee = GasFee(gas_limit=gas_wanted, payer="") +# gas_fee.amount.append(gas_amount) +# messages_data = [ +# { +# 'type': '/kujira.exchange.v1beta1.MsgCancelSpotOrder', +# 'value': { +# 'market_id': self.market_id, +# "order_hash": order_hash, +# 'sender': 'inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r', +# 'subaccount_id': self.sub_account_id, +# }, +# } +# ] +# data = TxDetailData( +# hash=transaction_hash, +# data=data_data.encode(), +# gas_wanted=gas_wanted, +# gas_used=int(gas_wanted * Decimal("0.9")), +# gas_fee=gas_fee, +# code=0, +# block_unix_timestamp=int(timestamp * 1e3), +# messages=json.dumps(messages_data).encode(), +# ) +# self.kujira_async_client_mock.get_tx_by_hash.return_value = GetTxByTxHashResponse(data=data) +# +# def configure_creation_transaction_stream_event( +# self, timestamp: float, transaction_hash: str, trade_type: TradeType = TradeType.BUY +# ): +# """ +# block_number: 21394573 +# block_timestamp: "2022-12-12 06:15:31.072 +0000 UTC" +# hash: "0x2956ee8cf58f2b19646d00d794bfa6a857fcb7a58f6cd0879de5b91e849f60bb" # noqa: documentation +# messages: "[{\"type\":\"/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder\",\"value\":{\"order\":{\"market_id\":\"0x572f05fd93a6c2c4611b2eba1a0a36e102b6a592781956f0128a27662d84f112\",\"order_info\":{\"fee_recipient\":\"inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx\",\"price\":\"0.000000000004500000\",\"quantity\":\"51110000000000000000.000000000000000000\",\"subaccount_id\":\"0x20b6c8f178dbcc6af6f09fbe4cb9e213641a8bce000000000000000000000000\"},\"order_type\":\"SELL_PO\",\"trigger_price\":null},\"sender\":\"inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx\"}}]" # noqa: documentation +# tx_number: 135730075 +# """ +# message = [ +# { +# "type": "/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder", +# "value": { +# "order": { +# "market_id": self.market_id, +# "order_info": { +# "fee_recipient": "inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx", +# "price": "0.000000000004500000", +# "quantity": "51110000000000000000.000000000000000000", +# "subaccount_id": self.sub_account_id, +# }, +# "order_type": "BUY" if trade_type == TradeType.BUY else "SELL", +# "trigger_price": None, +# }, +# "sender": "inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx", +# }, +# }, +# ] +# transaction_event = StreamTxsResponse( +# block_number=21393769, +# block_timestamp=f"{pd.Timestamp.utcfromtimestamp(timestamp / 1e3).strftime('%Y-%m-%d %H:%M:%S.%f')} +0000 UTC", +# hash=transaction_hash, +# messages=json.dumps(message), +# tx_number=135726991, +# ) +# self.kujira_async_client_mock.stream_txs.return_value.add(transaction_event) +# +# def configure_cancelation_transaction_stream_event(self, timestamp: float, transaction_hash: str, order_hash: str): +# """ +# block_number: 21393769 +# block_timestamp: "2022-12-12 06:00:22.878 +0000 UTC" +# hash: "0xa3dbf1340278ef5c9443b88c992e715cc72140a79c6a961a2513a9ed8774afb8" # noqa: documentation +# messages: "[{\"type\":\"/kujira.exchange.v1beta1.MsgCancelSpotOrder\",\"value\":{\"market_id\":\"0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034\",\"order_hash\":\"0x0b7c4b6753c938e6ea994d77d6b2fa40b60bd949317e8f5f7a8f290e1925d303\",\"sender\":\"inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx\",\"subaccount_id\":\"0x20b6c8f178dbcc6af6f09fbe4cb9e213641a8bce000000000000000000000000\"}}]" # noqa: documentation +# tx_number: 135726991 +# """ +# message = [ +# { +# "type": "/kujira.exchange.v1beta1.MsgCancelSpotOrder", +# "value": { +# "market_id": self.market_id, +# "order_hash": order_hash, +# "sender": "inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx", +# "subaccount_id": self.sub_account_id, +# }, +# }, +# ] +# transaction_event = StreamTxsResponse( +# block_number=21393769, +# block_timestamp=f"{pd.Timestamp.utcfromtimestamp(timestamp / 1e3).strftime('%Y-%m-%d %H:%M:%S.%f')} +0000 UTC", +# hash=transaction_hash, +# messages=json.dumps(message), +# tx_number=135726991, +# ) +# self.kujira_async_client_mock.stream_txs.return_value.add(transaction_event) +# +# def configure_active_spot_markets_response(self, timestamp: float): +# base_token_meta = TokenMeta( +# name="Coin", +# address=self.base_coin_address, +# symbol=self.base, +# decimals=self.base_decimals, +# updated_at=int(timestamp * 1e3), +# ) +# quote_token_meta = TokenMeta( +# name="Alpha", +# address=self.quote_coin_address, +# symbol=self.quote, +# decimals=self.quote_decimals, +# updated_at=int(timestamp * 1e3), +# ) +# inj_token_meta = TokenMeta( +# name="Kujira Protocol", +# address="0xe28b3B32B6c345A34Ff64674606124Dd5Aceca30", # noqa: mock +# symbol="INJ", +# decimals=18, +# updated_at=int(timestamp * 1e3), +# ) +# min_price_tick_size = str( +# self.min_price_tick_size * Decimal(f"1e{self.quote_decimals - self.base_decimals}") +# ) +# min_quantity_tick_size = str(self.min_quantity_tick_size * Decimal(f"1e{self.base_decimals}")) +# market = SpotMarketInfo( +# market_id=self.market_id, +# market_status="active", +# ticker=f"{self.base}/{self.quote}", +# base_denom=self.base_denom, +# base_token_meta=base_token_meta, +# quote_denom=self.quote_denom, +# quote_token_meta=quote_token_meta, +# maker_fee_rate=str(self.maker_fee_rate), +# taker_fee_rate=str(self.taker_fee_rate), +# service_provider_fee="0.4", +# min_price_tick_size=min_price_tick_size, +# min_quantity_tick_size=min_quantity_tick_size, +# ) +# inj_pair_min_price_tick_size = str( +# self.min_price_tick_size * Decimal(f"1e{18 - self.base_decimals}") +# ) +# inj_pair_min_quantity_tick_size = str(self.min_quantity_tick_size * Decimal(f"1e{self.base_decimals}")) +# inj_pair_market = SpotMarketInfo( +# market_id="anotherMarketId", +# market_status="active", +# ticker=f"INJ/{self.quote}", +# base_denom="inj", +# base_token_meta=inj_token_meta, +# quote_denom=self.quote_denom, +# quote_token_meta=quote_token_meta, +# maker_fee_rate=str(self.maker_fee_rate), +# taker_fee_rate=str(self.taker_fee_rate), +# service_provider_fee="0.4", +# min_price_tick_size=inj_pair_min_price_tick_size, +# min_quantity_tick_size=inj_pair_min_quantity_tick_size, +# ) +# markets = MarketsResponse() +# markets.markets.append(market) +# markets.markets.append(inj_pair_market) +# +# self.kujira_async_client_mock.get_spot_markets.return_value = markets diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py new file mode 100644 index 0000000000..c3fd55b860 --- /dev/null +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py @@ -0,0 +1,1768 @@ +# import asyncio +# import unittest +# from decimal import Decimal +# from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock +# from typing import Awaitable, Dict, List, Mapping +# from unittest.mock import AsyncMock, MagicMock, patch +# +# from hummingbot.client.config.client_config_map import ClientConfigMap +# from hummingbot.client.config.config_helpers import ClientConfigAdapter +# from hummingbot.client.config.fee_overrides_config_map import init_fee_overrides_config +# from hummingbot.client.config.trade_fee_schema_loader import TradeFeeSchemaLoader +# from hummingbot.client.settings import AllConnectorSettings +# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( +# KujiraAPIDataSource, +# ) +# from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT +# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +# from hummingbot.connector.trading_rule import TradingRule +# from hummingbot.connector.utils import combine_to_hb_trading_pair +# from hummingbot.core.clock import Clock +# from hummingbot.core.clock_mode import ClockMode +# from hummingbot.core.data_type.cancellation_result import CancellationResult +# from hummingbot.core.data_type.common import OrderType, TradeType +# from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState +# from hummingbot.core.data_type.limit_order import LimitOrder +# from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase +# from hummingbot.core.event.event_logger import EventLogger +# from hummingbot.core.event.events import ( +# BuyOrderCompletedEvent, +# BuyOrderCreatedEvent, +# MarketEvent, +# MarketOrderFailureEvent, +# OrderCancelledEvent, +# OrderFilledEvent, +# SellOrderCreatedEvent, +# ) +# from hummingbot.core.network_iterator import NetworkStatus +# +# +# class GatewayCLOBSPOTTest(unittest.TestCase): +# # the level is required to receive logs from the data source logger +# level = 0 +# base_asset: str +# quote_asset: str +# trading_pair: str +# inj_trading_pair: str +# wallet_address: str +# clock_tick_size: float +# +# @classmethod +# def setUpClass(cls) -> None: +# super().setUpClass() +# cls.base_asset = "COINALPHA" +# cls.quote_asset = "HBOT" +# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base_asset, quote=cls.quote_asset) +# cls.inj_trading_pair = combine_to_hb_trading_pair(base="INJ", quote=cls.quote_asset) +# cls.wallet_address = "someWalletAddress" +# cls.clock_tick_size = 1 +# +# def setUp(self) -> None: +# super().setUp() +# +# self.log_records = [] +# self.async_tasks: List[asyncio.Task] = [] +# +# self.start_timestamp = 1669100347689 +# self.clob_data_source_mock = KujiraClientMock( +# initial_timestamp=self.start_timestamp, +# sub_account_id=self.wallet_address, +# base=self.base_asset, +# quote=self.quote_asset, +# ) +# self.clob_data_source_mock.start() +# +# client_config_map = ClientConfigAdapter(ClientConfigMap()) +# connector_spec = { +# "chain": "someChain", +# "network": "mainnet", +# "wallet_address": self.wallet_address, +# } +# api_data_source = KujiraAPIDataSource( +# trading_pairs=[self.trading_pair], +# connector_spec=connector_spec, +# client_config_map=client_config_map, +# ) +# self.exchange = GatewayCLOBSPOT( +# client_config_map=client_config_map, +# api_data_source=api_data_source, +# connector_name="kujira", +# chain="kujira", +# network="mainnet", +# address=self.wallet_address, +# trading_pairs=[self.trading_pair], +# ) +# +# self.end_timestamp = self.start_timestamp + self.exchange.LONG_POLL_INTERVAL + 1 +# self.clock: Clock = Clock(ClockMode.BACKTEST, self.clock_tick_size, self.start_timestamp, self.end_timestamp) +# self.clock.add_iterator(iterator=self.exchange) +# +# api_data_source.logger().setLevel(1) +# api_data_source.logger().addHandler(self) +# self.exchange.logger().setLevel(1) +# self.exchange.logger().addHandler(self) +# self.exchange._order_tracker.logger().setLevel(1) +# self.exchange._order_tracker.logger().addHandler(self) +# +# self.initialize_event_loggers() +# +# self.async_run_with_timeout(coroutine=self.exchange.start_network()) +# +# def tearDown(self) -> None: +# for task in self.async_tasks: +# task.cancel() +# self.clob_data_source_mock.stop() +# self.async_run_with_timeout(coroutine=self.exchange.stop_network()) +# super().tearDown() +# +# @property +# def expected_supported_order_types(self) -> List[OrderType]: +# return [OrderType.LIMIT, OrderType.LIMIT_MAKER] +# +# @property +# def expected_exchange_order_id(self) -> str: +# return "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock +# +# @property +# def expected_transaction_hash(self) -> str: +# return "0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18" # noqa: mock +# +# @property +# def expected_trade_id(self) -> str: +# return "19889401_someTradeId" +# +# @property +# def expected_latest_price(self) -> float: +# return 100 +# +# @property +# def expected_trading_rule(self) -> TradingRule: +# return TradingRule( +# trading_pair=self.trading_pair, +# min_order_size=self.clob_data_source_mock.min_quantity_tick_size, +# min_price_increment=self.clob_data_source_mock.min_price_tick_size, +# min_base_amount_increment=self.clob_data_source_mock.min_quantity_tick_size, +# min_quote_amount_increment=self.clob_data_source_mock.min_price_tick_size, +# ) +# +# @property +# def expected_order_price(self) -> Decimal: +# return Decimal("10_000") +# +# @property +# def expected_order_size(self) -> Decimal: +# return Decimal("2") +# +# @property +# def expected_partial_fill_size(self) -> Decimal: +# return self.expected_order_size / 2 +# +# @property +# def expected_full_fill_fee(self) -> TradeFeeBase: +# expected_fee = self.clob_data_source_mock.maker_fee_rate * self.expected_order_price +# return AddedToCostTradeFee( +# flat_fees=[TokenAmount(token=self.quote_asset, amount=expected_fee)] +# ) +# +# @property +# def expected_partial_fill_fee(self) -> TradeFeeBase: +# expected_fee = self.clob_data_source_mock.maker_fee_rate * self.expected_partial_fill_size +# return AddedToCostTradeFee( +# flat_fees=[TokenAmount(token=self.quote_asset, amount=expected_fee)] +# ) +# +# def handle(self, record): +# self.log_records.append(record) +# +# def is_logged(self, log_level: str, message: str) -> bool: +# return any(record.levelname == log_level and record.getMessage() == message for record in self.log_records) +# +# def is_logged_that_starts_with(self, log_level: str, message_starts_with: str): +# return any( +# record.levelname == log_level and record.getMessage().startswith(message_starts_with) +# for record in self.log_records +# ) +# +# @staticmethod +# def async_run_with_timeout(coroutine: Awaitable, timeout: int = 1): +# ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coroutine, timeout)) +# return ret +# +# def initialize_event_loggers(self): +# self.buy_order_completed_logger = EventLogger() +# self.buy_order_created_logger = EventLogger() +# self.order_cancelled_logger = EventLogger() +# self.order_failure_logger = EventLogger() +# self.order_filled_logger = EventLogger() +# self.sell_order_completed_logger = EventLogger() +# self.sell_order_created_logger = EventLogger() +# +# events_and_loggers = [ +# (MarketEvent.BuyOrderCompleted, self.buy_order_completed_logger), +# (MarketEvent.BuyOrderCreated, self.buy_order_created_logger), +# (MarketEvent.OrderCancelled, self.order_cancelled_logger), +# (MarketEvent.OrderFailure, self.order_failure_logger), +# (MarketEvent.OrderFilled, self.order_filled_logger), +# (MarketEvent.SellOrderCompleted, self.sell_order_completed_logger), +# (MarketEvent.SellOrderCreated, self.sell_order_created_logger)] +# +# for event, logger in events_and_loggers: +# self.exchange.add_listener(event, logger) +# +# @staticmethod +# def expected_initial_status_dict() -> Dict[str, bool]: +# return { +# "symbols_mapping_initialized": False, +# "order_books_initialized": False, +# "account_balance": False, +# "trading_rule_initialized": False, +# "user_stream_initialized": False, +# "api_data_source_initialized": False, +# } +# +# @staticmethod +# def expected_initialized_status_dict() -> Dict[str, bool]: +# return { +# "symbols_mapping_initialized": True, +# "order_books_initialized": True, +# "account_balance": True, +# "trading_rule_initialized": True, +# "user_stream_initialized": True, +# "api_data_source_initialized": True, +# } +# +# def place_buy_order(self, size: Decimal = Decimal("100"), price: Decimal = Decimal("10_000")): +# order_id = self.exchange.buy( +# trading_pair=self.trading_pair, +# amount=size, +# order_type=OrderType.LIMIT, +# price=price, +# ) +# return order_id +# +# def place_sell_order(self, size: Decimal = Decimal("100"), price: Decimal = Decimal("10_000")): +# order_id = self.exchange.sell( +# trading_pair=self.trading_pair, +# amount=size, +# order_type=OrderType.LIMIT, +# price=price, +# ) +# return order_id +# +# def test_supported_order_types(self): +# supported_types = self.exchange.supported_order_types() +# self.assertEqual(self.expected_supported_order_types, supported_types) +# +# def test_restore_tracking_states_only_registers_open_orders(self): +# orders = [] +# orders.append(GatewayInFlightOrder( +# client_order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# amount=Decimal("1000.0"), +# price=Decimal("1.0"), +# creation_timestamp=1640001112.223, +# )) +# orders.append(GatewayInFlightOrder( +# client_order_id="12", +# exchange_order_id="22", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# amount=Decimal("1000.0"), +# price=Decimal("1.0"), +# creation_timestamp=1640001112.223, +# initial_state=OrderState.CANCELED +# )) +# orders.append(GatewayInFlightOrder( +# client_order_id="13", +# exchange_order_id="23", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# amount=Decimal("1000.0"), +# price=Decimal("1.0"), +# creation_timestamp=1640001112.223, +# initial_state=OrderState.FILLED +# )) +# orders.append(GatewayInFlightOrder( +# client_order_id="14", +# exchange_order_id="24", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# amount=Decimal("1000.0"), +# price=Decimal("1.0"), +# creation_timestamp=1640001112.223, +# initial_state=OrderState.FAILED +# )) +# +# tracking_states = {order.client_order_id: order.to_json() for order in orders} +# +# self.exchange.restore_tracking_states(tracking_states) +# +# self.assertIn("11", self.exchange.in_flight_orders) +# self.assertNotIn("12", self.exchange.in_flight_orders) +# self.assertNotIn("13", self.exchange.in_flight_orders) +# self.assertNotIn("14", self.exchange.in_flight_orders) +# +# def test_all_trading_pairs(self): +# self.exchange._set_trading_pair_symbol_map(None) +# +# all_trading_pairs = self.async_run_with_timeout(coroutine=self.exchange.all_trading_pairs()) +# +# self.assertEqual(2, len(all_trading_pairs)) +# self.assertIn(self.trading_pair, all_trading_pairs) +# self.assertIn(self.inj_trading_pair, all_trading_pairs) +# +# def test_get_last_trade_prices(self): +# fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("0.001"))]) +# self.clob_data_source_mock.configure_spot_trades_response_to_request_without_exchange_order_id( +# timestamp=self.start_timestamp, +# price=Decimal(self.expected_latest_price), +# size=Decimal("2"), +# maker_fee=fee, +# taker_fee=fee, +# ) +# +# latest_prices: Dict[str, float] = self.async_run_with_timeout( +# self.exchange.get_last_traded_prices(trading_pairs=[self.trading_pair]) +# ) +# +# self.assertEqual(1, len(latest_prices)) +# self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) +# +# def test_check_network_success(self): +# self.clob_data_source_mock.configure_check_network_success() +# +# network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network(), timeout=2) +# +# self.assertEqual(NetworkStatus.CONNECTED, network_status) +# +# def test_check_network_failure(self): +# self.clob_data_source_mock.configure_check_network_failure() +# +# network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network(), timeout=2) +# +# self.assertEqual(NetworkStatus.NOT_CONNECTED, network_status) +# +# def test_check_network_raises_cancel_exception(self): +# self.clob_data_source_mock.configure_check_network_failure(exc=asyncio.CancelledError) +# +# with self.assertRaises(expected_exception=asyncio.CancelledError): +# self.async_run_with_timeout(coroutine=self.exchange.check_network()) +# +# def test_init_trading_pair_symbol_map(self): +# symbol_map = self.async_run_with_timeout(coroutine=self.exchange.trading_pair_symbol_map()) +# +# self.assertIsInstance(symbol_map, Mapping) +# self.assertEqual(2, len(symbol_map)) +# self.assertIn(self.clob_data_source_mock.exchange_trading_pair, symbol_map) +# self.assertIn(self.trading_pair, symbol_map.inverse) +# self.assertIn(self.inj_trading_pair, symbol_map.inverse) +# +# def test_initial_status_dict(self): +# client_config_map = ClientConfigAdapter(ClientConfigMap()) +# connector_spec = { +# "chain": "someChain", +# "network": "mainnet", +# "wallet_address": self.wallet_address, +# } +# api_data_source = KujiraAPIDataSource( +# trading_pairs=[self.trading_pair], +# connector_spec=connector_spec, +# client_config_map=client_config_map, +# ) +# exchange = GatewayCLOBSPOT( +# client_config_map=client_config_map, +# api_data_source=api_data_source, +# connector_name="kujira", +# chain="kujira", +# network="mainnet", +# address=self.wallet_address, +# trading_pairs=[self.trading_pair], +# ) +# +# status_dict = exchange.status_dict +# +# expected_initial_dict = self.expected_initial_status_dict() +# +# self.assertEqual(expected_initial_dict, status_dict) +# self.assertFalse(exchange.ready) +# +# @patch("hummingbot.core.data_type.order_book_tracker.OrderBookTracker._sleep") +# def test_full_initialization_and_de_initialization(self, _: AsyncMock): +# self.clob_data_source_mock.configure_trades_response_no_trades() +# self.clob_data_source_mock.configure_trades_response_no_trades() +# self.clob_data_source_mock.configure_get_account_balances_response( +# base_total_balance=Decimal("10"), +# base_available_balance=Decimal("9"), +# quote_total_balance=Decimal("200"), +# quote_available_balance=Decimal("150"), +# ) +# +# client_config_map = ClientConfigAdapter(ClientConfigMap()) +# connector_spec = { +# "chain": "someChain", +# "network": "mainnet", +# "wallet_address": self.wallet_address, +# } +# api_data_source = KujiraAPIDataSource( +# trading_pairs=[self.trading_pair], +# connector_spec=connector_spec, +# client_config_map=client_config_map, +# ) +# exchange = GatewayCLOBSPOT( +# client_config_map=client_config_map, +# api_data_source=api_data_source, +# connector_name="kujira", +# chain="kujira", +# network="mainnet", +# address=self.wallet_address, +# trading_pairs=[self.trading_pair], +# ) +# +# self.assertEqual(0, len(exchange.trading_fees)) +# +# self.async_run_with_timeout(coroutine=exchange.start_network()) +# +# self.clock.add_iterator(exchange) +# self.clock.backtest_til(self.start_timestamp + exchange.SHORT_POLL_INTERVAL) +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# status_dict = exchange.status_dict +# +# expected_initial_dict = self.expected_initialized_status_dict() +# +# self.assertEqual(expected_initial_dict, status_dict) +# self.assertTrue(exchange.ready) +# self.assertNotEqual(0, len(exchange.trading_fees)) +# self.assertIn(self.trading_pair, exchange.trading_fees) +# +# trading_fees_data = exchange.trading_fees[self.trading_pair] +# service_provider_rebate = Decimal("1") - self.clob_data_source_mock.service_provider_fee +# expected_maker_fee = self.clob_data_source_mock.maker_fee_rate * service_provider_rebate +# expected_taker_fee = self.clob_data_source_mock.taker_fee_rate * service_provider_rebate +# +# self.assertEqual(expected_maker_fee, trading_fees_data.maker) +# self.assertEqual(expected_taker_fee, trading_fees_data.taker) +# +# def test_update_trading_rules(self): +# self.async_run_with_timeout(coroutine=self.exchange._update_trading_rules()) +# +# trading_rule: TradingRule = self.exchange.trading_rules[self.trading_pair] +# +# self.assertTrue(self.trading_pair in self.exchange.trading_rules) +# self.assertEqual(repr(self.expected_trading_rule), repr(trading_rule)) +# +# trading_rule_with_default_values = TradingRule(trading_pair=self.trading_pair) +# +# # The following element can't be left with the default value because that breaks quantization in Cython +# self.assertNotEqual(trading_rule_with_default_values.min_base_amount_increment, +# trading_rule.min_base_amount_increment) +# self.assertNotEqual(trading_rule_with_default_values.min_price_increment, +# trading_rule.min_price_increment) +# +# def test_create_buy_limit_order_successfully(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.clob_data_source_mock.configure_place_order_response( +# timestamp=self.start_timestamp, +# transaction_hash=self.expected_transaction_hash, +# exchange_order_id=self.expected_exchange_order_id, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# size=self.expected_order_size, +# ) +# +# order_id = self.place_buy_order() +# self.clob_data_source_mock.run_until_all_items_delivered() +# order = self.exchange._order_tracker.active_orders[order_id] +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp + 1, +# creation_transaction_hash=self.expected_transaction_hash, +# order=order, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertIn(order_id, self.exchange.in_flight_orders) +# +# create_event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, create_event.timestamp) +# self.assertEqual(self.trading_pair, create_event.trading_pair) +# self.assertEqual(OrderType.LIMIT, create_event.type) +# self.assertEqual(Decimal("100"), create_event.amount) +# self.assertEqual(Decimal("10000"), create_event.price) +# self.assertEqual(order_id, create_event.order_id) +# self.assertEqual(str(self.expected_exchange_order_id), create_event.exchange_order_id) +# +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {order_id} for " +# f"{Decimal('100.000')} {self.trading_pair}." +# ) +# ) +# +# def test_create_sell_limit_order_successfully(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.clob_data_source_mock.configure_place_order_response( +# timestamp=self.start_timestamp, +# transaction_hash=self.expected_transaction_hash, +# exchange_order_id=self.expected_exchange_order_id, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# size=self.expected_order_size, +# ) +# +# order_id = self.place_sell_order() +# self.clob_data_source_mock.run_until_all_items_delivered() +# order = self.exchange._order_tracker.active_orders[order_id] +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp + 1, +# creation_transaction_hash=self.expected_transaction_hash, +# order=order, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertIn(order_id, self.exchange.in_flight_orders) +# +# create_event: SellOrderCreatedEvent = self.sell_order_created_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, create_event.timestamp) +# self.assertEqual(self.trading_pair, create_event.trading_pair) +# self.assertEqual(OrderType.LIMIT, create_event.type) +# self.assertEqual(Decimal("100"), create_event.amount) +# self.assertEqual(Decimal("10000"), create_event.price) +# self.assertEqual(order_id, create_event.order_id) +# self.assertEqual(str(self.expected_exchange_order_id), create_event.exchange_order_id) +# +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"Created {OrderType.LIMIT.name} {TradeType.SELL.name} order {order_id} for " +# f"{Decimal('100.000')} {self.trading_pair}." +# ) +# ) +# +# def test_create_order_fails_and_raises_failure_event(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.clob_data_source_mock.configure_place_order_fails_response(exception=RuntimeError("some error")) +# +# order_id = self.place_buy_order( +# size=self.expected_order_size, price=self.expected_order_price +# ) +# +# self.clob_data_source_mock.run_until_place_order_called() +# +# self.assertNotIn(order_id, self.exchange.in_flight_orders) +# +# self.assertEquals(0, len(self.buy_order_created_logger.event_log)) +# failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) +# self.assertEqual(OrderType.LIMIT, failure_event.order_type) +# self.assertEqual(order_id, failure_event.order_id) +# +# self.assertTrue( +# expr=self.is_logged_that_starts_with( +# log_level="NETWORK", +# message_starts_with=( +# f"Error submitting buy LIMIT order to {self.exchange.name_cap} for" +# ) +# ) +# ) +# self.assertTrue( +# expr=self.is_logged( +# log_level="INFO", +# message=( +# f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " +# f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " +# f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" +# ) +# ) +# ) +# +# def test_create_order_fails_when_trading_rule_error_and_raises_failure_event(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.clob_data_source_mock.configure_place_order_fails_response(exception=RuntimeError("some error")) +# +# order_id_for_invalid_order = self.place_buy_order( +# size=Decimal("0.0001"), price=Decimal("0.0000001") +# ) +# # The second order is used only to have the event triggered and avoid using timeouts for tests +# order_id = self.place_buy_order() +# self.clob_data_source_mock.run_until_place_order_called() +# +# self.assertNotIn(order_id_for_invalid_order, self.exchange.in_flight_orders) +# self.assertNotIn(order_id, self.exchange.in_flight_orders) +# +# self.assertEquals(0, len(self.buy_order_created_logger.event_log)) +# failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) +# self.assertEqual(OrderType.LIMIT, failure_event.order_type) +# self.assertEqual(order_id_for_invalid_order, failure_event.order_id) +# +# self.assertTrue( +# self.is_logged( +# "WARNING", +# "Buy order amount 0 is lower than the minimum order size 0.001. The order will not be created." +# ) +# ) +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " +# f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " +# f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" +# ) +# ) +# +# def test_cancel_order_successfully(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# order_type=OrderType.LIMIT, +# ) +# +# self.assertIn("11", self.exchange.in_flight_orders) +# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_cancel_order_response( +# timestamp=self.start_timestamp, transaction_hash=self.expected_transaction_hash +# ) +# +# self.exchange.cancel(trading_pair=order.trading_pair, order_id=order.client_order_id) +# self.clob_data_source_mock.run_until_cancel_order_called() +# +# if self.exchange.is_cancel_request_in_exchange_synchronous: +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue(order.is_cancelled) +# cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) +# self.assertEqual(order.client_order_id, cancel_event.order_id) +# +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"Successfully canceled order {order.client_order_id}." +# ) +# ) +# else: +# self.assertIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue(order.is_pending_cancel_confirmation) +# +# self.assertEqual(self.expected_transaction_hash, order.cancel_tx_hash) +# +# def test_cancel_order_raises_failure_event_when_request_fails(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# order_type=OrderType.LIMIT, +# ) +# +# self.assertIn("11", self.exchange.in_flight_orders) +# order = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_cancel_order_fails_response(exception=RuntimeError("some error")) +# +# self.exchange.cancel(trading_pair=self.trading_pair, order_id="11") +# self.clob_data_source_mock.run_until_cancel_order_called() +# +# self.assertEquals(0, len(self.order_cancelled_logger.event_log)) +# self.assertTrue(any(log.msg.startswith(f"Failed to cancel order {order.client_order_id}") +# for log in self.log_records)) +# +# def test_cancel_two_orders_with_cancel_all_and_one_fails(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# order_type=OrderType.LIMIT, +# ) +# +# self.assertIn("11", self.exchange.in_flight_orders) +# order1 = self.exchange.in_flight_orders["11"] +# +# self.exchange.start_tracking_order( +# order_id="12", +# exchange_order_id="5", +# trading_pair=self.trading_pair, +# trade_type=TradeType.SELL, +# price=Decimal("11000"), +# amount=Decimal("90"), +# order_type=OrderType.LIMIT, +# ) +# +# self.assertIn("12", self.exchange.in_flight_orders) +# order2 = self.exchange.in_flight_orders["12"] +# +# self.clob_data_source_mock.configure_one_success_one_failure_order_cancelation_responses( +# success_timestamp=self.start_timestamp, +# success_transaction_hash=self.expected_transaction_hash, +# failure_exception=RuntimeError("some error"), +# ) +# +# cancellation_results = self.async_run_with_timeout(self.exchange.cancel_all(10)) +# +# self.assertEqual(2, len(cancellation_results)) +# self.assertIn(CancellationResult(order1.client_order_id, True), cancellation_results) +# self.assertIn(CancellationResult(order2.client_order_id, False), cancellation_results) +# +# def test_batch_order_cancel(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# order_type=OrderType.LIMIT, +# ) +# self.exchange.start_tracking_order( +# order_id="12", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# trade_type=TradeType.SELL, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# order_type=OrderType.LIMIT, +# ) +# +# buy_order_to_cancel: InFlightOrder = self.exchange.in_flight_orders["11"] +# sell_order_to_cancel: InFlightOrder = self.exchange.in_flight_orders["12"] +# orders_to_cancel = [buy_order_to_cancel, sell_order_to_cancel] +# +# self.clob_data_source_mock.configure_batch_order_cancel_response( +# timestamp=self.start_timestamp, +# transaction_hash="somehash", +# canceled_orders=orders_to_cancel, +# ) +# +# self.exchange.batch_order_cancel(orders_to_cancel=self.exchange.limit_orders) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertIn(buy_order_to_cancel.client_order_id, self.exchange.in_flight_orders) +# self.assertIn(sell_order_to_cancel.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue(buy_order_to_cancel.is_pending_cancel_confirmation) +# self.assertTrue(sell_order_to_cancel.is_pending_cancel_confirmation) +# +# def test_batch_order_create(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# buy_order_to_create = LimitOrder( +# client_order_id="", +# trading_pair=self.trading_pair, +# is_buy=True, +# base_currency=self.base_asset, +# quote_currency=self.quote_asset, +# price=Decimal("10"), +# quantity=Decimal("2"), +# ) +# sell_order_to_create = LimitOrder( +# client_order_id="", +# trading_pair=self.trading_pair, +# is_buy=False, +# base_currency=self.base_asset, +# quote_currency=self.quote_asset, +# price=Decimal("11"), +# quantity=Decimal("3"), +# ) +# orders_to_create = [buy_order_to_create, sell_order_to_create] +# +# orders: List[LimitOrder] = self.exchange.batch_order_create(orders_to_create=orders_to_create) +# +# buy_order_to_create_in_flight = GatewayInFlightOrder( +# client_order_id=orders[0].client_order_id, +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.start_timestamp, +# price=orders[0].price, +# amount=orders[0].quantity, +# exchange_order_id="someEOID0", +# ) +# sell_order_to_create_in_flight = GatewayInFlightOrder( +# client_order_id=orders[1].client_order_id, +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.start_timestamp, +# price=orders[1].price, +# amount=orders[1].quantity, +# exchange_order_id="someEOID1", +# ) +# orders_to_create_in_flight = [buy_order_to_create_in_flight, sell_order_to_create_in_flight] +# self.clob_data_source_mock.configure_batch_order_create_response( +# timestamp=self.start_timestamp, +# transaction_hash="somehash", +# created_orders=orders_to_create_in_flight, +# ) +# +# self.assertEqual(2, len(orders)) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertIn(buy_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) +# self.assertIn(sell_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) +# +# buy_create_event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, buy_create_event.timestamp) +# self.assertEqual(self.trading_pair, buy_create_event.trading_pair) +# self.assertEqual(OrderType.LIMIT, buy_create_event.type) +# self.assertEqual(buy_order_to_create_in_flight.amount, buy_create_event.amount) +# self.assertEqual(buy_order_to_create_in_flight.price, buy_create_event.price) +# self.assertEqual(buy_order_to_create_in_flight.client_order_id, buy_create_event.order_id) +# self.assertEqual(buy_order_to_create_in_flight.exchange_order_id, buy_create_event.exchange_order_id) +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"Created {OrderType.LIMIT.name} {TradeType.BUY.name}" +# f" order {buy_order_to_create_in_flight.client_order_id} for " +# f"{buy_create_event.amount} {self.trading_pair}." +# ) +# ) +# +# def test_update_balances(self): +# expected_base_total_balance = Decimal("100") +# expected_base_available_balance = Decimal("90") +# expected_quote_total_balance = Decimal("10") +# expected_quote_available_balance = Decimal("8") +# self.clob_data_source_mock.configure_get_account_balances_response( +# base_total_balance=expected_base_total_balance, +# base_available_balance=expected_base_available_balance, +# quote_total_balance=expected_quote_total_balance, +# quote_available_balance=expected_quote_available_balance, +# ) +# +# self.async_run_with_timeout(self.exchange._update_balances()) +# +# available_balances = self.exchange.available_balances +# total_balances = self.exchange.get_all_balances() +# +# self.assertEqual(expected_base_available_balance, available_balances[self.base_asset]) +# self.assertEqual(expected_quote_available_balance, available_balances[self.quote_asset]) +# self.assertEqual(expected_base_total_balance, total_balances[self.base_asset]) +# self.assertEqual(expected_quote_total_balance, total_balances[self.quote_asset]) +# +# expected_base_total_balance = Decimal("100") +# expected_base_available_balance = Decimal("90") +# expected_quote_total_balance = Decimal("0") +# expected_quote_available_balance = Decimal("0") +# self.clob_data_source_mock.configure_get_account_balances_response( +# base_total_balance=expected_base_total_balance, +# base_available_balance=expected_base_available_balance, +# quote_total_balance=expected_quote_total_balance, +# quote_available_balance=expected_quote_available_balance, +# ) +# +# self.async_run_with_timeout(self.exchange._update_balances()) +# +# available_balances = self.exchange.available_balances +# total_balances = self.exchange.get_all_balances() +# +# self.assertNotIn(self.quote_asset, available_balances) +# self.assertNotIn(self.quote_asset, total_balances) +# self.assertEqual(expected_base_available_balance, available_balances[self.base_asset]) +# self.assertEqual(expected_base_total_balance, total_balances[self.base_asset]) +# +# def test_update_order_status_when_filled(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# creation_transaction_hash = "someHash" +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] +# order.creation_transaction_hash = creation_transaction_hash +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, +# creation_transaction_hash=creation_transaction_hash, +# order=order, +# filled_size=self.expected_order_size, +# ) +# +# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( +# timestamp=self.start_timestamp, +# exchange_order_id=self.expected_exchange_order_id, +# price=self.expected_order_price, +# size=self.expected_order_size, +# fee=self.expected_full_fill_fee, +# trade_id=self.expected_trade_id, +# ) +# +# self.async_run_with_timeout(self.exchange._update_order_status()) +# # Execute one more synchronization to ensure the async task that processes the update is finished +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.async_run_with_timeout(order.wait_until_completely_filled()) +# self.assertTrue(order.is_done) +# +# self.assertTrue(order.is_filled) +# +# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[-1] +# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) +# self.assertEqual(order.client_order_id, fill_event.order_id) +# self.assertEqual(order.trading_pair, fill_event.trading_pair) +# self.assertEqual(order.trade_type, fill_event.trade_type) +# self.assertEqual(order.order_type, fill_event.order_type) +# self.assertEqual(order.price, fill_event.price) +# self.assertEqual(order.amount, fill_event.amount) +# self.assertEqual(self.expected_full_fill_fee, fill_event.trade_fee) +# +# buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) +# self.assertEqual(order.client_order_id, buy_event.order_id) +# self.assertEqual(order.base_asset, buy_event.base_asset) +# self.assertEqual(order.quote_asset, buy_event.quote_asset) +# self.assertEqual(order.amount, buy_event.base_asset_amount) +# self.assertEqual(order.amount * order.price, buy_event.quote_asset_amount) +# self.assertEqual(order.order_type, buy_event.order_type) +# self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"BUY order {order.client_order_id} completely filled." +# ) +# ) +# +# def test_update_order_status_when_canceled(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, order=order, is_canceled=True +# ) +# +# self.async_run_with_timeout(self.exchange._update_order_status()) +# +# cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) +# self.assertEqual(order.client_order_id, cancel_event.order_id) +# self.assertEqual(order.exchange_order_id, cancel_event.exchange_order_id) +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue( +# self.is_logged("INFO", f"Successfully canceled order {order.client_order_id}.") +# ) +# +# def test_update_order_status_when_cancel_transaction_minted(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# creation_transaction_hash = "someHash" +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] +# order.creation_transaction_hash = creation_transaction_hash +# order.cancel_tx_hash = self.expected_transaction_hash +# +# self.assertEqual(OrderState.PENDING_CREATE, order.current_state) +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp + 1, +# order=order, +# creation_transaction_hash=creation_transaction_hash, +# cancelation_transaction_hash=self.expected_transaction_hash, +# is_canceled=True, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertEqual(OrderState.CANCELED, order.current_state) +# self.assertEqual(self.expected_transaction_hash, order.cancel_tx_hash) +# +# buy_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] +# self.assertEqual("11", buy_event.order_id) +# self.assertEqual(self.expected_exchange_order_id, buy_event.exchange_order_id) +# +# def test_update_order_status_when_order_has_not_changed(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: InFlightOrder = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, +# order=order, +# filled_size=Decimal("0"), +# ) +# +# self.assertTrue(order.is_open) +# +# self.async_run_with_timeout(self.exchange._update_order_status()) +# +# self.assertTrue(order.is_open) +# self.assertFalse(order.is_filled) +# self.assertFalse(order.is_done) +# +# def test_update_order_status_when_request_fails_marks_order_as_not_found(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: InFlightOrder = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, order=order, is_failed=True +# ) +# +# self.async_run_with_timeout(self.exchange._update_order_status()) +# +# self.assertTrue(order.is_open) +# self.assertFalse(order.is_filled) +# self.assertFalse(order.is_done) +# +# self.assertEqual(1, self.exchange._order_tracker._order_not_found_records[order.client_order_id]) +# +# def test_update_order_status_when_order_has_not_changed_and_one_partial_fill(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# creation_transaction_hash = "someHash" +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] +# order.creation_transaction_hash = creation_transaction_hash +# order.order_fills[creation_transaction_hash] = None # tod prevent creation transaction request +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, order=order, filled_size=self.expected_partial_fill_size +# ) +# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( +# timestamp=self.start_timestamp + 1, +# exchange_order_id=order.exchange_order_id, +# price=order.price, +# size=self.expected_partial_fill_size, +# fee=self.expected_partial_fill_fee, +# trade_id=self.expected_trade_id, +# ) +# +# self.assertTrue(order.is_open) +# +# self.async_run_with_timeout(self.exchange._update_order_status()) +# +# self.assertTrue(order.is_open) +# self.assertEqual(OrderState.PARTIALLY_FILLED, order.current_state) +# +# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) +# self.assertEqual(order.client_order_id, fill_event.order_id) +# self.assertEqual(order.trading_pair, fill_event.trading_pair) +# self.assertEqual(order.trade_type, fill_event.trade_type) +# self.assertEqual(order.order_type, fill_event.order_type) +# self.assertEqual(self.expected_order_price, fill_event.price) +# self.assertEqual(self.expected_partial_fill_size, fill_event.amount) +# self.assertEqual(self.expected_partial_fill_fee, fill_event.trade_fee) +# +# def test_update_order_status_when_filled_correctly_processed_even_when_trade_fill_update_fails(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# creation_transaction_hash = "someHash" +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] +# order.creation_transaction_hash = creation_transaction_hash +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, +# order=order, +# creation_transaction_hash=creation_transaction_hash, +# filled_size=order.amount, +# ) +# self.clob_data_source_mock.configure_trades_response_fails() +# +# # Since the trade fill update will fail we need to manually set the event +# # to allow the ClientOrderTracker to process the last status update +# order.completely_filled_event.set() +# self.async_run_with_timeout(self.exchange._update_order_status()) +# # Execute one more synchronization to ensure the async task that processes the update is finished +# self.async_run_with_timeout(order.wait_until_completely_filled()) +# +# self.assertTrue(order.is_filled) +# self.assertTrue(order.is_done) +# +# self.assertEqual(0, len(self.order_filled_logger.event_log)) +# +# buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) +# self.assertEqual(order.client_order_id, buy_event.order_id) +# self.assertEqual(order.base_asset, buy_event.base_asset) +# self.assertEqual(order.quote_asset, buy_event.quote_asset) +# self.assertEqual(Decimal(0), buy_event.base_asset_amount) +# self.assertEqual(Decimal(0), buy_event.quote_asset_amount) +# self.assertEqual(order.order_type, buy_event.order_type) +# self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"BUY order {order.client_order_id} completely filled." +# ) +# ) +# +# def test_update_order_status_when_order_partially_filled_and_cancelled(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# creation_transaction_hash = "someHash" +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] +# order.creation_transaction_hash = creation_transaction_hash +# order.order_fills[creation_transaction_hash] = None # to prevent creation transaction request +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, order=order, filled_size=self.expected_partial_fill_size +# ) +# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( +# timestamp=self.start_timestamp, +# exchange_order_id=order.exchange_order_id, +# price=order.price, +# size=self.expected_partial_fill_size, +# fee=self.expected_partial_fill_fee, +# trade_id=self.expected_trade_id, +# ) +# +# self.assertTrue(order.is_open) +# +# self.clock.backtest_til(self.start_timestamp + self.clock.tick_size * 1) +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertTrue(order.is_open) +# self.assertEqual(OrderState.PARTIALLY_FILLED, order.current_state) +# +# order_partially_filled_event: OrderFilledEvent = self.order_filled_logger.event_log[0] +# self.assertEqual(order.client_order_id, order_partially_filled_event.order_id) +# self.assertEqual(order.trading_pair, order_partially_filled_event.trading_pair) +# self.assertEqual(order.trade_type, order_partially_filled_event.trade_type) +# self.assertEqual(order.order_type, order_partially_filled_event.order_type) +# self.assertEqual(self.expected_trade_id, order_partially_filled_event.exchange_trade_id) +# self.assertEqual(self.expected_order_price, order_partially_filled_event.price) +# self.assertEqual(self.expected_partial_fill_size, order_partially_filled_event.amount) +# self.assertEqual(self.expected_partial_fill_fee, order_partially_filled_event.trade_fee) +# self.assertEqual(self.exchange.current_timestamp, order_partially_filled_event.timestamp) +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, +# order=order, +# filled_size=self.expected_partial_fill_size, +# is_canceled=True, +# ) +# +# self.async_run_with_timeout(self.exchange._update_order_status(), timeout=2) +# +# self.assertTrue(order.is_cancelled) +# self.assertEqual(OrderState.CANCELED, order.current_state) +# +# def test_user_stream_update_for_new_order(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp, in_flight_order=order, filled_size=Decimal("0"), +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, event.timestamp) +# self.assertEqual(order.order_type, event.type) +# self.assertEqual(order.trading_pair, event.trading_pair) +# self.assertEqual(order.amount, event.amount) +# self.assertEqual(order.price, event.price) +# self.assertEqual(order.client_order_id, event.order_id) +# self.assertEqual(order.exchange_order_id, event.exchange_order_id) +# self.assertTrue(order.is_open) +# +# tracked_order: InFlightOrder = list(self.exchange.in_flight_orders.values())[0] +# +# self.assertTrue(self.is_logged("INFO", tracked_order.build_order_created_message())) +# +# def test_user_stream_update_for_canceled_order(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp, in_flight_order=order, is_canceled=True +# ) +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) +# self.assertEqual(order.client_order_id, cancel_event.order_id) +# self.assertEqual(order.exchange_order_id, cancel_event.exchange_order_id) +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue(order.is_cancelled) +# self.assertTrue(order.is_done) +# +# self.assertTrue( +# self.is_logged("INFO", f"Successfully canceled order {order.client_order_id}.") +# ) +# +# def test_user_stream_update_for_order_full_fill(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp, +# in_flight_order=order, +# filled_size=self.expected_order_size, +# ) +# self.clob_data_source_mock.configure_trade_stream_event( +# timestamp=self.start_timestamp, +# price=self.expected_order_price, +# size=self.expected_order_size, +# maker_fee=self.expected_full_fill_fee, +# taker_fee=self.expected_full_fill_fee, +# exchange_order_id=self.expected_exchange_order_id, +# taker_trade_id=self.expected_trade_id, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# # Execute one more synchronization to ensure the async task that processes the update is finished +# self.async_run_with_timeout(order.wait_until_completely_filled()) +# +# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) +# self.assertEqual(order.client_order_id, fill_event.order_id) +# self.assertEqual(order.trading_pair, fill_event.trading_pair) +# self.assertEqual(order.trade_type, fill_event.trade_type) +# self.assertEqual(order.order_type, fill_event.order_type) +# self.assertEqual(order.price, fill_event.price) +# self.assertEqual(order.amount, fill_event.amount) +# expected_fee = self.expected_full_fill_fee +# self.assertEqual(expected_fee, fill_event.trade_fee) +# +# buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) +# self.assertEqual(order.client_order_id, buy_event.order_id) +# self.assertEqual(order.base_asset, buy_event.base_asset) +# self.assertEqual(order.quote_asset, buy_event.quote_asset) +# self.assertEqual(order.amount, buy_event.base_asset_amount) +# self.assertEqual(order.amount * fill_event.price, buy_event.quote_asset_amount) +# self.assertEqual(order.order_type, buy_event.order_type) +# self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertTrue(order.is_filled) +# self.assertTrue(order.is_done) +# +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"BUY order {order.client_order_id} completely filled." +# ) +# ) +# +# def test_user_stream_update_for_partially_cancelled_order(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: InFlightOrder = self.exchange.in_flight_orders["11"] +# +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp, in_flight_order=order +# ) +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp + 1, in_flight_order=order, filled_size=self.expected_partial_fill_size +# ) +# self.clob_data_source_mock.configure_trade_stream_event( +# timestamp=self.start_timestamp + 1, +# price=self.expected_order_price, +# size=self.expected_partial_fill_size, +# maker_fee=self.expected_partial_fill_fee, +# taker_fee=self.expected_partial_fill_fee, +# exchange_order_id=self.expected_exchange_order_id, +# taker_trade_id=self.expected_trade_id, +# ) +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp + 2, +# in_flight_order=order, +# filled_size=self.expected_partial_fill_size, +# is_canceled=True, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# order_created_event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, order_created_event.timestamp) +# self.assertEqual(order.order_type, order_created_event.type) +# self.assertEqual(order.trading_pair, order_created_event.trading_pair) +# self.assertEqual(order.amount, order_created_event.amount) +# self.assertEqual(order.price, order_created_event.price) +# self.assertEqual(order.client_order_id, order_created_event.order_id) +# self.assertEqual(order.exchange_order_id, order_created_event.exchange_order_id) +# +# self.assertTrue(self.is_logged("INFO", order.build_order_created_message())) +# +# order_partially_filled_event: OrderFilledEvent = self.order_filled_logger.event_log[0] +# self.assertEqual(order.order_type, order_partially_filled_event.order_type) +# self.assertEqual(order.trading_pair, order_partially_filled_event.trading_pair) +# self.assertEqual(self.expected_trade_id, order_partially_filled_event.exchange_trade_id) +# self.assertEqual(self.expected_order_price, order_partially_filled_event.price) +# self.assertEqual(self.expected_partial_fill_size, order_partially_filled_event.amount) +# self.assertEqual(order.client_order_id, order_partially_filled_event.order_id) +# +# self.assertTrue( +# self.is_logged_that_starts_with( +# log_level="INFO", +# message_starts_with=f"The {order.trade_type.name.upper()} order {order.client_order_id} amounting to ", +# ) +# ) +# +# order_partially_cancelled_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] +# self.assertEqual(order.client_order_id, order_partially_cancelled_event.order_id) +# self.assertEqual(order.exchange_order_id, order_partially_cancelled_event.exchange_order_id) +# self.assertEqual(self.exchange.current_timestamp, order_partially_cancelled_event.timestamp) +# +# self.assertTrue( +# self.is_logged( +# "INFO", +# f"Successfully canceled order {order.client_order_id}." +# ) +# ) +# +# self.assertTrue(order.is_cancelled) +# +# def test_user_stream_balance_update(self): +# if self.exchange.real_time_balance_update: +# target_total_balance = Decimal("15") +# target_available_balance = Decimal("10") +# self.clob_data_source_mock.configure_account_base_balance_stream_event( +# timestamp=self.start_timestamp, +# total_balance=target_total_balance, +# available_balance=target_available_balance, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertEqual(target_total_balance, self.exchange.get_balance(self.base_asset)) +# self.assertEqual(target_available_balance, self.exchange.available_balances[self.base_asset]) +# +# def test_user_stream_logs_errors(self): +# self.clob_data_source_mock.configure_faulty_base_balance_stream_event(timestamp=self.start_timestamp) +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertTrue(self.is_logged("INFO", "Restarting account balances stream.")) +# +# def test_lost_order_included_in_order_fills_update_and_not_in_order_status_update(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order: InFlightOrder = self.exchange.in_flight_orders["11"] +# +# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): +# self.async_run_with_timeout( +# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id) +# ) +# +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, +# order=order, +# creation_transaction_hash=self.expected_transaction_hash, +# ) +# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( +# timestamp=self.start_timestamp, +# exchange_order_id=self.expected_exchange_order_id, +# price=self.expected_order_price, +# size=self.expected_order_size, +# fee=self.expected_full_fill_fee, +# trade_id=self.expected_trade_id, +# ) +# +# self.clock.backtest_til(self.start_timestamp + self.exchange.SHORT_POLL_INTERVAL) +# self.async_run_with_timeout(order.wait_until_completely_filled()) +# +# self.assertTrue(order.is_done) +# self.assertTrue(order.is_failure) +# +# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[-1] +# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) +# self.assertEqual(order.client_order_id, fill_event.order_id) +# self.assertEqual(order.trading_pair, fill_event.trading_pair) +# self.assertEqual(order.trade_type, fill_event.trade_type) +# self.assertEqual(order.order_type, fill_event.order_type) +# self.assertEqual(order.price, fill_event.price) +# self.assertEqual(order.amount, fill_event.amount) +# self.assertEqual(self.expected_full_fill_fee, fill_event.trade_fee) +# +# self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) +# self.assertIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) +# self.assertFalse( +# self.is_logged( +# "INFO", +# f"BUY order {order.client_order_id} completely filled." +# ) +# ) +# +# # Configure again the response to the order fills request since it is required by lost orders update logic +# self.clob_data_source_mock.configure_get_historical_spot_orders_response_for_in_flight_order( +# timestamp=self.start_timestamp, +# in_flight_order=order, +# filled_size=self.expected_order_size, +# ) +# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( +# timestamp=self.start_timestamp, +# exchange_order_id=self.expected_exchange_order_id, +# price=self.expected_order_price, +# size=self.expected_order_size, +# fee=self.expected_full_fill_fee, +# trade_id=self.expected_trade_id, +# ) +# +# self.async_run_with_timeout(self.exchange._update_lost_orders_status()) +# +# self.assertTrue(order.is_done) +# self.assertTrue(order.is_failure) +# +# self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) +# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) +# self.assertFalse( +# self.is_logged( +# "INFO", +# f"BUY order {order.client_order_id} completely filled." +# ) +# ) +# +# def test_cancel_lost_order_successfully(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# order_type=OrderType.LIMIT, +# ) +# +# self.assertIn("11", self.exchange.in_flight_orders) +# order: InFlightOrder = self.exchange.in_flight_orders["11"] +# +# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): +# self.async_run_with_timeout( +# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) +# +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# +# self.clob_data_source_mock.configure_cancel_order_response( +# timestamp=self.start_timestamp, transaction_hash=self.expected_transaction_hash +# ) +# +# self.async_run_with_timeout(self.exchange._cancel_lost_orders()) +# +# if self.exchange.is_cancel_request_in_exchange_synchronous: +# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) +# self.assertFalse(order.is_cancelled) +# self.assertTrue(order.is_failure) +# self.assertEqual(0, len(self.order_cancelled_logger.event_log)) +# else: +# self.assertIn(order.client_order_id, self.exchange._order_tracker.lost_orders) +# self.assertTrue(order.is_failure) +# +# self.assertFalse( +# self.is_logged_that_starts_with(log_level="WARNING", message_starts_with="Failed to cancel the order ") +# ) +# self.assertFalse( +# self.is_logged_that_starts_with(log_level="ERROR", message_starts_with="Failed to cancel order ") +# ) +# +# def test_cancel_lost_order_raises_failure_event_when_request_fails(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=self.expected_exchange_order_id, +# trading_pair=self.trading_pair, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# order_type=OrderType.LIMIT, +# ) +# +# self.assertIn("11", self.exchange.in_flight_orders) +# order = self.exchange.in_flight_orders["11"] +# +# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): +# self.async_run_with_timeout( +# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) +# +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# +# self.clob_data_source_mock.configure_cancel_order_fails_response(exception=RuntimeError("some error")) +# +# self.async_run_with_timeout(self.exchange._cancel_lost_orders()) +# +# self.assertIn(order.client_order_id, self.exchange._order_tracker.lost_orders) +# self.assertEquals(0, len(self.order_cancelled_logger.event_log)) +# self.assertTrue(any(log.msg.startswith(f"Failed to cancel order {order.client_order_id}") +# for log in self.log_records)) +# +# def test_lost_order_removed_after_cancel_status_user_event_received(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order = self.exchange.in_flight_orders["11"] +# +# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): +# self.async_run_with_timeout( +# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) +# +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp, +# in_flight_order=order, +# is_canceled=True, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# +# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) +# self.assertEqual(0, len(self.order_cancelled_logger.event_log)) +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertFalse(order.is_cancelled) +# self.assertTrue(order.is_failure) +# +# def test_lost_order_user_stream_full_fill_events_are_processed(self): +# self.exchange._set_current_timestamp(self.start_timestamp) +# self.exchange.start_tracking_order( +# order_id="11", +# exchange_order_id=str(self.expected_exchange_order_id), +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=self.expected_order_price, +# amount=self.expected_order_size, +# ) +# order = self.exchange.in_flight_orders["11"] +# +# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): +# self.async_run_with_timeout( +# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) +# +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# +# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( +# timestamp=self.start_timestamp, +# in_flight_order=order, +# filled_size=self.expected_order_size, +# ) +# self.clob_data_source_mock.configure_trade_stream_event( +# timestamp=self.start_timestamp, +# price=self.expected_order_price, +# size=self.expected_order_size, +# maker_fee=self.expected_full_fill_fee, +# taker_fee=self.expected_full_fill_fee, +# exchange_order_id=self.expected_exchange_order_id, +# taker_trade_id=self.expected_trade_id, +# ) +# self.clob_data_source_mock.configure_order_status_update_response( +# timestamp=self.start_timestamp, +# order=order, +# filled_size=self.expected_order_size, +# ) +# +# self.clob_data_source_mock.run_until_all_items_delivered() +# # Execute one more synchronization to ensure the async task that processes the update is finished +# self.async_run_with_timeout(order.wait_until_completely_filled()) +# +# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] +# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) +# self.assertEqual(order.client_order_id, fill_event.order_id) +# self.assertEqual(order.trading_pair, fill_event.trading_pair) +# self.assertEqual(order.trade_type, fill_event.trade_type) +# self.assertEqual(order.order_type, fill_event.order_type) +# self.assertEqual(order.price, fill_event.price) +# self.assertEqual(order.amount, fill_event.amount) +# expected_fee = self.expected_full_fill_fee +# self.assertEqual(expected_fee, fill_event.trade_fee) +# +# self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) +# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) +# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) +# self.assertTrue(order.is_filled) +# self.assertTrue(order.is_failure) +# +# @patch("hummingbot.client.settings.GatewayConnectionSetting.load") +# def test_estimated_fee_calculation(self, gateway_settings_load_mock: MagicMock): +# AllConnectorSettings.all_connector_settings = {} +# gateway_settings_load_mock.return_value = [ +# { +# "connector": "kujira", +# "chain": "kujira", +# "network": "mainnet", +# "trading_type": "CLOB_SPOT", +# "wallet_address": "0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock +# "additional_spenders": [], +# }, +# ] +# init_fee_overrides_config() +# fee_schema = TradeFeeSchemaLoader.configured_schema_for_exchange(exchange_name=self.exchange.name) +# +# self.assertFalse(fee_schema.buy_percent_fee_deducted_from_returns) +# self.assertEqual(0, len(fee_schema.maker_fixed_fees)) +# self.assertEqual(0, fee_schema.maker_percent_fee_decimal) +# self.assertIsNone(fee_schema.percent_fee_token) +# self.assertEqual(0, len(fee_schema.taker_fixed_fees)) +# self.assertEqual(0, fee_schema.taker_percent_fee_decimal) +# +# fee = self.exchange.get_fee( +# base_currency=self.base_asset, +# quote_currency=self.quote_asset, +# order_type=OrderType.LIMIT, +# order_side=TradeType.BUY, +# amount=Decimal(100), +# price=Decimal(1000), +# is_maker=True +# ) +# +# self.assertEqual(self.quote_asset, fee.percent_token) +# self.assertEqual(Decimal("-0.00006"), fee.percent) # factoring in Kujira service-provider rebate +# +# fee = self.exchange.get_fee( +# base_currency=self.base_asset, +# quote_currency=self.quote_asset, +# order_type=OrderType.LIMIT, +# order_side=TradeType.BUY, +# amount=Decimal(100), +# price=Decimal(1000), +# is_maker=False +# ) +# +# self.assertEqual(self.quote_asset, fee.percent_token) +# self.assertEqual(Decimal("0.0006"), fee.percent) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py new file mode 100644 index 0000000000..0ce6d7b46e --- /dev/null +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py @@ -0,0 +1,184 @@ +# import asyncio +# import unittest +# from decimal import Decimal +# from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock +# from typing import Awaitable +# from unittest.mock import MagicMock +# +# from hummingbot.client.config.client_config_map import ClientConfigMap +# from hummingbot.client.config.config_helpers import ClientConfigAdapter +# from hummingbot.connector.exchange_base import ExchangeBase +# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( +# KujiraAPIDataSource, +# ) +# from hummingbot.connector.gateway.clob_spot.gateway_clob_api_order_book_data_source import ( +# GatewayCLOBSPOTAPIOrderBookDataSource, +# ) +# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker +# from hummingbot.connector.utils import combine_to_hb_trading_pair +# from hummingbot.core.data_type.order_book import OrderBook +# from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType +# from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount +# +# +# class MockExchange(ExchangeBase): +# pass +# +# +# class GatewayCLOBSPOTAPIOrderBookDataSourceTest(unittest.TestCase): +# @classmethod +# def setUpClass(cls) -> None: +# super().setUpClass() +# cls.ev_loop = asyncio.get_event_loop() +# cls.base = "COIN" +# cls.quote = "ALPHA" +# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) +# cls.sub_account_id = "someSubAccountId" +# +# def setUp(self) -> None: +# super().setUp() +# self.listening_tasks = [] +# +# self.initial_timestamp = 1669100347689 +# self.kujira_async_client_mock = KujiraClientMock( +# initial_timestamp=self.initial_timestamp, +# sub_account_id=self.sub_account_id, +# base=self.base, +# quote=self.quote, +# ) +# self.kujira_async_client_mock.start() +# +# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) +# self.api_data_source = KujiraAPIDataSource( +# trading_pairs=[self.trading_pair], +# connector_spec={ +# "chain": "someChain", +# "network": "mainnet", +# "wallet_address": self.sub_account_id, +# }, +# client_config_map=client_config_map, +# ) +# self.connector = MockExchange(client_config_map=client_config_map) +# self.tracker = GatewayOrderTracker(connector=self.connector) +# self.api_data_source.gateway_order_tracker = self.tracker +# self.ob_data_source = GatewayCLOBSPOTAPIOrderBookDataSource( +# trading_pairs=[self.trading_pair], api_data_source=self.api_data_source +# ) +# self.async_run_with_timeout(coro=self.api_data_source.start()) +# +# def tearDown(self) -> None: +# self.kujira_async_client_mock.stop() +# self.async_run_with_timeout(coro=self.api_data_source.stop()) +# for task in self.listening_tasks: +# task.cancel() +# super().tearDown() +# +# @staticmethod +# def async_run_with_timeout(coro: Awaitable, timeout: float = 1): +# ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coro, timeout)) +# return ret +# +# def test_get_new_order_book_successful(self): +# self.kujira_async_client_mock.configure_orderbook_snapshot( +# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] +# ) +# order_book: OrderBook = self.async_run_with_timeout( +# self.ob_data_source.get_new_order_book(self.trading_pair) +# ) +# +# self.assertEqual(self.initial_timestamp * 1e3, order_book.snapshot_uid) +# +# bids = list(order_book.bid_entries()) +# asks = list(order_book.ask_entries()) +# +# self.assertEqual(2, len(bids)) +# self.assertEqual(9, bids[0].price) +# self.assertEqual(1, bids[0].amount) +# self.assertEqual(1, len(asks)) +# self.assertEqual(11, asks[0].price) +# self.assertEqual(3, asks[0].amount) +# +# def test_listen_for_trades_cancelled_when_listening(self): +# mock_queue = MagicMock() +# mock_queue.get.side_effect = asyncio.CancelledError() +# self.ob_data_source._message_queue[self.ob_data_source._trade_messages_queue_key] = mock_queue +# +# with self.assertRaises(asyncio.CancelledError): +# listening_task = self.ev_loop.create_task( +# self.ob_data_source.listen_for_trades(self.ev_loop, asyncio.Queue()) +# ) +# self.listening_tasks.append(listening_task) +# self.async_run_with_timeout(listening_task) +# +# def test_listen_for_trades_successful(self): +# target_price = Decimal("1.157") +# target_size = Decimal("0.001") +# target_maker_fee = Decimal("0.0001157") +# target_taker_fee = Decimal("0.00024") +# target_maker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.0001157"))]) +# target_taker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.00024"))]) +# target_trade_id = "19889401_someTradeId" +# +# def configure_trade(): +# self.kujira_async_client_mock.configure_trade_stream_event( +# timestamp=self.initial_timestamp, +# price=target_price, +# size=target_size, +# maker_fee=target_maker_fee, +# taker_fee=target_taker_fee, +# taker_trade_id=target_trade_id, +# ) +# +# msg_queue: asyncio.Queue = asyncio.Queue() +# +# subs_listening_task = self.ev_loop.create_task(coro=self.ob_data_source.listen_for_subscriptions()) +# self.listening_tasks.append(subs_listening_task) +# trades_listening_task = self.ev_loop.create_task( +# coro=self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue) +# ) +# self.listening_tasks.append(trades_listening_task) +# self.ev_loop.call_soon(callback=configure_trade) +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) +# +# self.assertTrue(msg_queue.empty()) # only the taker update was forwarded by the ob data source +# self.assertEqual(OrderBookMessageType.TRADE, msg.type) +# self.assertEqual(target_trade_id, msg.trade_id) +# self.assertEqual(self.initial_timestamp, msg.timestamp) +# +# def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(self): +# mock_queue = MagicMock() +# mock_queue.get.side_effect = asyncio.CancelledError() +# self.ob_data_source._message_queue[self.ob_data_source._snapshot_messages_queue_key] = mock_queue +# +# with self.assertRaises(asyncio.CancelledError): +# self.async_run_with_timeout( +# self.ob_data_source.listen_for_order_book_snapshots(self.ev_loop, asyncio.Queue()) +# ) +# +# def test_listen_for_order_book_snapshots_successful(self): +# def configure_snapshot(): +# self.kujira_async_client_mock.configure_orderbook_snapshot_stream_event( +# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] +# ) +# +# subs_listening_task = self.ev_loop.create_task(coro=self.ob_data_source.listen_for_subscriptions()) +# self.listening_tasks.append(subs_listening_task) +# msg_queue: asyncio.Queue = asyncio.Queue() +# listening_task = self.ev_loop.create_task( +# self.ob_data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue) +# ) +# self.listening_tasks.append(listening_task) +# self.ev_loop.call_soon(callback=configure_snapshot) +# +# snapshot_msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) +# +# self.assertEqual(OrderBookMessageType.SNAPSHOT, snapshot_msg.type) +# self.assertEqual(self.initial_timestamp, snapshot_msg.timestamp) +# self.assertEqual(2, len(snapshot_msg.bids)) +# self.assertEqual(9, snapshot_msg.bids[0].price) +# self.assertEqual(1, snapshot_msg.bids[0].amount) +# self.assertEqual(1, len(snapshot_msg.asks)) +# self.assertEqual(11, snapshot_msg.asks[0].price) +# self.assertEqual(3, snapshot_msg.asks[0].amount) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py new file mode 100644 index 0000000000..3f8d12e63f --- /dev/null +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -0,0 +1,886 @@ +# import asyncio +# import unittest +# from contextlib import ExitStack +# from decimal import Decimal +# from pathlib import Path +# from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock +# from test.mock.http_recorder import HttpPlayer +# from typing import Awaitable, List +# from unittest.mock import patch +# +# from bidict import bidict +# +# from hummingbot.client.config.client_config_map import ClientConfigMap +# from hummingbot.client.config.config_helpers import ClientConfigAdapter +# from hummingbot.connector.exchange_base import ExchangeBase +# from hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base import ( +# CancelOrderResult, +# PlaceOrderResult, +# ) +# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( +# KujiraAPIDataSource, +# ) +# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker +# from hummingbot.connector.trading_rule import TradingRule +# from hummingbot.connector.utils import combine_to_hb_trading_pair +# from hummingbot.core.data_type.common import OrderType, TradeType +# from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate +# from hummingbot.core.data_type.order_book_message import OrderBookMessage +# from hummingbot.core.data_type.trade_fee import ( +# AddedToCostTradeFee, +# DeductedFromReturnsTradeFee, +# MakerTakerExchangeFeeRates, +# TokenAmount, +# ) +# from hummingbot.core.event.event_logger import EventLogger +# from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookDataSourceEvent +# from hummingbot.core.network_iterator import NetworkStatus +# +# +# class MockExchange(ExchangeBase): +# pass +# +# +# class KujiraAPIDataSourceTest(unittest.TestCase): +# base: str +# quote: str +# trading_pair: str +# sub_account_id: str +# db_path: Path +# http_player: HttpPlayer +# patch_stack: ExitStack +# +# @classmethod +# def setUpClass(cls) -> None: +# super().setUpClass() +# cls.base = "COIN" +# cls.quote = "ALPHA" +# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) +# cls.inj_trading_pair = combine_to_hb_trading_pair(base="INJ", quote=cls.quote) +# cls.sub_account_id = "0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18" # noqa: mock +# +# def setUp(self) -> None: +# super().setUp() +# self.initial_timestamp = 1669100347689 +# self.kujira_async_client_mock = KujiraClientMock( +# initial_timestamp=self.initial_timestamp, +# sub_account_id=self.sub_account_id, +# base=self.base, +# quote=self.quote, +# ) +# self.kujira_async_client_mock.start() +# +# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) +# +# self.connector = MockExchange(client_config_map=ClientConfigAdapter(ClientConfigMap())) +# self.tracker = GatewayOrderTracker(connector=self.connector) +# connector_spec = { +# "chain": "kujira", +# "network": "mainnet", +# "wallet_address": self.sub_account_id +# } +# self.data_source = KujiraAPIDataSource( +# trading_pairs=[self.trading_pair], +# connector_spec=connector_spec, +# client_config_map=client_config_map, +# ) +# self.data_source.gateway_order_tracker = self.tracker +# +# self.trades_logger = EventLogger() +# self.order_updates_logger = EventLogger() +# self.trade_updates_logger = EventLogger() +# self.snapshots_logger = EventLogger() +# self.balance_logger = EventLogger() +# +# self.data_source.add_listener(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, listener=self.trades_logger) +# self.data_source.add_listener(event_tag=MarketEvent.OrderUpdate, listener=self.order_updates_logger) +# self.data_source.add_listener(event_tag=MarketEvent.TradeUpdate, listener=self.trade_updates_logger) +# self.data_source.add_listener(event_tag=OrderBookDataSourceEvent.SNAPSHOT_EVENT, listener=self.snapshots_logger) +# self.data_source.add_listener(event_tag=AccountEvent.BalanceEvent, listener=self.balance_logger) +# +# self.async_run_with_timeout(coro=self.data_source.start()) +# +# @staticmethod +# def async_run_with_timeout(coro: Awaitable, timeout: float = 1): +# ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coro, timeout)) +# return ret +# +# def tearDown(self) -> None: +# self.kujira_async_client_mock.stop() +# self.async_run_with_timeout(coro=self.data_source.stop()) +# super().tearDown() +# +# def test_place_order(self): +# expected_exchange_order_id = "someEOID" +# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock +# self.kujira_async_client_mock.configure_place_order_response( +# timestamp=self.initial_timestamp, +# transaction_hash=expected_transaction_hash, +# exchange_order_id=expected_exchange_order_id, +# trade_type=TradeType.BUY, +# price=Decimal("10"), +# size=Decimal("2"), +# ) +# order = GatewayInFlightOrder( +# client_order_id="someClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# price=Decimal("10"), +# amount=Decimal("2"), +# ) +# exchange_order_id, misc_updates = self.async_run_with_timeout(coro=self.data_source.place_order(order=order)) +# +# self.assertEqual(expected_exchange_order_id, exchange_order_id) +# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) +# +# def test_batch_order_create(self): +# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock +# buy_expected_exchange_order_id = ( +# "0x7df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc8" # noqa: mock +# ) +# sell_expected_exchange_order_id = ( +# "0x8df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc9" # noqa: mock +# ) +# buy_order_to_create = GatewayInFlightOrder( +# client_order_id="someCOIDCancelCreate", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# price=Decimal("10"), +# amount=Decimal("2"), +# exchange_order_id=buy_expected_exchange_order_id, +# ) +# sell_order_to_create = GatewayInFlightOrder( +# client_order_id="someCOIDCancelCreate", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp, +# price=Decimal("11"), +# amount=Decimal("3"), +# exchange_order_id=sell_expected_exchange_order_id, +# ) +# orders_to_create = [buy_order_to_create, sell_order_to_create] +# self.kujira_async_client_mock.configure_batch_order_create_response( +# timestamp=self.initial_timestamp, +# transaction_hash=expected_transaction_hash, +# created_orders=orders_to_create, +# ) +# +# result: List[PlaceOrderResult] = self.async_run_with_timeout( +# coro=self.data_source.batch_order_create(orders_to_create=orders_to_create) +# ) +# +# self.assertEqual(2, len(result)) +# self.assertEqual(buy_expected_exchange_order_id, result[0].exchange_order_id) +# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, result[0].misc_updates) +# self.assertEqual(sell_expected_exchange_order_id, result[1].exchange_order_id) +# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, result[1].misc_updates) +# +# def test_cancel_order(self): +# creation_transaction_hash = "0x8f6g4552091a69125d5dfcb7b8c2659029395ceg" # noqa: mock +# expected_client_order_id = "someCOID" +# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock +# expected_exchange_order_id = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock +# order = GatewayInFlightOrder( +# client_order_id=expected_client_order_id, +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=Decimal("10"), +# amount=Decimal("1"), +# creation_timestamp=self.initial_timestamp, +# exchange_order_id=expected_exchange_order_id, +# creation_transaction_hash=creation_transaction_hash, +# ) +# order.order_fills[creation_transaction_hash] = None # to prevent requesting creation transaction +# self.kujira_async_client_mock.configure_cancel_order_response( +# timestamp=self.initial_timestamp, transaction_hash=expected_transaction_hash +# ) +# self.kujira_async_client_mock.configure_get_historical_spot_orders_response_for_in_flight_order( +# timestamp=self.initial_timestamp, +# in_flight_order=order, +# order_hash=expected_exchange_order_id, +# is_canceled=True, +# ) +# cancelation_success, misc_updates = self.async_run_with_timeout(coro=self.data_source.cancel_order(order=order)) +# +# self.assertTrue(cancelation_success) +# self.assertEqual({"cancelation_transaction_hash": expected_transaction_hash}, misc_updates) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# def test_batch_order_cancel(self): +# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock +# buy_expected_exchange_order_id = ( +# "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock +# ) +# sell_expected_exchange_order_id = ( +# "0x7df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc8" # noqa: mock +# ) +# creation_transaction_hash_for_cancel = "0x8f6g4552091a69125d5dfcb7b8c2659029395ceg" # noqa: mock +# buy_order_to_cancel = GatewayInFlightOrder( +# client_order_id="someCOIDCancel", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# price=Decimal("10"), +# amount=Decimal("1"), +# creation_timestamp=self.initial_timestamp, +# exchange_order_id=buy_expected_exchange_order_id, +# creation_transaction_hash=creation_transaction_hash_for_cancel, +# ) +# sell_order_to_cancel = GatewayInFlightOrder( +# client_order_id="someCOIDCancel", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# price=Decimal("11"), +# amount=Decimal("2"), +# creation_timestamp=self.initial_timestamp, +# exchange_order_id=sell_expected_exchange_order_id, +# creation_transaction_hash=creation_transaction_hash_for_cancel, +# ) +# self.data_source.gateway_order_tracker.start_tracking_order(order=buy_order_to_cancel) +# self.data_source.gateway_order_tracker.start_tracking_order(order=sell_order_to_cancel) +# orders_to_cancel = [buy_order_to_cancel, sell_order_to_cancel] +# self.kujira_async_client_mock.configure_batch_order_cancel_response( +# timestamp=self.initial_timestamp, +# transaction_hash=expected_transaction_hash, +# canceled_orders=orders_to_cancel, +# ) +# +# result: List[CancelOrderResult] = self.async_run_with_timeout( +# coro=self.data_source.batch_order_cancel(orders_to_cancel=orders_to_cancel) +# ) +# +# self.assertEqual(2, len(result)) +# self.assertEqual(buy_order_to_cancel.client_order_id, result[0].client_order_id) +# self.assertIsNone(result[0].exception) # i.e. success +# self.assertEqual({"cancelation_transaction_hash": expected_transaction_hash}, result[0].misc_updates) +# self.assertEqual(sell_order_to_cancel.client_order_id, result[1].client_order_id) +# self.assertIsNone(result[1].exception) # i.e. success +# self.assertEqual({"cancelation_transaction_hash": expected_transaction_hash}, result[1].misc_updates) +# +# def test_get_trading_rules(self): +# trading_rules = self.async_run_with_timeout(coro=self.data_source.get_trading_rules()) +# +# self.assertEqual(2, len(trading_rules)) +# self.assertIn(self.trading_pair, trading_rules) +# self.assertIn(self.inj_trading_pair, trading_rules) +# +# trading_rule: TradingRule = trading_rules[self.trading_pair] +# +# self.assertEqual(self.trading_pair, trading_rule.trading_pair) +# self.assertEqual(Decimal("0.00001"), trading_rule.min_price_increment) +# self.assertEqual(Decimal("0.00001"), trading_rule.min_quote_amount_increment) +# self.assertEqual(Decimal("0.001"), trading_rule.min_base_amount_increment) +# +# def test_get_symbol_map(self): +# symbol_map = self.async_run_with_timeout(coro=self.data_source.get_symbol_map()) +# +# self.assertIsInstance(symbol_map, bidict) +# self.assertEqual(2, len(symbol_map)) +# self.assertIn(self.kujira_async_client_mock.market_id, symbol_map) +# self.assertIn(self.trading_pair, symbol_map.inverse) +# self.assertIn(self.inj_trading_pair, symbol_map.inverse) +# +# def test_get_last_traded_price(self): +# target_price = Decimal("1.157") +# target_maker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.0001157"))]) +# target_taker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.00024"))]) +# self.kujira_async_client_mock.configure_spot_trades_response_to_request_without_exchange_order_id( +# timestamp=self.initial_timestamp, +# price=target_price, +# size=Decimal("0.001"), +# maker_fee=target_maker_fee, +# taker_fee=target_taker_fee, +# ) +# price = self.async_run_with_timeout(coro=self.data_source.get_last_traded_price(trading_pair=self.trading_pair)) +# +# self.assertEqual(target_price, price) +# +# def test_get_order_book_snapshot(self): +# self.kujira_async_client_mock.configure_orderbook_snapshot( +# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] +# ) +# order_book_snapshot: OrderBookMessage = self.async_run_with_timeout( +# coro=self.data_source.get_order_book_snapshot(trading_pair=self.trading_pair) +# ) +# +# self.assertEqual(self.initial_timestamp, order_book_snapshot.timestamp) +# self.assertEqual(2, len(order_book_snapshot.bids)) +# self.assertEqual(9, order_book_snapshot.bids[0].price) +# self.assertEqual(1, order_book_snapshot.bids[0].amount) +# self.assertEqual(1, len(order_book_snapshot.asks)) +# self.assertEqual(11, order_book_snapshot.asks[0].price) +# self.assertEqual(3, order_book_snapshot.asks[0].amount) +# +# def test_delivers_trade_events(self): +# target_price = Decimal("1.157") +# target_size = Decimal("0.001") +# target_maker_fee = DeductedFromReturnsTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.0001157"))]) +# target_taker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.00024"))]) +# target_exchange_order_id = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock +# target_trade_id = "19889401_someTradeId" +# self.kujira_async_client_mock.configure_trade_stream_event( +# timestamp=self.initial_timestamp, +# price=target_price, +# size=target_size, +# maker_fee=target_maker_fee, +# taker_fee=target_taker_fee, +# exchange_order_id=target_exchange_order_id, +# taker_trade_id=target_trade_id, +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(2, len(self.trades_logger.event_log)) +# self.assertEqual(2, len(self.trade_updates_logger.event_log)) +# +# first_trade_event: OrderBookMessage = self.trades_logger.event_log[0] +# +# self.assertEqual(self.initial_timestamp, first_trade_event.timestamp) +# self.assertEqual(self.trading_pair, first_trade_event.content["trading_pair"]) +# self.assertEqual(TradeType.SELL, first_trade_event.content["trade_type"]) +# self.assertEqual(target_price, first_trade_event.content["price"]) +# self.assertEqual(target_size, first_trade_event.content["amount"]) +# self.assertFalse(first_trade_event.content["is_taker"]) +# +# second_trade_event: OrderBookMessage = self.trades_logger.event_log[1] +# +# self.assertEqual(self.initial_timestamp, second_trade_event.timestamp) +# self.assertEqual(self.trading_pair, second_trade_event.content["trading_pair"]) +# self.assertEqual(TradeType.BUY, second_trade_event.content["trade_type"]) +# self.assertEqual(target_price, second_trade_event.content["price"]) +# self.assertEqual(target_size, second_trade_event.content["amount"]) +# self.assertTrue(second_trade_event.content["is_taker"]) +# +# first_trade_update: TradeUpdate = self.trade_updates_logger.event_log[0] +# +# self.assertEqual(self.trading_pair, first_trade_update.trading_pair) +# self.assertEqual(self.initial_timestamp, first_trade_update.fill_timestamp) +# self.assertEqual(target_price, first_trade_update.fill_price) +# self.assertEqual(target_size, first_trade_update.fill_base_amount) +# self.assertEqual(target_price * target_size, first_trade_update.fill_quote_amount) +# self.assertEqual(target_maker_fee, first_trade_update.fee) +# +# second_order_event: TradeUpdate = self.trade_updates_logger.event_log[1] +# +# self.assertEqual(target_trade_id, second_order_event.trade_id) +# self.assertEqual(target_exchange_order_id, second_order_event.exchange_order_id) +# self.assertEqual(self.trading_pair, second_order_event.trading_pair) +# self.assertEqual(self.initial_timestamp, second_order_event.fill_timestamp) +# self.assertEqual(target_price, second_order_event.fill_price) +# self.assertEqual(target_size, second_order_event.fill_base_amount) +# self.assertEqual(target_price * target_size, second_order_event.fill_quote_amount) +# self.assertEqual(target_taker_fee, second_order_event.fee) +# +# def test_delivers_order_created_events(self): +# target_order_id = "someOrderHash" +# target_price = Decimal("100") +# target_size = Decimal("2") +# order = GatewayInFlightOrder( +# client_order_id="someOrderCID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# exchange_order_id=target_order_id, +# ) +# self.tracker.start_tracking_order(order=order) +# self.kujira_async_client_mock.configure_order_stream_event( +# timestamp=self.initial_timestamp, +# order_hash=target_order_id, +# state="booked", +# execution_type="limit", +# order_type="buy_po", +# price=target_price, +# size=target_size, +# filled_size=Decimal("0"), +# direction="buy", +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(1, len(self.order_updates_logger.event_log)) +# +# order_event: OrderUpdate = self.order_updates_logger.event_log[0] +# +# self.assertIsInstance(order_event, OrderUpdate) +# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) +# self.assertEqual(target_order_id, order_event.exchange_order_id) +# self.assertEqual(OrderState.OPEN, order_event.new_state) +# +# target_order_id = "anotherOrderHash" +# target_price = Decimal("50") +# target_size = Decimal("1") +# order = GatewayInFlightOrder( +# client_order_id="someOtherOrderCID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp, +# exchange_order_id=target_order_id, +# ) +# self.tracker.start_tracking_order(order=order) +# self.kujira_async_client_mock.configure_order_stream_event( +# timestamp=self.initial_timestamp, +# order_hash=target_order_id, +# state="booked", +# execution_type="limit", +# order_type="sell", +# price=target_price, +# size=target_size, +# filled_size=Decimal("0"), +# direction="sell", +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(2, len(self.order_updates_logger.event_log)) +# +# order_event: OrderUpdate = self.order_updates_logger.event_log[1] +# +# self.assertIsInstance(order_event, OrderUpdate) +# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) +# self.assertEqual(target_order_id, order_event.exchange_order_id) +# self.assertEqual(OrderState.OPEN, order_event.new_state) +# +# def test_delivers_order_fully_filled_events(self): +# target_order_id = "someOrderHash" +# target_price = Decimal("100") +# target_size = Decimal("2") +# order = GatewayInFlightOrder( +# client_order_id="someOrderCID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# exchange_order_id=target_order_id, +# ) +# self.tracker.start_tracking_order(order=order) +# self.kujira_async_client_mock.configure_order_stream_event( +# timestamp=self.initial_timestamp, +# order_hash=target_order_id, +# state="filled", +# execution_type="limit", +# order_type="buy", +# price=target_price, +# size=target_size, +# filled_size=target_size, +# direction="buy", +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(2, len(self.order_updates_logger.event_log)) +# +# order_event: OrderUpdate = self.order_updates_logger.event_log[1] +# +# self.assertIsInstance(order_event, OrderUpdate) +# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) +# self.assertEqual(target_order_id, order_event.exchange_order_id) +# self.assertEqual(OrderState.FILLED, order_event.new_state) +# +# self.kujira_async_client_mock.configure_order_stream_event( +# timestamp=self.initial_timestamp, +# order_hash=target_order_id, +# state="filled", +# execution_type="limit", +# order_type="sell_po", +# price=target_price, +# size=target_size, +# filled_size=target_size, +# direction="sell", +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(4, len(self.order_updates_logger.event_log)) +# +# order_event: OrderUpdate = self.order_updates_logger.event_log[3] +# +# self.assertIsInstance(order_event, OrderUpdate) +# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) +# self.assertEqual(target_order_id, order_event.exchange_order_id) +# self.assertEqual(OrderState.FILLED, order_event.new_state) +# +# def test_delivers_order_canceled_events(self): +# target_order_id = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock +# target_price = Decimal("100") +# target_size = Decimal("2") +# order = GatewayInFlightOrder( +# client_order_id="someOrderCID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# exchange_order_id=target_order_id, +# ) +# self.tracker.start_tracking_order(order=order) +# self.kujira_async_client_mock.configure_order_stream_event( +# timestamp=self.initial_timestamp, +# order_hash=target_order_id, +# state="canceled", +# execution_type="limit", +# order_type="buy", +# price=target_price, +# size=target_size, +# filled_size=Decimal("0"), +# direction="buy", +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(2, len(self.order_updates_logger.event_log)) +# +# order_event: OrderUpdate = self.order_updates_logger.event_log[1] +# +# self.assertIsInstance(order_event, OrderUpdate) +# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) +# self.assertEqual(target_order_id, order_event.exchange_order_id) +# self.assertEqual(OrderState.CANCELED, order_event.new_state) +# +# def test_delivers_order_book_snapshots(self): +# self.kujira_async_client_mock.configure_orderbook_snapshot_stream_event( +# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(1, len(self.snapshots_logger.event_log)) +# +# snapshot_event: OrderBookMessage = self.snapshots_logger.event_log[0] +# +# self.assertEqual(self.initial_timestamp, snapshot_event.timestamp) +# self.assertEqual(2, len(snapshot_event.bids)) +# self.assertEqual(9, snapshot_event.bids[0].price) +# self.assertEqual(1, snapshot_event.bids[0].amount) +# self.assertEqual(1, len(snapshot_event.asks)) +# self.assertEqual(11, snapshot_event.asks[0].price) +# self.assertEqual(3, snapshot_event.asks[0].amount) +# +# def test_get_account_balances(self): +# base_bank_balance = Decimal("75") +# base_total_balance = Decimal("10") +# base_available_balance = Decimal("9") +# quote_total_balance = Decimal("200") +# quote_available_balance = Decimal("150") +# self.kujira_async_client_mock.configure_get_account_balances_response( +# base_bank_balance=base_bank_balance, +# quote_bank_balance=Decimal("0"), +# base_total_balance=base_total_balance, +# base_available_balance=base_available_balance, +# quote_total_balance=quote_total_balance, +# quote_available_balance=quote_available_balance, +# ) +# +# subaccount_balances = self.async_run_with_timeout(coro=self.data_source.get_account_balances()) +# +# self.assertEqual(base_total_balance, subaccount_balances[self.base]["total_balance"]) +# self.assertEqual(base_available_balance, subaccount_balances[self.base]["available_balance"]) +# self.assertEqual(quote_total_balance, subaccount_balances[self.quote]["total_balance"]) +# self.assertEqual(quote_available_balance, subaccount_balances[self.quote]["available_balance"]) +# +# def test_get_order_status_update_success(self): +# creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock +# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock +# in_flight_order = GatewayInFlightOrder( +# client_order_id="someClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp, +# price=Decimal("10"), +# amount=Decimal("1"), +# creation_transaction_hash=creation_transaction_hash, +# exchange_order_id=target_order_hash, +# ) +# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( +# timestamp=self.initial_timestamp + 1, +# order_hash=target_order_hash, +# state="booked", +# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", +# order_type=( +# in_flight_order.trade_type.name.lower() +# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") +# ), +# price=in_flight_order.price, +# size=in_flight_order.amount, +# filled_size=Decimal("0"), +# direction=in_flight_order.trade_type.name.lower(), +# ) +# +# status_update: OrderUpdate = self.async_run_with_timeout( +# coro=self.data_source.get_order_status_update(in_flight_order=in_flight_order) +# ) +# +# self.assertEqual(self.trading_pair, status_update.trading_pair) +# self.assertEqual(self.initial_timestamp + 1, status_update.update_timestamp) +# self.assertEqual(OrderState.OPEN, status_update.new_state) +# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) +# self.assertEqual(target_order_hash, status_update.exchange_order_id) +# self.assertIn("creation_transaction_hash", status_update.misc_updates) +# self.assertEqual(creation_transaction_hash, status_update.misc_updates["creation_transaction_hash"]) +# +# def test_get_all_order_fills_no_fills(self): +# target_order_id = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock +# creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock +# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( +# timestamp=self.initial_timestamp, +# order_hash=target_order_id, +# state="booked", +# execution_type="limit", +# order_type="sell", +# price=Decimal("10"), +# size=Decimal("2"), +# filled_size=Decimal("0"), +# direction="sell", +# ) +# in_flight_order = GatewayInFlightOrder( +# client_order_id="someOrderId", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp - 10, +# price=Decimal("10"), +# amount=Decimal("2"), +# exchange_order_id=target_order_id, +# ) +# +# trade_updates = self.async_run_with_timeout( +# coro=self.data_source.get_all_order_fills(in_flight_order=in_flight_order) +# ) +# +# self.assertEqual(0, len(trade_updates)) +# +# def test_get_all_order_fills(self): +# target_client_order_id = "someOrderId" +# target_exchange_order_id = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock +# target_trade_id = "someTradeHash" +# target_price = Decimal("10") +# target_size = Decimal("2") +# target_trade_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.01"))]) +# target_partial_fill_size = target_size / 2 +# target_fill_ts = self.initial_timestamp + 10 +# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( +# timestamp=self.initial_timestamp, +# order_hash=target_exchange_order_id, +# state="partial_filled", +# execution_type="limit", +# order_type="sell", +# price=target_price, +# size=target_size, +# filled_size=target_partial_fill_size, +# direction="sell", +# ) +# self.kujira_async_client_mock.configure_trades_response_with_exchange_order_id( +# timestamp=target_fill_ts, +# exchange_order_id=target_exchange_order_id, +# price=target_price, +# size=target_partial_fill_size, +# fee=target_trade_fee, +# trade_id=target_trade_id, +# ) +# in_flight_order = GatewayInFlightOrder( +# client_order_id=target_client_order_id, +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp - 10, +# price=target_price, +# amount=target_size, +# exchange_order_id=target_exchange_order_id, +# ) +# +# trade_updates: List[TradeUpdate] = self.async_run_with_timeout( +# coro=self.data_source.get_all_order_fills(in_flight_order=in_flight_order) +# ) +# +# self.assertEqual(1, len(trade_updates)) +# +# trade_update = trade_updates[0] +# +# self.assertEqual(target_trade_id, trade_update.trade_id) +# self.assertEqual(target_client_order_id, trade_update.client_order_id) +# self.assertEqual(target_exchange_order_id, trade_update.exchange_order_id) +# self.assertEqual(self.trading_pair, trade_update.trading_pair) +# self.assertEqual(target_fill_ts, trade_update.fill_timestamp) +# self.assertEqual(target_price, trade_update.fill_price) +# self.assertEqual(target_partial_fill_size, trade_update.fill_base_amount) +# self.assertEqual(target_partial_fill_size * target_price, trade_update.fill_quote_amount) +# self.assertEqual(target_trade_fee, trade_update.fee) +# +# def test_check_network_status(self): +# self.kujira_async_client_mock.configure_check_network_failure() +# +# status = self.async_run_with_timeout(coro=self.data_source.check_network_status()) +# +# self.assertEqual(NetworkStatus.NOT_CONNECTED, status) +# +# self.kujira_async_client_mock.configure_check_network_success() +# +# status = self.async_run_with_timeout(coro=self.data_source.check_network_status()) +# +# self.assertEqual(NetworkStatus.CONNECTED, status) +# +# def test_get_trading_fees(self): +# all_trading_fees = self.async_run_with_timeout(coro=self.data_source.get_trading_fees()) +# +# self.assertIn(self.trading_pair, all_trading_fees) +# +# pair_trading_fees: MakerTakerExchangeFeeRates = all_trading_fees[self.trading_pair] +# +# service_provider_rebate = Decimal("1") - self.kujira_async_client_mock.service_provider_fee +# expected_maker_fee = self.kujira_async_client_mock.maker_fee_rate * service_provider_rebate +# expected_taker_fee = self.kujira_async_client_mock.taker_fee_rate * service_provider_rebate +# self.assertEqual(expected_maker_fee, pair_trading_fees.maker) +# self.assertEqual(expected_taker_fee, pair_trading_fees.taker) +# +# def test_delivers_balance_events(self): +# target_total_balance = Decimal("20") +# target_available_balance = Decimal("19") +# self.kujira_async_client_mock.configure_account_base_balance_stream_event( +# timestamp=self.initial_timestamp, +# total_balance=target_total_balance, +# available_balance=target_available_balance, +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# self.assertEqual(1, len(self.balance_logger.event_log)) +# +# balance_event: BalanceUpdateEvent = self.balance_logger.event_log[0] +# +# self.assertEqual(self.base, balance_event.asset_name) +# self.assertEqual(target_total_balance, balance_event.total_balance) +# self.assertEqual(target_available_balance, balance_event.available_balance) +# +# def test_parses_transaction_event_for_order_creation_success(self): +# creation_transaction_hash = "0x7cb1eafc389349f86da901cdcbfd9119435a2ea84d61c17b6ded778b6fd2f81d" # noqa: mock +# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock +# in_flight_order = GatewayInFlightOrder( +# client_order_id="someClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp, +# price=Decimal("10"), +# amount=Decimal("1"), +# creation_transaction_hash=creation_transaction_hash, +# exchange_order_id=target_order_hash, +# ) +# self.tracker.start_tracking_order(order=in_flight_order) +# self.kujira_async_client_mock.configure_creation_transaction_stream_event( +# timestamp=self.initial_timestamp + 1, transaction_hash=creation_transaction_hash +# ) +# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( +# timestamp=self.initial_timestamp + 1, +# order_hash=target_order_hash, +# state="booked", +# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", +# order_type=( +# in_flight_order.trade_type.name.lower() +# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") +# ), +# price=in_flight_order.price, +# size=in_flight_order.amount, +# filled_size=Decimal("0"), +# direction=in_flight_order.trade_type.name.lower(), +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# status_update = self.order_updates_logger.event_log[0] +# +# self.assertEqual(self.trading_pair, status_update.trading_pair) +# self.assertEqual(self.initial_timestamp + 1, status_update.update_timestamp) +# self.assertEqual(OrderState.OPEN, status_update.new_state) +# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) +# self.assertEqual(target_order_hash, status_update.exchange_order_id) +# +# @patch( +# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" +# ".KujiraAPIDataSource._time" +# ) +# def test_parses_transaction_event_for_order_creation_failure(self, time_mock): +# time_mock.return_value = self.initial_timestamp + 1 +# creation_transaction_hash = "0x7cb1eafc389349f86da901cdcbfd9119435a2ea84d61c17b6ded778b6fd2f81d" # noqa: mock +# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock +# in_flight_order = GatewayInFlightOrder( +# client_order_id="someClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp, +# price=Decimal("10"), +# amount=Decimal("1"), +# creation_transaction_hash=creation_transaction_hash, +# exchange_order_id=target_order_hash, +# ) +# self.tracker.start_tracking_order(order=in_flight_order) +# self.kujira_async_client_mock.configure_order_status_update_response( +# timestamp=self.initial_timestamp, +# order=in_flight_order, +# creation_transaction_hash=creation_transaction_hash, +# is_failed=True, +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# status_update = self.order_updates_logger.event_log[1] +# +# self.assertEqual(self.trading_pair, status_update.trading_pair) +# self.assertEqual(self.initial_timestamp, status_update.update_timestamp) +# self.assertEqual(OrderState.FAILED, status_update.new_state) +# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) +# self.assertEqual(0, len(self.trade_updates_logger.event_log)) +# +# def test_parses_transaction_event_for_order_cancelation(self): +# cancelation_transaction_hash = "0x7cb1eafc389349f86da901cdcbfd9119435a2ea84d61c17b6ded778b6fd2f81d" # noqa: mock +# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock +# in_flight_order = GatewayInFlightOrder( +# client_order_id="someClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.SELL, +# creation_timestamp=self.initial_timestamp, +# price=Decimal("10"), +# amount=Decimal("1"), +# creation_transaction_hash="someHash", +# exchange_order_id=target_order_hash, +# ) +# in_flight_order.order_fills["someHash"] = None # to prevent order creation transaction request +# self.tracker.start_tracking_order(order=in_flight_order) +# in_flight_order.cancel_tx_hash = cancelation_transaction_hash +# self.kujira_async_client_mock.configure_cancelation_transaction_stream_event( +# timestamp=self.initial_timestamp + 1, +# transaction_hash=cancelation_transaction_hash, +# order_hash=target_order_hash, +# ) +# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( +# timestamp=self.initial_timestamp + 1, +# order_hash=target_order_hash, +# state="canceled", +# execution_type="limit", +# order_type=in_flight_order.trade_type.name.lower(), +# price=in_flight_order.price, +# size=in_flight_order.amount, +# filled_size=Decimal("0"), +# direction=in_flight_order.trade_type.name.lower(), +# ) +# +# self.kujira_async_client_mock.run_until_all_items_delivered() +# +# status_update = self.order_updates_logger.event_log[1] +# +# self.assertEqual(self.trading_pair, status_update.trading_pair) +# self.assertEqual(self.initial_timestamp + 1, status_update.update_timestamp) +# self.assertEqual(OrderState.CANCELED, status_update.new_state) +# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) +# self.assertEqual(target_order_hash, status_update.exchange_order_id) diff --git a/test/hummingbot/core/gateway/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py similarity index 100% rename from test/hummingbot/core/gateway/test_gateway_http_client_clob.py rename to test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py new file mode 100644 index 0000000000..372dfe3bc9 --- /dev/null +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -0,0 +1,201 @@ +import asyncio +import unittest +from contextlib import ExitStack +from decimal import Decimal +from os.path import join, realpath +from test.mock.http_recorder import HttpPlayer +from typing import Any, Dict +from unittest.mock import patch + +from aiohttp import ClientSession +from aiounittest import async_test + +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.event.events import TradeType +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient + +ev_loop: asyncio.AbstractEventLoop = asyncio.get_event_loop() + + +class GatewayHttpClientUnitTest(unittest.TestCase): + _db_path: str + _http_player: HttpPlayer + _patch_stack: ExitStack + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls._db_path = realpath(join(__file__, "../fixtures/gateway_http_client_clob_fixture.db")) + cls._http_player = HttpPlayer(cls._db_path) + cls._patch_stack = ExitStack() + cls._patch_stack.enter_context(cls._http_player.patch_aiohttp_client()) + cls._patch_stack.enter_context( + patch( + "hummingbot.core.gateway.gateway_http_client.GatewayHttpClient._http_client", + return_value=ClientSession(), + ) + ) + GatewayHttpClient.get_instance().base_url = "https://localhost:5000" + + @classmethod + def tearDownClass(cls) -> None: + cls._patch_stack.close() + + @async_test(loop=ev_loop) + async def test_clob_place_order(self): + result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_place_order( + connector="kujira", + chain="kujira", + network="mainnet", + trading_pair=combine_to_hb_trading_pair(base="COIN", quote="ALPHA"), + address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock + trade_type=TradeType.BUY, + order_type=OrderType.LIMIT, + price=Decimal("10"), + size=Decimal("2"), + ) + + self.assertEqual("mainnet", result["network"]) + self.assertEqual(1647066435595, result["timestamp"]) + self.assertEqual(2, result["latency"]) + self.assertEqual("0x7E5F4552091A69125d5DfCb7b8C2659029395Bdf", result["txHash"]) # noqa: mock + + @async_test(loop=ev_loop) + async def test_clob_cancel_order(self): + result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_cancel_order( + connector="kujira", + chain="kujira", + network="mainnet", + trading_pair=combine_to_hb_trading_pair(base="COIN", quote="ALPHA"), + address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock + exchange_order_id="0x66b533792f45780fc38573bfd60d6043ab266471607848fb71284cd0d9eecff9", # noqa: mock + ) + + self.assertEqual("mainnet", result["network"]) + self.assertEqual(1647066436595, result["timestamp"]) + self.assertEqual(2, result["latency"]) + self.assertEqual("0x7E5F4552091A69125d5DfCb7b8C2659029395Bdf", result["txHash"]) # noqa: mock + + @async_test(loop=ev_loop) + async def test_clob_order_status_updates(self): + result = await GatewayHttpClient.get_instance().get_clob_order_status_updates( + trading_pair="COIN-ALPHA", + chain="kujira", + network="mainnet", + connector="kujira", + address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock + ) + + self.assertEqual(2, len(result["orders"])) + self.assertEqual("EOID1", result["orders"][0]["exchangeID"]) + self.assertEqual("EOID2", result["orders"][1]["exchangeID"]) + + result = await GatewayHttpClient.get_instance().get_clob_order_status_updates( + trading_pair="COIN-ALPHA", + chain="kujira", + network="mainnet", + connector="kujira", + address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock + exchange_order_id="0x66b533792f45780fc38573bfd60d6043ab266471607848fb71284cd0d9eecff9", # noqa: mock + ) + + self.assertEqual(1, len(result["orders"])) + self.assertEqual("EOID1", result["orders"][0]["exchangeID"]) + + @async_test(loop=ev_loop) + async def test_get_clob_all_markets(self): + result = await GatewayHttpClient.get_instance().get_clob_markets( + connector="dexalot", chain="avalanche", network="mainnet" + ) + + self.assertEqual(2, len(result["markets"])) + self.assertEqual("COIN-ALPHA", result["markets"][1]["tradingPair"]) + + @async_test(loop=ev_loop) + async def test_get_clob_single_market(self): + result = await GatewayHttpClient.get_instance().get_clob_markets( + connector="dexalot", chain="avalanche", network="mainnet", trading_pair="COIN-ALPHA" + ) + + self.assertEqual(1, len(result["markets"])) + self.assertEqual("COIN-ALPHA", result["markets"][0]["tradingPair"]) + + @async_test(loop=ev_loop) + async def test_get_clob_orderbook(self): + result = await GatewayHttpClient.get_instance().get_clob_orderbook_snapshot( + trading_pair="COIN-ALPHA", connector="dexalot", chain="avalanche", network="mainnet" + ) + + expected_orderbook = { + "bids": [[1, 2], [3, 4]], + "asks": [[5, 6]], + } + self.assertEqual(expected_orderbook, result["orderbook"]) + + @async_test(loop=ev_loop) + async def test_get_clob_ticker(self): + result = await GatewayHttpClient.get_instance().get_clob_ticker( + connector="dexalot", chain="avalanche", network="mainnet" + ) + expected_markets = [ + { + "pair": "COIN-ALPHA", + "lastPrice": 9, + }, + { + "pair": "BTC-USDT", + "lastPrice": 10, + } + ] + + self.assertEqual(expected_markets, result["markets"]) + + result = await GatewayHttpClient.get_instance().get_clob_ticker( + connector="dexalot", chain="avalanche", network="mainnet", trading_pair="COIN-ALPHA" + ) + expected_markets = [ + { + "pair": "COIN-ALPHA", + "lastPrice": 9, + }, + ] + + self.assertEqual(expected_markets, result["markets"]) + + @async_test(loop=ev_loop) + async def test_clob_batch_order_update(self): + trading_pair = combine_to_hb_trading_pair(base="COIN", quote="ALPHA") + order_to_create = GatewayInFlightOrder( + client_order_id="someOrderIDCreate", + trading_pair=trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=123123123, + amount=Decimal("10"), + price=Decimal("100"), + ) + order_to_cancel = GatewayInFlightOrder( + client_order_id="someOrderIDCancel", + trading_pair=trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.SELL, + creation_timestamp=123123123, + price=Decimal("90"), + amount=Decimal("9"), + exchange_order_id="someExchangeOrderID", + ) + result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_batch_order_modify( + connector="kujira", + chain="kujira", + network="mainnet", + address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock + orders_to_create=[order_to_create], + orders_to_cancel=[order_to_cancel], + ) + + self.assertEqual("mainnet", result["network"]) + self.assertEqual(1647066456595, result["timestamp"]) + self.assertEqual(3, result["latency"]) + self.assertEqual("0x7E5F4552091A69125d5DfCb7b8C2659029395Ceg", result["txHash"]) # noqa: mock From ff54865c8053f1975d6b4d72b191e864ba1c0fa6 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 12 Apr 2023 22:28:47 +0200 Subject: [PATCH 006/359] Adding kujira routes --- .../core/gateway/gateway_http_client.py | 448 ++++++++++++++++++ 1 file changed, 448 insertions(+) diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 2220788d05..b0fca33bdd 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1254,3 +1254,451 @@ async def clob_kujira_balances( "address": address, } return await self.api_request("post", "kujira/balances", request_payload) + + async def kujira_get_status( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira", request_payload) + + async def kujira_get_token( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/token", request_payload) + + async def kujira_get_tokens( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/tokens", request_payload) + + async def kujira_get_tokens_all( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/tokens/all", request_payload) + + async def kujira_get_market( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/market", request_payload) + + async def kujira_get_markets( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/markets", request_payload) + + async def kujira_get_markets_all( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/markets/all", request_payload) + + async def kujira_get_order_book( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/orderBook", request_payload) + + async def kujira_get_order_books( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/orderBooks", request_payload) + + async def kujira_get_order_books_all( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/orderBooks/all", request_payload) + + async def kujira_get_ticker( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/ticker", request_payload) + + async def kujira_get_tickers( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/tickers", request_payload) + + async def kujira_get_tickers_all( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/tickers/all", request_payload) + + async def kujira_get_balance( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/balance", request_payload) + + async def kujira_get_balances( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/balances", request_payload) + + async def kujira_get_balances_all( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/balances/all", request_payload) + + async def kujira_get_order( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/order", request_payload) + + async def kujira_get_orders( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/orders", request_payload) + + async def kujira_post_order( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("post", "kujira/order", request_payload) + + async def kujira_post_orders( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("post", "kujira/orders", request_payload) + + async def kujira_delete_order( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("delete", "kujira/order", request_payload) + + async def kujira_delete_orders( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("delete", "kujira/orders", request_payload) + + async def kujira_delete_orders_all( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("delete", "kujira/orders/all", request_payload) + + async def kujira_post_market_withdraw( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("post", "kujira/market/withdraw", request_payload) + + async def kujira_post_market_withdraws( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("post", "kujira/market/withdraws", request_payload) + + async def kujira_post_market_withdraws_all( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("post", "kujira/market/withdraws/all", request_payload) + + async def kujira_get_transaction( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/transaction", request_payload) + + async def kujira_get_transactions( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/transactions", request_payload) + + async def kujira_get_wallet_public_key( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/wallet/publicKey", request_payload) + + async def kujira_get_wallet_public_keys( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/wallet/publicKeys", request_payload) + + async def kujira_get_block_current( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/block/current", request_payload) + + async def kujira_get_fees_estimated( + self, + chain: str, + network: str, + payload: Dict[str, Any] + ): + request_payload = { + "chain": chain, + "network": network, + **payload + } + + return await self.api_request("get", "kujira/fees/estimated", request_payload) From 3163b3ee2221469ad6f89d1108296a5b432f5834 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 18 Apr 2023 23:54:28 +0000 Subject: [PATCH 007/359] Working with the Kujira connector. WIP. --- .../kujira/kujira_api_data_source.py | 317 +++-- .../data_sources/kujira/kujira_constants.py | 1 + .../data_sources/kujira/kujira_types.py | 67 ++ scripts/clob_example.py | 5 - scripts/kujira_pmm_example.py | 1020 +++++++++++++++++ 5 files changed, 1317 insertions(+), 93 deletions(-) delete mode 100644 scripts/clob_example.py create mode 100644 scripts/kujira_pmm_example.py diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f5b1344c80..b28eaa7a37 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -3,16 +3,16 @@ import time from asyncio import Lock from decimal import Decimal +from enum import Enum from math import floor from typing import Any, Dict, List, Mapping, Optional, Tuple -from bidict import bidict from grpc.aio import UnaryStreamCall from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base import ( +from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import ( CancelOrderResult, - GatewayCLOBAPIDataSourceBase, + CLOBAPIDataSourceBase, PlaceOrderResult, ) from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( @@ -20,6 +20,7 @@ BACKEND_TO_CLIENT_ORDER_STATE_MAP, CLIENT_TO_BACKEND_ORDER_TYPES_MAP, CONNECTOR_NAME, + LOST_ORDER_COUNT_LIMIT, MARKETS_UPDATE_INTERVAL, MSG_BATCH_UPDATE_ORDERS, MSG_CANCEL_SPOT_ORDER, @@ -44,6 +45,31 @@ from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory from hummingbot.logger import HummingbotLogger +from .kujira_types import ( + Address, + AsyncClient, + DerivativeOrder, + GetTxByTxHashResponse, + MarketsResponse, + Network, + OrderHashResponse, + ProtoMsgComposer, + SpotMarketInfo, + SpotOrder, + SpotOrderHistory, + SpotTrade, + StreamAccountPortfolioResponse, + StreamOrderbookResponse, + StreamOrdersResponse, + StreamSubaccountBalanceResponse, + StreamTradesResponse, + StreamTxsResponse, + SubaccountBalance, + TokenMeta, + build_eip712_msg, + hash_order, +) + class OrderHashManager: def __init__(self, network: Network, sub_account_id: str): @@ -81,7 +107,7 @@ def compute_order_hashes( return order_hashes -class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): +class KujiraAPIDataSource(CLOBAPIDataSourceBase): """An interface class to the Kujira blockchain. Note — The same wallet address should not be used with different instances of the client as this will cause @@ -94,30 +120,28 @@ class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): def __init__( self, trading_pairs: List[str], - chain: str, - network: str, - address: str, + connector_spec: Dict[str, Any], client_config_map: ClientConfigAdapter, ): - super().__init__() - self._trading_pairs = trading_pairs + super().__init__( + trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map + ) self._connector_name = CONNECTOR_NAME - self._chain = chain - self._network = network - self._sub_account_id = address - self._account_address: Optional[str] = None - if network == "mainnet": + self._chain = connector_spec["chain"] + self._network = connector_spec["network"] + self._sub_account_id = connector_spec["wallet_address"] + self._account_address: str = Address(bytes.fromhex(self._sub_account_id[2:-24])).to_acc_bech32() + if self._network == "mainnet": self._network_obj = Network.mainnet() - elif network == "testnet": + elif self._network == "testnet": self._network_obj = Network.testnet() else: - raise ValueError(f"Invalid network: {network}") + raise ValueError(f"Invalid network: {self._network}") self._client = AsyncClient(network=self._network_obj) self._composer = ProtoMsgComposer(network=self._network_obj.string()) self._order_hash_manager: Optional[OrderHashManager] = None - self._client_config = client_config_map - self._trading_pair_to_active_spot_markets: Dict[str, SpotMarketInfo] = {} + self._markets_info: Dict[str, SpotMarketInfo] = {} self._market_id_to_active_spot_markets: Dict[str, SpotMarketInfo] = {} self._denom_to_token_meta: Dict[str, TokenMeta] = {} self._markets_update_task: Optional[asyncio.Task] = None @@ -125,14 +149,42 @@ def __init__( self._trades_stream_listener: Optional[asyncio.Task] = None self._order_listeners: Dict[str, asyncio.Task] = {} self._order_books_stream_listener: Optional[asyncio.Task] = None - self._account_balances_stream_listener: Optional[asyncio.Task] = None + self._bank_balances_stream_listener: Optional[asyncio.Task] = None + self._subaccount_balances_stream_listener: Optional[asyncio.Task] = None self._transactions_stream_listener: Optional[asyncio.Task] = None self._order_placement_lock = Lock() + # Local Balance + self._account_balances: Dict[str, Dict[str, Decimal]] = {} + self._account_available_balances: Dict[str, Dict[str, Decimal]] = {} + + @property + def real_time_balance_update(self) -> bool: + return True + + @property + def events_are_streamed(self) -> bool: + return True + + @staticmethod + def supported_stream_events() -> List[Enum]: + return [ + MarketEvent.TradeUpdate, + MarketEvent.OrderUpdate, + AccountEvent.BalanceEvent, + OrderBookDataSourceEvent.TRADE_EVENT, + OrderBookDataSourceEvent.DIFF_EVENT, + OrderBookDataSourceEvent.SNAPSHOT_EVENT, + ] + def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + @property + def _is_default_subaccount(self): + return self._sub_account_id[-24:] == "000000000000000000000000" + async def start(self): """Starts the event streaming.""" async with self._order_placement_lock: @@ -142,7 +194,7 @@ async def start(self): ) await self._update_markets() # required for the streams await self._start_streams() - self._gateway_order_tracker.lost_order_count_limit = 10 + self._gateway_order_tracker.lost_order_count_limit = LOST_ORDER_COUNT_LIMIT async def stop(self): """Stops the event streaming.""" @@ -319,25 +371,8 @@ async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> Lis return cancel_order_results - async def get_trading_rules(self) -> Dict[str, TradingRule]: - self._check_markets_initialized() or await self._update_markets() - - trading_rules = { - trading_pair: self._get_trading_rule_from_market(trading_pair=trading_pair, market=market) - for trading_pair, market in self._trading_pair_to_active_spot_markets.items() - } - return trading_rules - - async def get_symbol_map(self) -> bidict[str, str]: - self._check_markets_initialized() or await self._update_markets() - - mapping = bidict() - for trading_pair, market in self._trading_pair_to_active_spot_markets.items(): - mapping[market.market_id] = trading_pair - return mapping - async def get_last_traded_price(self, trading_pair: str) -> Decimal: - market = self._trading_pair_to_active_spot_markets[trading_pair] + market = self._markets_info[trading_pair] trades = await self._client.get_spot_trades(market_id=market.market_id) if len(trades.trades) != 0: price = self._convert_price_from_backend(price=trades.trades[0].price.price, market=market) @@ -346,7 +381,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: return price async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - market = self._trading_pair_to_active_spot_markets[trading_pair] + market = self._markets_info[trading_pair] order_book_response = await self._client.get_spot_orderbook(market_id=market.market_id) price_scale = self._get_backend_price_scaler(market=market) size_scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) @@ -371,6 +406,16 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: ) return snapshot_msg + def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): + # We need to keep local copy of total and available balance so we can trigger BalanceUpdateEvent with correct + # details. This is specifically for Kujira during the processing of balance streams, where the messages does not + # detail the total_balance and available_balance across bank and subaccounts. + for asset_name, balance_entry in balances.items(): + if "total_balance" in balance_entry: + self._account_balances[asset_name] = balance_entry["total_balance"] + if "available_balance" in balance_entry: + self._account_available_balances[asset_name] = balance_entry["available_balance"] + async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: """Returns a dictionary like @@ -408,22 +453,38 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self._check_markets_initialized() or await self._update_markets() balances_dict = {} - sub_account_balances = await self._client.get_subaccount_balances_list(subaccount_id=self._sub_account_id) - for balance in sub_account_balances.balances: - denom_meta = self._denom_to_token_meta[balance.denom] - asset_name = denom_meta.symbol - asset_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) - total_balance = Decimal(balance.deposit.total_balance) * asset_scaler - available_balance = Decimal(balance.deposit.available_balance) * asset_scaler - balances_dict[asset_name] = { - "total_balance": total_balance, - "available_balance": available_balance, - } + portfolio_balances = await self._client.get_account_portfolio(account_address=self._account_address) + if self._is_default_subaccount: + for balance in portfolio_balances.portfolio.bank_balances: + denom_meta = self._denom_to_token_meta.get(balance.denom) + if denom_meta: + asset_name = denom_meta.symbol + asset_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) + total_balance = Decimal(balance.amount) * asset_scaler + available_balance = total_balance # Because it's bank account + balances_dict[asset_name] = { + "total_balance": total_balance, + "available_balance": available_balance, + } + for subacct_balance in portfolio_balances.portfolio.subaccounts: + if subacct_balance.subaccount_id.casefold() != self._sub_account_id.casefold(): + continue + denom_meta = self._denom_to_token_meta.get(subacct_balance.denom) + if denom_meta: + asset_name = denom_meta.symbol + asset_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) + total_balance = Decimal(subacct_balance.deposit.total_balance) * asset_scaler + available_balance = Decimal(subacct_balance.deposit.available_balance) * asset_scaler + + balance_element = balances_dict.get(asset_name, {'total_balance': 0, 'available_balance': 0}) + balance_element['total_balance'] += total_balance + balance_element['available_balance'] += available_balance + balances_dict[asset_name] = balance_element return balances_dict async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: trading_pair = in_flight_order.trading_pair - market = self._trading_pair_to_active_spot_markets[trading_pair] + market = self._markets_info[trading_pair] direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" trade_updates = [] @@ -450,7 +511,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, } - market = self._trading_pair_to_active_spot_markets[trading_pair] + market = self._markets_info[trading_pair] direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" status_update = await self._get_booked_order_status_update( trading_pair=trading_pair, @@ -511,7 +572,7 @@ async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: self._check_markets_initialized() or await self._update_markets() trading_fees = {} - for trading_pair, market in self._trading_pair_to_active_spot_markets.items(): + for trading_pair, market in self._markets_info.items(): fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) maker_fee = Decimal(market.maker_fee_rate) * fee_scaler taker_fee = Decimal(market.taker_fee_rate) * fee_scaler @@ -527,7 +588,7 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc return False def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: - market = self._trading_pair_to_active_spot_markets[order.trading_pair] + market = self._markets_info[order.trading_pair] return self._composer.SpotOrder( market_id=market.market_id, subaccount_id=self._sub_account_id, @@ -576,8 +637,10 @@ async def _get_booked_order_status_update( async def _update_account_address_and_create_order_hash_manager(self): if not self._order_placement_lock.locked(): raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") - sub_account_balances = await self._client.get_subaccount_balances_list(subaccount_id=self._sub_account_id) - self._account_address = sub_account_balances.balances[0].account_address + response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( + chain=self._chain, network=self._network, address=self._sub_account_id + ) + self._account_address: str = response["kujiraAddress"] await self._client.get_account(self._account_address) await self._client.sync_timeout_height() self._order_hash_manager = OrderHashManager( @@ -587,7 +650,7 @@ async def _update_account_address_and_create_order_hash_manager(self): def _check_markets_initialized(self) -> bool: return ( - len(self._trading_pair_to_active_spot_markets) != 0 + len(self._markets_info) != 0 and len(self._market_id_to_active_spot_markets) != 0 and len(self._denom_to_token_meta) != 0 ) @@ -615,8 +678,8 @@ def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): base=market.base_token_meta.symbol, quote=market.quote_token_meta.symbol ) markets_dict[trading_pair] = market - self._trading_pair_to_active_spot_markets.clear() - self._trading_pair_to_active_spot_markets.update(markets_dict) + self._markets_info.clear() + self._markets_info.update(markets_dict) def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): markets_dict = {market.market_id: market for market in markets.markets} @@ -644,8 +707,11 @@ async def _start_streams(self): self._order_books_stream_listener = ( self._order_books_stream_listener or safe_ensure_future(coro=self._listen_to_order_books_stream()) ) - self._account_balances_stream_listener = ( - self._account_balances_stream_listener or safe_ensure_future(coro=self._listen_to_account_balances_stream()) + self._bank_balances_stream_listener = self._bank_balances_stream_listener or safe_ensure_future( + coro=self._listen_to_bank_balances_streams() + ) + self._subaccount_balances_stream_listener = self._subaccount_balances_stream_listener or safe_ensure_future( + coro=self._listen_to_subaccount_balances_stream() ) self._transactions_stream_listener = self._transactions_stream_listener or safe_ensure_future( coro=self._listen_to_transactions_stream() @@ -659,8 +725,10 @@ async def _stop_streams(self): self._order_listeners = {} self._order_books_stream_listener and self._order_books_stream_listener.cancel() self._order_books_stream_listener = None - self._account_balances_stream_listener and self._account_balances_stream_listener.cancel() - self._account_balances_stream_listener = None + self._subaccount_balances_stream_listener and self._subaccount_balances_stream_listener.cancel() + self._subaccount_balances_stream_listener = None + self._bank_balances_stream_listener and self._bank_balances_stream_listener.cancel() + self._bank_balances_stream_listener = None self._transactions_stream_listener and self._transactions_stream_listener.cancel() self._transactions_stream_listener = None @@ -852,46 +920,104 @@ def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): ) self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.SNAPSHOT_EVENT, message=snapshot_msg) - async def _listen_to_account_balances_stream(self): + def _parse_bank_balance_message(self, message: StreamAccountPortfolioResponse) -> BalanceUpdateEvent: + denom_meta: TokenMeta = self._denom_to_token_meta[message.denom] + denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") + + available_balance: Decimal = Decimal(message.amount) * denom_scaler + total_balance: Decimal = available_balance + + balance_msg = BalanceUpdateEvent( + timestamp=self._time(), + asset_name=denom_meta.symbol, + total_balance=total_balance, + available_balance=available_balance, + ) + self._update_local_balances( + balances={denom_meta.symbol: {"total_balance": total_balance, "available_balance": available_balance}} + ) + return balance_msg + + def _process_bank_balance_stream_event(self, message: StreamAccountPortfolioResponse): + balance_msg: BalanceUpdateEvent = self._parse_bank_balance_message(message=message) + self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) + + async def _listen_to_bank_balances_streams(self): while True: - stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) + stream: UnaryStreamCall = await self._client.stream_account_portfolio( + account_address=self._account_address, type="bank" + ) try: - async for balance in stream: - self._parse_balance_event(balance=balance) + async for bank_balance in stream: + self._process_bank_balance_stream_event(message=bank_balance) except asyncio.CancelledError: raise except Exception: - self.logger().exception("Unexpected error in user stream listener loop.") + self.logger().exception("Unexpected error in account balance listener loop.") self.logger().info("Restarting account balances stream.") stream.cancel() - def _parse_balance_event(self, balance): + def _parse_subaccount_balance_message(self, message: StreamSubaccountBalanceResponse) -> BalanceUpdateEvent: """ - Balance update example: + Balance Example: balance { - subaccount_id: "0x972a7e7d1db231f67e797fccfbd04d17f825fcde000000000000000000000000" # noqa: documentation - account_address: "inj1ju48ulgakgclvlne0lx0h5zdzluztlx7suwq7z" # noqa: documentation - denom: "peggy0xdAC17F958D2ee523a2206206994597C13D831ec7" - deposit { - available_balance: "21459060342.811393459150323702" - } + subaccount_id: "0xc7dca7c15c364865f77a4fb67ab11dc95502e6fe000000000000000000000001" # noqa: documentation + account_address: "inj1clw20s2uxeyxtam6f7m84vgae92s9eh7vygagt" # noqa: documentation + denom: "inj" + deposit { + available_balance: "9980001000000000000" + } } + timestamp: 1675902606000 + """ - denom_meta = self._denom_to_token_meta[balance.balance.denom] - denom_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) - total_balance = balance.balance.deposit.total_balance - total_balance = Decimal(total_balance) * denom_scaler if total_balance != "" else None - available_balance = balance.balance.deposit.available_balance - available_balance = Decimal(available_balance) * denom_scaler if available_balance != "" else None + subaccount_balance: SubaccountBalance = message.balance + denom_meta: TokenMeta = self._denom_to_token_meta[subaccount_balance.denom] + asset_name: str = denom_meta.symbol + denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") + + total_balance = subaccount_balance.deposit.total_balance + total_balance = Decimal(total_balance) * denom_scaler if total_balance != "" else Decimal("0") + available_balance = subaccount_balance.deposit.available_balance + available_balance = Decimal(available_balance) * denom_scaler if available_balance != "" else Decimal("0") + + if self._is_default_subaccount: + if available_balance is not None: + available_balance += self._account_available_balances.get(asset_name, Decimal("0")) + if total_balance is not None: + total_balance += self._account_balances.get(asset_name, Decimal("0")) + balance_msg = BalanceUpdateEvent( - timestamp=balance.timestamp * 1e-3, - asset_name=denom_meta.symbol, + timestamp=self._time(), + asset_name=asset_name, total_balance=total_balance, available_balance=available_balance, ) + balance_dict: Dict[str, Dict[str, Decimal]] = { + asset_name: {"total_balance": total_balance, "available_balance": available_balance} + } + self._update_local_balances(balances=balance_dict) + return balance_msg + + def _process_subaccount_balance_stream_event(self, message: StreamSubaccountBalanceResponse): + balance_msg: BalanceUpdateEvent = self._parse_subaccount_balance_message(message=message) self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) + async def _listen_to_subaccount_balances_stream(self): + while True: + # Uses KujiraAccountsRPC since it provides both total_balance and available_balance in a single stream. + stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) + try: + async for balance_msg in stream: + self._process_subaccount_balance_stream_event(message=balance_msg) + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error in account balance listener loop.") + self.logger().info("Restarting account balances stream.") + stream.cancel() + async def _get_backend_order_status( self, market_id: str, @@ -1008,9 +1134,13 @@ def _get_trading_pair_from_market_id(self, market_id: str) -> str: ) return trading_pair - def _get_trading_rule_from_market(self, trading_pair: str, market: SpotMarketInfo) -> TradingRule: - min_price_tick_size = self._convert_price_from_backend(price=market.min_price_tick_size, market=market) - min_quantity_tick_size = self._convert_size_from_backend(size=market.min_quantity_tick_size, market=market) + def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> TradingRule: + min_price_tick_size = self._convert_price_from_backend( + price=market_info.min_price_tick_size, market=market_info + ) + min_quantity_tick_size = self._convert_size_from_backend( + size=market_info.min_quantity_tick_size, market=market_info + ) trading_rule = TradingRule( trading_pair=trading_pair, min_order_size=min_quantity_tick_size, @@ -1020,6 +1150,17 @@ def _get_trading_rule_from_market(self, trading_pair: str, market: SpotMarketInf ) return trading_rule + def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: + return market_info.market_id + + def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: + fee_scaler = Decimal("1") - Decimal(market_info.service_provider_fee) + maker_fee = Decimal(market_info.maker_fee_rate) * fee_scaler + taker_fee = Decimal(market_info.taker_fee_rate) * fee_scaler + return MakerTakerExchangeFeeRates( + maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] + ) + def _convert_price_from_backend(self, price: str, market: SpotMarketInfo) -> Decimal: scale = self._get_backend_price_scaler(market=market) scaled_price = Decimal(price) * scale @@ -1030,7 +1171,7 @@ async def _get_transaction_by_hash(self, transaction_hash: str) -> GetTxByTxHash def _get_market_ids(self) -> List[str]: market_ids = [ - self._trading_pair_to_active_spot_markets[trading_pair].market_id + self._markets_info[trading_pair].market_id for trading_pair in self._trading_pairs ] return market_ids diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index db1b5349bb..87f04bbd81 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -9,6 +9,7 @@ CONNECTOR_NAME = "kujira" REQUESTS_SKIP_STEP = 100 +LOST_ORDER_COUNT_LIMIT = 10 MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 CLIENT_TO_BACKEND_ORDER_TYPES_MAP: Dict[Tuple[TradeType, OrderType], str] = { (TradeType.BUY, OrderType.LIMIT): "buy_po", diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index e69de29bb2..c74107d1b5 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -0,0 +1,67 @@ +from pyinjective.async_client import AsyncClient +from pyinjective.composer import Composer as ProtoMsgComposer +from pyinjective.constant import Network +from pyinjective.orderhash import OrderHashResponse, build_eip712_msg, hash_order +from pyinjective.proto.exchange.injective_accounts_rpc_pb2 import StreamSubaccountBalanceResponse, SubaccountBalance +from pyinjective.proto.exchange.injective_explorer_rpc_pb2 import GetTxByTxHashResponse, StreamTxsResponse +from pyinjective.proto.exchange.injective_portfolio_rpc_pb2 import StreamAccountPortfolioResponse +from pyinjective.proto.exchange.injective_spot_exchange_rpc_pb2 import ( + MarketsResponse, + SpotMarketInfo, + SpotOrderHistory, + SpotTrade, + StreamOrderbookResponse, + StreamOrdersResponse, + StreamTradesResponse, + TokenMeta, +) +from pyinjective.proto.injective.exchange.v1beta1.exchange_pb2 import DerivativeOrder, SpotOrder +from pyinjective.wallet import Address + +AsyncClient = AsyncClient +ProtoMsgComposer = ProtoMsgComposer +Network = Network +OrderHashResponse = OrderHashResponse +build_eip712_msg = build_eip712_msg +hash_order = hash_order +StreamSubaccountBalanceResponse = StreamSubaccountBalanceResponse +SubaccountBalance = SubaccountBalance +GetTxByTxHashResponse = GetTxByTxHashResponse +StreamTxsResponse = StreamTxsResponse +StreamAccountPortfolioResponse = StreamAccountPortfolioResponse +MarketsResponse = MarketsResponse +SpotMarketInfo = SpotMarketInfo +SpotOrderHistory = SpotOrderHistory +SpotTrade = SpotTrade +StreamOrderbookResponse = StreamOrderbookResponse +StreamOrdersResponse = StreamOrdersResponse +StreamTradesResponse = StreamTradesResponse +TokenMeta = TokenMeta +DerivativeOrder = DerivativeOrder +SpotOrder = SpotOrder +Address = Address + +__all__ = [ + "AsyncClient", + "ProtoMsgComposer", + "Network", + "OrderHashResponse", + "build_eip712_msg", + "hash_order", + "StreamSubaccountBalanceResponse", + "SubaccountBalance", + "GetTxByTxHashResponse", + "StreamTxsResponse", + "StreamAccountPortfolioResponse", + "MarketsResponse", + "SpotMarketInfo", + "SpotOrderHistory", + "SpotTrade", + "StreamOrderbookResponse", + "StreamOrdersResponse", + "StreamTradesResponse", + "TokenMeta", + "DerivativeOrder", + "SpotOrder", + "Address", +] diff --git a/scripts/clob_example.py b/scripts/clob_example.py deleted file mode 100644 index 076ebc0606..0000000000 --- a/scripts/clob_example.py +++ /dev/null @@ -1,5 +0,0 @@ -from hummingbot.strategy.script_strategy_base import ScriptStrategyBase - - -class CLOBSerumExample(ScriptStrategyBase): - pass diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py new file mode 100644 index 0000000000..c528552b67 --- /dev/null +++ b/scripts/kujira_pmm_example.py @@ -0,0 +1,1020 @@ +import asyncio +import math +import time +import traceback +from decimal import Decimal +from enum import Enum +from logging import DEBUG, ERROR, INFO, WARNING +from os import path +from pathlib import Path +from typing import Any, Dict, List, Union + +import jsonpickle +import numpy as np + +from hummingbot.client.hummingbot_application import HummingbotApplication +from hummingbot.connector.gateway.clob.clob_types import OrderSide as KujiraOrderSide, OrderType as KujiraOrderType +from hummingbot.connector.gateway.clob.clob_utils import convert_order_side, convert_trading_pair +from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT +from hummingbot.core.clock import Clock +from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.order_candidate import OrderCandidate +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient +from hummingbot.strategy.script_strategy_base import ScriptStrategyBase + + +# noinspection DuplicatedCode +class KujiraPMMExample(ScriptStrategyBase): + + class MiddlePriceStrategy(Enum): + SAP = 'SIMPLE_AVERAGE_PRICE' + WAP = 'WEIGHTED_AVERAGE_PRICE' + VWAP = 'VOLUME_WEIGHTED_AVERAGE_PRICE' + + def __init__(self): + try: + # self._log(DEBUG, """__init__... start""") + + super().__init__() + + self._can_run: bool = True + self._script_name = path.basename(Path(__file__)) + self._configuration = { + "chain": "kujira", + "network": "testnet", + "connector": "kujira", + "markets": { + "kujira_kujira_testnet": [ # Only one market can be used + "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", # KUJI/DEMO + # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6", # KUJI/USK + # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg", # DEMO/USK + ] + }, + "strategy": { + "layers": [ + { + "bid": { + "quantity": 1, + "spread_percentage": 1, + "max_liquidity_in_dollars": 5 + }, + "ask": { + "quantity": 1, + "spread_percentage": 1, + "max_liquidity_in_dollars": 5 + } + }, + { + "bid": { + "quantity": 1, + "spread_percentage": 5, + "max_liquidity_in_dollars": 5 + }, + "ask": { + "quantity": 1, + "spread_percentage": 5, + "max_liquidity_in_dollars": 5 + } + }, + { + "bid": { + "quantity": 1, + "spread_percentage": 10, + "max_liquidity_in_dollars": 5 + }, + "ask": { + "quantity": 1, + "spread_percentage": 10, + "max_liquidity_in_dollars": 5 + } + }, + ], + "tick_interval": 59, + "kujira_order_type": "LIMIT", + "price_strategy": "middle", + "middle_price_strategy": "VWAP", + "cancel_all_orders_on_start": True, + "cancel_all_orders_on_stop": True, + "run_only_once": False + }, + "logger": { + "level": "DEBUG" + } + } + self._owner_address = None + self._connector_id = None + self._quote_token = None + self._base_token = None + self._hb_trading_pair = None + self._is_busy: bool = False + self._refresh_timestamp: int + self._market: str + self._gateway: GatewayHttpClient + self._connector: GatewayCLOBSPOT + self._market_info: Dict[str, Any] + self._balances: Dict[str, Any] = {} + self._tickers: Dict[str, Any] + self._open_orders: Dict[str, Any] + self._filled_orders: Dict[str, Any] + self._vwap_threshold = 50 + self._int_zero = int(0) + self._float_zero = float(0) + self._float_infinity = float('inf') + self._decimal_zero = Decimal(0) + self._decimal_infinity = Decimal("Infinity") + finally: + pass + # self._log(DEBUG, """__init__... end""") + + def get_markets_definitions(self) -> Dict[str, List[str]]: + return self._configuration["markets"] + + # noinspection PyAttributeOutsideInit + async def initialize(self, start_command): + try: + self._log(DEBUG, """_initialize... start""") + + self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) + + await super().initialize(start_command) + self.initialized = False + + self._connector_id = next(iter(self._configuration["markets"])) + + self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] + self._market = convert_trading_pair(self._hb_trading_pair) + + # noinspection PyTypeChecker + self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] + self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() + + self._owner_address = self._connector.address + + self._market_info = await self._get_market() + + self._base_token = self._market_info["baseToken"] + self._quote_token = self._market_info["quoteToken"] + + if self._configuration["strategy"]["cancel_all_orders_on_start"]: + await self._cancel_all_orders() + + await self._settle_funds() + + waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) + self._log(DEBUG, f"""Waiting for {waiting_time}s.""") + self._refresh_timestamp = waiting_time + self.current_timestamp + + self.initialized = True + except Exception as exception: + self._handle_error(exception) + + HummingbotApplication.main_application().stop() + finally: + self._log(DEBUG, """_initialize... end""") + + async def on_tick(self): + if (not self._is_busy) and (not self._can_run): + HummingbotApplication.main_application().stop() + + if self._is_busy or (self._refresh_timestamp > self.current_timestamp): + return + + try: + self._log(DEBUG, """on_tick... start""") + + self._is_busy = True + + try: + await self._settle_funds() + except Exception as exception: + self._handle_error(exception) + + await self._get_open_orders(use_cache=False) + await self._get_filled_orders(use_cache=False) + await self._get_balances(use_cache=False) + + try: + await self._cancel_duplicated_orders() + except Exception as exception: + self._handle_error(exception) + + proposal: List[OrderCandidate] = await self._create_proposal() + candidate_orders: List[OrderCandidate] = await self._adjust_proposal_to_budget(proposal) + + replaced_orders = await self._replace_orders(candidate_orders) + + try: + await self._cancel_remaining_orders(candidate_orders, replaced_orders) + except Exception as exception: + self._handle_error(exception) + except Exception as exception: + self._handle_error(exception) + finally: + waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) + + # noinspection PyAttributeOutsideInit + self._refresh_timestamp = waiting_time + self.current_timestamp + self._is_busy = False + + self._log(DEBUG, f"""Waiting for {waiting_time}s.""") + + self._log(DEBUG, """on_tick... end""") + + if self._configuration["strategy"]["run_only_once"]: + HummingbotApplication.main_application().stop() + + def stop(self, clock: Clock): + asyncio.get_event_loop().run_until_complete(self.async_stop(clock)) + + async def async_stop(self, clock: Clock): + try: + self._log(DEBUG, """_stop... start""") + + self._can_run = False + + if self._configuration["strategy"]["cancel_all_orders_on_stop"]: + await self._cancel_all_orders() + await self._settle_funds() + + super().stop(clock) + finally: + self._log(DEBUG, """_stop... end""") + + async def _create_proposal(self) -> List[OrderCandidate]: + try: + self._log(DEBUG, """_create_proposal... start""") + + order_book = await self._get_order_book() + bids, asks = self._parse_order_book(order_book) + + ticker_price = await self._get_market_price() + try: + last_filled_order_price = await self._get_last_filled_order_price() + except Exception as exception: + self._handle_error(exception) + + last_filled_order_price = self._decimal_zero + + price_strategy = self._configuration["strategy"]["price_strategy"] + if price_strategy == "ticker": + used_price = ticker_price + elif price_strategy == "middle": + used_price = await self._get_market_mid_price( + bids, + asks, + self.MiddlePriceStrategy[ + self._configuration["strategy"].get( + "middle_price_strategy", + "VWAP" + ) + ] + ) + elif price_strategy == "last_fill": + used_price = last_filled_order_price + else: + raise ValueError("""Invalid "strategy.middle_price_strategy" configuration value.""") + + if used_price is None or used_price <= self._decimal_zero: + raise ValueError(f"Invalid price: {used_price}") + + tick_size = Decimal(self._market_info["tickSize"]) + min_order_size = Decimal(self._market_info["minimumOrderSize"]) + + order_id = 1 + proposal = [] + + bid_orders = [] + for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): + best_ask = Decimal(next(iter(asks), {"price": self._float_infinity})["price"]) + bid_quantity = int(layer["bid"]["quantity"]) + bid_spread_percentage = Decimal(layer["bid"]["spread_percentage"]) + bid_market_price = ((100 - bid_spread_percentage) / 100) * min(used_price, best_ask) + bid_max_liquidity_in_dollars = Decimal(layer["bid"]["max_liquidity_in_dollars"]) + bid_size = bid_max_liquidity_in_dollars / bid_market_price / bid_quantity if bid_quantity > 0 else 0 + + if bid_market_price < tick_size: + self._log( + WARNING, + f"""Skipping orders placement from layer {index}, bid price too low:\n\n{'{:^30}'.format(round(bid_market_price, 6))}""" + ) + elif bid_size < min_order_size: + self._log( + WARNING, + f"""Skipping orders placement from layer {index}, bid size too low:\n\n{'{:^30}'.format(round(bid_size, 9))}""" + ) + else: + for i in range(bid_quantity): + bid_order = OrderCandidate( + trading_pair=self._hb_trading_pair, + is_maker=True, + order_type=OrderType.LIMIT, + order_side=TradeType.BUY, + amount=bid_size, + price=bid_market_price + ) + + bid_order.id = str(order_id) + + bid_orders.append(bid_order) + + order_id += 1 + + ask_orders = [] + for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): + best_bid = Decimal(next(iter(bids), {"price": self._float_zero})["price"]) + ask_quantity = int(layer["ask"]["quantity"]) + ask_spread_percentage = Decimal(layer["ask"]["spread_percentage"]) + ask_market_price = ((100 + ask_spread_percentage) / 100) * max(used_price, best_bid) + ask_max_liquidity_in_dollars = Decimal(layer["ask"]["max_liquidity_in_dollars"]) + ask_size = ask_max_liquidity_in_dollars / ask_market_price / ask_quantity if ask_quantity > 0 else 0 + + if ask_market_price < tick_size: + self._log(WARNING, + f"""Skipping orders placement from layer {index}, ask price too low:\n\n{'{:^30}'.format(round(ask_market_price, 9))}""", + True) + elif ask_size < min_order_size: + self._log(WARNING, + f"""Skipping orders placement from layer {index}, ask size too low:\n\n{'{:^30}'.format(round(ask_size, 9))}""", + True) + else: + for i in range(ask_quantity): + ask_order = OrderCandidate( + trading_pair=self._hb_trading_pair, + is_maker=True, + order_type=OrderType.LIMIT, + order_side=TradeType.SELL, + amount=ask_size, + price=ask_market_price + ) + + ask_order.id = str(order_id) + + ask_orders.append(ask_order) + + order_id += 1 + + proposal = [*proposal, *bid_orders, *ask_orders] + + self._log(DEBUG, f"""proposal:\n{self._dump(proposal)}""") + + return proposal + finally: + self._log(DEBUG, """_create_proposal... end""") + + async def _adjust_proposal_to_budget(self, candidate_proposal: List[OrderCandidate]) -> List[OrderCandidate]: + try: + self._log(DEBUG, """_adjust_proposal_to_budget... start""") + + adjusted_proposal: List[OrderCandidate] = [] + + balances = await self._get_balances() + base_balance = Decimal(balances["balances"][self._base_token]) + quote_balance = Decimal(balances["balances"][self._quote_token]) + current_base_balance = base_balance + current_quote_balance = quote_balance + + for order in candidate_proposal: + if order.order_side == TradeType.BUY: + if current_quote_balance > order.amount: + current_quote_balance -= order.amount + adjusted_proposal.append(order) + else: + continue + elif order.order_side == TradeType.SELL: + if current_base_balance > order.amount: + current_base_balance -= order.amount + adjusted_proposal.append(order) + else: + continue + else: + raise ValueError(f"""Unrecognized order size "{order.order_side}".""") + + self._log(DEBUG, f"""adjusted_proposal:\n{self._dump(adjusted_proposal)}""") + + return adjusted_proposal + finally: + self._log(DEBUG, """_adjust_proposal_to_budget... end""") + + async def _get_base_ticker_price(self) -> Decimal: + try: + self._log(DEBUG, """_get_ticker_price... start""") + + return Decimal((await self._get_ticker(use_cache=False))["price"]) + finally: + self._log(DEBUG, """_get_ticker_price... end""") + + async def _get_last_filled_order_price(self) -> Decimal: + try: + self._log(DEBUG, """_get_last_filled_order_price... start""") + + return Decimal((await self._get_last_filled_order())["price"]) + finally: + self._log(DEBUG, """_get_last_filled_order_price... end""") + + async def _get_market_price(self) -> Decimal: + return await self._get_base_ticker_price() + + async def _get_market_mid_price(self, bids, asks, strategy: MiddlePriceStrategy = None) -> Decimal: + try: + self._log(DEBUG, """_get_market_mid_price... start""") + + if strategy: + return self._calculate_mid_price(bids, asks, strategy) + + try: + return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.VWAP) + except (Exception,): + try: + return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.WAP) + except (Exception,): + try: + return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.SAP) + except (Exception,): + return await self._get_market_price() + finally: + self._log(DEBUG, """_get_market_mid_price... end""") + + async def _get_base_balance(self) -> Decimal: + try: + self._log(DEBUG, """_get_base_balance... start""") + + base_balance = Decimal((await self._get_balances())["balances"][self._base_token]) + + return base_balance + finally: + self._log(DEBUG, """_get_base_balance... end""") + + async def _get_quote_balance(self) -> Decimal: + try: + self._log(DEBUG, """_get_quote_balance... start""") + + quote_balance = Decimal((await self._get_balances())["balances"][self._quote_token]) + + return quote_balance + finally: + self._log(DEBUG, """_get_quote_balance... start""") + + async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_balances... start""") + + response = None + try: + request = { + "network": self._configuration["network"], + "address": self._owner_address, + "token_symbols": [] + } + + self._log(INFO, f"""gateway.kujira_get_balances:\nrequest:\n{self._dump(request)}""") + + if use_cache and self._balances is not None: + response = self._balances + else: + response = await self._gateway.kujira_get_balances(**request) + + self._balances = {"balances": {}} + for (token, balance) in dict(response["balances"]).items(): + decimal_balance = Decimal(balance) + if decimal_balance > self._decimal_zero: + self._balances["balances"][token] = Decimal(balance) + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, f"""gateway.kujira_get_balances:\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_balances... end""") + + async def _get_market(self): + try: + self._log(DEBUG, """_get_market... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "id": self._market + } + + response = await self._gateway.kujira_get_market(**request) + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_get_market:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_market... end""") + + async def _get_order_book(self): + try: + self._log(DEBUG, """_get_order_book... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market + } + + response = await self._gateway.kujira_get_order_book(**request) + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(DEBUG, + f"""gateway.kujira_get_order_books:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_order_book... end""") + + async def _get_ticker(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_ticker... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market + } + + if use_cache and self._tickers is not None: + response = self._tickers + else: + response = await self._gateway.kujira_get_ticker(**request) + + self._tickers = response + + return response + except Exception as exception: + response = exception + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_get_ticker:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + + finally: + self._log(DEBUG, """_get_ticker... end""") + + async def _get_open_orders(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_open_orders... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market, + "ownerAddress": self._owner_address, + "status": "OPEN" # TODO Use enum!!! + } + + if use_cache and self._open_orders is not None: + response = self._open_orders + else: + response = await self._gateway.kujira_get_orders(**request) + self._open_orders = response + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_get_open_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_open_orders... end""") + + async def _get_last_filled_order(self) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_last_filled_order... start""") + + filled_orders = await self._get_filled_orders() + + last_filled_order = list(dict(filled_orders[self._market]).values())[0] + + return last_filled_order + finally: + self._log(DEBUG, """_get_last_filled_order... end""") + + async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_filled_orders... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market, + "ownerAddress": self._owner_address, + "status": "FILLED" # TODO Use enum!!! + } + + if use_cache and self._filled_orders is not None: + response = self._filled_orders + else: + response = await self._gateway.kujira_get_orders(**request) + self._filled_orders = response + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(DEBUG, f"""gateway.kujira_get_filled_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + + finally: + self._log(DEBUG, """_get_filled_orders... end""") + + async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any]: + try: + self._log(DEBUG, """_replace_orders... start""") + + response = None + try: + orders = [] + for candidate in proposal: + orders.append({ + "id": candidate.id, + "marketId": self._market, + "ownerAddress": self._owner_address, + "side": convert_order_side(candidate.order_side).value[0], + "price": float(candidate.price), + "amount": float(candidate.amount), + "type": KujiraOrderType[self._configuration["strategy"].get("kujira_order_type", "LIMIT")].value[ + 0], + "replaceIfExists": True + }) + + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "orders": orders + } + + self._log(INFO, f"""gateway.kujira_post_orders:\nrequest:\n{self._dump(request)}""") + + if len(orders): + response = await self._gateway.kujira_post_orders(**request) + else: + self._log(WARNING, "No order was defined for placement/replacement. Skipping.", True) + response = [] + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, f"""gateway.kujira_post_orders:\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_replace_orders... end""") + + async def _cancel_duplicated_orders(self): + try: + self._log(DEBUG, """_cancel_duplicated_orders... start""") + + request = None + response = None + try: + duplicated_orders_exchange_ids = await self._get_duplicated_orders_exchange_ids() + + if len(duplicated_orders_exchange_ids) > 0: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "orders": [{ + "ids": [], + "exchangeIds": duplicated_orders_exchange_ids, + "marketId": self._market, + "ownerAddress": self._owner_address, + }] + } + + response = await self._gateway.kujira_delete_orders(**request) + else: + self._log(INFO, "No order needed to be canceled.") + response = {} + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_cancel_duplicated_orders... end""") + + async def _cancel_remaining_orders(self, candidate_orders, created_orders): + try: + self._log(DEBUG, """_cancel_duplicated_and_remaining_orders... start""") + + request = None + response = None + try: + remaining_orders_ids = await self._get_remaining_orders_client_ids(candidate_orders, created_orders) + + if len(remaining_orders_ids) > 0: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "orders": [{ + "ids": remaining_orders_ids, + "exchangeIds": [], + "marketId": self._market, + "ownerAddress": self._owner_address, + }] + } + + response = await self._gateway.kujira_delete_orders(**request) + else: + self._log(INFO, "No order needed to be canceled.") + response = {} + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_cancel_duplicated_and_remaining_orders... end""") + + async def _cancel_all_orders(self): + try: + self._log(DEBUG, """_cancel_all_orders... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "order": { + "marketId": self._market, + "ownerAddress": self._owner_address, + } + } + + response = await self._gateway.kujira_delete_orders(**request) + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.clob_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_cancel_all_orders... end""") + + async def _settle_funds(self): + try: + self._log(DEBUG, """_settle_funds... start""") + + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "ownerAddress": self._owner_address, + "marketId": self._market, + } + + self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nrequest:\n{self._dump(request)}""") + + response = await self._gateway.kujira_post_market_withdraw(**request) + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_post_market_withdraw:\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_settle_funds... end""") + + async def _get_remaining_orders_client_ids(self, candidate_orders, created_orders) -> List[str]: + self._log(DEBUG, """_get_remaining_orders_ids... end""") + + try: + candidate_orders_ids = [order.id for order in candidate_orders] if len(candidate_orders) else [] + created_orders_ids = [order["id"] for order in created_orders.values()] if len(created_orders) else [] + remaining_orders_ids = list(set(candidate_orders_ids) - set(created_orders_ids)) + + self._log(INFO, f"""remaining_orders_ids:\n{self._dump(remaining_orders_ids)}""") + + return remaining_orders_ids + finally: + self._log(DEBUG, """_get_remaining_orders_ids... end""") + + async def _get_duplicated_orders_exchange_ids(self) -> List[str]: + self._log(DEBUG, """_get_duplicated_orders_exchange_ids... start""") + + try: + open_orders = (await self._get_open_orders())[self._market].values() + + open_orders_map = {} + duplicated_orders_exchange_ids = [] + + for open_order in open_orders: + if open_order["id"] == "0": # Avoid touching manually created orders. + continue + elif open_order["id"] not in open_orders_map: + open_orders_map[open_order["id"]] = [open_order] + else: + open_orders_map[open_order["id"]].append(open_order) + + for orders in open_orders_map.values(): + orders.sort(key=lambda order: order["exchangeId"]) + + duplicated_orders_exchange_ids = [ + *duplicated_orders_exchange_ids, + *[order["exchangeId"] for order in orders[:-1]] + ] + + self._log(INFO, f"""duplicated_orders_exchange_ids:\n{self._dump(duplicated_orders_exchange_ids)}""") + + return duplicated_orders_exchange_ids + finally: + self._log(DEBUG, """_get_duplicated_orders_exchange_ids... end""") + + # noinspection PyMethodMayBeStatic + def _parse_order_book(self, orderbook: Dict[str, Any]) -> List[Union[List[Dict[str, Any]], List[Dict[str, Any]]]]: + bids_list = [] + asks_list = [] + + bids: Dict[str, Any] = orderbook["bids"] + asks: Dict[str, Any] = orderbook["asks"] + + for value in bids.values(): + bids_list.append({'price': value["price"], 'amount': value["amount"]}) + + for value in asks.values(): + asks_list.append({'price': value["price"], 'amount': value["amount"]}) + + bids_list.sort(key=lambda x: x['price'], reverse=True) + asks_list.sort(key=lambda x: x['price'], reverse=False) + + return [bids_list, asks_list] + + def _split_percentage(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]]) -> List[Any]: + asks = asks[:math.ceil((self._vwap_threshold / 100) * len(asks))] + bids = bids[:math.ceil((self._vwap_threshold / 100) * len(bids))] + + return [bids, asks] + + # noinspection PyMethodMayBeStatic + def _compute_volume_weighted_average_price(self, book: [Dict[str, Any]]) -> np.array: + prices = [order['price'] for order in book] + amounts = [order['amount'] for order in book] + + prices = np.array(prices) + amounts = np.array(amounts) + + vwap = (np.cumsum(amounts * prices) / np.cumsum(amounts)) + + return vwap + + # noinspection PyMethodMayBeStatic + def _remove_outliers(self, order_book: [Dict[str, Any]], side: KujiraOrderSide) -> [Dict[str, Any]]: + prices = [order['price'] for order in order_book] + + q75, q25 = np.percentile(prices, [75, 25]) + + # https://www.askpython.com/python/examples/detection-removal-outliers-in-python + # intr_qr = q75-q25 + # max_threshold = q75+(1.5*intr_qr) + # min_threshold = q75-(1.5*intr_qr) # Error: Sometimes this function assigns negative value for min + + max_threshold = q75 * 1.5 + min_threshold = q25 * 0.5 + + orders = [] + if side == KujiraOrderSide.SELL: + orders = [order for order in order_book if order['price'] < max_threshold] + elif side == KujiraOrderSide.BUY: + orders = [order for order in order_book if order['price'] > min_threshold] + + return orders + + def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], strategy: MiddlePriceStrategy) -> Decimal: + if strategy == self.MiddlePriceStrategy.SAP: + bid_prices = [item['price'] for item in bids] + ask_prices = [item['price'] for item in asks] + + best_ask_price = 0 + best_bid_price = 0 + + if len(ask_prices) > 0: + best_ask_price = min(ask_prices) + + if len(bid_prices) > 0: + best_bid_price = max(bid_prices) + + return Decimal((best_ask_price + best_bid_price) / 2.0) + elif strategy == self.MiddlePriceStrategy.WAP: + ask_prices = [item['price'] for item in asks] + bid_prices = [item['price'] for item in bids] + + best_ask_price = 0 + best_ask_volume = 0 + best_bid_price = 0 + best_bid_amount = 0 + + if len(ask_prices) > 0: + best_ask_idx = ask_prices.index(min(ask_prices)) + best_ask_price = asks[best_ask_idx]['price'] + best_ask_volume = asks[best_ask_idx]['amount'] + + if len(bid_prices) > 0: + best_bid_idx = bid_prices.index(max(bid_prices)) + best_bid_price = bids[best_bid_idx]['price'] + best_bid_amount = bids[best_bid_idx]['amount'] + + if best_ask_volume + best_bid_amount > 0: + return Decimal( + (best_ask_price * best_ask_volume + best_bid_price * best_bid_amount) + / (best_ask_volume + best_bid_amount) + ) + else: + return self._decimal_zero + elif strategy == self.MiddlePriceStrategy.VWAP: + bids, asks = self._split_percentage(bids, asks) + + if len(bids) > 0: + bids = self._remove_outliers(bids, KujiraOrderSide.BUY) + + if len(asks) > 0: + asks = self._remove_outliers(asks, KujiraOrderSide.SELL) + + book = [*bids, *asks] + + if len(book) > 0: + vwap = self._compute_volume_weighted_average_price(book) + + return Decimal(vwap[-1]) + else: + return self._decimal_zero + else: + raise ValueError(f'Unrecognized mid price strategy "{strategy}".') + + # noinspection PyMethodMayBeStatic + def _calculate_waiting_time(self, number: int) -> int: + current_timestamp_in_milliseconds = int(time.time() * 1000) + result = number - (current_timestamp_in_milliseconds % number) + + return result + + def _log(self, level: int, message: str, *args, **kwargs): + # noinspection PyUnresolvedReferences + message = f"""{message}""" + + self.logger().log(level, message, *args, **kwargs) + + def _handle_error(self, exception: Exception): + message = f"""ERROR: {type(exception).__name__} {str(exception)}""" + self._log(ERROR, message, True) + + @staticmethod + def _dump(target: Any): + try: + return jsonpickle.encode(target, unpicklable=True, indent=2) + except (Exception,): + return target From 7ecd12b1d949650ead58a87bdb069c1789b8af46 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 19 Apr 2023 20:10:42 +0000 Subject: [PATCH 008/359] Doing changes regarding the creation of the Kujira PMM Script. --- .../data_sources/kujira/kujira_constants.py | 9 +++ .../data_sources/kujira/kujira_types.py | 20 +++++ scripts/kujira_pmm_example.py | 73 ++++++++++--------- 3 files changed, 69 insertions(+), 33 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 87f04bbd81..718089c82c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -5,6 +5,15 @@ from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import OrderState +KUJIRA_NATIVE_TOKEN = { + "id": "ukuji", + "name": "Kuji", +} + +########################## +# Injective related constants: +########################## + NONCE_PATH = "kujira/exchange/v1beta1/exchange" CONNECTOR_NAME = "kujira" diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index c74107d1b5..53690f9c2f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -1,3 +1,5 @@ +from enum import Enum + from pyinjective.async_client import AsyncClient from pyinjective.composer import Composer as ProtoMsgComposer from pyinjective.constant import Network @@ -18,6 +20,21 @@ from pyinjective.proto.injective.exchange.v1beta1.exchange_pb2 import DerivativeOrder, SpotOrder from pyinjective.wallet import Address + +class OrderStatus(Enum): + OPEN = "OPEN", + CANCELLED = "CANCELLED", + PARTIALLY_FILLED = "PARTIALLY_FILLED", + FILLED = "FILLED", + CREATION_PENDING = "CREATION_PENDING", + CANCELLATION_PENDING = "CANCELLATION_PENDING", + UNKNOWN = "UNKNOWN" + +########################## +# Injective related types: +########################## + + AsyncClient = AsyncClient ProtoMsgComposer = ProtoMsgComposer Network = Network @@ -41,7 +58,10 @@ SpotOrder = SpotOrder Address = Address + __all__ = [ + "OrderStatus", + "AsyncClient", "ProtoMsgComposer", "Network", diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index c528552b67..ebff35f74e 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -15,6 +15,8 @@ from hummingbot.client.hummingbot_application import HummingbotApplication from hummingbot.connector.gateway.clob.clob_types import OrderSide as KujiraOrderSide, OrderType as KujiraOrderType from hummingbot.connector.gateway.clob.clob_utils import convert_order_side, convert_trading_pair +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import KUJIRA_NATIVE_TOKEN +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderStatus from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT from hummingbot.core.clock import Clock from hummingbot.core.data_type.common import OrderType, TradeType @@ -44,10 +46,10 @@ def __init__(self): "network": "testnet", "connector": "kujira", "markets": { - "kujira_kujira_testnet": [ # Only one market can be used - "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", # KUJI/DEMO - # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6", # KUJI/USK - # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg", # DEMO/USK + "kujira_kujira_testnet": [ # Only one market can be used for now + "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" + # "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" + # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" ] }, "strategy": { @@ -103,15 +105,15 @@ def __init__(self): } self._owner_address = None self._connector_id = None - self._quote_token = None - self._base_token = None + self._quote_token_name = None + self._base_token_name = None self._hb_trading_pair = None self._is_busy: bool = False self._refresh_timestamp: int - self._market: str + self._market["id"]: str self._gateway: GatewayHttpClient self._connector: GatewayCLOBSPOT - self._market_info: Dict[str, Any] + self._market: Dict[str, Any] self._balances: Dict[str, Any] = {} self._tickers: Dict[str, Any] self._open_orders: Dict[str, Any] @@ -142,7 +144,7 @@ async def initialize(self, start_command): self._connector_id = next(iter(self._configuration["markets"])) self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] - self._market = convert_trading_pair(self._hb_trading_pair) + self._market_name = convert_trading_pair(self._hb_trading_pair) # noinspection PyTypeChecker self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] @@ -150,10 +152,13 @@ async def initialize(self, start_command): self._owner_address = self._connector.address - self._market_info = await self._get_market() + self._market = await self._get_market() - self._base_token = self._market_info["baseToken"] - self._quote_token = self._market_info["quoteToken"] + self._base_token = self._market["baseToken"] + self._quote_token = self._market["quoteToken"] + + self._base_token_name = self._market["baseToken"]["name"] + self._quote_token_name = self._market["quoteToken"]["name"] if self._configuration["strategy"]["cancel_all_orders_on_start"]: await self._cancel_all_orders() @@ -277,8 +282,8 @@ async def _create_proposal(self) -> List[OrderCandidate]: if used_price is None or used_price <= self._decimal_zero: raise ValueError(f"Invalid price: {used_price}") - tick_size = Decimal(self._market_info["tickSize"]) - min_order_size = Decimal(self._market_info["minimumOrderSize"]) + tick_size = Decimal(self._market["tickSize"]) + min_order_size = Decimal(self._market["minimumOrderSize"]) order_id = 1 proposal = [] @@ -368,8 +373,8 @@ async def _adjust_proposal_to_budget(self, candidate_proposal: List[OrderCandida adjusted_proposal: List[OrderCandidate] = [] balances = await self._get_balances() - base_balance = Decimal(balances["balances"][self._base_token]) - quote_balance = Decimal(balances["balances"][self._quote_token]) + base_balance = Decimal(balances["balances"][self._base_token_name]) + quote_balance = Decimal(balances["balances"][self._quote_token_name]) current_base_balance = base_balance current_quote_balance = quote_balance @@ -438,7 +443,7 @@ async def _get_base_balance(self) -> Decimal: try: self._log(DEBUG, """_get_base_balance... start""") - base_balance = Decimal((await self._get_balances())["balances"][self._base_token]) + base_balance = Decimal((await self._get_balances())["balances"][self._base_token_name]) return base_balance finally: @@ -448,7 +453,7 @@ async def _get_quote_balance(self) -> Decimal: try: self._log(DEBUG, """_get_quote_balance... start""") - quote_balance = Decimal((await self._get_balances())["balances"][self._quote_token]) + quote_balance = Decimal((await self._get_balances())["balances"][self._quote_token_name]) return quote_balance finally: @@ -461,9 +466,11 @@ async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: response = None try: request = { + "chain": self._configuration["chain"], "network": self._configuration["network"], - "address": self._owner_address, - "token_symbols": [] + "connector": self._configuration["connector"], + "ownerAddress": self._owner_address, + "tokenIds": [KUJIRA_NATIVE_TOKEN["id"], self._base_token["id"], self._quote_token["id"]] } self._log(INFO, f"""gateway.kujira_get_balances:\nrequest:\n{self._dump(request)}""") @@ -500,7 +507,7 @@ async def _get_market(self): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "id": self._market + "id": self._market["id"] } response = await self._gateway.kujira_get_market(**request) @@ -527,7 +534,7 @@ async def _get_order_book(self): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "marketId": self._market + "marketId": self._market["id"] } response = await self._gateway.kujira_get_order_book(**request) @@ -554,7 +561,7 @@ async def _get_ticker(self, use_cache: bool = True) -> Dict[str, Any]: "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "marketId": self._market + "marketId": self._market["id"] } if use_cache and self._tickers is not None: @@ -587,9 +594,9 @@ async def _get_open_orders(self, use_cache: bool = True) -> Dict[str, Any]: "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "marketId": self._market, + "marketId": self._market["id"], "ownerAddress": self._owner_address, - "status": "OPEN" # TODO Use enum!!! + "status": OrderStatus.OPEN } if use_cache and self._open_orders is not None: @@ -615,7 +622,7 @@ async def _get_last_filled_order(self) -> Dict[str, Any]: filled_orders = await self._get_filled_orders() - last_filled_order = list(dict(filled_orders[self._market]).values())[0] + last_filled_order = list(dict(filled_orders[self._market["id"]]).values())[0] return last_filled_order finally: @@ -632,7 +639,7 @@ async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "marketId": self._market, + "marketId": self._market["id"], "ownerAddress": self._owner_address, "status": "FILLED" # TODO Use enum!!! } @@ -664,7 +671,7 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any for candidate in proposal: orders.append({ "id": candidate.id, - "marketId": self._market, + "marketId": self._market["id"], "ownerAddress": self._owner_address, "side": convert_order_side(candidate.order_side).value[0], "price": float(candidate.price), @@ -716,7 +723,7 @@ async def _cancel_duplicated_orders(self): "orders": [{ "ids": [], "exchangeIds": duplicated_orders_exchange_ids, - "marketId": self._market, + "marketId": self._market["id"], "ownerAddress": self._owner_address, }] } @@ -754,7 +761,7 @@ async def _cancel_remaining_orders(self, candidate_orders, created_orders): "orders": [{ "ids": remaining_orders_ids, "exchangeIds": [], - "marketId": self._market, + "marketId": self._market["id"], "ownerAddress": self._owner_address, }] } @@ -787,7 +794,7 @@ async def _cancel_all_orders(self): "network": self._configuration["network"], "connector": self._configuration["connector"], "order": { - "marketId": self._market, + "marketId": self._market["id"], "ownerAddress": self._owner_address, } } @@ -814,7 +821,7 @@ async def _settle_funds(self): "network": self._configuration["network"], "connector": self._configuration["connector"], "ownerAddress": self._owner_address, - "marketId": self._market, + "marketId": self._market["id"], } self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nrequest:\n{self._dump(request)}""") @@ -848,7 +855,7 @@ async def _get_duplicated_orders_exchange_ids(self) -> List[str]: self._log(DEBUG, """_get_duplicated_orders_exchange_ids... start""") try: - open_orders = (await self._get_open_orders())[self._market].values() + open_orders = (await self._get_open_orders())[self._market["id"]].values() open_orders_map = {} duplicated_orders_exchange_ids = [] From 643987a8ec37d281fdb5834cc810ad5a5f01be6b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 19 Apr 2023 23:56:29 +0000 Subject: [PATCH 009/359] Improving kujira_pmm_example.py script. Modifying kujira_types.py. --- .../data_sources/kujira/kujira_types.py | 6 +++ scripts/kujira_pmm_example.py | 49 ++++++++----------- 2 files changed, 27 insertions(+), 28 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 53690f9c2f..41f8014c3a 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -30,6 +30,12 @@ class OrderStatus(Enum): CANCELLATION_PENDING = "CANCELLATION_PENDING", UNKNOWN = "UNKNOWN" + +class OrderType(Enum): + MARKET = "MARKET", + LIMIT = "LIMIT" + + ########################## # Injective related types: ########################## diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index ebff35f74e..197d5a966b 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -92,7 +92,7 @@ def __init__(self): }, ], "tick_interval": 59, - "kujira_order_type": "LIMIT", + "kujira_order_type": OrderType.LIMIT, "price_strategy": "middle", "middle_price_strategy": "VWAP", "cancel_all_orders_on_start": True, @@ -163,7 +163,7 @@ async def initialize(self, start_command): if self._configuration["strategy"]["cancel_all_orders_on_start"]: await self._cancel_all_orders() - await self._settle_funds() + await self._market_withdraw() waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) self._log(DEBUG, f"""Waiting for {waiting_time}s.""") @@ -190,7 +190,7 @@ async def on_tick(self): self._is_busy = True try: - await self._settle_funds() + await self._market_withdraw() except Exception as exception: self._handle_error(exception) @@ -239,7 +239,7 @@ async def async_stop(self, clock: Clock): if self._configuration["strategy"]["cancel_all_orders_on_stop"]: await self._cancel_all_orders() - await self._settle_funds() + await self._market_withdraw() super().stop(clock) finally: @@ -480,8 +480,9 @@ async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: else: response = await self._gateway.kujira_get_balances(**request) + # TODO fix!!! self._balances = {"balances": {}} - for (token, balance) in dict(response["balances"]).items(): + for (token, balance) in dict(response["tokens"]).items(): decimal_balance = Decimal(balance) if decimal_balance > self._decimal_zero: self._balances["balances"][token] = Decimal(balance) @@ -641,7 +642,7 @@ async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: "connector": self._configuration["connector"], "marketId": self._market["id"], "ownerAddress": self._owner_address, - "status": "FILLED" # TODO Use enum!!! + "status": OrderStatus.FILLED } if use_cache and self._filled_orders is not None: @@ -670,13 +671,13 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any orders = [] for candidate in proposal: orders.append({ - "id": candidate.id, + "clientId": candidate.id, "marketId": self._market["id"], "ownerAddress": self._owner_address, "side": convert_order_side(candidate.order_side).value[0], "price": float(candidate.price), "amount": float(candidate.amount), - "type": KujiraOrderType[self._configuration["strategy"].get("kujira_order_type", "LIMIT")].value[ + "type": KujiraOrderType[self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT)].value[ 0], "replaceIfExists": True }) @@ -720,12 +721,9 @@ async def _cancel_duplicated_orders(self): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "orders": [{ - "ids": [], - "exchangeIds": duplicated_orders_exchange_ids, - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - }] + "ids": duplicated_orders_exchange_ids, + "marketId": self._market["id"], + "ownerAddress": self._owner_address, } response = await self._gateway.kujira_delete_orders(**request) @@ -758,12 +756,9 @@ async def _cancel_remaining_orders(self, candidate_orders, created_orders): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "orders": [{ - "ids": remaining_orders_ids, - "exchangeIds": [], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - }] + "clientIds": remaining_orders_ids, # TODO fix, this will not work!!! + "marketId": self._market["id"], + "ownerAddress": self._owner_address, } response = await self._gateway.kujira_delete_orders(**request) @@ -793,10 +788,8 @@ async def _cancel_all_orders(self): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "order": { - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } + "marketId": self._market["id"], + "ownerAddress": self._owner_address, } response = await self._gateway.kujira_delete_orders(**request) @@ -810,9 +803,9 @@ async def _cancel_all_orders(self): finally: self._log(DEBUG, """_cancel_all_orders... end""") - async def _settle_funds(self): + async def _market_withdraw(self): try: - self._log(DEBUG, """_settle_funds... start""") + self._log(DEBUG, """_market_withdraw... start""") response = None try: @@ -820,8 +813,8 @@ async def _settle_funds(self): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "ownerAddress": self._owner_address, "marketId": self._market["id"], + "ownerAddress": self._owner_address, } self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nrequest:\n{self._dump(request)}""") @@ -835,7 +828,7 @@ async def _settle_funds(self): self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nresponse:\n{self._dump(response)}""") finally: - self._log(DEBUG, """_settle_funds... end""") + self._log(DEBUG, """_market_withdraw... end""") async def _get_remaining_orders_client_ids(self, candidate_orders, created_orders) -> List[str]: self._log(DEBUG, """_get_remaining_orders_ids... end""") From 75976d5b13739615917acc6ef8ca93d0454405c8 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 20 Apr 2023 16:38:20 +0000 Subject: [PATCH 010/359] Updating kujira_types.py. --- .../clob_spot/data_sources/kujira/kujira_types.py | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 41f8014c3a..32828fe5b1 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -36,6 +36,14 @@ class OrderType(Enum): LIMIT = "LIMIT" +class TickerSource(Enum): + ORDER_BOOK_SAP = "orderBookSimpleAveragePrice", + ORDER_BOOK_WAP = "orderBookWeightedAveragePrice", + ORDER_BOOK_VWAP = "orderBookVolumeWeightedAveragePrice", + LAST_FILLED_ORDER = "lastFilledOrder", + NOMICS = "nomics", + + ########################## # Injective related types: ########################## @@ -66,8 +74,6 @@ class OrderType(Enum): __all__ = [ - "OrderStatus", - "AsyncClient", "ProtoMsgComposer", "Network", From 0518366108c60fd59fa373961030225616400d34 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 21 Apr 2023 14:33:52 +0000 Subject: [PATCH 011/359] Improving kujira pmm script and the order_candidate class. --- hummingbot/core/data_type/order_candidate.py | 4 +- scripts/kujira_pmm_example.py | 41 +++++++++++--------- 2 files changed, 26 insertions(+), 19 deletions(-) diff --git a/hummingbot/core/data_type/order_candidate.py b/hummingbot/core/data_type/order_candidate.py index 66c5e5a44d..e851449c90 100644 --- a/hummingbot/core/data_type/order_candidate.py +++ b/hummingbot/core/data_type/order_candidate.py @@ -5,8 +5,8 @@ from typing import Dict, List, Optional from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair -from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType +from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase from hummingbot.core.utils.estimate_fee import build_perpetual_trade_fee, build_trade_fee if typing.TYPE_CHECKING: # avoid circular import problems @@ -27,6 +27,8 @@ class OrderCandidate: It also provides logic to adjust the order size, the collateral values, and the return based on a dictionary of currently available assets in the user account. """ + id: Optional[str] = field(default=None, init=False) + client_id: Optional[str] = field(default=None, init=False) trading_pair: str is_maker: bool order_type: OrderType diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 197d5a966b..10df14d369 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -1,4 +1,5 @@ import asyncio +import copy import math import time import traceback @@ -318,7 +319,7 @@ async def _create_proposal(self) -> List[OrderCandidate]: price=bid_market_price ) - bid_order.id = str(order_id) + bid_order.client_id = str(order_id) bid_orders.append(bid_order) @@ -352,7 +353,7 @@ async def _create_proposal(self) -> List[OrderCandidate]: price=ask_market_price ) - ask_order.id = str(order_id) + ask_order.client_id = str(order_id) ask_orders.append(ask_order) @@ -373,8 +374,8 @@ async def _adjust_proposal_to_budget(self, candidate_proposal: List[OrderCandida adjusted_proposal: List[OrderCandidate] = [] balances = await self._get_balances() - base_balance = Decimal(balances["balances"][self._base_token_name]) - quote_balance = Decimal(balances["balances"][self._quote_token_name]) + base_balance = Decimal(balances[self._base_token_name]["free"]) + quote_balance = Decimal(balances[self._quote_token_name]["free"]) current_base_balance = base_balance current_quote_balance = quote_balance @@ -443,7 +444,7 @@ async def _get_base_balance(self) -> Decimal: try: self._log(DEBUG, """_get_base_balance... start""") - base_balance = Decimal((await self._get_balances())["balances"][self._base_token_name]) + base_balance = Decimal((await self._get_balances())[self._base_token["id"]]["free"]) return base_balance finally: @@ -453,7 +454,7 @@ async def _get_quote_balance(self) -> Decimal: try: self._log(DEBUG, """_get_quote_balance... start""") - quote_balance = Decimal((await self._get_balances())["balances"][self._quote_token_name]) + quote_balance = Decimal((await self._get_balances())[self._quote_token["id"]]["free"]) return quote_balance finally: @@ -480,12 +481,16 @@ async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: else: response = await self._gateway.kujira_get_balances(**request) - # TODO fix!!! - self._balances = {"balances": {}} + self._balances = copy.deepcopy(response) + + self._balances["total"]["free"] = Decimal(self._balances["total"]["free"]) + self._balances["total"]["lockedInOrders"] = Decimal(self._balances["total"]["lockedInOrders"]) + self._balances["total"]["unsettled"] = Decimal(self._balances["total"]["unsettled"]) + for (token, balance) in dict(response["tokens"]).items(): - decimal_balance = Decimal(balance) - if decimal_balance > self._decimal_zero: - self._balances["balances"][token] = Decimal(balance) + balance["free"] = Decimal(balance["free"]) + balance["lockedInOrders"] = Decimal(balance["lockedInOrders"]) + balance["unsettled"] = Decimal(balance["unsettled"]) return response except Exception as exception: @@ -756,7 +761,7 @@ async def _cancel_remaining_orders(self, candidate_orders, created_orders): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "clientIds": remaining_orders_ids, # TODO fix, this will not work!!! + "clientIds": remaining_orders_ids, "marketId": self._market["id"], "ownerAddress": self._owner_address, } @@ -834,8 +839,8 @@ async def _get_remaining_orders_client_ids(self, candidate_orders, created_order self._log(DEBUG, """_get_remaining_orders_ids... end""") try: - candidate_orders_ids = [order.id for order in candidate_orders] if len(candidate_orders) else [] - created_orders_ids = [order["id"] for order in created_orders.values()] if len(created_orders) else [] + candidate_orders_ids = [order.client_id for order in candidate_orders] if len(candidate_orders) else [] + created_orders_ids = [order["clientId"] for order in created_orders.values()] if len(created_orders) else [] remaining_orders_ids = list(set(candidate_orders_ids) - set(created_orders_ids)) self._log(INFO, f"""remaining_orders_ids:\n{self._dump(remaining_orders_ids)}""") @@ -854,12 +859,12 @@ async def _get_duplicated_orders_exchange_ids(self) -> List[str]: duplicated_orders_exchange_ids = [] for open_order in open_orders: - if open_order["id"] == "0": # Avoid touching manually created orders. + if open_order["clientId"] == "0": # Avoid touching manually created orders. continue - elif open_order["id"] not in open_orders_map: - open_orders_map[open_order["id"]] = [open_order] + elif open_order["clientId"] not in open_orders_map: + open_orders_map[open_order["clientId"]] = [open_order] else: - open_orders_map[open_order["id"]].append(open_order) + open_orders_map[open_order["clientId"]].append(open_order) for orders in open_orders_map.values(): orders.sort(key=lambda order: order["exchangeId"]) From 54fcb356c6307fa7909cd1ccc9e7ff65dda3d3e1 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Apr 2023 16:13:43 +0000 Subject: [PATCH 012/359] Updating Kujira implementation. --- .../kujira/kujira_api_data_source.py | 55 +------ .../data_sources/kujira/kujira_helpers.py | 143 ++++++++++++++++++ .../data_sources/kujira/kujira_types.py | 12 +- 3 files changed, 158 insertions(+), 52 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index b28eaa7a37..0d56759256 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -10,13 +10,8 @@ from grpc.aio import UnaryStreamCall from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import ( - CancelOrderResult, - CLOBAPIDataSourceBase, - PlaceOrderResult, -) +from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( - ACC_NONCE_PATH_RATE_LIMIT_ID, BACKEND_TO_CLIENT_ORDER_STATE_MAP, CLIENT_TO_BACKEND_ORDER_TYPES_MAP, CONNECTOR_NAME, @@ -25,14 +20,13 @@ MSG_BATCH_UPDATE_ORDERS, MSG_CANCEL_SPOT_ORDER, MSG_CREATE_SPOT_LIMIT_ORDER, - NONCE_PATH, - RATE_LIMITS, REQUESTS_SKIP_STEP, ) +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import OrderHashManager +from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book import OrderBookMessage @@ -42,17 +36,14 @@ from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather -from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory from hummingbot.logger import HummingbotLogger from .kujira_types import ( Address, AsyncClient, - DerivativeOrder, GetTxByTxHashResponse, MarketsResponse, Network, - OrderHashResponse, ProtoMsgComposer, SpotMarketInfo, SpotOrder, @@ -66,47 +57,9 @@ StreamTxsResponse, SubaccountBalance, TokenMeta, - build_eip712_msg, - hash_order, ) -class OrderHashManager: - def __init__(self, network: Network, sub_account_id: str): - self._sub_account_id = sub_account_id - self._network = network - self._sub_account_nonce = 0 - self._web_assistants_factory = WebAssistantsFactory(throttler=AsyncThrottler(rate_limits=RATE_LIMITS)) - - @property - def current_nonce(self) -> int: - return self._sub_account_nonce - - async def start(self): - url = f"{self._network.lcd_endpoint}/{NONCE_PATH}/{self._sub_account_id}" - rest_assistant = await self._web_assistants_factory.get_rest_assistant() - res = await rest_assistant.execute_request(url=url, throttler_limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID) - nonce = res["nonce"] - self._sub_account_nonce = nonce + 1 - - def compute_order_hashes( - self, spot_orders: List[SpotOrder], derivative_orders: List[DerivativeOrder] - ) -> OrderHashResponse: - order_hashes = OrderHashResponse(spot=[], derivative=[]) - - for o in spot_orders: - order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) - order_hashes.spot.append(order_hash) - self._sub_account_nonce += 1 - - for o in derivative_orders: - order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) - order_hashes.derivative.append(order_hash) - self._sub_account_nonce += 1 - - return order_hashes - - class KujiraAPIDataSource(CLOBAPIDataSourceBase): """An interface class to the Kujira blockchain. @@ -1120,7 +1073,7 @@ async def _listen_to_transactions_stream(self): stream.cancel() async def _parse_transaction_event(self, transaction: StreamTxsResponse): - order = self._gateway_order_tracker.get_fillable_order_by_hash(hash=transaction.hash) + order = self._gateway_order_tracker.get_fillable_order_by_hash(transaction_hash=transaction.hash) if order is not None: messages = json.loads(s=transaction.messages) for message in messages: diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index e69de29bb2..b6237893ec 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -0,0 +1,143 @@ +import logging +from decimal import Decimal +from typing import List + +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory + +from .kujira_constants import ACC_NONCE_PATH_RATE_LIMIT_ID, NONCE_PATH, RATE_LIMITS +from .kujira_types import ( + Denom, + DerivativeOrder, + Network, + OrderHashResponse, + ProtoMsgComposer, + SpotOrder, + build_eip712_msg, + derivative_price_to_backend, + derivative_quantity_to_backend, + exchange_pb2, + hash_order, +) + + +class OrderHashManager: + def __init__(self, network: Network, sub_account_id: str): + self._sub_account_id = sub_account_id + self._network = network + self._sub_account_nonce = 0 + self._web_assistants_factory = WebAssistantsFactory(throttler=AsyncThrottler(rate_limits=RATE_LIMITS)) + + @property + def current_nonce(self) -> int: + return self._sub_account_nonce + + async def start(self): + url = f"{self._network.lcd_endpoint}/{NONCE_PATH}/{self._sub_account_id}" + rest_assistant = await self._web_assistants_factory.get_rest_assistant() + res = await rest_assistant.execute_request(url=url, throttler_limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID) + nonce = res["nonce"] + self._sub_account_nonce = nonce + 1 + + def compute_order_hashes( + self, spot_orders: List[SpotOrder], derivative_orders: List[DerivativeOrder] + ) -> OrderHashResponse: + order_hashes = OrderHashResponse(spot=[], derivative=[]) + + for o in spot_orders: + order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) + order_hashes.spot.append(order_hash) + self._sub_account_nonce += 1 + + for o in derivative_orders: + order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) + order_hashes.derivative.append(order_hash) + self._sub_account_nonce += 1 + + return order_hashes + + +class Composer(ProtoMsgComposer): + def DerivativeOrder( + self, + market_id: str, + subaccount_id: str, + fee_recipient: str, + price: float, + quantity: float, + trigger_price: float = 0, + **kwargs, + ): + """Changes the way the margin is computed to be synchronous with the approach used by Gateway.""" + # load denom metadata + denom = Denom.load_market(self.network, market_id) + logging.info("Loaded market metadata for:{}".format(denom.description)) + + if kwargs.get("is_reduce_only") is None: + margin = derivative_margin_to_backend_using_gateway_approach( + price, quantity, kwargs.get("leverage"), denom + ) + elif kwargs.get("is_reduce_only", True): + margin = 0 + else: + margin = derivative_margin_to_backend_using_gateway_approach( + price, quantity, kwargs.get("leverage"), denom + ) + + # prepare values + price = derivative_price_to_backend(price, denom) + trigger_price = derivative_price_to_backend(trigger_price, denom) + quantity = derivative_quantity_to_backend(quantity, denom) + + if kwargs.get("is_buy") and not kwargs.get("is_po"): + order_type = exchange_pb2.OrderType.BUY + + elif not kwargs.get("is_buy") and not kwargs.get("is_po"): + order_type = exchange_pb2.OrderType.SELL + + elif kwargs.get("is_buy") and kwargs.get("is_po"): + order_type = exchange_pb2.OrderType.BUY_PO + + elif not kwargs.get("is_buy") and kwargs.get("is_po"): + order_type = exchange_pb2.OrderType.SELL_PO + + elif kwargs.get("stop_buy"): + order_type = exchange_pb2.OrderType.STOP_BUY + + elif kwargs.get("stop_sell"): + order_type = exchange_pb2.OrderType.STOP_SEll + + elif kwargs.get("take_buy"): + order_type = exchange_pb2.OrderType.TAKE_BUY + + elif kwargs.get("take_sell"): + order_type = exchange_pb2.OrderType.TAKE_SELL + + return exchange_pb2.DerivativeOrder( + market_id=market_id, + order_info=exchange_pb2.OrderInfo( + subaccount_id=subaccount_id, + fee_recipient=fee_recipient, + price=str(price), + quantity=str(quantity), + ), + margin=str(margin), + order_type=order_type, + trigger_price=str(trigger_price), + ) + + +def derivative_margin_to_backend_using_gateway_approach( + price: float, quantity: float, leverage: float, denom: Denom +) -> int: + decimals = Decimal(18 + denom.quote) + price_big = Decimal(str(price)) * 10 ** decimals + quantity_big = Decimal(str(quantity)) * 10 ** decimals + leverage_big = Decimal(str(leverage)) * 10 ** decimals + decimals_big = 10 ** decimals + + numerator = price_big * quantity_big * decimals_big + denominator = leverage_big * decimals_big + res = int(numerator / denominator) + + return res diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 32828fe5b1..17be335ab4 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -2,7 +2,7 @@ from pyinjective.async_client import AsyncClient from pyinjective.composer import Composer as ProtoMsgComposer -from pyinjective.constant import Network +from pyinjective.constant import Denom, Network from pyinjective.orderhash import OrderHashResponse, build_eip712_msg, hash_order from pyinjective.proto.exchange.injective_accounts_rpc_pb2 import StreamSubaccountBalanceResponse, SubaccountBalance from pyinjective.proto.exchange.injective_explorer_rpc_pb2 import GetTxByTxHashResponse, StreamTxsResponse @@ -17,7 +17,9 @@ StreamTradesResponse, TokenMeta, ) +from pyinjective.proto.injective.exchange.v1beta1 import exchange_pb2 from pyinjective.proto.injective.exchange.v1beta1.exchange_pb2 import DerivativeOrder, SpotOrder +from pyinjective.utils import derivative_price_to_backend, derivative_quantity_to_backend from pyinjective.wallet import Address @@ -68,9 +70,13 @@ class TickerSource(Enum): StreamOrdersResponse = StreamOrdersResponse StreamTradesResponse = StreamTradesResponse TokenMeta = TokenMeta +exchange_pb2 = exchange_pb2 DerivativeOrder = DerivativeOrder SpotOrder = SpotOrder Address = Address +Denom = Denom +derivative_price_to_backend = derivative_price_to_backend +derivative_quantity_to_backend = derivative_quantity_to_backend __all__ = [ @@ -93,7 +99,11 @@ class TickerSource(Enum): "StreamOrdersResponse", "StreamTradesResponse", "TokenMeta", + "exchange_pb2", "DerivativeOrder", "SpotOrder", "Address", + "Denom", + "derivative_price_to_backend", + "derivative_quantity_to_backend", ] From 98bf0647069ef71fb496c4bc0cba9744bc17c350 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Apr 2023 18:43:20 +0000 Subject: [PATCH 013/359] Changing the start_command.py and script_strategy_base.py so the scripts can use async initialization and tick methods, among some other improvements. Fixing and improving the gateway_http_client.py and kujira_pmm_example.py --- hummingbot/client/command/start_command.py | 7 ++-- .../kujira/kujira_api_data_source.py | 3 +- .../core/gateway/gateway_http_client.py | 10 +----- hummingbot/strategy/script_strategy_base.py | 33 ++++++++++++++++--- scripts/kujira_pmm_example.py | 5 ++- 5 files changed, 34 insertions(+), 24 deletions(-) diff --git a/hummingbot/client/command/start_command.py b/hummingbot/client/command/start_command.py index 25ad092312..ebdd893670 100644 --- a/hummingbot/client/command/start_command.py +++ b/hummingbot/client/command/start_command.py @@ -193,11 +193,8 @@ async def start_check(self, # type: HummingbotApplication def start_script_strategy(self): script_strategy = ScriptStrategyBase.load_script_class(self.strategy_file_name) - markets_list = [] - for conn, pairs in script_strategy.markets.items(): - markets_list.append((conn, list(pairs))) - self._initialize_markets(markets_list) - self.strategy = script_strategy(self.markets) + self.strategy = script_strategy() + asyncio.get_event_loop().run_until_complete(self.strategy.initialize(self)) def is_current_strategy_script_strategy(self) -> bool: script_file_name = settings.SCRIPT_STRATEGIES_PATH / f"{self.strategy_file_name}.py" diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 0d56759256..e8d424846f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -39,7 +39,6 @@ from hummingbot.logger import HummingbotLogger from .kujira_types import ( - Address, AsyncClient, GetTxByTxHashResponse, MarketsResponse, @@ -83,7 +82,7 @@ def __init__( self._chain = connector_spec["chain"] self._network = connector_spec["network"] self._sub_account_id = connector_spec["wallet_address"] - self._account_address: str = Address(bytes.fromhex(self._sub_account_id[2:-24])).to_acc_bech32() + self._account_address: str = self._sub_account_id if self._network == "mainnet": self._network_obj = Network.mainnet() elif self._network == "testnet": diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 684fb5997e..aeac27bd64 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1501,17 +1501,9 @@ async def kujira_get_tokens_all( async def kujira_get_market( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/market", request_payload) + return await self.api_request("get", "kujira/market", payload) async def kujira_get_markets( self, diff --git a/hummingbot/strategy/script_strategy_base.py b/hummingbot/strategy/script_strategy_base.py index 367b65d0a2..aad63f5fd7 100644 --- a/hummingbot/strategy/script_strategy_base.py +++ b/hummingbot/strategy/script_strategy_base.py @@ -1,3 +1,4 @@ +import asyncio import importlib import inspect import logging @@ -37,16 +38,16 @@ def logger(cls) -> HummingbotLogger: lsb_logger = logging.getLogger(__name__) return lsb_logger - def __init__(self, connectors: Dict[str, ConnectorBase]): + def __init__(self, connectors: Dict[str, ConnectorBase] = {}): """ Initialising a new script strategy object. :param connectors: A dictionary of connector names and their corresponding connector. """ super().__init__() - self.connectors: Dict[str, ConnectorBase] = connectors self.ready_to_trade: bool = False - self.add_markets(list(connectors.values())) + self.initialized: bool = False + self.connectors: Dict[str, ConnectorBase] = connectors @classmethod def load_script_class(cls, script_name): @@ -69,6 +70,9 @@ def load_script_class(cls, script_name): raise InvalidScriptModule(f"The module {script_name} does not contain any subclass of ScriptStrategyBase") return script_class + def get_markets_definitions(self): + return self.markets + def tick(self, timestamp: float): """ Clock tick entry point, is run every second (on normal tick setting). @@ -83,9 +87,27 @@ def tick(self, timestamp: float): self.logger().warning(f"{con.name} is not ready. Please wait...") return else: - self.on_tick() + asyncio.get_event_loop().run_until_complete(self.on_tick()) + + async def initialize(self, start_command): + """ + An event which is called before starting the ticks, a subclass can override this method for custom logic. + """ + market_definitions = self.get_markets_definitions() + markets_list = [] + if market_definitions: + for connector, pairs in market_definitions.items(): + markets_list.append((connector, list(pairs))) + + # noinspection PyProtectedMember + start_command._initialize_markets(market_names=markets_list) + + self.connectors: Dict[str, ConnectorBase] = start_command.markets + self.add_markets(list(start_command.markets.values())) + + self.initialized = True - def on_tick(self): + async def on_tick(self): """ An event which is called on every tick, a sub class implements this to define what operation the strategy needs to operate on a regular tick basis. @@ -154,6 +176,7 @@ def cancel(self, """ market_pair = self._market_trading_pair_tuple(connector_name, trading_pair) self.cancel_order(market_trading_pair_tuple=market_pair, order_id=order_id) + self.logger().info(f"({market_pair}) Canceling the limit order {order_id}.") def get_active_orders(self, connector_name: str) -> List[LimitOrder]: """ diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 10df14d369..0e8ef9f110 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -111,7 +111,6 @@ def __init__(self): self._hb_trading_pair = None self._is_busy: bool = False self._refresh_timestamp: int - self._market["id"]: str self._gateway: GatewayHttpClient self._connector: GatewayCLOBSPOT self._market: Dict[str, Any] @@ -513,10 +512,10 @@ async def _get_market(self): "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "id": self._market["id"] + "name": self._market_name } - response = await self._gateway.kujira_get_market(**request) + response = await self._gateway.kujira_get_market(request) return response except Exception as exception: From b4b2c41fdabc0a2764a90de0db8ea1d8833a579d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Apr 2023 18:48:10 +0000 Subject: [PATCH 014/359] Updating the gateway_http_client.py --- .../core/gateway/gateway_http_client.py | 270 ++---------------- 1 file changed, 27 insertions(+), 243 deletions(-) diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index aeac27bd64..a8edd8c3e7 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1507,378 +1507,162 @@ async def kujira_get_market( async def kujira_get_markets( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/markets", request_payload) + return await self.api_request("get", "kujira/markets", payload) async def kujira_get_markets_all( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/markets/all", request_payload) + return await self.api_request("get", "kujira/markets/all", payload) async def kujira_get_order_book( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/orderBook", request_payload) + return await self.api_request("get", "kujira/orderBook", payload) async def kujira_get_order_books( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/orderBooks", request_payload) + return await self.api_request("get", "kujira/orderBooks", payload) async def kujira_get_order_books_all( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/orderBooks/all", request_payload) + return await self.api_request("get", "kujira/orderBooks/all", payload) async def kujira_get_ticker( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/ticker", request_payload) + return await self.api_request("get", "kujira/ticker", payload) async def kujira_get_tickers( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/tickers", request_payload) + return await self.api_request("get", "kujira/tickers", payload) async def kujira_get_tickers_all( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/tickers/all", request_payload) + return await self.api_request("get", "kujira/tickers/all", payload) async def kujira_get_balance( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/balance", request_payload) + return await self.api_request("get", "kujira/balance", payload) async def kujira_get_balances( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/balances", request_payload) + return await self.api_request("get", "kujira/balances", payload) async def kujira_get_balances_all( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/balances/all", request_payload) + return await self.api_request("get", "kujira/balances/all", payload) async def kujira_get_order( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/order", request_payload) + return await self.api_request("get", "kujira/order", payload) async def kujira_get_orders( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/orders", request_payload) + return await self.api_request("get", "kujira/orders", payload) async def kujira_post_order( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("post", "kujira/order", request_payload) + return await self.api_request("post", "kujira/order", payload) async def kujira_post_orders( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("post", "kujira/orders", request_payload) + return await self.api_request("post", "kujira/orders", payload) async def kujira_delete_order( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("delete", "kujira/order", request_payload) + return await self.api_request("delete", "kujira/order", payload) async def kujira_delete_orders( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("delete", "kujira/orders", request_payload) + return await self.api_request("delete", "kujira/orders", payload) async def kujira_delete_orders_all( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("delete", "kujira/orders/all", request_payload) + return await self.api_request("delete", "kujira/orders/all", payload) async def kujira_post_market_withdraw( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("post", "kujira/market/withdraw", request_payload) + return await self.api_request("post", "kujira/market/withdraw", payload) async def kujira_post_market_withdraws( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("post", "kujira/market/withdraws", request_payload) + return await self.api_request("post", "kujira/market/withdraws", payload) async def kujira_post_market_withdraws_all( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("post", "kujira/market/withdraws/all", request_payload) + return await self.api_request("post", "kujira/market/withdraws/all", payload) async def kujira_get_transaction( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/transaction", request_payload) + return await self.api_request("get", "kujira/transaction", payload) async def kujira_get_transactions( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/transactions", request_payload) + return await self.api_request("get", "kujira/transactions", payload) async def kujira_get_wallet_public_key( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/wallet/publicKey", request_payload) + return await self.api_request("get", "kujira/wallet/publicKey", payload) async def kujira_get_wallet_public_keys( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/wallet/publicKeys", request_payload) + return await self.api_request("get", "kujira/wallet/publicKeys", payload) async def kujira_get_block_current( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/block/current", request_payload) + return await self.api_request("get", "kujira/block/current", payload) async def kujira_get_fees_estimated( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/fees/estimated", request_payload) + return await self.api_request("get", "kujira/fees/estimated", payload) From 54db64833a0d87a077febcd6f45dd44c6bf3e300 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Apr 2023 18:49:57 +0000 Subject: [PATCH 015/359] Improving and fixing kujira_pmm_example.py --- scripts/kujira_pmm_example.py | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 0e8ef9f110..7317812bb2 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -478,7 +478,7 @@ async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: if use_cache and self._balances is not None: response = self._balances else: - response = await self._gateway.kujira_get_balances(**request) + response = await self._gateway.kujira_get_balances(request) self._balances = copy.deepcopy(response) @@ -542,7 +542,7 @@ async def _get_order_book(self): "marketId": self._market["id"] } - response = await self._gateway.kujira_get_order_book(**request) + response = await self._gateway.kujira_get_order_book(request) return response except Exception as exception: @@ -572,7 +572,7 @@ async def _get_ticker(self, use_cache: bool = True) -> Dict[str, Any]: if use_cache and self._tickers is not None: response = self._tickers else: - response = await self._gateway.kujira_get_ticker(**request) + response = await self._gateway.kujira_get_ticker(request) self._tickers = response @@ -607,7 +607,7 @@ async def _get_open_orders(self, use_cache: bool = True) -> Dict[str, Any]: if use_cache and self._open_orders is not None: response = self._open_orders else: - response = await self._gateway.kujira_get_orders(**request) + response = await self._gateway.kujira_get_orders(request) self._open_orders = response return response @@ -652,7 +652,7 @@ async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: if use_cache and self._filled_orders is not None: response = self._filled_orders else: - response = await self._gateway.kujira_get_orders(**request) + response = await self._gateway.kujira_get_orders(request) self._filled_orders = response return response @@ -696,7 +696,7 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any self._log(INFO, f"""gateway.kujira_post_orders:\nrequest:\n{self._dump(request)}""") if len(orders): - response = await self._gateway.kujira_post_orders(**request) + response = await self._gateway.kujira_post_orders(request) else: self._log(WARNING, "No order was defined for placement/replacement. Skipping.", True) response = [] @@ -730,7 +730,7 @@ async def _cancel_duplicated_orders(self): "ownerAddress": self._owner_address, } - response = await self._gateway.kujira_delete_orders(**request) + response = await self._gateway.kujira_delete_orders(request) else: self._log(INFO, "No order needed to be canceled.") response = {} @@ -765,7 +765,7 @@ async def _cancel_remaining_orders(self, candidate_orders, created_orders): "ownerAddress": self._owner_address, } - response = await self._gateway.kujira_delete_orders(**request) + response = await self._gateway.kujira_delete_orders(request) else: self._log(INFO, "No order needed to be canceled.") response = {} @@ -796,7 +796,7 @@ async def _cancel_all_orders(self): "ownerAddress": self._owner_address, } - response = await self._gateway.kujira_delete_orders(**request) + response = await self._gateway.kujira_delete_orders(request) except Exception as exception: response = traceback.format_exc() @@ -823,7 +823,7 @@ async def _market_withdraw(self): self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nrequest:\n{self._dump(request)}""") - response = await self._gateway.kujira_post_market_withdraw(**request) + response = await self._gateway.kujira_post_market_withdraw(request) except Exception as exception: response = traceback.format_exc() From 5f102609033b66d2e832098294ce6223b73ca1aa Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Apr 2023 19:00:34 +0000 Subject: [PATCH 016/359] Fixing gateway_http_client.py --- .../core/gateway/gateway_http_client.py | 72 +++++++------------ 1 file changed, 24 insertions(+), 48 deletions(-) diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index a8edd8c3e7..27985bcadb 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1445,17 +1445,9 @@ async def clob_kujira_balances( async def kujira_get_status( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira", request_payload) + return await self.api_request("get", "kujira", payload, use_body=True) async def kujira_get_token( self, @@ -1469,119 +1461,103 @@ async def kujira_get_token( **payload } - return await self.api_request("get", "kujira/token", request_payload) + return await self.api_request("get", "kujira/token", request_payload, use_body=True) async def kujira_get_tokens( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/tokens", request_payload) + return await self.api_request("get", "kujira/tokens", payload, use_body=True) async def kujira_get_tokens_all( self, - chain: str, - network: str, payload: Dict[str, Any] ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "kujira/tokens/all", request_payload) + return await self.api_request("get", "kujira/tokens/all", payload, use_body=True) async def kujira_get_market( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/market", payload) + return await self.api_request("get", "kujira/market", payload, use_body=True) async def kujira_get_markets( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/markets", payload) + return await self.api_request("get", "kujira/markets", payload, use_body=True) async def kujira_get_markets_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/markets/all", payload) + return await self.api_request("get", "kujira/markets/all", payload, use_body=True) async def kujira_get_order_book( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orderBook", payload) + return await self.api_request("get", "kujira/orderBook", payload, use_body=True) async def kujira_get_order_books( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orderBooks", payload) + return await self.api_request("get", "kujira/orderBooks", payload, use_body=True) async def kujira_get_order_books_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orderBooks/all", payload) + return await self.api_request("get", "kujira/orderBooks/all", payload, use_body=True) async def kujira_get_ticker( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/ticker", payload) + return await self.api_request("get", "kujira/ticker", payload, use_body=True) async def kujira_get_tickers( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/tickers", payload) + return await self.api_request("get", "kujira/tickers", payload, use_body=True) async def kujira_get_tickers_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/tickers/all", payload) + return await self.api_request("get", "kujira/tickers/all", payload, use_body=True) async def kujira_get_balance( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/balance", payload) + return await self.api_request("get", "kujira/balance", payload, use_body=True) async def kujira_get_balances( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/balances", payload) + return await self.api_request("get", "kujira/balances", payload, use_body=True) async def kujira_get_balances_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/balances/all", payload) + return await self.api_request("get", "kujira/balances/all", payload, use_body=True) async def kujira_get_order( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/order", payload) + return await self.api_request("get", "kujira/order", payload, use_body=True) async def kujira_get_orders( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orders", payload) + return await self.api_request("get", "kujira/orders", payload, use_body=True) async def kujira_post_order( self, @@ -1635,34 +1611,34 @@ async def kujira_get_transaction( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/transaction", payload) + return await self.api_request("get", "kujira/transaction", payload, use_body=True) async def kujira_get_transactions( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/transactions", payload) + return await self.api_request("get", "kujira/transactions", payload, use_body=True) async def kujira_get_wallet_public_key( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/wallet/publicKey", payload) + return await self.api_request("get", "kujira/wallet/publicKey", payload, use_body=True) async def kujira_get_wallet_public_keys( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/wallet/publicKeys", payload) + return await self.api_request("get", "kujira/wallet/publicKeys", payload, use_body=True) async def kujira_get_block_current( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/block/current", payload) + return await self.api_request("get", "kujira/block/current", payload, use_body=True) async def kujira_get_fees_estimated( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/fees/estimated", payload) + return await self.api_request("get", "kujira/fees/estimated", payload, use_body=True) From 6b5c69981f4d0c168c8ec46587c2eda38cad5ae0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 26 Apr 2023 14:19:07 +0000 Subject: [PATCH 017/359] Improving Kujira PMM script and other related changes to support that. --- .../kujira/kujira_api_data_source.py | 8 ++++---- scripts/kujira_pmm_example.py | 16 +++++++++------- 2 files changed, 13 insertions(+), 11 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index e8d424846f..afa0828ee6 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -589,10 +589,10 @@ async def _get_booked_order_status_update( async def _update_account_address_and_create_order_hash_manager(self): if not self._order_placement_lock.locked(): raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") - response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( - chain=self._chain, network=self._network, address=self._sub_account_id - ) - self._account_address: str = response["kujiraAddress"] + # response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( + # chain=self._chain, network=self._network, address=self._sub_account_id + # ) + self._account_address: str = self._sub_account_id await self._client.get_account(self._account_address) await self._client.sync_timeout_height() self._order_hash_manager = OrderHashManager( diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 7317812bb2..211032d6dc 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -46,6 +46,7 @@ def __init__(self): "chain": "kujira", "network": "testnet", "connector": "kujira", + "owner_address": "kujira1d6ld7s0edsh5qsmt3lq4tnrqgvxc3jdrk9z3km", # TODO remove this dependency!!! "markets": { "kujira_kujira_testnet": [ # Only one market can be used for now "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" @@ -138,8 +139,8 @@ async def initialize(self, start_command): self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) - await super().initialize(start_command) - self.initialized = False + # await super().initialize(start_command) + # self.initialized = False self._connector_id = next(iter(self._configuration["markets"])) @@ -147,10 +148,11 @@ async def initialize(self, start_command): self._market_name = convert_trading_pair(self._hb_trading_pair) # noinspection PyTypeChecker - self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] + # self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() - self._owner_address = self._connector.address + # self._owner_address = self._connector.address + self._owner_address = self._configuration["owner_address"] self._market = await self._get_market() @@ -601,7 +603,7 @@ async def _get_open_orders(self, use_cache: bool = True) -> Dict[str, Any]: "connector": self._configuration["connector"], "marketId": self._market["id"], "ownerAddress": self._owner_address, - "status": OrderStatus.OPEN + "status": OrderStatus.OPEN.value[0] } if use_cache and self._open_orders is not None: @@ -646,7 +648,7 @@ async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: "connector": self._configuration["connector"], "marketId": self._market["id"], "ownerAddress": self._owner_address, - "status": OrderStatus.FILLED + "status": OrderStatus.FILLED.value[0] } if use_cache and self._filled_orders is not None: @@ -796,7 +798,7 @@ async def _cancel_all_orders(self): "ownerAddress": self._owner_address, } - response = await self._gateway.kujira_delete_orders(request) + response = await self._gateway.kujira_delete_orders_all(request) except Exception as exception: response = traceback.format_exc() From c0f47b9a081f1b68ae8ad913fdbef6247c231b86 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 26 Apr 2023 18:05:38 +0000 Subject: [PATCH 018/359] Adding more kujira types and working with the kujira pmm script. --- .../data_sources/kujira/kujira_types.py | 58 ++++++++++++++ scripts/kujira_pmm_example.py | 75 +++++++++---------- 2 files changed, 95 insertions(+), 38 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 17be335ab4..420af6d85f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -22,6 +22,8 @@ from pyinjective.utils import derivative_price_to_backend, derivative_quantity_to_backend from pyinjective.wallet import Address +from hummingbot.core.data_type.common import OrderType as HummingBotOrderType, TradeType as HummingBotOrderSide + class OrderStatus(Enum): OPEN = "OPEN", @@ -32,10 +34,66 @@ class OrderStatus(Enum): CANCELLATION_PENDING = "CANCELLATION_PENDING", UNKNOWN = "UNKNOWN" + @staticmethod + def from_hummingbot(target: str): + if target == 'OPEN': + return OrderStatus.OPEN + elif target == 'CANCELLED': + return OrderStatus.CANCELLED + else: + raise ValueError(f"Unknown order status: {target}") + + @staticmethod + def to_hummingbot(self): + if self == OrderStatus.OPEN: + return 'OPEN' + elif self == OrderStatus.CANCELLED: + return 'CANCELLED' + else: + raise ValueError(f"Unknown order status: {self}") + class OrderType(Enum): MARKET = "MARKET", LIMIT = "LIMIT" + IOC = 'IOC', # Immediate or Cancel + POST_ONLY = 'POST_ONLY', + + @staticmethod + def from_hummingbot(target: HummingBotOrderType): + if target == HummingBotOrderType.LIMIT: + return OrderType.LIMIT + else: + raise ValueError(f'Unrecognized order type "{target}".') + + @staticmethod + def to_hummingbot(self): + if self == OrderType.LIMIT: + return HummingBotOrderType.LIMIT + else: + raise ValueError(f'Unrecognized order type "{self}".') + + +class OrderSide(Enum): + BUY = 'BUY', + SELL = 'SELL', + + @staticmethod + def from_hummingbot(target: HummingBotOrderSide): + if target == HummingBotOrderSide.BUY: + return OrderSide.BUY + elif target == HummingBotOrderSide.SELL: + return OrderSide.SELL + else: + raise ValueError(f'Unrecognized order side "{target}".') + + def to_hummingbot(self): + if self == OrderSide.BUY: + return HummingBotOrderSide.BUY + elif self == OrderSide.SELL: + return HummingBotOrderSide.SELL + else: + raise ValueError(f'Unrecognized order side "{self}".') class TickerSource(Enum): diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 211032d6dc..b276722753 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -14,13 +14,12 @@ import numpy as np from hummingbot.client.hummingbot_application import HummingbotApplication -from hummingbot.connector.gateway.clob.clob_types import OrderSide as KujiraOrderSide, OrderType as KujiraOrderType from hummingbot.connector.gateway.clob.clob_utils import convert_order_side, convert_trading_pair from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import KUJIRA_NATIVE_TOKEN -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderStatus +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderSide, OrderStatus, OrderType from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT from hummingbot.core.clock import Clock -from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.common import TradeType from hummingbot.core.data_type.order_candidate import OrderCandidate from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.strategy.script_strategy_base import ScriptStrategyBase @@ -49,9 +48,9 @@ def __init__(self): "owner_address": "kujira1d6ld7s0edsh5qsmt3lq4tnrqgvxc3jdrk9z3km", # TODO remove this dependency!!! "markets": { "kujira_kujira_testnet": [ # Only one market can be used for now - "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" + # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" # "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" - # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" + "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" ] }, "strategy": { @@ -60,34 +59,34 @@ def __init__(self): "bid": { "quantity": 1, "spread_percentage": 1, - "max_liquidity_in_dollars": 5 + "max_liquidity_in_dollars": 100 }, "ask": { "quantity": 1, "spread_percentage": 1, - "max_liquidity_in_dollars": 5 + "max_liquidity_in_dollars": 100 } }, { "bid": { - "quantity": 1, + "quantity": 0, "spread_percentage": 5, "max_liquidity_in_dollars": 5 }, "ask": { - "quantity": 1, + "quantity": 0, "spread_percentage": 5, "max_liquidity_in_dollars": 5 } }, { "bid": { - "quantity": 1, + "quantity": 0, "spread_percentage": 10, "max_liquidity_in_dollars": 5 }, "ask": { - "quantity": 1, + "quantity": 0, "spread_percentage": 10, "max_liquidity_in_dollars": 5 } @@ -96,7 +95,7 @@ def __init__(self): "tick_interval": 59, "kujira_order_type": OrderType.LIMIT, "price_strategy": "middle", - "middle_price_strategy": "VWAP", + "middle_price_strategy": "SAP", "cancel_all_orders_on_start": True, "cancel_all_orders_on_stop": True, "run_only_once": False @@ -375,8 +374,8 @@ async def _adjust_proposal_to_budget(self, candidate_proposal: List[OrderCandida adjusted_proposal: List[OrderCandidate] = [] balances = await self._get_balances() - base_balance = Decimal(balances[self._base_token_name]["free"]) - quote_balance = Decimal(balances[self._quote_token_name]["free"]) + base_balance = Decimal(balances["tokens"][self._base_token["id"]]["free"]) + quote_balance = Decimal(balances["tokens"][self._quote_token["id"]]["free"]) current_base_balance = base_balance current_quote_balance = quote_balance @@ -681,10 +680,9 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any "marketId": self._market["id"], "ownerAddress": self._owner_address, "side": convert_order_side(candidate.order_side).value[0], - "price": float(candidate.price), - "amount": float(candidate.amount), - "type": KujiraOrderType[self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT)].value[ - 0], + "price": str(candidate.price), + "amount": str(candidate.amount), + "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value, "replaceIfExists": True }) @@ -755,14 +753,14 @@ async def _cancel_remaining_orders(self, candidate_orders, created_orders): request = None response = None try: - remaining_orders_ids = await self._get_remaining_orders_client_ids(candidate_orders, created_orders) + remaining_orders_ids = await self._get_remaining_orders_ids(candidate_orders, created_orders) if len(remaining_orders_ids) > 0: request = { "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "clientIds": remaining_orders_ids, + "ids": remaining_orders_ids, "marketId": self._market["id"], "ownerAddress": self._owner_address, } @@ -836,13 +834,14 @@ async def _market_withdraw(self): finally: self._log(DEBUG, """_market_withdraw... end""") - async def _get_remaining_orders_client_ids(self, candidate_orders, created_orders) -> List[str]: + async def _get_remaining_orders_ids(self, candidate_orders, created_orders) -> List[str]: self._log(DEBUG, """_get_remaining_orders_ids... end""") try: candidate_orders_ids = [order.client_id for order in candidate_orders] if len(candidate_orders) else [] created_orders_ids = [order["clientId"] for order in created_orders.values()] if len(created_orders) else [] - remaining_orders_ids = list(set(candidate_orders_ids) - set(created_orders_ids)) + remaining_client_orders_ids = list(set(candidate_orders_ids) - set(created_orders_ids)) + remaining_orders_ids = list(filter(lambda order: (order["clientId"] in remaining_client_orders_ids), created_orders.values())) self._log(INFO, f"""remaining_orders_ids:\n{self._dump(remaining_orders_ids)}""") @@ -854,7 +853,7 @@ async def _get_duplicated_orders_exchange_ids(self) -> List[str]: self._log(DEBUG, """_get_duplicated_orders_exchange_ids... start""") try: - open_orders = (await self._get_open_orders())[self._market["id"]].values() + open_orders = (await self._get_open_orders())[self._owner_address].values() open_orders_map = {} duplicated_orders_exchange_ids = [] @@ -908,8 +907,8 @@ def _split_percentage(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]]) -> L # noinspection PyMethodMayBeStatic def _compute_volume_weighted_average_price(self, book: [Dict[str, Any]]) -> np.array: - prices = [order['price'] for order in book] - amounts = [order['amount'] for order in book] + prices = [float(order['price']) for order in book] + amounts = [float(order['amount']) for order in book] prices = np.array(prices) amounts = np.array(amounts) @@ -919,7 +918,7 @@ def _compute_volume_weighted_average_price(self, book: [Dict[str, Any]]) -> np.a return vwap # noinspection PyMethodMayBeStatic - def _remove_outliers(self, order_book: [Dict[str, Any]], side: KujiraOrderSide) -> [Dict[str, Any]]: + def _remove_outliers(self, order_book: [Dict[str, Any]], side: OrderSide) -> [Dict[str, Any]]: prices = [order['price'] for order in order_book] q75, q25 = np.percentile(prices, [75, 25]) @@ -933,17 +932,17 @@ def _remove_outliers(self, order_book: [Dict[str, Any]], side: KujiraOrderSide) min_threshold = q25 * 0.5 orders = [] - if side == KujiraOrderSide.SELL: + if side == OrderSide.SELL: orders = [order for order in order_book if order['price'] < max_threshold] - elif side == KujiraOrderSide.BUY: + elif side == OrderSide.BUY: orders = [order for order in order_book if order['price'] > min_threshold] return orders def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], strategy: MiddlePriceStrategy) -> Decimal: if strategy == self.MiddlePriceStrategy.SAP: - bid_prices = [item['price'] for item in bids] - ask_prices = [item['price'] for item in asks] + bid_prices = [float(item['price']) for item in bids] + ask_prices = [float(item['price']) for item in asks] best_ask_price = 0 best_bid_price = 0 @@ -956,8 +955,8 @@ def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], s return Decimal((best_ask_price + best_bid_price) / 2.0) elif strategy == self.MiddlePriceStrategy.WAP: - ask_prices = [item['price'] for item in asks] - bid_prices = [item['price'] for item in bids] + bid_prices = [float(item['price']) for item in bids] + ask_prices = [float(item['price']) for item in asks] best_ask_price = 0 best_ask_volume = 0 @@ -966,13 +965,13 @@ def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], s if len(ask_prices) > 0: best_ask_idx = ask_prices.index(min(ask_prices)) - best_ask_price = asks[best_ask_idx]['price'] - best_ask_volume = asks[best_ask_idx]['amount'] + best_ask_price = float(asks[best_ask_idx]['price']) + best_ask_volume = float(asks[best_ask_idx]['amount']) if len(bid_prices) > 0: best_bid_idx = bid_prices.index(max(bid_prices)) - best_bid_price = bids[best_bid_idx]['price'] - best_bid_amount = bids[best_bid_idx]['amount'] + best_bid_price = float(bids[best_bid_idx]['price']) + best_bid_amount = float(bids[best_bid_idx]['amount']) if best_ask_volume + best_bid_amount > 0: return Decimal( @@ -985,10 +984,10 @@ def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], s bids, asks = self._split_percentage(bids, asks) if len(bids) > 0: - bids = self._remove_outliers(bids, KujiraOrderSide.BUY) + bids = self._remove_outliers(bids, OrderSide.BUY) if len(asks) > 0: - asks = self._remove_outliers(asks, KujiraOrderSide.SELL) + asks = self._remove_outliers(asks, OrderSide.SELL) book = [*bids, *asks] From 92f1890fe99f94052c1af764fff2833b2e2304f0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Apr 2023 23:36:51 +0000 Subject: [PATCH 019/359] Fixing and improving kujira_pmm_example.py script. --- scripts/kujira_pmm_example.py | 37 ++++++++++++++++++++++------------- 1 file changed, 23 insertions(+), 14 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index b276722753..a0a1e946be 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -1,6 +1,7 @@ import asyncio import copy import math +import os import time import traceback from decimal import Decimal @@ -45,7 +46,7 @@ def __init__(self): "chain": "kujira", "network": "testnet", "connector": "kujira", - "owner_address": "kujira1d6ld7s0edsh5qsmt3lq4tnrqgvxc3jdrk9z3km", # TODO remove this dependency!!! + "owner_address": os.environ["TEST_KUJIRA_WALLET_PUBLIC_KEY"], "markets": { "kujira_kujira_testnet": [ # Only one market can be used for now # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" @@ -286,7 +287,7 @@ async def _create_proposal(self) -> List[OrderCandidate]: tick_size = Decimal(self._market["tickSize"]) min_order_size = Decimal(self._market["minimumOrderSize"]) - order_id = 1 + client_id = 1 proposal = [] bid_orders = [] @@ -319,11 +320,11 @@ async def _create_proposal(self) -> List[OrderCandidate]: price=bid_market_price ) - bid_order.client_id = str(order_id) + bid_order.client_id = str(client_id) bid_orders.append(bid_order) - order_id += 1 + client_id += 1 ask_orders = [] for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): @@ -353,11 +354,11 @@ async def _create_proposal(self) -> List[OrderCandidate]: price=ask_market_price ) - ask_order.client_id = str(order_id) + ask_order.client_id = str(client_id) ask_orders.append(ask_order) - order_id += 1 + client_id += 1 proposal = [*proposal, *bid_orders, *ask_orders] @@ -413,7 +414,12 @@ async def _get_last_filled_order_price(self) -> Decimal: try: self._log(DEBUG, """_get_last_filled_order_price... start""") - return Decimal((await self._get_last_filled_order())["price"]) + last_filled_order = await self._get_last_filled_order() + + if last_filled_order: + return Decimal(last_filled_order["price"]) + else: + return None finally: self._log(DEBUG, """_get_last_filled_order_price... end""") @@ -628,7 +634,10 @@ async def _get_last_filled_order(self) -> Dict[str, Any]: filled_orders = await self._get_filled_orders() - last_filled_order = list(dict(filled_orders[self._market["id"]]).values())[0] + if len((filled_orders or {}).get(self._owner_address, {}).get(self._market["id"], {})): + last_filled_order = list(dict(filled_orders[self._owner_address][self._market["id"]]).values())[0] + else: + last_filled_order = None return last_filled_order finally: @@ -676,7 +685,7 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any orders = [] for candidate in proposal: orders.append({ - "clientId": candidate.id, + "clientId": candidate.client_id, "marketId": self._market["id"], "ownerAddress": self._owner_address, "side": convert_order_side(candidate.order_side).value[0], @@ -838,10 +847,10 @@ async def _get_remaining_orders_ids(self, candidate_orders, created_orders) -> L self._log(DEBUG, """_get_remaining_orders_ids... end""") try: - candidate_orders_ids = [order.client_id for order in candidate_orders] if len(candidate_orders) else [] - created_orders_ids = [order["clientId"] for order in created_orders.values()] if len(created_orders) else [] - remaining_client_orders_ids = list(set(candidate_orders_ids) - set(created_orders_ids)) - remaining_orders_ids = list(filter(lambda order: (order["clientId"] in remaining_client_orders_ids), created_orders.values())) + candidate_orders_client_ids = [order.client_id for order in candidate_orders] if len(candidate_orders) else [] + created_orders_client_ids = [order["clientId"] for order in created_orders.values()] if len(created_orders) else [] + remaining_orders_client_ids = list(set(candidate_orders_client_ids) - set(created_orders_client_ids)) + remaining_orders_ids = list(filter(lambda order: (order["clientId"] in remaining_orders_client_ids), created_orders.values())) self._log(INFO, f"""remaining_orders_ids:\n{self._dump(remaining_orders_ids)}""") @@ -853,7 +862,7 @@ async def _get_duplicated_orders_exchange_ids(self) -> List[str]: self._log(DEBUG, """_get_duplicated_orders_exchange_ids... start""") try: - open_orders = (await self._get_open_orders())[self._owner_address].values() + open_orders = (await self._get_open_orders()).get(self._owner_address, {}).get(self._market["id"], {}).values() open_orders_map = {} duplicated_orders_exchange_ids = [] From 30ff1eea1ec701a2581d0b929da8cff457f84027 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Apr 2023 23:51:22 +0000 Subject: [PATCH 020/359] Fixing and improving kujira_pmm_example.py script. --- scripts/kujira_pmm_example.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index a0a1e946be..01f0e82f4e 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -634,8 +634,8 @@ async def _get_last_filled_order(self) -> Dict[str, Any]: filled_orders = await self._get_filled_orders() - if len((filled_orders or {}).get(self._owner_address, {}).get(self._market["id"], {})): - last_filled_order = list(dict(filled_orders[self._owner_address][self._market["id"]]).values())[0] + if len((filled_orders or {}).get(self._owner_address, {})): + last_filled_order = list(dict(filled_orders[self._owner_address]).values())[0] else: last_filled_order = None @@ -862,7 +862,7 @@ async def _get_duplicated_orders_exchange_ids(self) -> List[str]: self._log(DEBUG, """_get_duplicated_orders_exchange_ids... start""") try: - open_orders = (await self._get_open_orders()).get(self._owner_address, {}).get(self._market["id"], {}).values() + open_orders = (await self._get_open_orders()).get(self._owner_address, {}).values() open_orders_map = {} duplicated_orders_exchange_ids = [] @@ -876,11 +876,11 @@ async def _get_duplicated_orders_exchange_ids(self) -> List[str]: open_orders_map[open_order["clientId"]].append(open_order) for orders in open_orders_map.values(): - orders.sort(key=lambda order: order["exchangeId"]) + orders.sort(key=lambda order: order["id"]) duplicated_orders_exchange_ids = [ *duplicated_orders_exchange_ids, - *[order["exchangeId"] for order in orders[:-1]] + *[order["id"] for order in orders[:-1]] ] self._log(INFO, f"""duplicated_orders_exchange_ids:\n{self._dump(duplicated_orders_exchange_ids)}""") From d5c78b84525f88b0bab51ab62f1db0862af57c0e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Apr 2023 11:23:39 +0000 Subject: [PATCH 021/359] Improving Kujira PMM script. --- scripts/kujira_pmm_example.py | 74 ++++++++++++++++++++++++++--------- 1 file changed, 55 insertions(+), 19 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 01f0e82f4e..228b91b409 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -117,6 +117,8 @@ def __init__(self): self._market: Dict[str, Any] self._balances: Dict[str, Any] = {} self._tickers: Dict[str, Any] + self._currently_tracked_orders_ids: [str] = [] + self._tracked_orders_ids: [str] = [] self._open_orders: Dict[str, Any] self._filled_orders: Dict[str, Any] self._vwap_threshold = 50 @@ -196,24 +198,20 @@ async def on_tick(self): except Exception as exception: self._handle_error(exception) - await self._get_open_orders(use_cache=False) + open_orders = await self._get_open_orders(use_cache=False) await self._get_filled_orders(use_cache=False) await self._get_balances(use_cache=False) try: - await self._cancel_duplicated_orders() + open_orders_ids = [order["id"] for order in open_orders] + await self._cancel_currently_untracked_orders(open_orders_ids) except Exception as exception: self._handle_error(exception) proposal: List[OrderCandidate] = await self._create_proposal() candidate_orders: List[OrderCandidate] = await self._adjust_proposal_to_budget(proposal) - replaced_orders = await self._replace_orders(candidate_orders) - - try: - await self._cancel_remaining_orders(candidate_orders, replaced_orders) - except Exception as exception: - self._handle_error(exception) + await self._replace_orders(candidate_orders) except Exception as exception: self._handle_error(exception) finally: @@ -706,6 +704,9 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any if len(orders): response = await self._gateway.kujira_post_orders(request) + + self._currently_tracked_orders_ids = [order["id"] for order in response] + self._tracked_orders_ids.extend(self._currently_tracked_orders_ids) else: self._log(WARNING, "No order was defined for placement/replacement. Skipping.", True) response = [] @@ -720,6 +721,41 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any finally: self._log(DEBUG, """_replace_orders... end""") + async def _cancel_currently_untracked_orders(self, open_orders_ids: List[str]): + try: + self._log(DEBUG, """_cancel_untracked_orders... start""") + + request = None + response = None + try: + untracked_orders_ids = list(set(self._tracked_orders_ids).intersection(set(open_orders_ids)) - set(self._currently_tracked_orders_ids)) + + if len(untracked_orders_ids) > 0: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "ids": untracked_orders_ids, + "marketId": self._market["id"], + "ownerAddress": self._owner_address, + } + + response = await self._gateway.kujira_delete_orders(request) + else: + self._log(INFO, "No order needed to be canceled.") + response = {} + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_cancel_untracked_orders... end""") + async def _cancel_duplicated_orders(self): try: self._log(DEBUG, """_cancel_duplicated_orders... start""") @@ -727,14 +763,14 @@ async def _cancel_duplicated_orders(self): request = None response = None try: - duplicated_orders_exchange_ids = await self._get_duplicated_orders_exchange_ids() + duplicated_orders_ids = await self._get_duplicated_orders_ids() - if len(duplicated_orders_exchange_ids) > 0: + if len(duplicated_orders_ids) > 0: request = { "chain": self._configuration["chain"], "network": self._configuration["network"], "connector": self._configuration["connector"], - "ids": duplicated_orders_exchange_ids, + "ids": duplicated_orders_ids, "marketId": self._market["id"], "ownerAddress": self._owner_address, } @@ -858,14 +894,14 @@ async def _get_remaining_orders_ids(self, candidate_orders, created_orders) -> L finally: self._log(DEBUG, """_get_remaining_orders_ids... end""") - async def _get_duplicated_orders_exchange_ids(self) -> List[str]: - self._log(DEBUG, """_get_duplicated_orders_exchange_ids... start""") + async def _get_duplicated_orders_ids(self) -> List[str]: + self._log(DEBUG, """_get_duplicated_orders_ids... start""") try: open_orders = (await self._get_open_orders()).get(self._owner_address, {}).values() open_orders_map = {} - duplicated_orders_exchange_ids = [] + duplicated_orders_ids = [] for open_order in open_orders: if open_order["clientId"] == "0": # Avoid touching manually created orders. @@ -878,16 +914,16 @@ async def _get_duplicated_orders_exchange_ids(self) -> List[str]: for orders in open_orders_map.values(): orders.sort(key=lambda order: order["id"]) - duplicated_orders_exchange_ids = [ - *duplicated_orders_exchange_ids, + duplicated_orders_ids = [ + *duplicated_orders_ids, *[order["id"] for order in orders[:-1]] ] - self._log(INFO, f"""duplicated_orders_exchange_ids:\n{self._dump(duplicated_orders_exchange_ids)}""") + self._log(INFO, f"""duplicated_orders_ids:\n{self._dump(duplicated_orders_ids)}""") - return duplicated_orders_exchange_ids + return duplicated_orders_ids finally: - self._log(DEBUG, """_get_duplicated_orders_exchange_ids... end""") + self._log(DEBUG, """_get_duplicated_orders_ids... end""") # noinspection PyMethodMayBeStatic def _parse_order_book(self, orderbook: Dict[str, Any]) -> List[Union[List[Dict[str, Any]], List[Dict[str, Any]]]]: From 01af775c53b396f300d6e0f3e448ff0dc7ff17d8 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Apr 2023 12:03:03 +0000 Subject: [PATCH 022/359] First stable version of the kujira_pmm_example.py script. --- scripts/kujira_pmm_example.py | 95 ++++------------------------------- 1 file changed, 11 insertions(+), 84 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 228b91b409..9c21db83f1 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -70,26 +70,26 @@ def __init__(self): }, { "bid": { - "quantity": 0, + "quantity": 1, "spread_percentage": 5, - "max_liquidity_in_dollars": 5 + "max_liquidity_in_dollars": 100 }, "ask": { - "quantity": 0, + "quantity": 1, "spread_percentage": 5, - "max_liquidity_in_dollars": 5 + "max_liquidity_in_dollars": 100 } }, { "bid": { - "quantity": 0, + "quantity": 1, "spread_percentage": 10, - "max_liquidity_in_dollars": 5 + "max_liquidity_in_dollars": 100 }, "ask": { - "quantity": 0, + "quantity": 1, "spread_percentage": 10, - "max_liquidity_in_dollars": 5 + "max_liquidity_in_dollars": 100 } }, ], @@ -202,11 +202,8 @@ async def on_tick(self): await self._get_filled_orders(use_cache=False) await self._get_balances(use_cache=False) - try: - open_orders_ids = [order["id"] for order in open_orders] - await self._cancel_currently_untracked_orders(open_orders_ids) - except Exception as exception: - self._handle_error(exception) + open_orders_ids = list(open_orders[self._owner_address].keys()) + await self._cancel_currently_untracked_orders(open_orders_ids) proposal: List[OrderCandidate] = await self._create_proposal() candidate_orders: List[OrderCandidate] = await self._adjust_proposal_to_budget(proposal) @@ -705,7 +702,7 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any if len(orders): response = await self._gateway.kujira_post_orders(request) - self._currently_tracked_orders_ids = [order["id"] for order in response] + self._currently_tracked_orders_ids = list(response.keys()) self._tracked_orders_ids.extend(self._currently_tracked_orders_ids) else: self._log(WARNING, "No order was defined for placement/replacement. Skipping.", True) @@ -756,76 +753,6 @@ async def _cancel_currently_untracked_orders(self, open_orders_ids: List[str]): finally: self._log(DEBUG, """_cancel_untracked_orders... end""") - async def _cancel_duplicated_orders(self): - try: - self._log(DEBUG, """_cancel_duplicated_orders... start""") - - request = None - response = None - try: - duplicated_orders_ids = await self._get_duplicated_orders_ids() - - if len(duplicated_orders_ids) > 0: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "ids": duplicated_orders_ids, - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - response = await self._gateway.kujira_delete_orders(request) - else: - self._log(INFO, "No order needed to be canceled.") - response = {} - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_cancel_duplicated_orders... end""") - - async def _cancel_remaining_orders(self, candidate_orders, created_orders): - try: - self._log(DEBUG, """_cancel_duplicated_and_remaining_orders... start""") - - request = None - response = None - try: - remaining_orders_ids = await self._get_remaining_orders_ids(candidate_orders, created_orders) - - if len(remaining_orders_ids) > 0: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "ids": remaining_orders_ids, - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - response = await self._gateway.kujira_delete_orders(request) - else: - self._log(INFO, "No order needed to be canceled.") - response = {} - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_cancel_duplicated_and_remaining_orders... end""") - async def _cancel_all_orders(self): try: self._log(DEBUG, """_cancel_all_orders... start""") From 75affdbbf06fd19acbcaaeedc18a2eeb71ba496c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Apr 2023 13:16:47 +0000 Subject: [PATCH 023/359] First stable version of the kujira_pmm_example.py script. --- scripts/kujira_pmm_example.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 9c21db83f1..7f6d3049d0 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -50,8 +50,8 @@ def __init__(self): "markets": { "kujira_kujira_testnet": [ # Only one market can be used for now # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" - # "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" - "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" + "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" + # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" ] }, "strategy": { @@ -236,7 +236,8 @@ async def async_stop(self, clock: Clock): if self._configuration["strategy"]["cancel_all_orders_on_stop"]: await self._cancel_all_orders() - await self._market_withdraw() + + await self._market_withdraw() super().stop(clock) finally: From 0e59b9ee9ec1fb3c38f5b690dce0e6c5fee1dd3e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Apr 2023 18:11:07 +0000 Subject: [PATCH 024/359] First stable version of the kujira_pmm_example.py script. --- scripts/kujira_pmm_example.py | 16 ++++++++++++++-- 1 file changed, 14 insertions(+), 2 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 7f6d3049d0..c99a1c9871 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -235,9 +235,9 @@ async def async_stop(self, clock: Clock): self._can_run = False if self._configuration["strategy"]["cancel_all_orders_on_stop"]: - await self._cancel_all_orders() + await self.retry_async_with_timeout(self._cancel_all_orders) - await self._market_withdraw() + await self.retry_async_with_timeout(self._market_withdraw) super().stop(clock) finally: @@ -980,6 +980,18 @@ def _calculate_waiting_time(self, number: int) -> int: return result + async def retry_async_with_timeout(self, function, *arguments, number_of_retries=3, timeout_in_seconds=60, delay_between_retries_in_seconds=0.5): + for retry in range(number_of_retries): + try: + return await asyncio.wait_for(function(*arguments), timeout_in_seconds) + except asyncio.TimeoutError: + self._log(ERROR, f"TimeoutError in the attempt {retry+1} of {number_of_retries}.", True) + except Exception as exception: + message = f"""ERROR in the attempt {retry+1} of {number_of_retries}: {type(exception).__name__} {str(exception)}""" + self._log(ERROR, message, True) + await asyncio.sleep(delay_between_retries_in_seconds) + raise Exception(f"Operation failed with {number_of_retries} attempts.") + def _log(self, level: int, message: str, *args, **kwargs): # noinspection PyUnresolvedReferences message = f"""{message}""" From fce61c1d8bc5e704f4fff653cad8ead16e1fbbcd Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 3 May 2023 22:24:02 +0200 Subject: [PATCH 025/359] Updating kujira_pmm_example.py to reflect new changes from the Gateway API. --- scripts/kujira_pmm_example.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index c99a1c9871..af3c4d5cbc 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -202,7 +202,7 @@ async def on_tick(self): await self._get_filled_orders(use_cache=False) await self._get_balances(use_cache=False) - open_orders_ids = list(open_orders[self._owner_address].keys()) + open_orders_ids = list(open_orders.keys()) await self._cancel_currently_untracked_orders(open_orders_ids) proposal: List[OrderCandidate] = await self._create_proposal() @@ -630,8 +630,8 @@ async def _get_last_filled_order(self) -> Dict[str, Any]: filled_orders = await self._get_filled_orders() - if len((filled_orders or {}).get(self._owner_address, {})): - last_filled_order = list(dict(filled_orders[self._owner_address]).values())[0] + if len((filled_orders or {})): + last_filled_order = list(dict(filled_orders).values())[0] else: last_filled_order = None @@ -826,7 +826,7 @@ async def _get_duplicated_orders_ids(self) -> List[str]: self._log(DEBUG, """_get_duplicated_orders_ids... start""") try: - open_orders = (await self._get_open_orders()).get(self._owner_address, {}).values() + open_orders = (await self._get_open_orders()).values() open_orders_map = {} duplicated_orders_ids = [] From 63772edbfcc612d68a95c766a0ca4e750fd2f2cc Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 4 May 2023 12:44:52 -0300 Subject: [PATCH 026/359] Fixed "RuntimeError: This event loop is already running in python" with nest_asyncio package --- hummingbot/client/command/start_command.py | 3 +++ setup/environment-linux-aarch64.yml | 1 + setup/environment-linux.yml | 1 + setup/environment-win64.yml | 1 + setup/environment.yml | 1 + 5 files changed, 7 insertions(+) diff --git a/hummingbot/client/command/start_command.py b/hummingbot/client/command/start_command.py index ebdd893670..57087fd418 100644 --- a/hummingbot/client/command/start_command.py +++ b/hummingbot/client/command/start_command.py @@ -4,6 +4,7 @@ import time from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Set +import nest_asyncio import pandas as pd import hummingbot.client.settings as settings @@ -21,6 +22,8 @@ from hummingbot.strategy.script_strategy_base import ScriptStrategyBase from hummingbot.user.user_balances import UserBalances +nest_asyncio.apply() + if TYPE_CHECKING: from hummingbot.client.hummingbot_application import HummingbotApplication # noqa: F401 diff --git a/setup/environment-linux-aarch64.yml b/setup/environment-linux-aarch64.yml index 9afdf88910..7829dba221 100644 --- a/setup/environment-linux-aarch64.yml +++ b/setup/environment-linux-aarch64.yml @@ -60,6 +60,7 @@ dependencies: - hexbytes==0.2.0 - importlib-metadata==0.23 - injective-py==0.6.1.6 + - jsonpickle==3.0.1 - mypy-extensions==0.4.3 - pandas_ta==0.3.14b - pre-commit==2.18.1 diff --git a/setup/environment-linux.yml b/setup/environment-linux.yml index 38603614e4..33adfbc629 100644 --- a/setup/environment-linux.yml +++ b/setup/environment-linux.yml @@ -60,6 +60,7 @@ dependencies: - hexbytes==0.2.0 - importlib-metadata==0.23 - injective-py==0.6.1.6 + - jsonpickle==3.0.1 - mypy-extensions==0.4.3 - pandas_ta==0.3.14b - pre-commit==2.18.1 diff --git a/setup/environment-win64.yml b/setup/environment-win64.yml index d7b3d183d3..3a97242b89 100644 --- a/setup/environment-win64.yml +++ b/setup/environment-win64.yml @@ -59,6 +59,7 @@ dependencies: - hexbytes==0.2.0 - importlib-metadata==0.23 - injective-py==0.6.1.6 + - jsonpickle==3.0.1 - mypy-extensions==0.4.3 - pandas_ta==0.3.14b - pre-commit==2.18.1 diff --git a/setup/environment.yml b/setup/environment.yml index 03cca6f4cb..752d4326f1 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -61,6 +61,7 @@ dependencies: - hexbytes==0.2.0 - importlib-metadata==0.23 - injective-py==0.6.1.6 + - jsonpickle==3.0.1 - mypy-extensions==0.4.3 - pandas_ta==0.3.14b - pre-commit==2.18.1 From b8354c7d2075bf9237e1a7833dd23cb1f863fb41 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 14:09:12 +0200 Subject: [PATCH 027/359] Updating Kujira client implementation. --- .../kujira/kujira_api_data_source.py | 730 ++++++++---------- .../data_sources/kujira/kujira_constants.py | 18 +- .../data_sources/kujira/kujira_helpers.py | 8 +- .../data_sources/kujira/kujira_types.py | 21 +- 4 files changed, 359 insertions(+), 418 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index afa0828ee6..92adcc3763 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -15,11 +15,13 @@ BACKEND_TO_CLIENT_ORDER_STATE_MAP, CLIENT_TO_BACKEND_ORDER_TYPES_MAP, CONNECTOR_NAME, + DEFAULT_SUB_ACCOUNT_SUFFIX, LOST_ORDER_COUNT_LIMIT, MARKETS_UPDATE_INTERVAL, MSG_BATCH_UPDATE_ORDERS, MSG_CANCEL_SPOT_ORDER, MSG_CREATE_SPOT_LIMIT_ORDER, + ORDER_CHAIN_PROCESSING_TIMEOUT, REQUESTS_SKIP_STEP, ) from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import OrderHashManager @@ -39,10 +41,13 @@ from hummingbot.logger import HummingbotLogger from .kujira_types import ( + AccountPortfolioResponse, AsyncClient, + Coin, GetTxByTxHashResponse, MarketsResponse, Network, + Portfolio, ProtoMsgComposer, SpotMarketInfo, SpotOrder, @@ -54,7 +59,7 @@ StreamSubaccountBalanceResponse, StreamTradesResponse, StreamTxsResponse, - SubaccountBalance, + SubaccountBalanceV2, TokenMeta, ) @@ -135,7 +140,7 @@ def get_supported_order_types(self) -> List[OrderType]: @property def _is_default_subaccount(self): - return self._sub_account_id[-24:] == "000000000000000000000000" + return self._sub_account_id[-24:] == DEFAULT_SUB_ACCOUNT_SUFFIX async def start(self): """Starts the event streaming.""" @@ -154,11 +159,122 @@ async def stop(self): self._markets_update_task and self._markets_update_task.cancel() self._markets_update_task = None + async def check_network_status(self) -> NetworkStatus: + status = NetworkStatus.CONNECTED + try: + await self._client.ping() + await self._get_gateway_instance().ping_gateway() + except asyncio.CancelledError: + raise + except Exception: + status = NetworkStatus.NOT_CONNECTED + return status + + async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + market = self._markets_info[trading_pair] + order_book_response = await self._client.get_spot_orderbooksV2(market_ids=[market.market_id]) + price_scale = self._get_backend_price_scaler(market=market) + size_scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) + last_update_timestamp_ms = 0 + bids = [] + orderbook = order_book_response.orderbooks[0].orderbook + for bid in orderbook.buys: + bids.append((Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, bid.timestamp) + asks = [] + for ask in orderbook.sells: + asks.append((Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, ask.timestamp) + snapshot_msg = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": last_update_timestamp_ms, + "bids": bids, + "asks": asks, + }, + timestamp=last_update_timestamp_ms * 1e-3, + ) + return snapshot_msg + + def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + return str(status_update_exception).startswith("No update found for order") + + def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + return False + + async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: + status_update: Optional[OrderUpdate] = None + trading_pair = in_flight_order.trading_pair + order_hash = await in_flight_order.get_exchange_order_id() + misc_updates = { + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + } + + market = self._markets_info[trading_pair] + direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" + status_update = await self._get_booked_order_status_update( + trading_pair=trading_pair, + client_order_id=in_flight_order.client_order_id, + order_hash=order_hash, + market_id=market.market_id, + direction=direction, + creation_timestamp=in_flight_order.creation_timestamp, + order_type=in_flight_order.order_type, + trade_type=in_flight_order.trade_type, + order_mist_updates=misc_updates, + ) + if status_update is None and in_flight_order.creation_transaction_hash is not None: + try: + tx_response = await self._get_transaction_by_hash( + transaction_hash=in_flight_order.creation_transaction_hash + ) + except Exception: + self.logger().debug( + f"Failed to fetch transaction {in_flight_order.creation_transaction_hash} for order" + f" {in_flight_order.exchange_order_id}.", + exc_info=True, + ) + tx_response = None + if tx_response is None: + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + elif await self._check_if_order_failed_based_on_transaction( + transaction=tx_response, order=in_flight_order + ): + status_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=tx_response.data.block_unix_timestamp * 1e-3, + new_state=OrderState.FAILED, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates=misc_updates, + ) + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + if status_update is None: + raise IOError(f"No update found for order {in_flight_order.client_order_id}") + + if in_flight_order.current_state == OrderState.PENDING_CREATE and status_update.new_state != OrderState.OPEN: + open_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=status_update.update_timestamp, + new_state=OrderState.OPEN, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=status_update.exchange_order_id, + misc_updates=misc_updates, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=status_update) + + return status_update + async def place_order( self, order: GatewayInFlightOrder, **kwargs ) -> Tuple[Optional[str], Dict[str, Any]]: spot_order_to_create = [self._compose_spot_order_for_local_hash_computation(order=order)] - async with self._order_placement_lock: order_hashes = self._order_hash_manager.compute_order_hashes( spot_orders=spot_order_to_create, derivative_orders=[] @@ -177,13 +293,17 @@ async def place_order( price=order.price, size=order.amount, ) + transaction_hash: Optional[str] = order_result.get("txHash") except Exception: await self._update_account_address_and_create_order_hash_manager() raise - transaction_hash: Optional[str] = order_result.get("txHash") + self.logger().debug( + f"Placed order {order_hash} with nonce {self._order_hash_manager.current_nonce - 1}" + f" and tx hash {transaction_hash}." + ) - if transaction_hash is None: + if transaction_hash in (None, ""): await self._update_account_address_and_create_order_hash_manager() raise ValueError( f"The creation transaction for {order.client_order_id} failed. Please ensure there is sufficient" @@ -224,10 +344,10 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) transaction_hash: Optional[str] = update_result.get("txHash") exception = None - if transaction_hash is None: + if transaction_hash in (None, ""): await self._update_account_address_and_create_order_hash_manager() self.logger().error("The batch order update transaction failed.") - exception = RuntimeError("The creation transaction has failed on the Kujira chain.") + exception = RuntimeError("The creation transaction has failed on the Injective chain.") transaction_hash = f"0x{transaction_hash.lower()}" @@ -247,7 +367,6 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Dict[str, Any]]: - await order.get_exchange_order_id() cancelation_result = await self._get_gateway_instance().clob_cancel_order( @@ -260,7 +379,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Dict[st ) transaction_hash: Optional[str] = cancelation_result.get("txHash") - if transaction_hash is None: + if transaction_hash in (None, ""): async with self._order_placement_lock: await self._update_account_address_and_create_order_hash_manager() raise ValueError( @@ -306,7 +425,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> Lis if transaction_hash is None: await self._update_account_address_and_create_order_hash_manager() self.logger().error("The batch order update transaction failed.") - exception = RuntimeError("The cancelation transaction has failed on the Kujira chain.") + exception = RuntimeError("The cancelation transaction has failed on the Injective chain.") transaction_hash = f"0x{transaction_hash.lower()}" @@ -332,114 +451,63 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: price = Decimal("NaN") return price - async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - market = self._markets_info[trading_pair] - order_book_response = await self._client.get_spot_orderbook(market_id=market.market_id) - price_scale = self._get_backend_price_scaler(market=market) - size_scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) - last_update_timestamp_ms = 0 - bids = [] - for bid in order_book_response.orderbook.buys: - bids.append((Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, bid.timestamp) - asks = [] - for ask in order_book_response.orderbook.sells: - asks.append((Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, ask.timestamp) - snapshot_msg = OrderBookMessage( - message_type=OrderBookMessageType.SNAPSHOT, - content={ - "trading_pair": trading_pair, - "update_id": last_update_timestamp_ms, - "bids": bids, - "asks": asks, - }, - timestamp=last_update_timestamp_ms * 1e-3, - ) - return snapshot_msg - - def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): - # We need to keep local copy of total and available balance so we can trigger BalanceUpdateEvent with correct - # details. This is specifically for Kujira during the processing of balance streams, where the messages does not - # detail the total_balance and available_balance across bank and subaccounts. - for asset_name, balance_entry in balances.items(): - if "total_balance" in balance_entry: - self._account_balances[asset_name] = balance_entry["total_balance"] - if "available_balance" in balance_entry: - self._account_available_balances[asset_name] = balance_entry["available_balance"] - async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - """Returns a dictionary like - - { - asset_name: { - "total_balance": Decimal, - "available_balance": Decimal, - } - } + if self._account_address is None: + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + self._check_markets_initialized() or await self._update_markets() - Sub-account balances response example: - - balances [ - { - subaccount_id: "0x972a7e7d1db231f67e797fccfbd04d17f825fcde000000000000000000000000" # noqa: mock - account_address: "inj1ju48ulgakgclvlne0lx0h5zdzluztlx7suwq7z" - denom: "inj" - deposit { - total_balance: "33624286700000000000000" - available_balance: "33425992700000000000000" - } - } - ] + portfolio_response: AccountPortfolioResponse = await self._client.get_account_portfolio( + account_address=self._account_address + ) - Bank balances response example: + portfolio: Portfolio = portfolio_response.portfolio + bank_balances: List[Coin] = portfolio.bank_balances + sub_account_balances: List[SubaccountBalanceV2] = portfolio.subaccounts - balances { - denom: "inj" - amount: "4997743375000000000" - } - pagination { - total: 1 - } - """ - self._check_markets_initialized() or await self._update_markets() + balances_dict: Dict[str, Dict[str, Decimal]] = {} - balances_dict = {} - portfolio_balances = await self._client.get_account_portfolio(account_address=self._account_address) if self._is_default_subaccount: - for balance in portfolio_balances.portfolio.bank_balances: - denom_meta = self._denom_to_token_meta.get(balance.denom) - if denom_meta: - asset_name = denom_meta.symbol - asset_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) - total_balance = Decimal(balance.amount) * asset_scaler - available_balance = total_balance # Because it's bank account + for bank_entry in bank_balances: + denom_meta = self._denom_to_token_meta.get(bank_entry.denom) + if denom_meta is not None: + asset_name: str = denom_meta.symbol + denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") + + available_balance: Decimal = Decimal(bank_entry.amount) * denom_scaler + total_balance: Decimal = available_balance balances_dict[asset_name] = { "total_balance": total_balance, "available_balance": available_balance, } - for subacct_balance in portfolio_balances.portfolio.subaccounts: - if subacct_balance.subaccount_id.casefold() != self._sub_account_id.casefold(): + + for entry in sub_account_balances: + if entry.subaccount_id.casefold() != self._sub_account_id.casefold(): continue - denom_meta = self._denom_to_token_meta.get(subacct_balance.denom) - if denom_meta: - asset_name = denom_meta.symbol - asset_scaler = self._get_backend_denom_scaler(denom_meta=denom_meta) - total_balance = Decimal(subacct_balance.deposit.total_balance) * asset_scaler - available_balance = Decimal(subacct_balance.deposit.available_balance) * asset_scaler - - balance_element = balances_dict.get(asset_name, {'total_balance': 0, 'available_balance': 0}) - balance_element['total_balance'] += total_balance - balance_element['available_balance'] += available_balance + + denom_meta = self._denom_to_token_meta.get(entry.denom) + if denom_meta is not None: + asset_name: str = denom_meta.symbol + denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") + + total_balance: Decimal = Decimal(entry.deposit.total_balance) * denom_scaler + available_balance: Decimal = Decimal(entry.deposit.available_balance) * denom_scaler + + balance_element = balances_dict.get( + asset_name, {"total_balance": Decimal("0"), "available_balance": Decimal("0")} + ) + balance_element["total_balance"] += total_balance + balance_element["available_balance"] += available_balance balances_dict[asset_name] = balance_element + + self._update_local_balances(balances=balances_dict) return balances_dict async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: trading_pair = in_flight_order.trading_pair market = self._markets_info[trading_pair] + exchange_order_id = await in_flight_order.get_exchange_order_id() direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" - - trade_updates = [] trades = await self._get_all_trades( market_id=market.market_id, direction=direction, @@ -447,103 +515,94 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li updated_at=int(in_flight_order.last_update_timestamp * 1e3) ) - for backend_trade in trades: - trade_update = self._parse_backend_trade( - client_order_id=in_flight_order.client_order_id, backend_trade=backend_trade - ) - trade_updates.append(trade_update) + client_order_id: str = in_flight_order.client_order_id + trade_updates = [] - return trade_updates + for trade in trades: + if trade.order_hash == exchange_order_id: + _, trade_update = self._parse_backend_trade(client_order_id=client_order_id, backend_trade=trade) + trade_updates.append(trade_update) - async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: - trading_pair = in_flight_order.trading_pair - order_hash = await in_flight_order.get_exchange_order_id() - misc_updates = { - "creation_transaction_hash": in_flight_order.creation_transaction_hash, - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, - } + return trade_updates - market = self._markets_info[trading_pair] - direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" - status_update = await self._get_booked_order_status_update( - trading_pair=trading_pair, - client_order_id=in_flight_order.client_order_id, - order_hash=order_hash, - market_id=market.market_id, - direction=direction, - creation_timestamp=in_flight_order.creation_timestamp, - order_type=in_flight_order.order_type, - trade_type=in_flight_order.trade_type, - order_mist_updates=misc_updates, + async def _update_account_address_and_create_order_hash_manager(self): + if not self._order_placement_lock.locked(): + raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") + response: Dict[str, Any] = await self._get_gateway_instance().clob_injective_balances( + chain=self._chain, network=self._network, address=self._sub_account_id ) - if status_update is None and in_flight_order.creation_transaction_hash is not None: - creation_transaction = await self._get_transaction_by_hash( - transaction_hash=in_flight_order.creation_transaction_hash - ) - if await self._check_if_order_failed_based_on_transaction( - transaction=creation_transaction, order=in_flight_order - ): - status_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=creation_transaction.data.block_unix_timestamp * 1e-3, - new_state=OrderState.FAILED, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates=misc_updates, - ) - if status_update is None: - raise IOError(f"No update found for order {in_flight_order.client_order_id}") + self._account_address: str = response["injectiveAddress"] - if in_flight_order.current_state == OrderState.PENDING_CREATE and status_update.new_state != OrderState.OPEN: - open_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=status_update.update_timestamp, - new_state=OrderState.OPEN, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=status_update.exchange_order_id, - misc_updates=misc_updates, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + await self._client.get_account(self._account_address) + await self._client.sync_timeout_height() + tasks_to_await_submitted_orders_to_be_processed_by_chain = [ + asyncio.wait_for(order.wait_until_processed_by_exchange(), timeout=ORDER_CHAIN_PROCESSING_TIMEOUT) + for order in self._gateway_order_tracker.active_orders.values() + if order.creation_transaction_hash is not None + ] # orders that have been sent to the chain but not yet added to a block will affect the order nonce + await safe_gather(*tasks_to_await_submitted_orders_to_be_processed_by_chain, return_exceptions=True) # await their processing + self._order_hash_manager = OrderHashManager(network=self._network_obj, sub_account_id=self._sub_account_id) + await self._order_hash_manager.start() - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=status_update) + def _check_markets_initialized(self) -> bool: + return ( + len(self._markets_info) != 0 + and len(self._market_id_to_active_spot_markets) != 0 + and len(self._denom_to_token_meta) != 0 + ) - return status_update + async def _update_markets_loop(self): + while True: + await self._sleep(delay=MARKETS_UPDATE_INTERVAL) + await self._update_markets() - async def check_network_status(self) -> NetworkStatus: - status = NetworkStatus.CONNECTED - try: - await self._client.ping() - await self._get_gateway_instance().ping_gateway() - except asyncio.CancelledError: - raise - except Exception: - status = NetworkStatus.NOT_CONNECTED - return status + async def _update_markets(self): + markets = await self._get_spot_markets() + self._update_trading_pair_to_active_spot_markets(markets=markets) + self._update_market_id_to_active_spot_markets(markets=markets) + self._update_denom_to_token_meta(markets=markets) - async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: - self._check_markets_initialized() or await self._update_markets() + async def _get_spot_markets(self) -> MarketsResponse: + market_status = "active" + markets = await self._client.get_spot_markets(market_status=market_status) + return markets - trading_fees = {} - for trading_pair, market in self._markets_info.items(): - fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) - maker_fee = Decimal(market.maker_fee_rate) * fee_scaler - taker_fee = Decimal(market.taker_fee_rate) * fee_scaler - trading_fees[trading_pair] = MakerTakerExchangeFeeRates( - maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] - ) - return trading_fees + def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): + # We need to keep local copy of total and available balance so we can trigger BalanceUpdateEvent with correct + # details. This is specifically for Injective during the processing of balance streams, where the messages does not + # detail the total_balance and available_balance across bank and subaccounts. + for asset_name, balance_entry in balances.items(): + if "total_balance" in balance_entry: + self._account_balances[asset_name] = balance_entry["total_balance"] + if "available_balance" in balance_entry: + self._account_available_balances[asset_name] = balance_entry["available_balance"] - def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - return str(status_update_exception).startswith("No update found for order") + def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): + markets_dict = {market.market_id: market for market in markets.markets} + self._market_id_to_active_spot_markets.clear() + self._market_id_to_active_spot_markets.update(markets_dict) - def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - return False + def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> TradingRule: + min_price_tick_size = self._convert_price_from_backend( + price=market_info.min_price_tick_size, market=market_info + ) + min_quantity_tick_size = self._convert_size_from_backend( + size=market_info.min_quantity_tick_size, market=market_info + ) + trading_rule = TradingRule( + trading_pair=trading_pair, + min_order_size=min_quantity_tick_size, + min_price_increment=min_price_tick_size, + min_base_amount_increment=min_quantity_tick_size, + min_quote_amount_increment=min_price_tick_size, + ) + return trading_rule def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: market = self._markets_info[order.trading_pair] return self._composer.SpotOrder( market_id=market.market_id, - subaccount_id=self._sub_account_id, + subaccount_id=self._sub_account_id.lower(), fee_recipient=self._account_address, price=float(order.price), quantity=float(order.amount), @@ -551,6 +610,19 @@ def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightO is_po=order.order_type == OrderType.LIMIT_MAKER, ) + async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: + self._check_markets_initialized() or await self._update_markets() + + trading_fees = {} + for trading_pair, market in self._markets_info.items(): + fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) + maker_fee = Decimal(market.maker_fee_rate) * fee_scaler + taker_fee = Decimal(market.taker_fee_rate) * fee_scaler + trading_fees[trading_pair] = MakerTakerExchangeFeeRates( + maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] + ) + return trading_fees + async def _get_booked_order_status_update( self, trading_pair: str, @@ -569,7 +641,7 @@ async def _get_booked_order_status_update( trade_type=trade_type, order_hash=order_hash, direction=direction, - start_time=int(creation_timestamp), + start_time=int(creation_timestamp * 1e3), ) if order_status is not None: @@ -586,43 +658,6 @@ async def _get_booked_order_status_update( return status_update - async def _update_account_address_and_create_order_hash_manager(self): - if not self._order_placement_lock.locked(): - raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") - # response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( - # chain=self._chain, network=self._network, address=self._sub_account_id - # ) - self._account_address: str = self._sub_account_id - await self._client.get_account(self._account_address) - await self._client.sync_timeout_height() - self._order_hash_manager = OrderHashManager( - network=self._network_obj, sub_account_id=self._sub_account_id - ) - await self._order_hash_manager.start() - - def _check_markets_initialized(self) -> bool: - return ( - len(self._markets_info) != 0 - and len(self._market_id_to_active_spot_markets) != 0 - and len(self._denom_to_token_meta) != 0 - ) - - async def _update_markets_loop(self): - while True: - await self._sleep(delay=MARKETS_UPDATE_INTERVAL) - await self._update_markets() - - async def _update_markets(self): - markets = await self._get_spot_markets() - self._update_trading_pair_to_active_spot_markets(markets=markets) - self._update_market_id_to_active_spot_markets(markets=markets) - self._update_denom_to_token_meta(markets=markets) - - async def _get_spot_markets(self) -> MarketsResponse: - market_status = "active" - markets = await self._client.get_spot_markets(market_status=market_status) - return markets - def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): markets_dict = {} for market in markets.markets: @@ -633,11 +668,6 @@ def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): self._markets_info.clear() self._markets_info.update(markets_dict) - def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): - markets_dict = {market.market_id: market for market in markets.markets} - self._market_id_to_active_spot_markets.clear() - self._market_id_to_active_spot_markets.update(markets_dict) - def _update_denom_to_token_meta(self, markets: MarketsResponse): self._denom_to_token_meta.clear() for market in markets.markets: @@ -659,9 +689,10 @@ async def _start_streams(self): self._order_books_stream_listener = ( self._order_books_stream_listener or safe_ensure_future(coro=self._listen_to_order_books_stream()) ) - self._bank_balances_stream_listener = self._bank_balances_stream_listener or safe_ensure_future( - coro=self._listen_to_bank_balances_streams() - ) + if self._is_default_subaccount: + self._bank_balances_stream_listener = ( + self._bank_balances_stream_listener or safe_ensure_future(coro=self._listen_to_bank_balances_streams()) + ) self._subaccount_balances_stream_listener = self._subaccount_balances_stream_listener or safe_ensure_future( coro=self._listen_to_subaccount_balances_stream() ) @@ -686,72 +717,28 @@ async def _stop_streams(self): async def _listen_to_trades_stream(self): while True: - market_ids = self._get_market_ids() + market_ids: List[str] = self._get_market_ids() stream: UnaryStreamCall = await self._client.stream_spot_trades(market_ids=market_ids) try: - async for trade in stream: - self._parse_trade_event(trade=trade) + async for trade_msg in stream: + self._process_trade_stream_event(message=trade_msg) except asyncio.CancelledError: raise except Exception: - self.logger().exception("Unexpected error in user stream listener loop.") - self.logger().info("Restarting trades stream.") + self.logger().exception("Unexpected error in public trade listener loop.") + self.logger().info("Restarting public trades stream.") stream.cancel() - def _parse_trade_event(self, trade: StreamTradesResponse): - """Kujira fires two trade updates per transaction. - - Trade update example: - - trade { - order_hash: "0x289fa654ac64a591e0cee447af3f03b279c8e8cc4d77e2f1c24386eefa8988c9" # noqa: mock - subaccount_id: "0x32b16783ea9a08602dc792f24c3d78bba6e333d3000000000000000000000000" # noqa: mock - market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: mock - trade_execution_type: "limitMatchNewOrder" - trade_direction: "buy" - price { - price: "0.000000001160413" - quantity: "1000000000000000" - timestamp: 1669192684763 - } - fee: "278.49912" - executed_at: 1669192684763 - fee_recipient: "inj1x2ck0ql2ngyxqtw8jteyc0tchwnwxv7npaungt" - trade_id: "19906622_289fa654ac64a591e0cee447af3f03b279c8e8cc4d77e2f1c24386eefa8988c9" # noqa: mock - execution_side: "taker" - } - operation_type: "insert" - timestamp: 1669192686000 - """ - market_id = trade.trade.market_id - trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) - market = self._market_id_to_active_spot_markets[market_id] - price = self._convert_price_from_backend(price=trade.trade.price.price, market=market) - size = self._convert_size_from_backend(size=trade.trade.price.quantity, market=market) - is_taker = trade.trade.execution_side == "taker" - - trade_msg_content = { - "trade_id": trade.trade.trade_id, - "trading_pair": trading_pair, - "trade_type": TradeType.BUY if trade.trade.trade_direction == "buy" else TradeType.SELL, - "amount": size, - "price": price, - "is_taker": is_taker, - } - trade_msg = OrderBookMessage( - message_type=OrderBookMessageType.TRADE, - timestamp=trade.trade.executed_at * 1e-3, - content=trade_msg_content, - ) - self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_msg) - - exchange_order_id = trade.trade.order_hash + def _process_trade_stream_event(self, message: StreamTradesResponse): + trade_message: SpotTrade = message.trade + exchange_order_id = trade_message.order_hash tracked_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(exchange_order_id) client_order_id = "" if tracked_order is None else tracked_order.client_order_id - - trade_update = self._parse_backend_trade( - client_order_id=client_order_id, backend_trade=trade.trade + trade_ob_msg, trade_update = self._parse_backend_trade( + client_order_id=client_order_id, backend_trade=trade_message ) + + self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_ob_msg) self._publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=trade_update) async def _listen_to_orders_stream(self, market_id: str): @@ -768,27 +755,6 @@ async def _listen_to_orders_stream(self, market_id: str): stream.cancel() def _parse_order_stream_update(self, order: StreamOrdersResponse): - """ - Order update example: - - order { - order_hash: "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: documentation - market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: documentation - subaccount_id: "0x32b16783ea9a08602dc792f24c3d78bba6e333d3000000000000000000000000" # noqa: documentation - execution_type: "limit" - order_type: "buy_po" - price: "0.00000000116023" - trigger_price: "0" - quantity: "2000000000000000" - filled_quantity: "0" - state: "canceled" - created_at: 1669198777253 - updated_at: 1669198783253 - direction: "buy" - } - operation_type: "update" - timestamp: 1669198784000 - """ order_hash = order.order.order_hash in_flight_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(order_hash) if in_flight_order is not None: @@ -815,7 +781,7 @@ def _parse_order_stream_update(self, order: StreamOrdersResponse): async def _listen_to_order_books_stream(self): while True: market_ids = self._get_market_ids() - stream: UnaryStreamCall = await self._client.stream_spot_orderbooks(market_ids=market_ids) + stream: UnaryStreamCall = await self._client.stream_spot_orderbook_snapshot(market_ids=market_ids) try: async for order_book_update in stream: self._parse_order_book_event(order_book_update=order_book_update) @@ -827,25 +793,6 @@ async def _listen_to_order_books_stream(self): stream.cancel() def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): - """ - Orderbook update example: - - orderbook { - buys { - price: "0.000000001161518" - quantity: "1000000000000000" - timestamp: 1662113015864 - } - sells { - price: "0.00000000116303" - quantity: "1366000000000000000" - timestamp: 1669192832799 - } - } - operation_type: "update" - timestamp: 1669192836000 - market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: documentation - """ udpate_timestamp_ms = order_book_update.timestamp market_id = order_book_update.market_id trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) @@ -890,10 +837,6 @@ def _parse_bank_balance_message(self, message: StreamAccountPortfolioResponse) - ) return balance_msg - def _process_bank_balance_stream_event(self, message: StreamAccountPortfolioResponse): - balance_msg: BalanceUpdateEvent = self._parse_bank_balance_message(message=message) - self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) - async def _listen_to_bank_balances_streams(self): while True: stream: UnaryStreamCall = await self._client.stream_account_portfolio( @@ -909,56 +852,14 @@ async def _listen_to_bank_balances_streams(self): self.logger().info("Restarting account balances stream.") stream.cancel() - def _parse_subaccount_balance_message(self, message: StreamSubaccountBalanceResponse) -> BalanceUpdateEvent: - """ - Balance Example: - - balance { - subaccount_id: "0xc7dca7c15c364865f77a4fb67ab11dc95502e6fe000000000000000000000001" # noqa: documentation - account_address: "inj1clw20s2uxeyxtam6f7m84vgae92s9eh7vygagt" # noqa: documentation - denom: "inj" - deposit { - available_balance: "9980001000000000000" - } - } - timestamp: 1675902606000 - - """ - subaccount_balance: SubaccountBalance = message.balance - denom_meta: TokenMeta = self._denom_to_token_meta[subaccount_balance.denom] - asset_name: str = denom_meta.symbol - denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") - - total_balance = subaccount_balance.deposit.total_balance - total_balance = Decimal(total_balance) * denom_scaler if total_balance != "" else Decimal("0") - available_balance = subaccount_balance.deposit.available_balance - available_balance = Decimal(available_balance) * denom_scaler if available_balance != "" else Decimal("0") - - if self._is_default_subaccount: - if available_balance is not None: - available_balance += self._account_available_balances.get(asset_name, Decimal("0")) - if total_balance is not None: - total_balance += self._account_balances.get(asset_name, Decimal("0")) - - balance_msg = BalanceUpdateEvent( - timestamp=self._time(), - asset_name=asset_name, - total_balance=total_balance, - available_balance=available_balance, - ) - balance_dict: Dict[str, Dict[str, Decimal]] = { - asset_name: {"total_balance": total_balance, "available_balance": available_balance} - } - self._update_local_balances(balances=balance_dict) - return balance_msg - - def _process_subaccount_balance_stream_event(self, message: StreamSubaccountBalanceResponse): - balance_msg: BalanceUpdateEvent = self._parse_subaccount_balance_message(message=message) - self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) + def _process_bank_balance_stream_event(self, message: StreamAccountPortfolioResponse): + denom_meta = self._denom_to_token_meta[message.denom] + symbol = denom_meta.symbol + safe_ensure_future(self._issue_balance_update(token=symbol)) async def _listen_to_subaccount_balances_stream(self): while True: - # Uses KujiraAccountsRPC since it provides both total_balance and available_balance in a single stream. + # Uses InjectiveAccountsRPC since it provides both total_balance and available_balance in a single stream. stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) try: async for balance_msg in stream: @@ -970,6 +871,24 @@ async def _listen_to_subaccount_balances_stream(self): self.logger().info("Restarting account balances stream.") stream.cancel() + def _process_subaccount_balance_stream_event(self, message: StreamSubaccountBalanceResponse): + denom_meta = self._denom_to_token_meta[message.balance.denom] + symbol = denom_meta.symbol + safe_ensure_future(self._issue_balance_update(token=symbol)) + + async def _issue_balance_update(self, token: str): + account_balances = await self.get_account_balances() + token_balances = account_balances.get(token, {}) + total_balance = token_balances.get("total_balance", Decimal("0")) + available_balance = token_balances.get("available_balance", Decimal("0")) + balance_msg = BalanceUpdateEvent( + timestamp=self._time(), + asset_name=token, + total_balance=total_balance, + available_balance=available_balance, + ) + self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) + async def _get_backend_order_status( self, market_id: str, @@ -984,7 +903,7 @@ async def _get_backend_order_status( search_completed = False while not search_completed: - orders = await self._client.get_historical_spot_orders( + response = await self._client.get_historical_spot_orders( market_id=market_id, subaccount_id=self._sub_account_id, direction=direction, @@ -992,13 +911,13 @@ async def _get_backend_order_status( skip=skip, order_types=[CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(trade_type, order_type)]] ) - if len(orders.orders) == 0: + if len(response.orders) == 0: search_completed = True else: skip += REQUESTS_SKIP_STEP - for order in orders.orders: - if order.order_hash == order_hash: - order_status = order + for response_order in response.orders: + if response_order.order_hash == order_hash: + order_status = response_order search_completed = True break @@ -1022,7 +941,6 @@ async def _get_all_trades( direction=direction, skip=skip, start_time=created_at, - end_time=updated_at, ) if len(trades.trades) == 0: search_completed = True @@ -1032,12 +950,19 @@ async def _get_all_trades( return all_trades - def _parse_backend_trade(self, client_order_id: str, backend_trade: SpotTrade) -> TradeUpdate: + def _parse_backend_trade( + self, client_order_id: str, backend_trade: SpotTrade + ) -> Tuple[OrderBookMessage, TradeUpdate]: + exchange_order_id: str = backend_trade.order_hash market = self._market_id_to_active_spot_markets[backend_trade.market_id] trading_pair = self._get_trading_pair_from_market_id(market_id=backend_trade.market_id) + trade_id: str = backend_trade.trade_id + price = self._convert_price_from_backend(price=backend_trade.price.price, market=market) size = self._convert_size_from_backend(size=backend_trade.price.quantity, market=market) trade_type = TradeType.BUY if backend_trade.trade_direction == "buy" else TradeType.SELL + is_taker: bool = backend_trade.execution_side == "taker" + fee_amount = self._convert_quote_from_backend(quote_amount=backend_trade.fee, market=market) _, quote = split_hb_trading_pair(trading_pair=trading_pair) fee = TradeFeeBase.new_spot_fee( @@ -1045,10 +970,25 @@ def _parse_backend_trade(self, client_order_id: str, backend_trade: SpotTrade) - trade_type=trade_type, flat_fees=[TokenAmount(amount=fee_amount, token=quote)] ) + + trade_msg_content = { + "trade_id": trade_id, + "trading_pair": trading_pair, + "trade_type": trade_type, + "amount": size, + "price": price, + "is_taker": is_taker, + } + trade_ob_msg = OrderBookMessage( + message_type=OrderBookMessageType.TRADE, + timestamp=backend_trade.executed_at * 1e-3, + content=trade_msg_content, + ) + trade_update = TradeUpdate( - trade_id=backend_trade.trade_id, + trade_id=trade_id, client_order_id=client_order_id, - exchange_order_id=backend_trade.order_hash, + exchange_order_id=exchange_order_id, trading_pair=trading_pair, fill_timestamp=backend_trade.executed_at * 1e-3, fill_price=price, @@ -1056,7 +996,7 @@ def _parse_backend_trade(self, client_order_id: str, backend_trade: SpotTrade) - fill_quote_amount=price * size, fee=fee, ) - return trade_update + return trade_ob_msg, trade_update async def _listen_to_transactions_stream(self): while True: @@ -1086,22 +1026,6 @@ def _get_trading_pair_from_market_id(self, market_id: str) -> str: ) return trading_pair - def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> TradingRule: - min_price_tick_size = self._convert_price_from_backend( - price=market_info.min_price_tick_size, market=market_info - ) - min_quantity_tick_size = self._convert_size_from_backend( - size=market_info.min_quantity_tick_size, market=market_info - ) - trading_rule = TradingRule( - trading_pair=trading_pair, - min_order_size=min_quantity_tick_size, - min_price_increment=min_price_tick_size, - min_base_amount_increment=min_quantity_tick_size, - min_quote_amount_increment=min_price_tick_size, - ) - return trading_rule - def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: return market_info.market_id @@ -1128,10 +1052,8 @@ def _get_market_ids(self) -> List[str]: ] return market_ids - @staticmethod - async def _check_if_order_failed_based_on_transaction( - transaction: GetTxByTxHashResponse, order: GatewayInFlightOrder - ) -> bool: + async def _check_if_order_failed_based_on_transaction(self, transaction: GetTxByTxHashResponse, + order: GatewayInFlightOrder) -> bool: order_hash = await order.get_exchange_order_id() return order_hash.lower() not in transaction.data.data.decode().lower() diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 718089c82c..70294fc45d 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -14,17 +14,19 @@ # Injective related constants: ########################## -NONCE_PATH = "kujira/exchange/v1beta1/exchange" +NONCE_PATH = "injective/exchange/v1beta1/exchange" -CONNECTOR_NAME = "kujira" +CONNECTOR_NAME = "injective" REQUESTS_SKIP_STEP = 100 LOST_ORDER_COUNT_LIMIT = 10 +ORDER_CHAIN_PROCESSING_TIMEOUT = 5 MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 +DEFAULT_SUB_ACCOUNT_SUFFIX = "000000000000000000000000" CLIENT_TO_BACKEND_ORDER_TYPES_MAP: Dict[Tuple[TradeType, OrderType], str] = { - (TradeType.BUY, OrderType.LIMIT): "buy_po", + (TradeType.BUY, OrderType.LIMIT): "buy", (TradeType.BUY, OrderType.LIMIT_MAKER): "buy_po", (TradeType.BUY, OrderType.MARKET): "take_buy", - (TradeType.SELL, OrderType.LIMIT): "sell_po", + (TradeType.SELL, OrderType.LIMIT): "sell", (TradeType.SELL, OrderType.LIMIT_MAKER): "sell_po", (TradeType.SELL, OrderType.MARKET): "take_sell", } @@ -38,16 +40,16 @@ INJ_TOKEN_DENOM = "inj" MIN_GAS_PRICE_IN_INJ = ( - 5 * Decimal("1e8") # https://api.kujira.exchange/#faq-3-how-can-i-calculate-the-gas-fees-in-inj + 5 * Decimal("1e8") # https://api.injective.exchange/#faq-3-how-can-i-calculate-the-gas-fees-in-inj ) BASE_GAS = Decimal("100e3") GAS_BUFFER = Decimal("20e3") SPOT_SUBMIT_ORDER_GAS = Decimal("45e3") SPOT_CANCEL_ORDER_GAS = Decimal("25e3") -MSG_CREATE_SPOT_LIMIT_ORDER = "/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder" -MSG_CANCEL_SPOT_ORDER = "/kujira.exchange.v1beta1.MsgCancelSpotOrder" -MSG_BATCH_UPDATE_ORDERS = "/kujira.exchange.v1beta1.MsgBatchUpdateOrders" +MSG_CREATE_SPOT_LIMIT_ORDER = "/injective.exchange.v1beta1.MsgCreateSpotLimitOrder" +MSG_CANCEL_SPOT_ORDER = "/injective.exchange.v1beta1.MsgCancelSpotOrder" +MSG_BATCH_UPDATE_ORDERS = "/injective.exchange.v1beta1.MsgBatchUpdateOrders" ACC_NONCE_PATH_RATE_LIMIT_ID = "acc_nonce" RATE_LIMITS = [RateLimit(limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID, limit=100, time_interval=1)] diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index b6237893ec..9276acf8dd 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -9,9 +9,9 @@ from .kujira_types import ( Denom, DerivativeOrder, + InjectiveComposer, Network, OrderHashResponse, - ProtoMsgComposer, SpotOrder, build_eip712_msg, derivative_price_to_backend, @@ -20,6 +20,10 @@ hash_order, ) +########################## +# Injective related helpers: +########################## + class OrderHashManager: def __init__(self, network: Network, sub_account_id: str): @@ -57,7 +61,7 @@ def compute_order_hashes( return order_hashes -class Composer(ProtoMsgComposer): +class Composer(InjectiveComposer): def DerivativeOrder( self, market_id: str, diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 420af6d85f..c187464bd9 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -1,12 +1,18 @@ from enum import Enum from pyinjective.async_client import AsyncClient -from pyinjective.composer import Composer as ProtoMsgComposer +from pyinjective.composer import Composer as InjectiveComposer from pyinjective.constant import Denom, Network from pyinjective.orderhash import OrderHashResponse, build_eip712_msg, hash_order from pyinjective.proto.exchange.injective_accounts_rpc_pb2 import StreamSubaccountBalanceResponse, SubaccountBalance from pyinjective.proto.exchange.injective_explorer_rpc_pb2 import GetTxByTxHashResponse, StreamTxsResponse -from pyinjective.proto.exchange.injective_portfolio_rpc_pb2 import StreamAccountPortfolioResponse +from pyinjective.proto.exchange.injective_portfolio_rpc_pb2 import ( + AccountPortfolioResponse, + Coin, + Portfolio, + StreamAccountPortfolioResponse, + SubaccountBalanceV2, +) from pyinjective.proto.exchange.injective_spot_exchange_rpc_pb2 import ( MarketsResponse, SpotMarketInfo, @@ -110,7 +116,7 @@ class TickerSource(Enum): AsyncClient = AsyncClient -ProtoMsgComposer = ProtoMsgComposer +InjectiveComposer = InjectiveComposer Network = Network OrderHashResponse = OrderHashResponse build_eip712_msg = build_eip712_msg @@ -119,7 +125,11 @@ class TickerSource(Enum): SubaccountBalance = SubaccountBalance GetTxByTxHashResponse = GetTxByTxHashResponse StreamTxsResponse = StreamTxsResponse +AccountPortfolioResponse = AccountPortfolioResponse +Coin = Coin +Portfolio = Portfolio StreamAccountPortfolioResponse = StreamAccountPortfolioResponse +SubaccountBalanceV2 = SubaccountBalanceV2 MarketsResponse = MarketsResponse SpotMarketInfo = SpotMarketInfo SpotOrderHistory = SpotOrderHistory @@ -139,7 +149,6 @@ class TickerSource(Enum): __all__ = [ "AsyncClient", - "ProtoMsgComposer", "Network", "OrderHashResponse", "build_eip712_msg", @@ -148,7 +157,11 @@ class TickerSource(Enum): "SubaccountBalance", "GetTxByTxHashResponse", "StreamTxsResponse", + "AccountPortfolioResponse", + "Coin", + "Portfolio", "StreamAccountPortfolioResponse", + "SubaccountBalanceV2", "MarketsResponse", "SpotMarketInfo", "SpotOrderHistory", From de9bc48e1a75b56ad2f4f2a92521825887504fc9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 15:06:22 +0200 Subject: [PATCH 028/359] Updating the kujira_api_data_source.py --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 92adcc3763..49be85ab1e 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -45,10 +45,10 @@ AsyncClient, Coin, GetTxByTxHashResponse, + InjectiveComposer, MarketsResponse, Network, Portfolio, - ProtoMsgComposer, SpotMarketInfo, SpotOrder, SpotOrderHistory, @@ -95,7 +95,7 @@ def __init__( else: raise ValueError(f"Invalid network: {self._network}") self._client = AsyncClient(network=self._network_obj) - self._composer = ProtoMsgComposer(network=self._network_obj.string()) + self._composer = InjectiveComposer(network=self._network_obj.string()) self._order_hash_manager: Optional[OrderHashManager] = None self._markets_info: Dict[str, SpotMarketInfo] = {} From 3e7e12217ef5524ea663f4aec510c14ae0ecee4c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 15:15:38 +0200 Subject: [PATCH 029/359] Updating Kujira implementation. --- .../data_sources/kujira/kujira_api_data_source.py | 9 +++++---- .../clob_spot/data_sources/kujira/kujira_helpers.py | 4 ++-- .../clob_spot/data_sources/kujira/kujira_types.py | 5 +++-- 3 files changed, 10 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 49be85ab1e..aa4d63ce7c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -2,6 +2,7 @@ import json import time from asyncio import Lock +from collections import defaultdict from decimal import Decimal from enum import Enum from math import floor @@ -45,10 +46,10 @@ AsyncClient, Coin, GetTxByTxHashResponse, - InjectiveComposer, MarketsResponse, Network, Portfolio, + ProtoMsgComposer, SpotMarketInfo, SpotOrder, SpotOrderHistory, @@ -95,7 +96,7 @@ def __init__( else: raise ValueError(f"Invalid network: {self._network}") self._client = AsyncClient(network=self._network_obj) - self._composer = InjectiveComposer(network=self._network_obj.string()) + self._composer = ProtoMsgComposer(network=self._network_obj.string()) self._order_hash_manager: Optional[OrderHashManager] = None self._markets_info: Dict[str, SpotMarketInfo] = {} @@ -113,8 +114,8 @@ def __init__( self._order_placement_lock = Lock() # Local Balance - self._account_balances: Dict[str, Dict[str, Decimal]] = {} - self._account_available_balances: Dict[str, Dict[str, Decimal]] = {} + self._account_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) + self._account_available_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) @property def real_time_balance_update(self) -> bool: diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 9276acf8dd..1aaa255585 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -9,9 +9,9 @@ from .kujira_types import ( Denom, DerivativeOrder, - InjectiveComposer, Network, OrderHashResponse, + ProtoMsgComposer, SpotOrder, build_eip712_msg, derivative_price_to_backend, @@ -61,7 +61,7 @@ def compute_order_hashes( return order_hashes -class Composer(InjectiveComposer): +class Composer(ProtoMsgComposer): def DerivativeOrder( self, market_id: str, diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index c187464bd9..b914baffcc 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -1,7 +1,7 @@ from enum import Enum from pyinjective.async_client import AsyncClient -from pyinjective.composer import Composer as InjectiveComposer +from pyinjective.composer import Composer as ProtoMsgComposer from pyinjective.constant import Denom, Network from pyinjective.orderhash import OrderHashResponse, build_eip712_msg, hash_order from pyinjective.proto.exchange.injective_accounts_rpc_pb2 import StreamSubaccountBalanceResponse, SubaccountBalance @@ -116,7 +116,7 @@ class TickerSource(Enum): AsyncClient = AsyncClient -InjectiveComposer = InjectiveComposer +ProtoMsgComposer = ProtoMsgComposer Network = Network OrderHashResponse = OrderHashResponse build_eip712_msg = build_eip712_msg @@ -149,6 +149,7 @@ class TickerSource(Enum): __all__ = [ "AsyncClient", + "ProtoMsgComposer", "Network", "OrderHashResponse", "build_eip712_msg", From 77ad9bbc84fdbcac5da2e06c4b835e314c71d772 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 15:46:52 +0200 Subject: [PATCH 030/359] Adding a kujira_api_data_source_tester.py tester script. --- scripts/kujira_api_data_source_tester.py | 148 +++++++++++++++++++++++ 1 file changed, 148 insertions(+) create mode 100644 scripts/kujira_api_data_source_tester.py diff --git a/scripts/kujira_api_data_source_tester.py b/scripts/kujira_api_data_source_tester.py new file mode 100644 index 0000000000..fd7affa4ab --- /dev/null +++ b/scripts/kujira_api_data_source_tester.py @@ -0,0 +1,148 @@ +import asyncio +import time +from logging import DEBUG, ERROR +from typing import Any, Dict, List + +import jsonpickle + +from hummingbot.client.hummingbot_application import HummingbotApplication +from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT +from hummingbot.core.clock import Clock +from hummingbot.strategy.script_strategy_base import ScriptStrategyBase + + +# noinspection DuplicatedCode +class KujiraAPIDataSourceTester(ScriptStrategyBase): + + def __init__(self): + try: + self._log(DEBUG, """__init__... start""") + + super().__init__() + + self._can_run: bool = True + self._is_busy: bool = False + self._refresh_timestamp: int + + self._configuration = { + "markets": { + "kujira_kujira_testnet": [ # Only one market can be used for now + # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" + "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" + # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" + ] + }, + "strategy": { + "tick_interval": 59, + "run_only_once": False + }, + "logger": { + "level": "DEBUG" + } + } + finally: + self._log(DEBUG, """__init__... end""") + + def get_markets_definitions(self) -> Dict[str, List[str]]: + return self._configuration["markets"] + + # noinspection PyAttributeOutsideInit + async def initialize(self, start_command): + try: + self._log(DEBUG, """_initialize... start""") + + self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) + + await super().initialize(start_command) + + self.initialized = False + + self._connector_id = next(iter(self._configuration["markets"])) + + # noinspection PyTypeChecker + self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] + + self.initialized = True + except Exception as exception: + self._handle_error(exception) + + HummingbotApplication.main_application().stop() + finally: + self._log(DEBUG, """_initialize... end""") + + async def on_tick(self): + if (not self._is_busy) and (not self._can_run): + HummingbotApplication.main_application().stop() + + # noinspection PyUnresolvedReferences + if self._is_busy or (self._refresh_timestamp > self.current_timestamp): + return + + try: + self._log(DEBUG, """on_tick... start""") + + self._is_busy = True + except Exception as exception: + self._handle_error(exception) + finally: + waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) + + # noinspection PyAttributeOutsideInit + self._refresh_timestamp = waiting_time + self.current_timestamp + self._is_busy = False + + self._log(DEBUG, f"""Waiting for {waiting_time}s.""") + + self._log(DEBUG, """on_tick... end""") + + if self._configuration["strategy"]["run_only_once"]: + HummingbotApplication.main_application().stop() + + def stop(self, clock: Clock): + asyncio.get_event_loop().run_until_complete(self.async_stop(clock)) + + async def async_stop(self, clock: Clock): + try: + self._log(DEBUG, """_stop... start""") + + self._can_run = False + + super().stop(clock) + finally: + self._log(DEBUG, """_stop... end""") + + @staticmethod + def _calculate_waiting_time(number: int) -> int: + current_timestamp_in_milliseconds = int(time.time() * 1000) + result = number - (current_timestamp_in_milliseconds % number) + + return result + + async def retry_async_with_timeout(self, function, *arguments, number_of_retries=3, timeout_in_seconds=60, delay_between_retries_in_seconds=0.5): + for retry in range(number_of_retries): + try: + return await asyncio.wait_for(function(*arguments), timeout_in_seconds) + except asyncio.TimeoutError: + self._log(ERROR, f"TimeoutError in the attempt {retry+1} of {number_of_retries}.", True) + except Exception as exception: + message = f"""ERROR in the attempt {retry+1} of {number_of_retries}: {type(exception).__name__} {str(exception)}""" + self._log(ERROR, message, True) + await asyncio.sleep(delay_between_retries_in_seconds) + raise Exception(f"Operation failed with {number_of_retries} attempts.") + + def _log(self, level: int, message: str, *args, **kwargs): + # noinspection PyUnresolvedReferences + message = f"""{message}""" + + self.logger().log(level, message, *args, **kwargs) + + def _handle_error(self, exception: Exception): + message = f"""ERROR: {type(exception).__name__} {str(exception)}""" + self._log(ERROR, message, True) + + @staticmethod + def _dump(target: Any): + try: + return jsonpickle.encode(target, unpicklable=True, indent=2) + except (Exception,): + return target From 9d36b7217c5b3883425a1f9b61086f2e1ff7891c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 16:10:48 +0200 Subject: [PATCH 031/359] WIP. --- .../data_sources/kujira/kujira_constants.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 70294fc45d..061773180f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -14,9 +14,9 @@ # Injective related constants: ########################## -NONCE_PATH = "injective/exchange/v1beta1/exchange" +NONCE_PATH = "kujira/exchange/v1beta1/exchange" -CONNECTOR_NAME = "injective" +CONNECTOR_NAME = "kujira" REQUESTS_SKIP_STEP = 100 LOST_ORDER_COUNT_LIMIT = 10 ORDER_CHAIN_PROCESSING_TIMEOUT = 5 @@ -40,16 +40,16 @@ INJ_TOKEN_DENOM = "inj" MIN_GAS_PRICE_IN_INJ = ( - 5 * Decimal("1e8") # https://api.injective.exchange/#faq-3-how-can-i-calculate-the-gas-fees-in-inj + 5 * Decimal("1e8") # https://api.kujira.exchange/#faq-3-how-can-i-calculate-the-gas-fees-in-inj ) BASE_GAS = Decimal("100e3") GAS_BUFFER = Decimal("20e3") SPOT_SUBMIT_ORDER_GAS = Decimal("45e3") SPOT_CANCEL_ORDER_GAS = Decimal("25e3") -MSG_CREATE_SPOT_LIMIT_ORDER = "/injective.exchange.v1beta1.MsgCreateSpotLimitOrder" -MSG_CANCEL_SPOT_ORDER = "/injective.exchange.v1beta1.MsgCancelSpotOrder" -MSG_BATCH_UPDATE_ORDERS = "/injective.exchange.v1beta1.MsgBatchUpdateOrders" +MSG_CREATE_SPOT_LIMIT_ORDER = "/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder" +MSG_CANCEL_SPOT_ORDER = "/kujira.exchange.v1beta1.MsgCancelSpotOrder" +MSG_BATCH_UPDATE_ORDERS = "/kujira.exchange.v1beta1.MsgBatchUpdateOrders" ACC_NONCE_PATH_RATE_LIMIT_ID = "acc_nonce" RATE_LIMITS = [RateLimit(limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID, limit=100, time_interval=1)] From 823460730aea0d7d5659cdf5ac081b8a59ca11d9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 11 May 2023 13:44:30 -0300 Subject: [PATCH 032/359] Changing the method that was called by kujira_api_data_source.py --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index aa4d63ce7c..63ac91be0d 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -529,7 +529,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li async def _update_account_address_and_create_order_hash_manager(self): if not self._order_placement_lock.locked(): raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") - response: Dict[str, Any] = await self._get_gateway_instance().clob_injective_balances( + response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( chain=self._chain, network=self._network, address=self._sub_account_id ) self._account_address: str = response["injectiveAddress"] From c065b7cb6eaa3804b83a96e4351d66b82270181e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 18:59:50 +0200 Subject: [PATCH 033/359] Disabling some injective specific code. --- .../kujira/kujira_api_data_source.py | 21 ++++++++----------- 1 file changed, 9 insertions(+), 12 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 63ac91be0d..39a858f7df 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -43,13 +43,10 @@ from .kujira_types import ( AccountPortfolioResponse, - AsyncClient, Coin, GetTxByTxHashResponse, MarketsResponse, - Network, Portfolio, - ProtoMsgComposer, SpotMarketInfo, SpotOrder, SpotOrderHistory, @@ -89,14 +86,14 @@ def __init__( self._network = connector_spec["network"] self._sub_account_id = connector_spec["wallet_address"] self._account_address: str = self._sub_account_id - if self._network == "mainnet": - self._network_obj = Network.mainnet() - elif self._network == "testnet": - self._network_obj = Network.testnet() - else: - raise ValueError(f"Invalid network: {self._network}") - self._client = AsyncClient(network=self._network_obj) - self._composer = ProtoMsgComposer(network=self._network_obj.string()) + # if self._network == "mainnet": + # self._network_obj = Network.mainnet() + # elif self._network == "testnet": + # self._network_obj = Network.testnet() + # else: + # raise ValueError(f"Invalid network: {self._network}") + # self._client = AsyncClient(network=self._network_obj) + # self._composer = ProtoMsgComposer(network=self._network_obj.string()) self._order_hash_manager: Optional[OrderHashManager] = None self._markets_info: Dict[str, SpotMarketInfo] = {} @@ -163,7 +160,7 @@ async def stop(self): async def check_network_status(self) -> NetworkStatus: status = NetworkStatus.CONNECTED try: - await self._client.ping() + # await self._client.ping() await self._get_gateway_instance().ping_gateway() except asyncio.CancelledError: raise From 99decf2424e37317590254b4e3ebc3187b8359eb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 19:14:45 +0200 Subject: [PATCH 034/359] Adding new Kujira routes compatible with the Injective implementation. --- hummingbot/core/gateway/gateway_http_client.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 27985bcadb..6a81430c4e 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1441,7 +1441,7 @@ async def clob_kujira_balances( "network": network, "address": address, } - return await self.api_request("post", "kujira/balances", request_payload) + return await self.api_request("post", "kujira/injective/balances", request_payload) async def kujira_get_status( self, From 178061014d6c4132c35ae06babed18a10d4bfd8f Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 20:06:11 +0200 Subject: [PATCH 035/359] Updating kujira/kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 32 ++++++++++++------- 1 file changed, 20 insertions(+), 12 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 39a858f7df..2b9031bef6 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -526,21 +526,21 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li async def _update_account_address_and_create_order_hash_manager(self): if not self._order_placement_lock.locked(): raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") - response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( - chain=self._chain, network=self._network, address=self._sub_account_id - ) - self._account_address: str = response["injectiveAddress"] + # response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( + # chain=self._chain, network=self._network, address=self._sub_account_id + # ) + # self._account_address: str = response["injectiveAddress"] - await self._client.get_account(self._account_address) - await self._client.sync_timeout_height() + # await self._client.get_account(self._account_address) + # await self._client.sync_timeout_height() tasks_to_await_submitted_orders_to_be_processed_by_chain = [ asyncio.wait_for(order.wait_until_processed_by_exchange(), timeout=ORDER_CHAIN_PROCESSING_TIMEOUT) for order in self._gateway_order_tracker.active_orders.values() if order.creation_transaction_hash is not None ] # orders that have been sent to the chain but not yet added to a block will affect the order nonce await safe_gather(*tasks_to_await_submitted_orders_to_be_processed_by_chain, return_exceptions=True) # await their processing - self._order_hash_manager = OrderHashManager(network=self._network_obj, sub_account_id=self._sub_account_id) - await self._order_hash_manager.start() + # self._order_hash_manager = OrderHashManager(network=self._network_obj, sub_account_id=self._sub_account_id) + # await self._order_hash_manager.start() def _check_markets_initialized(self) -> bool: return ( @@ -561,8 +561,16 @@ async def _update_markets(self): self._update_denom_to_token_meta(markets=markets) async def _get_spot_markets(self) -> MarketsResponse: - market_status = "active" - markets = await self._client.get_spot_markets(market_status=market_status) + # market_status = "active" + # markets = await self._client.get_spot_markets(market_status=market_status) + # return markets + + markets = await self._get_gateway_instance().kujira_get_markets_all({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name + }) + return markets def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): @@ -658,9 +666,9 @@ async def _get_booked_order_status_update( def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): markets_dict = {} - for market in markets.markets: + for market in markets.values(): trading_pair = combine_to_hb_trading_pair( - base=market.base_token_meta.symbol, quote=market.quote_token_meta.symbol + base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] ) markets_dict[trading_pair] = market self._markets_info.clear() From e1a80428221b8c0aed339cec6d9077aa3ce15a02 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 20:42:18 +0200 Subject: [PATCH 036/359] Updating the kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 42 +++++++++++-------- 1 file changed, 24 insertions(+), 18 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 2b9031bef6..d0f3912028 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -172,7 +172,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: market = self._markets_info[trading_pair] order_book_response = await self._client.get_spot_orderbooksV2(market_ids=[market.market_id]) price_scale = self._get_backend_price_scaler(market=market) - size_scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) + size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) last_update_timestamp_ms = 0 bids = [] orderbook = order_book_response.orderbooks[0].orderbook @@ -584,16 +584,18 @@ def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): self._account_available_balances[asset_name] = balance_entry["available_balance"] def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): - markets_dict = {market.market_id: market for market in markets.markets} + markets_dict = {market["id"]: market for market in markets.values()} self._market_id_to_active_spot_markets.clear() self._market_id_to_active_spot_markets.update(markets_dict) def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> TradingRule: min_price_tick_size = self._convert_price_from_backend( - price=market_info.min_price_tick_size, market=market_info + # price=market_info.min_price_tick_size, market=market_info + price=market_info["tickSize"], market=market_info ) min_quantity_tick_size = self._convert_size_from_backend( - size=market_info.min_quantity_tick_size, market=market_info + # size=market_info.min_quantity_tick_size, market=market_info + size=market_info["minimumOrderSize"], market=market_info ) trading_rule = TradingRule( trading_pair=trading_pair, @@ -676,11 +678,11 @@ def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): def _update_denom_to_token_meta(self, markets: MarketsResponse): self._denom_to_token_meta.clear() - for market in markets.markets: - if market.base_token_meta.symbol != "": # the meta is defined - self._denom_to_token_meta[market.base_denom] = market.base_token_meta - if market.quote_token_meta.symbol != "": # the meta is defined - self._denom_to_token_meta[market.quote_denom] = market.quote_token_meta + for market in markets.values(): + if market["baseToken"]["symbol"] != "": # the meta is defined + self._denom_to_token_meta[market["baseToken"]["id"]] = market["baseToken"] + if market["quoteToken"]["symbol"] != "": # the meta is defined + self._denom_to_token_meta[market["quoteToken"]["id"]] = market["quoteToken"] async def _start_streams(self): self._trades_stream_listener = ( @@ -804,7 +806,7 @@ def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) market = self._market_id_to_active_spot_markets[market_id] price_scale = self._get_backend_price_scaler(market=market) - size_scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) + size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) bids = [ (Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale) for bid in order_book_update.orderbook.buys @@ -1028,17 +1030,21 @@ async def _parse_transaction_event(self, transaction: StreamTxsResponse): def _get_trading_pair_from_market_id(self, market_id: str) -> str: market = self._market_id_to_active_spot_markets[market_id] trading_pair = combine_to_hb_trading_pair( - base=market.base_token_meta.symbol, quote=market.quote_token_meta.symbol + base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] ) return trading_pair def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: - return market_info.market_id + return market_info["id"] def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: - fee_scaler = Decimal("1") - Decimal(market_info.service_provider_fee) - maker_fee = Decimal(market_info.maker_fee_rate) * fee_scaler - taker_fee = Decimal(market_info.taker_fee_rate) * fee_scaler + # fee_scaler = Decimal("1") - Decimal(market_info.service_provider_fee) + # maker_fee = Decimal(market_info.maker_fee_rate) * fee_scaler + # taker_fee = Decimal(market_info.taker_fee_rate) * fee_scaler + + maker_fee = Decimal("0") + taker_fee = Decimal("0") + return MakerTakerExchangeFeeRates( maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] ) @@ -1065,16 +1071,16 @@ async def _check_if_order_failed_based_on_transaction(self, transaction: GetTxBy @staticmethod def _get_backend_price_scaler(market: SpotMarketInfo) -> Decimal: - scale = Decimal(f"1e{market.base_token_meta.decimals - market.quote_token_meta.decimals}") + scale = Decimal(f"""1e{market["baseToken"].decimals - market["quoteToken"].decimals}""") return scale def _convert_quote_from_backend(self, quote_amount: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_denom_scaler(denom_meta=market.quote_token_meta) + scale = self._get_backend_denom_scaler(denom_meta=market["quoteToken"]) scaled_quote_amount = Decimal(quote_amount) * scale return scaled_quote_amount def _convert_size_from_backend(self, size: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_denom_scaler(denom_meta=market.base_token_meta) + scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) size_tick_size = Decimal(market.min_quantity_tick_size) * scale scaled_size = Decimal(size) * scale return self._floor_to(scaled_size, size_tick_size) From bef0166f2ca09e8399e0cf379340d8a91ab7f077 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 21:15:24 +0200 Subject: [PATCH 037/359] Updating the kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 16 ++++++++++++---- 1 file changed, 12 insertions(+), 4 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index d0f3912028..ba38207f5b 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -623,12 +623,20 @@ async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: trading_fees = {} for trading_pair, market in self._markets_info.items(): - fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) - maker_fee = Decimal(market.maker_fee_rate) * fee_scaler - taker_fee = Decimal(market.taker_fee_rate) * fee_scaler + # fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) + # maker_fee = Decimal(market.maker_fee_rate) * fee_scaler + # taker_fee = Decimal(market.taker_fee_rate) * fee_scaler + # trading_fees[trading_pair] = MakerTakerExchangeFeeRates( + # maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] + # ) + + maker_fee = Decimal("0") + taker_fee = Decimal("0") + trading_fees[trading_pair] = MakerTakerExchangeFeeRates( maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] ) + return trading_fees async def _get_booked_order_status_update( @@ -1059,7 +1067,7 @@ async def _get_transaction_by_hash(self, transaction_hash: str) -> GetTxByTxHash def _get_market_ids(self) -> List[str]: market_ids = [ - self._markets_info[trading_pair].market_id + self._markets_info[trading_pair]["id"] for trading_pair in self._trading_pairs ] return market_ids From 15685e71ef99868ac79a2307bb9ba3628085cfc9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 11 May 2023 23:40:10 +0200 Subject: [PATCH 038/359] Temporary approach for the kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 124 +++++++++--------- 1 file changed, 63 insertions(+), 61 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index ba38207f5b..51bc24cd70 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -41,12 +41,9 @@ from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather from hummingbot.logger import HummingbotLogger -from .kujira_types import ( - AccountPortfolioResponse, - Coin, +from .kujira_types import ( # AccountPortfolioResponse,; Coin,; Portfolio,; SubaccountBalanceV2, GetTxByTxHashResponse, MarketsResponse, - Portfolio, SpotMarketInfo, SpotOrder, SpotOrderHistory, @@ -57,7 +54,6 @@ StreamSubaccountBalanceResponse, StreamTradesResponse, StreamTxsResponse, - SubaccountBalanceV2, TokenMeta, ) @@ -116,11 +112,11 @@ def __init__( @property def real_time_balance_update(self) -> bool: - return True + return False @property def events_are_streamed(self) -> bool: - return True + return False @staticmethod def supported_stream_events() -> List[Enum]: @@ -148,7 +144,7 @@ async def start(self): coro=self._update_markets_loop() ) await self._update_markets() # required for the streams - await self._start_streams() + # await self._start_streams() self._gateway_order_tracker.lost_order_count_limit = LOST_ORDER_COUNT_LIMIT async def stop(self): @@ -170,19 +166,25 @@ async def check_network_status(self) -> NetworkStatus: async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: market = self._markets_info[trading_pair] - order_book_response = await self._client.get_spot_orderbooksV2(market_ids=[market.market_id]) + # order_book_response = await self._client.get_spot_orderbooksV2(market_ids=[market.market_id]) + order_book_response = await self._get_gateway_instance().get_clob_orderbook_snapshot( + chain=self._chain, + network=self._network, + connector=self._connector_name, + trading_pair=trading_pair + ) price_scale = self._get_backend_price_scaler(market=market) size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) last_update_timestamp_ms = 0 bids = [] - orderbook = order_book_response.orderbooks[0].orderbook - for bid in orderbook.buys: - bids.append((Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, bid.timestamp) + orderbook = order_book_response + for bid in orderbook["buys"]: + bids.append((Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, bid["timestamp"]) asks = [] - for ask in orderbook.sells: - asks.append((Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, ask.timestamp) + for ask in orderbook["sells"]: + asks.append((Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, ask["timestamp"]) snapshot_msg = OrderBookMessage( message_type=OrderBookMessageType.SNAPSHOT, content={ @@ -455,48 +457,48 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: await self._update_account_address_and_create_order_hash_manager() self._check_markets_initialized() or await self._update_markets() - portfolio_response: AccountPortfolioResponse = await self._client.get_account_portfolio( - account_address=self._account_address - ) - - portfolio: Portfolio = portfolio_response.portfolio - bank_balances: List[Coin] = portfolio.bank_balances - sub_account_balances: List[SubaccountBalanceV2] = portfolio.subaccounts + # portfolio_response: AccountPortfolioResponse = await self._client.get_account_portfolio( + # account_address=self._account_address + # ) + # + # portfolio: Portfolio = portfolio_response.portfolio + # bank_balances: List[Coin] = portfolio.bank_balances + # sub_account_balances: List[SubaccountBalanceV2] = portfolio.subaccounts balances_dict: Dict[str, Dict[str, Decimal]] = {} - if self._is_default_subaccount: - for bank_entry in bank_balances: - denom_meta = self._denom_to_token_meta.get(bank_entry.denom) - if denom_meta is not None: - asset_name: str = denom_meta.symbol - denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") - - available_balance: Decimal = Decimal(bank_entry.amount) * denom_scaler - total_balance: Decimal = available_balance - balances_dict[asset_name] = { - "total_balance": total_balance, - "available_balance": available_balance, - } - - for entry in sub_account_balances: - if entry.subaccount_id.casefold() != self._sub_account_id.casefold(): - continue - - denom_meta = self._denom_to_token_meta.get(entry.denom) - if denom_meta is not None: - asset_name: str = denom_meta.symbol - denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") - - total_balance: Decimal = Decimal(entry.deposit.total_balance) * denom_scaler - available_balance: Decimal = Decimal(entry.deposit.available_balance) * denom_scaler - - balance_element = balances_dict.get( - asset_name, {"total_balance": Decimal("0"), "available_balance": Decimal("0")} - ) - balance_element["total_balance"] += total_balance - balance_element["available_balance"] += available_balance - balances_dict[asset_name] = balance_element + # if self._is_default_subaccount: + # for bank_entry in bank_balances: + # denom_meta = self._denom_to_token_meta.get(bank_entry.denom) + # if denom_meta is not None: + # asset_name: str = denom_meta.symbol + # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") + # + # available_balance: Decimal = Decimal(bank_entry.amount) * denom_scaler + # total_balance: Decimal = available_balance + # balances_dict[asset_name] = { + # "total_balance": total_balance, + # "available_balance": available_balance, + # } + # + # for entry in sub_account_balances: + # if entry.subaccount_id.casefold() != self._sub_account_id.casefold(): + # continue + # + # denom_meta = self._denom_to_token_meta.get(entry.denom) + # if denom_meta is not None: + # asset_name: str = denom_meta.symbol + # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") + # + # total_balance: Decimal = Decimal(entry.deposit.total_balance) * denom_scaler + # available_balance: Decimal = Decimal(entry.deposit.available_balance) * denom_scaler + # + # balance_element = balances_dict.get( + # asset_name, {"total_balance": Decimal("0"), "available_balance": Decimal("0")} + # ) + # balance_element["total_balance"] += total_balance + # balance_element["available_balance"] += available_balance + # balances_dict[asset_name] = balance_element self._update_local_balances(balances=balances_dict) return balances_dict @@ -816,11 +818,11 @@ def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): price_scale = self._get_backend_price_scaler(market=market) size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) bids = [ - (Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale) + (Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale) for bid in order_book_update.orderbook.buys ] asks = [ - (Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale) + (Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale) for ask in order_book_update.orderbook.sells ] snapshot_msg = OrderBookMessage( @@ -837,7 +839,7 @@ def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): def _parse_bank_balance_message(self, message: StreamAccountPortfolioResponse) -> BalanceUpdateEvent: denom_meta: TokenMeta = self._denom_to_token_meta[message.denom] - denom_scaler: Decimal = Decimal(f"1e-{denom_meta.decimals}") + denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") available_balance: Decimal = Decimal(message.amount) * denom_scaler total_balance: Decimal = available_balance @@ -1079,7 +1081,7 @@ async def _check_if_order_failed_based_on_transaction(self, transaction: GetTxBy @staticmethod def _get_backend_price_scaler(market: SpotMarketInfo) -> Decimal: - scale = Decimal(f"""1e{market["baseToken"].decimals - market["quoteToken"].decimals}""") + scale = Decimal(f"""1e{market["baseToken"]["decimals"] - market["quoteToken"]["decimals"]}""") return scale def _convert_quote_from_backend(self, quote_amount: str, market: SpotMarketInfo) -> Decimal: @@ -1089,13 +1091,13 @@ def _convert_quote_from_backend(self, quote_amount: str, market: SpotMarketInfo) def _convert_size_from_backend(self, size: str, market: SpotMarketInfo) -> Decimal: scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) - size_tick_size = Decimal(market.min_quantity_tick_size) * scale + size_tick_size = Decimal(market["minimumOrderSize"]) * scale scaled_size = Decimal(size) * scale return self._floor_to(scaled_size, size_tick_size) @staticmethod def _get_backend_denom_scaler(denom_meta: TokenMeta): - scale = Decimal(f"1e{-denom_meta.decimals}") + scale = Decimal(f"""1e{-denom_meta["decimals"]}""") return scale @staticmethod From 9daddb37053396e4cc2913df503dccd11c7c0fa0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 11 May 2023 18:53:49 -0300 Subject: [PATCH 039/359] Creating of kujira_api_data_source_2 --- .../kujira/kujira_api_data_source_2.py | 125 ++++++++++++++++++ 1 file changed, 125 insertions(+) create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py new file mode 100644 index 0000000000..0299fceab5 --- /dev/null +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -0,0 +1,125 @@ +from decimal import Decimal +from enum import Enum +from typing import Any, Dict, List, Optional, Tuple + +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import CONNECTOR_NAME +from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book import OrderBookMessage +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient +from hummingbot.core.network_iterator import NetworkStatus + + +class KujiraAPIDataSource(CLOBAPIDataSourceBase): + + def __init__( + self, + trading_pairs: List[str], + connector_spec: Dict[str, Any], + client_config_map: ClientConfigAdapter, + ): + super().__init__( + trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map + ) + self._connector_name = CONNECTOR_NAME + self._chain = connector_spec["chain"] + self._network = connector_spec["network"] + self._sub_account_id = connector_spec["wallet_address"] + self._account_address: str = self._sub_account_id + + @property + def real_time_balance_update(self) -> bool: + return True + + @property + def events_are_streamed(self) -> bool: + return True + + @staticmethod + def supported_stream_events() -> List[Enum]: + pass + + def get_supported_order_types(self) -> List[OrderType]: + pass + + async def start(self): + pass + + async def stop(self): + pass + + async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: + + payload = { + "connector": self._connector_name, + "chain": self._chain, + "network": self._network, + "trading_pair": order.trading_pair, + "address": self._sub_account_id, + "trade_type": order.trade_type, + "order_type": order.order_type, + "price": order.price, + "size": order.amount + } + + order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order(**payload) + + return "", order_result + + async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: + pass + + async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: + pass + + async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: + pass + + async def get_last_traded_price(self, trading_pair: str) -> Decimal: + pass + + async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + pass + + async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: + pass + + async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: + pass + + async def get_all_order_fills(self, in_flight_order: InFlightOrder) -> List[TradeUpdate]: + pass + + def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + pass + + def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + pass + + async def check_network_status(self) -> NetworkStatus: + pass + + def _check_markets_initialized(self) -> bool: + pass + + async def _update_markets(self): + pass + + def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: + pass + + def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: + pass + + def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: + pass + + def _get_gateway_instance(self) -> GatewayHttpClient: + gateway_instance = GatewayHttpClient.get_instance(self._client_config) + return gateway_instance From 59c08d395adc36c3b99a54ff0f435df821662ab5 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 11 May 2023 19:10:46 -0300 Subject: [PATCH 040/359] Implementing cancel_order method at kujira_api_data_source_2 --- .../kujira/kujira_api_data_source_2.py | 22 ++++++++++++++----- 1 file changed, 16 insertions(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index 0299fceab5..b647b7e426 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -30,8 +30,7 @@ def __init__( self._connector_name = CONNECTOR_NAME self._chain = connector_spec["chain"] self._network = connector_spec["network"] - self._sub_account_id = connector_spec["wallet_address"] - self._account_address: str = self._sub_account_id + self._account_address: str = connector_spec["wallet_address"] @property def real_time_balance_update(self) -> bool: @@ -61,22 +60,33 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "chain": self._chain, "network": self._network, "trading_pair": order.trading_pair, - "address": self._sub_account_id, + "address": self._account_address, "trade_type": order.trade_type, "order_type": order.order_type, "price": order.price, "size": order.amount } - order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order(**payload) + result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order(**payload) - return "", order_result + return "", result async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: pass async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - pass + + payload = { + "connector": self._connector_name, + "chain": self._chain, + "network": self._network, + "address": self._account_address, + "market": order.trading_pair, + "orderId": order.exchange_order_id, + } + result = await self._get_gateway_instance().clob_place_order(**payload) + + return True, result async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: pass From f50b00db6fdcf9d9da869a6cb05a9f8f1ac1ef4e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 11 May 2023 19:18:20 -0300 Subject: [PATCH 041/359] Implementing get_account_balances method at kujira_api_data_source_2 --- .../data_sources/kujira/kujira_api_data_source_2.py | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index b647b7e426..6f0bcfa57c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -98,7 +98,16 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: pass async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - pass + + payload = { + "chain": self._chain, + "network": self._network, + "address": self._account_address, + } + + result = await self._get_gateway_instance().clob_kujira_balances(**payload) + + return result async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: pass From a5636fe44b8ded36d497c0e6fd2227f21bb18fda Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 11 May 2023 19:37:23 -0300 Subject: [PATCH 042/359] Implementing check_network_status method at kujira_api_data_source_2 --- .../data_sources/kujira/kujira_api_data_source_2.py | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index 6f0bcfa57c..a3cb54daf0 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -1,3 +1,4 @@ +import asyncio from decimal import Decimal from enum import Enum from typing import Any, Dict, List, Optional, Tuple @@ -122,7 +123,12 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc pass async def check_network_status(self) -> NetworkStatus: - pass + try: + await self._get_gateway_instance().ping_gateway() + except asyncio.InvalidStateError(NetworkStatus.NOT_CONNECTED): + raise "No Gateway's connection" + status = NetworkStatus.CONNECTED + return status def _check_markets_initialized(self) -> bool: pass From 1f9efe143cb8412f3dc4c606300773ba2ca47921 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 11 May 2023 20:57:16 -0300 Subject: [PATCH 043/359] Fixing get_account_balances (wip) --- .../clob_spot/data_sources/kujira/kujira_api_data_source_2.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index a3cb54daf0..b7d7dd9cdd 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -108,6 +108,10 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: result = await self._get_gateway_instance().clob_kujira_balances(**payload) + for value in result.values(): + for item in value: + item['amount'] = Decimal(item['amount']) + return result async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: From 4c78c908db45b5e3e872b96624359205bda66794 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 12 May 2023 15:45:24 +0200 Subject: [PATCH 044/359] Fixing kujira_api_data_source_tester.py script. --- scripts/kujira_api_data_source_tester.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/kujira_api_data_source_tester.py b/scripts/kujira_api_data_source_tester.py index fd7affa4ab..68f1f3e601 100644 --- a/scripts/kujira_api_data_source_tester.py +++ b/scripts/kujira_api_data_source_tester.py @@ -22,7 +22,7 @@ def __init__(self): self._can_run: bool = True self._is_busy: bool = False - self._refresh_timestamp: int + self._refresh_timestamp: int = 0 self._configuration = { "markets": { From 4fbd58f700c498a2b02e7125135bcf567311dd90 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 12 May 2023 16:09:36 +0200 Subject: [PATCH 045/359] Fixing kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 38 +++++++++++-------- 1 file changed, 22 insertions(+), 16 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 51bc24cd70..74354ddee6 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -16,7 +16,6 @@ BACKEND_TO_CLIENT_ORDER_STATE_MAP, CLIENT_TO_BACKEND_ORDER_TYPES_MAP, CONNECTOR_NAME, - DEFAULT_SUB_ACCOUNT_SUFFIX, LOST_ORDER_COUNT_LIMIT, MARKETS_UPDATE_INTERVAL, MSG_BATCH_UPDATE_ORDERS, @@ -134,7 +133,8 @@ def get_supported_order_types(self) -> List[OrderType]: @property def _is_default_subaccount(self): - return self._sub_account_id[-24:] == DEFAULT_SUB_ACCOUNT_SUFFIX + # return self._sub_account_id[-24:] == DEFAULT_SUB_ACCOUNT_SUFFIX + return True async def start(self): """Starts the event streaming.""" @@ -467,20 +467,26 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: balances_dict: Dict[str, Dict[str, Decimal]] = {} - # if self._is_default_subaccount: - # for bank_entry in bank_balances: - # denom_meta = self._denom_to_token_meta.get(bank_entry.denom) - # if denom_meta is not None: - # asset_name: str = denom_meta.symbol - # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - # - # available_balance: Decimal = Decimal(bank_entry.amount) * denom_scaler - # total_balance: Decimal = available_balance - # balances_dict[asset_name] = { - # "total_balance": total_balance, - # "available_balance": available_balance, - # } - # + bank_balances = (await self._get_gateway_instance().clob_kujira_balances( + chain=self._chain, + network=self._network, + address=self._account_address, + ))["balances"] + + if self._is_default_subaccount: + for bank_entry in bank_balances: + denom_meta = self._denom_to_token_meta.get(bank_entry["token"]) + if denom_meta is not None: + asset_name: str = denom_meta["symbol"] + denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") + + available_balance: Decimal = Decimal(bank_entry["amount"]) * denom_scaler + total_balance: Decimal = available_balance + balances_dict[asset_name] = { + "total_balance": total_balance, + "available_balance": available_balance, + } + # for entry in sub_account_balances: # if entry.subaccount_id.casefold() != self._sub_account_id.casefold(): # continue From 1052993d4169d592f784af98ebe3fc937601c46e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 12 May 2023 11:53:36 -0300 Subject: [PATCH 046/359] Added generate_hash function --- .../clob_spot/data_sources/kujira/kujira_helpers.py | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 1aaa255585..f0771a99e5 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -1,7 +1,10 @@ +import hashlib import logging from decimal import Decimal from typing import List +import jsonpickle + from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory @@ -145,3 +148,10 @@ def derivative_margin_to_backend_using_gateway_approach( res = int(numerator / denominator) return res + + +def generate_hash(obj): + obj_serialized = jsonpickle.encode(obj, unpicklable=True) + hasher = hashlib.md5() + hasher.update(obj_serialized) + return hasher.hexdigest() From 4ea8daa3c98613eaad3330a32aeefbcc8141c47a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 12 May 2023 16:55:59 +0200 Subject: [PATCH 047/359] Fixing kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 41 ++++++++++--------- .../data_sources/kujira/kujira_helpers.py | 15 +++---- 2 files changed, 30 insertions(+), 26 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 74354ddee6..4228ec57df 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -40,11 +40,11 @@ from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather from hummingbot.logger import HummingbotLogger -from .kujira_types import ( # AccountPortfolioResponse,; Coin,; Portfolio,; SubaccountBalanceV2, +from .kujira_helpers import generate_hash +from .kujira_types import ( # AccountPortfolioResponse,; Coin,; Portfolio,; SubaccountBalanceV2,; SpotOrder, GetTxByTxHashResponse, MarketsResponse, SpotMarketInfo, - SpotOrder, SpotOrderHistory, SpotTrade, StreamAccountPortfolioResponse, @@ -274,12 +274,14 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - async def place_order( self, order: GatewayInFlightOrder, **kwargs ) -> Tuple[Optional[str], Dict[str, Any]]: - spot_order_to_create = [self._compose_spot_order_for_local_hash_computation(order=order)] + # spot_order_to_create = [self._compose_spot_order_for_local_hash_computation(order=order)] async with self._order_placement_lock: - order_hashes = self._order_hash_manager.compute_order_hashes( - spot_orders=spot_order_to_create, derivative_orders=[] - ) - order_hash = order_hashes.spot[0] + # order_hashes = self._order_hash_manager.compute_order_hashes( + # spot_orders=spot_order_to_create, derivative_orders=[] + # ) + # order_hash = order_hashes.spot[0] + + order_hash = generate_hash(order) try: order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order( @@ -320,7 +322,8 @@ async def place_order( async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: spot_orders_to_create = [ - self._compose_spot_order_for_local_hash_computation(order=order) + # self._compose_spot_order_for_local_hash_computation(order=order) + generate_hash(order) for order in orders_to_create ] @@ -614,17 +617,17 @@ def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> ) return trading_rule - def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: - market = self._markets_info[order.trading_pair] - return self._composer.SpotOrder( - market_id=market.market_id, - subaccount_id=self._sub_account_id.lower(), - fee_recipient=self._account_address, - price=float(order.price), - quantity=float(order.amount), - is_buy=order.trade_type == TradeType.BUY, - is_po=order.order_type == OrderType.LIMIT_MAKER, - ) + # def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: + # market = self._markets_info[order.trading_pair] + # return self._composer.SpotOrder( + # market_id=market.market_id, + # subaccount_id=self._sub_account_id.lower(), + # fee_recipient=self._account_address, + # price=float(order.price), + # quantity=float(order.amount), + # is_buy=order.trade_type == TradeType.BUY, + # is_po=order.order_type == OrderType.LIMIT_MAKER, + # ) async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: self._check_markets_initialized() or await self._update_markets() diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index f0771a99e5..e8b65b5ab8 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -23,6 +23,14 @@ hash_order, ) + +def generate_hash(obj): + obj_serialized = jsonpickle.encode(obj, unpicklable=True) + hasher = hashlib.md5() + hasher.update(obj_serialized) + + return hasher.hexdigest() + ########################## # Injective related helpers: ########################## @@ -148,10 +156,3 @@ def derivative_margin_to_backend_using_gateway_approach( res = int(numerator / denominator) return res - - -def generate_hash(obj): - obj_serialized = jsonpickle.encode(obj, unpicklable=True) - hasher = hashlib.md5() - hasher.update(obj_serialized) - return hasher.hexdigest() From ceda7e220a95b296f971cb9b885f9205c93ed218 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 12 May 2023 17:29:29 +0200 Subject: [PATCH 048/359] Fixing generate_hash function. --- .../gateway/clob_spot/data_sources/kujira/kujira_helpers.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index e8b65b5ab8..082a21d673 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -25,7 +25,7 @@ def generate_hash(obj): - obj_serialized = jsonpickle.encode(obj, unpicklable=True) + obj_serialized = jsonpickle.encode(obj, unpicklable=True).encode("utf-8") hasher = hashlib.md5() hasher.update(obj_serialized) From 2143ce67daadb67d25c0149e1c0c96f4b21b42f4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 12 May 2023 17:46:44 +0200 Subject: [PATCH 049/359] Working with the kujira_api_data_source.py. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 4228ec57df..f0e1df1d0c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -301,7 +301,8 @@ async def place_order( raise self.logger().debug( - f"Placed order {order_hash} with nonce {self._order_hash_manager.current_nonce - 1}" + # f"Placed order {order_hash} with nonce {self._order_hash_manager.current_nonce - 1}" + f"Placed order {order_hash}" f" and tx hash {transaction_hash}." ) From 150c14321cbdfbf4005ffb8f561733476ed5a072 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 12 May 2023 21:53:16 +0200 Subject: [PATCH 050/359] Kujira Client improvements. --- .../kujira/kujira_api_data_source.py | 243 ++++++++++-------- 1 file changed, 137 insertions(+), 106 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f0e1df1d0c..cb3faab628 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -8,8 +8,6 @@ from math import floor from typing import Any, Dict, List, Mapping, Optional, Tuple -from grpc.aio import UnaryStreamCall - from hummingbot.client.config.config_helpers import ClientConfigAdapter from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( @@ -44,6 +42,7 @@ from .kujira_types import ( # AccountPortfolioResponse,; Coin,; Portfolio,; SubaccountBalanceV2,; SpotOrder, GetTxByTxHashResponse, MarketsResponse, + OrderStatus, SpotMarketInfo, SpotOrderHistory, SpotTrade, @@ -218,7 +217,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - trading_pair=trading_pair, client_order_id=in_flight_order.client_order_id, order_hash=order_hash, - market_id=market.market_id, + market_id=market["id"], direction=direction, creation_timestamp=in_flight_order.creation_timestamp, order_type=in_flight_order.order_type, @@ -448,9 +447,17 @@ async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> Lis async def get_last_traded_price(self, trading_pair: str) -> Decimal: market = self._markets_info[trading_pair] - trades = await self._client.get_spot_trades(market_id=market.market_id) - if len(trades.trades) != 0: - price = self._convert_price_from_backend(price=trades.trades[0].price.price, market=market) + # trades = await self._client.get_spot_trades(market_id=market["id"]) + trades = await self._get_gateway_instance().kujira_get_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "ownerAddress": self._sub_account_id, + "marketId": market["id"], + "status": OrderStatus.FILLED.value[0], + }) + if len(trades.values()) != 0: + price = self._convert_price_from_backend(price=trades.values()[0]["price"], market=market) else: price = Decimal("NaN") return price @@ -519,7 +526,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li exchange_order_id = await in_flight_order.get_exchange_order_id() direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" trades = await self._get_all_trades( - market_id=market.market_id, + market_id=market["id"], direction=direction, created_at=int(in_flight_order.creation_timestamp * 1e3), updated_at=int(in_flight_order.last_update_timestamp * 1e3) @@ -743,19 +750,19 @@ async def _stop_streams(self): self._transactions_stream_listener and self._transactions_stream_listener.cancel() self._transactions_stream_listener = None - async def _listen_to_trades_stream(self): - while True: - market_ids: List[str] = self._get_market_ids() - stream: UnaryStreamCall = await self._client.stream_spot_trades(market_ids=market_ids) - try: - async for trade_msg in stream: - self._process_trade_stream_event(message=trade_msg) - except asyncio.CancelledError: - raise - except Exception: - self.logger().exception("Unexpected error in public trade listener loop.") - self.logger().info("Restarting public trades stream.") - stream.cancel() + # async def _listen_to_trades_stream(self): + # while True: + # market_ids: List[str] = self._get_market_ids() + # stream: UnaryStreamCall = await self._client.stream_spot_trades(market_ids=market_ids) + # try: + # async for trade_msg in stream: + # self._process_trade_stream_event(message=trade_msg) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in public trade listener loop.") + # self.logger().info("Restarting public trades stream.") + # stream.cancel() def _process_trade_stream_event(self, message: StreamTradesResponse): trade_message: SpotTrade = message.trade @@ -769,18 +776,18 @@ def _process_trade_stream_event(self, message: StreamTradesResponse): self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_ob_msg) self._publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=trade_update) - async def _listen_to_orders_stream(self, market_id: str): - while True: - stream: UnaryStreamCall = await self._client.stream_historical_spot_orders(market_id=market_id) - try: - async for order in stream: - self._parse_order_stream_update(order=order) - except asyncio.CancelledError: - raise - except Exception: - self.logger().exception("Unexpected error in user stream listener loop.") - self.logger().info("Restarting orders stream.") - stream.cancel() + # async def _listen_to_orders_stream(self, market_id: str): + # while True: + # stream: UnaryStreamCall = await self._client.stream_historical_spot_orders(market_id=market_id) + # try: + # async for order in stream: + # self._parse_order_stream_update(order=order) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in user stream listener loop.") + # self.logger().info("Restarting orders stream.") + # stream.cancel() def _parse_order_stream_update(self, order: StreamOrdersResponse): order_hash = order.order.order_hash @@ -806,19 +813,19 @@ def _parse_order_stream_update(self, order: StreamOrdersResponse): self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=order_update) - async def _listen_to_order_books_stream(self): - while True: - market_ids = self._get_market_ids() - stream: UnaryStreamCall = await self._client.stream_spot_orderbook_snapshot(market_ids=market_ids) - try: - async for order_book_update in stream: - self._parse_order_book_event(order_book_update=order_book_update) - except asyncio.CancelledError: - raise - except Exception: - self.logger().exception("Unexpected error in user stream listener loop.") - self.logger().info("Restarting order books stream.") - stream.cancel() + # async def _listen_to_order_books_stream(self): + # while True: + # market_ids = self._get_market_ids() + # stream: UnaryStreamCall = await self._client.stream_spot_orderbook_snapshot(market_ids=market_ids) + # try: + # async for order_book_update in stream: + # self._parse_order_book_event(order_book_update=order_book_update) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in user stream listener loop.") + # self.logger().info("Restarting order books stream.") + # stream.cancel() def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): udpate_timestamp_ms = order_book_update.timestamp @@ -865,39 +872,39 @@ def _parse_bank_balance_message(self, message: StreamAccountPortfolioResponse) - ) return balance_msg - async def _listen_to_bank_balances_streams(self): - while True: - stream: UnaryStreamCall = await self._client.stream_account_portfolio( - account_address=self._account_address, type="bank" - ) - try: - async for bank_balance in stream: - self._process_bank_balance_stream_event(message=bank_balance) - except asyncio.CancelledError: - raise - except Exception: - self.logger().exception("Unexpected error in account balance listener loop.") - self.logger().info("Restarting account balances stream.") - stream.cancel() + # async def _listen_to_bank_balances_streams(self): + # while True: + # stream: UnaryStreamCall = await self._client.stream_account_portfolio( + # account_address=self._account_address, type="bank" + # ) + # try: + # async for bank_balance in stream: + # self._process_bank_balance_stream_event(message=bank_balance) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in account balance listener loop.") + # self.logger().info("Restarting account balances stream.") + # stream.cancel() def _process_bank_balance_stream_event(self, message: StreamAccountPortfolioResponse): denom_meta = self._denom_to_token_meta[message.denom] symbol = denom_meta.symbol safe_ensure_future(self._issue_balance_update(token=symbol)) - async def _listen_to_subaccount_balances_stream(self): - while True: - # Uses InjectiveAccountsRPC since it provides both total_balance and available_balance in a single stream. - stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) - try: - async for balance_msg in stream: - self._process_subaccount_balance_stream_event(message=balance_msg) - except asyncio.CancelledError: - raise - except Exception: - self.logger().exception("Unexpected error in account balance listener loop.") - self.logger().info("Restarting account balances stream.") - stream.cancel() + # async def _listen_to_subaccount_balances_stream(self): + # while True: + # # Uses InjectiveAccountsRPC since it provides both total_balance and available_balance in a single stream. + # stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) + # try: + # async for balance_msg in stream: + # self._process_subaccount_balance_stream_event(message=balance_msg) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in account balance listener loop.") + # self.logger().info("Restarting account balances stream.") + # stream.cancel() def _process_subaccount_balance_stream_event(self, message: StreamSubaccountBalanceResponse): denom_meta = self._denom_to_token_meta[message.balance.denom] @@ -931,20 +938,29 @@ async def _get_backend_order_status( search_completed = False while not search_completed: - response = await self._client.get_historical_spot_orders( - market_id=market_id, - subaccount_id=self._sub_account_id, - direction=direction, - start_time=start_time, - skip=skip, - order_types=[CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(trade_type, order_type)]] - ) - if len(response.orders) == 0: + # response = await self._client.get_historical_spot_orders( + # market_id=market_id, + # subaccount_id=self._sub_account_id, + # direction=direction, + # start_time=start_time, + # skip=skip, + # order_types=[CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(trade_type, order_type)]] + # ) + + response = await self._get_gateway_instance().kujira_get_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "ownerAddress": self._sub_account_id, + "marketId": self._market_id_to_active_spot_markets[market_id]["id"], + "status": OrderStatus.FILLED.value[0], + }) + if len(response.values()) == 0: search_completed = True else: skip += REQUESTS_SKIP_STEP - for response_order in response.orders: - if response_order.order_hash == order_hash: + for response_order in response.values(): + if response_order["id"] == order_hash: order_status = response_order search_completed = True break @@ -963,18 +979,26 @@ async def _get_all_trades( search_completed = False while not search_completed: - trades = await self._client.get_spot_trades( - market_id=market_id, - subaccount_id=self._sub_account_id, - direction=direction, - skip=skip, - start_time=created_at, - ) - if len(trades.trades) == 0: + trades = await self._get_gateway_instance().kujira_get_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "ownerAddress": self._sub_account_id, + "marketId": self._market_id_to_active_spot_markets[market_id]["id"], + "status": OrderStatus.FILLED.value[0], + }) + # trades = await self._client.get_spot_trades( + # market_id=market_id, + # subaccount_id=self._sub_account_id, + # direction=direction, + # skip=skip, + # start_time=created_at, + # ) + if len(trades.values()) == 0: search_completed = True else: - all_trades.extend(trades.trades) - skip += len(trades.trades) + all_trades.extend(trades.values()) + skip += len(trades.values()) return all_trades @@ -1026,18 +1050,18 @@ def _parse_backend_trade( ) return trade_ob_msg, trade_update - async def _listen_to_transactions_stream(self): - while True: - stream: UnaryStreamCall = await self._client.stream_txs() - try: - async for transaction in stream: - await self._parse_transaction_event(transaction=transaction) - except asyncio.CancelledError: - raise - except Exception: - self.logger().exception("Unexpected error in user stream listener loop.") - self.logger().info("Restarting transactions stream.") - stream.cancel() + # async def _listen_to_transactions_stream(self): + # while True: + # stream: UnaryStreamCall = await self._client.stream_txs() + # try: + # async for transaction in stream: + # await self._parse_transaction_event(transaction=transaction) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in user stream listener loop.") + # self.logger().info("Restarting transactions stream.") + # stream.cancel() async def _parse_transaction_event(self, transaction: StreamTxsResponse): order = self._gateway_order_tracker.get_fillable_order_by_hash(transaction_hash=transaction.hash) @@ -1075,7 +1099,14 @@ def _convert_price_from_backend(self, price: str, market: SpotMarketInfo) -> Dec return scaled_price async def _get_transaction_by_hash(self, transaction_hash: str) -> GetTxByTxHashResponse: - return await self._client.get_tx_by_hash(tx_hash=transaction_hash) + # return await self._client.get_tx_by_hash(tx_hash=transaction_hash) + + return await self._get_gateway_instance().kujira_get_transaction({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "hash": transaction_hash.replace("0x", ""), + }) def _get_market_ids(self) -> List[str]: market_ids = [ From 7aa5136cceb1a8bf19eff3274d19a1a02668b07d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 12 May 2023 18:58:54 -0300 Subject: [PATCH 051/359] Fixing place order --- .../data_sources/kujira/kujira_api_data_source.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index cb3faab628..cde8060f53 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -280,7 +280,7 @@ async def place_order( # ) # order_hash = order_hashes.spot[0] - order_hash = generate_hash(order) + # order_hash = generate_hash(order) try: order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order( @@ -295,13 +295,14 @@ async def place_order( size=order.amount, ) transaction_hash: Optional[str] = order_result.get("txHash") + order_id = order_result.get("id") except Exception: await self._update_account_address_and_create_order_hash_manager() raise self.logger().debug( # f"Placed order {order_hash} with nonce {self._order_hash_manager.current_nonce - 1}" - f"Placed order {order_hash}" + f"Placed order {order_id}" f" and tx hash {transaction_hash}." ) @@ -318,7 +319,7 @@ async def place_order( "creation_transaction_hash": transaction_hash, } - return order_hash, misc_updates + return order_id, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: spot_orders_to_create = [ From 5a201a62c2c0e5ef515ff3fc95c45f14dbe81fa0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Sat, 13 May 2023 00:26:33 +0200 Subject: [PATCH 052/359] Kujira Client improvements. --- .../kujira/kujira_api_data_source_2.py | 151 +++++++++-------- .../kujira/kujira_api_data_source_3.py | 154 ++++++++++++++++++ .../data_sources/kujira/kujira_constants.py | 2 + setup/environment.yml | 1 + 4 files changed, 242 insertions(+), 66 deletions(-) create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index b7d7dd9cdd..2a626a13f5 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -1,52 +1,72 @@ import asyncio -from decimal import Decimal from enum import Enum from typing import Any, Dict, List, Optional, Tuple +from _decimal import Decimal +from dotmap import DotMap + from hummingbot.client.config.config_helpers import ClientConfigAdapter from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import CONNECTOR_NAME from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book import OrderBookMessage +from hummingbot.core.data_type.order_book_message import OrderBookMessage from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus +from .kujira_constants import CONNECTOR +from .kujira_helpers import generate_hash +from .kujira_types import OrderSide as KujiraOrderSide, OrderType as KujiraOrderType + class KujiraAPIDataSource(CLOBAPIDataSourceBase): def __init__( - self, - trading_pairs: List[str], - connector_spec: Dict[str, Any], - client_config_map: ClientConfigAdapter, + self, + trading_pairs: List[str], + connector_spec: Dict[str, Any], + client_config_map: ClientConfigAdapter, ): super().__init__( - trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map + trading_pairs=trading_pairs, + connector_spec=connector_spec, + client_config_map=client_config_map ) - self._connector_name = CONNECTOR_NAME + self._chain = connector_spec["chain"] self._network = connector_spec["network"] - self._account_address: str = connector_spec["wallet_address"] + self._connector = CONNECTOR + self._owner_address = connector_spec["wallet_address"] + self._payer_address = self._owner_address + self._markets = DotMap({}, _dynamic=False) + self._market = DotMap({}, _dynamic=False) + + self._tasks = DotMap({ + "get_markets" + }, _dynamic=False) + self._locks = DotMap({ + "place_order": asyncio.Lock(), + }, _dynamic=False) + + self._gateway = GatewayHttpClient.get_instance(self._client_config) @property def real_time_balance_update(self) -> bool: - return True + return False @property def events_are_streamed(self) -> bool: - return True + return False @staticmethod def supported_stream_events() -> List[Enum]: - pass + return [] def get_supported_order_types(self) -> List[OrderType]: - pass + return [OrderType.LIMIT] async def start(self): pass @@ -55,39 +75,60 @@ async def stop(self): pass async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: - - payload = { - "connector": self._connector_name, - "chain": self._chain, - "network": self._network, - "trading_pair": order.trading_pair, - "address": self._account_address, - "trade_type": order.trade_type, - "order_type": order.order_type, - "price": order.price, - "size": order.amount - } - - result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order(**payload) - - return "", result + order.client_id = generate_hash(order) + + async with self._locks.place_order: + try: + response = await self._gateway.kujira_post_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "orders": [{ + "clientId": order.client_id, + "marketId": self._market.id, + "marketName": self._market.name, + "ownerAddress": self._owner_address, + "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], + "price": str(order.price), + "amount": str(order.amount), + "type": KujiraOrderType.from_hummingbot(order.order_type).value[0], + "payerAddress": self._payer_address, + "replaceIfExists": True, + "waitUntilIncludedInBlock": True + }] + }) + + placed_orders = response.values() + placed_order = DotMap(placed_orders[0], _dynamic=False) + + self.logger().debug( + f"""Order "{order.client_id}" successfully placed. Exchange id: {placed_order.id}. Transaction hash: {placed_order.hashes.creation}""" + ) + except Exception as exception: + self.logger().debug( + f"""Order "{order.client_id}" failed.""" + ) + + raise exception + + transaction_hash = placed_order.hashes.creation + + if transaction_hash in (None, ""): + raise Exception( + f"""Order "{order.client_id}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + misc_updates = DotMap({ + "creation_transaction_hash": transaction_hash, + }, _dynamic=False) + + return placed_order.client_id, misc_updates async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: pass async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - - payload = { - "connector": self._connector_name, - "chain": self._chain, - "network": self._network, - "address": self._account_address, - "market": order.trading_pair, - "orderId": order.exchange_order_id, - } - result = await self._get_gateway_instance().clob_place_order(**payload) - - return True, result + pass async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: pass @@ -99,20 +140,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: pass async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - - payload = { - "chain": self._chain, - "network": self._network, - "address": self._account_address, - } - - result = await self._get_gateway_instance().clob_kujira_balances(**payload) - - for value in result.values(): - for item in value: - item['amount'] = Decimal(item['amount']) - - return result + pass async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: pass @@ -127,12 +155,7 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc pass async def check_network_status(self) -> NetworkStatus: - try: - await self._get_gateway_instance().ping_gateway() - except asyncio.InvalidStateError(NetworkStatus.NOT_CONNECTED): - raise "No Gateway's connection" - status = NetworkStatus.CONNECTED - return status + pass def _check_markets_initialized(self) -> bool: pass @@ -148,7 +171,3 @@ def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: pass - - def _get_gateway_instance(self) -> GatewayHttpClient: - gateway_instance = GatewayHttpClient.get_instance(self._client_config) - return gateway_instance diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py new file mode 100644 index 0000000000..b7d7dd9cdd --- /dev/null +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py @@ -0,0 +1,154 @@ +import asyncio +from decimal import Decimal +from enum import Enum +from typing import Any, Dict, List, Optional, Tuple + +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import CONNECTOR_NAME +from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book import OrderBookMessage +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient +from hummingbot.core.network_iterator import NetworkStatus + + +class KujiraAPIDataSource(CLOBAPIDataSourceBase): + + def __init__( + self, + trading_pairs: List[str], + connector_spec: Dict[str, Any], + client_config_map: ClientConfigAdapter, + ): + super().__init__( + trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map + ) + self._connector_name = CONNECTOR_NAME + self._chain = connector_spec["chain"] + self._network = connector_spec["network"] + self._account_address: str = connector_spec["wallet_address"] + + @property + def real_time_balance_update(self) -> bool: + return True + + @property + def events_are_streamed(self) -> bool: + return True + + @staticmethod + def supported_stream_events() -> List[Enum]: + pass + + def get_supported_order_types(self) -> List[OrderType]: + pass + + async def start(self): + pass + + async def stop(self): + pass + + async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: + + payload = { + "connector": self._connector_name, + "chain": self._chain, + "network": self._network, + "trading_pair": order.trading_pair, + "address": self._account_address, + "trade_type": order.trade_type, + "order_type": order.order_type, + "price": order.price, + "size": order.amount + } + + result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order(**payload) + + return "", result + + async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: + pass + + async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: + + payload = { + "connector": self._connector_name, + "chain": self._chain, + "network": self._network, + "address": self._account_address, + "market": order.trading_pair, + "orderId": order.exchange_order_id, + } + result = await self._get_gateway_instance().clob_place_order(**payload) + + return True, result + + async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: + pass + + async def get_last_traded_price(self, trading_pair: str) -> Decimal: + pass + + async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + pass + + async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: + + payload = { + "chain": self._chain, + "network": self._network, + "address": self._account_address, + } + + result = await self._get_gateway_instance().clob_kujira_balances(**payload) + + for value in result.values(): + for item in value: + item['amount'] = Decimal(item['amount']) + + return result + + async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: + pass + + async def get_all_order_fills(self, in_flight_order: InFlightOrder) -> List[TradeUpdate]: + pass + + def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + pass + + def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + pass + + async def check_network_status(self) -> NetworkStatus: + try: + await self._get_gateway_instance().ping_gateway() + except asyncio.InvalidStateError(NetworkStatus.NOT_CONNECTED): + raise "No Gateway's connection" + status = NetworkStatus.CONNECTED + return status + + def _check_markets_initialized(self) -> bool: + pass + + async def _update_markets(self): + pass + + def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: + pass + + def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: + pass + + def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: + pass + + def _get_gateway_instance(self) -> GatewayHttpClient: + gateway_instance = GatewayHttpClient.get_instance(self._client_config) + return gateway_instance diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 061773180f..b902d5a283 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -10,6 +10,8 @@ "name": "Kuji", } +CONNECTOR = "kujira" + ########################## # Injective related constants: ########################## diff --git a/setup/environment.yml b/setup/environment.yml index e7da859c74..6f167d81f1 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -49,6 +49,7 @@ dependencies: - docker==5.0.3 - dydx-python==0.11.3 - dydx-v3-python==1.0.10 + - dotmap==1.3.30 - eth-abi==2.1.1 - eth-account==0.5.5 - eth-bloom==1.0.4 From e512d7f0e01c95207e8a33e944b3819869b4984a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Sun, 14 May 2023 14:41:34 -0300 Subject: [PATCH 053/359] Changing the balances order of magnitude. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index cde8060f53..88e012b806 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -490,9 +490,10 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: denom_meta = self._denom_to_token_meta.get(bank_entry["token"]) if denom_meta is not None: asset_name: str = denom_meta["symbol"] - denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") + # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - available_balance: Decimal = Decimal(bank_entry["amount"]) * denom_scaler + # available_balance: Decimal = Decimal(bank_entry["amount"]) * denom_scaler + available_balance: Decimal = Decimal(bank_entry["amount"]) total_balance: Decimal = available_balance balances_dict[asset_name] = { "total_balance": total_balance, From 6817b2b79f725924fcbfffa8356bc222ff30b764 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 16 May 2023 16:04:21 +0200 Subject: [PATCH 054/359] Kujira Client improvements. --- .../kujira/kujira_api_data_source.py | 4 + .../kujira/kujira_api_data_source_2.py | 74 ++++++++++++++++++- .../data_sources/kujira/kujira_helpers.py | 25 +++++-- .../gateway/clob_spot/gateway_clob_spot.py | 5 +- 4 files changed, 100 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 88e012b806..fef9256bdf 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -1163,3 +1163,7 @@ def _time() -> float: def _get_gateway_instance(self) -> GatewayHttpClient: gateway_instance = GatewayHttpClient.get_instance(self._client_config) return gateway_instance + + @property + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return True diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index 2a626a13f5..8f2fe996db 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -49,6 +49,7 @@ def __init__( }, _dynamic=False) self._locks = DotMap({ "place_order": asyncio.Lock(), + "place_orders": asyncio.Lock(), }, _dynamic=False) self._gateway = GatewayHttpClient.get_instance(self._client_config) @@ -125,7 +126,74 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti return placed_order.client_id, misc_updates async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: - pass + orders = [] + clients_ids = [] + for order_to_create in orders_to_create: + order_to_create.client_id = generate_hash(order_to_create) + clients_ids.append(order_to_create.client_id) + + order = { + "clientId": order_to_create.client_id, + "marketId": self._market.id, + "marketName": self._market.name, + "ownerAddress": self._owner_address, + "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], + "price": str(order_to_create.price), + "amount": str(order_to_create.amount), + "type": KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], + "payerAddress": self._payer_address, + "replaceIfExists": True, + "waitUntilIncludedInBlock": True + } + + orders.append(order) + + async with self._locks.place_orders: + try: + response = await self._gateway.kujira_post_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "orders": orders + }) + + placed_orders = DotMap(response.values(), _dynamic=False) + + ids = [order["id"] for order in orders] + + hashes = set([order["hashes"]["creation"] for order in placed_orders]) + + self.logger().debug( + f"""Orders "{clients_ids}" successfully placed. Exchange id: {ids}. Transaction hash(es): {hashes}""" + ) + except Exception as exception: + self.logger().debug( + f"""Orders "{clients_ids}" failed.""" + ) + + raise exception + + transaction_hash = "".join(hashes) + + if transaction_hash in (None, ""): + raise Exception( + f"""Orders "{clients_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + place_order_results = [ + # PlaceOrderResult( + # update_timestamp=time.time(), + # client_order_id=order.client_order_id, + # exchange_order_id=order_hash, + # trading_pair=order.trading_pair, + # misc_updates={ + # "creation_transaction_hash": transaction_hash, + # }, + # exception=exception, + # ) for order, order_hash in zip(orders_to_create, order_hashes.spot) + ] + + return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: pass @@ -157,6 +225,10 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc async def check_network_status(self) -> NetworkStatus: pass + @property + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return True + def _check_markets_initialized(self) -> bool: pass diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 082a21d673..32312c6f5c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -1,7 +1,8 @@ import hashlib import logging +from datetime import datetime from decimal import Decimal -from typing import List +from typing import Any, List import jsonpickle @@ -24,12 +25,24 @@ ) -def generate_hash(obj): - obj_serialized = jsonpickle.encode(obj, unpicklable=True).encode("utf-8") - hasher = hashlib.md5() - hasher.update(obj_serialized) +def generate_hash(input: Any) -> str: + return generate_hashes([input])[0] - return hasher.hexdigest() + +def generate_hashes(inputs: List[Any]) -> List[str]: + hashes = [] + salt = datetime.now() + + for input in inputs: + serialized = jsonpickle.encode(input, unpicklable=True).encode("utf-8") + hasher = hashlib.md5() + target = f"{salt}{serialized}" + hasher.update(target) + hash = hasher.hexdigest() + + hashes.append(hash) + + return hashes ########################## # Injective related helpers: diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 0f9da56500..9ff56d9e24 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -121,7 +121,10 @@ def trading_pairs(self) -> List[str]: @property def is_cancel_request_in_exchange_synchronous(self) -> bool: - return False + if hasattr(self._api_data_source, 'is_cancel_request_in_exchange_synchronous'): + return self._api_data_source.is_cancel_request_in_exchange_synchronous + else: + return False @property def is_trading_required(self) -> bool: From 19a3730dbcea0bbabc8051744fd605a74e2ea5d9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 16 May 2023 13:03:48 -0300 Subject: [PATCH 055/359] Fixed get all filled order --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index fef9256bdf..80869a0a04 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -454,7 +454,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: "network": self._network, "connector": self._connector_name, "ownerAddress": self._sub_account_id, - "marketId": market["id"], + "market": market["id"], "status": OrderStatus.FILLED.value[0], }) if len(trades.values()) != 0: From 027c3d3689e80c5f0e7eda5c76da1faa0a79a417 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 16 May 2023 18:39:37 +0200 Subject: [PATCH 056/359] Kujira Client improvements. --- .../kujira/kujira_api_data_source_2.py | 242 +++++++++++++++--- .../data_sources/kujira/kujira_constants.py | 8 +- 2 files changed, 210 insertions(+), 40 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index 8f2fe996db..fe3ee90fce 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -1,5 +1,6 @@ import asyncio from enum import Enum +from time import time from typing import Any, Dict, List, Optional, Tuple from _decimal import Decimal @@ -12,12 +13,13 @@ from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book_message import OrderBookMessage +from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.utils.async_utils import safe_gather -from .kujira_constants import CONNECTOR +from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN from .kujira_helpers import generate_hash from .kujira_types import OrderSide as KujiraOrderSide, OrderType as KujiraOrderType @@ -50,6 +52,10 @@ def __init__( self._locks = DotMap({ "place_order": asyncio.Lock(), "place_orders": asyncio.Lock(), + "cancel_order": asyncio.Lock(), + "cancel_orders": asyncio.Lock(), + "settle_market_funds": asyncio.Lock(), + "settle_markets_funds": asyncio.Lock(), }, _dynamic=False) self._gateway = GatewayHttpClient.get_instance(self._client_config) @@ -76,7 +82,7 @@ async def stop(self): pass async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: - order.client_id = generate_hash(order) + order.client_order_id = generate_hash(order) async with self._locks.place_order: try: @@ -85,7 +91,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "network": self._network, "connector": self._connector, "orders": [{ - "clientId": order.client_id, + "clientId": order.client_order_id, "marketId": self._market.id, "marketName": self._market.name, "ownerAddress": self._owner_address, @@ -103,11 +109,11 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti placed_order = DotMap(placed_orders[0], _dynamic=False) self.logger().debug( - f"""Order "{order.client_id}" successfully placed. Exchange id: {placed_order.id}. Transaction hash: {placed_order.hashes.creation}""" + f"""Order "{order.client_order_id}" / "{placed_order.id}" successfully placed. Transaction hash: "{placed_order.hashes.creation}".""" ) except Exception as exception: self.logger().debug( - f"""Order "{order.client_id}" failed.""" + f"""Placement of order "{order.client_order_id}" failed.""" ) raise exception @@ -116,9 +122,11 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti if transaction_hash in (None, ""): raise Exception( - f"""Order "{order.client_id}" failed. Invalid transaction hash: "{transaction_hash}".""" + f"""Placement of order "{order.client_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" ) + order.exchange_order_id = placed_order.id + misc_updates = DotMap({ "creation_transaction_hash": transaction_hash, }, _dynamic=False) @@ -126,14 +134,14 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti return placed_order.client_id, misc_updates async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: - orders = [] - clients_ids = [] + candidate_orders = [] + client_ids = [] for order_to_create in orders_to_create: - order_to_create.client_id = generate_hash(order_to_create) - clients_ids.append(order_to_create.client_id) + order_to_create.client_order_id = generate_hash(order_to_create) + client_ids.append(order_to_create.client_order_id) - order = { - "clientId": order_to_create.client_id, + candidate_order = { + "clientId": order_to_create.client_order_id, "marketId": self._market.id, "marketName": self._market.name, "ownerAddress": self._owner_address, @@ -146,7 +154,7 @@ async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> Lis "waitUntilIncludedInBlock": True } - orders.append(order) + candidate_orders.append(candidate_order) async with self._locks.place_orders: try: @@ -154,21 +162,21 @@ async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> Lis "chain": self._chain, "network": self._network, "connector": self._connector, - "orders": orders + "orders": candidate_orders }) placed_orders = DotMap(response.values(), _dynamic=False) - ids = [order["id"] for order in orders] + ids = [order.id for order in placed_orders] - hashes = set([order["hashes"]["creation"] for order in placed_orders]) + hashes = set([order.hashes.creation for order in placed_orders]) self.logger().debug( - f"""Orders "{clients_ids}" successfully placed. Exchange id: {ids}. Transaction hash(es): {hashes}""" + f"""Orders "{client_ids}" / "{ids}" successfully placed. Transaction hash(es): {hashes}.""" ) except Exception as exception: self.logger().debug( - f"""Orders "{clients_ids}" failed.""" + f"""Placement of orders "{client_ids}" failed.""" ) raise exception @@ -176,39 +184,197 @@ async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> Lis transaction_hash = "".join(hashes) if transaction_hash in (None, ""): - raise Exception( - f"""Orders "{clients_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + raise RuntimeError( + f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) - place_order_results = [ - # PlaceOrderResult( - # update_timestamp=time.time(), - # client_order_id=order.client_order_id, - # exchange_order_id=order_hash, - # trading_pair=order.trading_pair, - # misc_updates={ - # "creation_transaction_hash": transaction_hash, - # }, - # exception=exception, - # ) for order, order_hash in zip(orders_to_create, order_hashes.spot) - ] + place_order_results = [] + for order_to_create, placed_order in zip(orders_to_create, placed_orders): + order_to_create.exchange_order_id = placed_order.id + + place_order_results.append(PlaceOrderResult( + update_timestamp=time(), + client_order_id=order_to_create.client_order_id, + exchange_order_id=placed_order.id, + trading_pair=order_to_create.trading_pair, + misc_updates={ + "creation_transaction_hash": transaction_hash, + }, + exception=None, + )) return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - pass + await order.get_exchange_order_id() + + async with self._locks.cancel_order: + try: + response = await self._gateway.kujira_delete_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "ids": [order.exchange_order_id], + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) + + cancelled_orders = response.values() + cancelled_order = DotMap(cancelled_orders[0], _dynamic=False) + + self.logger().debug( + f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancelation}".""" + ) + except Exception as exception: + self.logger().debug( + f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed.""" + ) + + raise exception + + transaction_hash = cancelled_order.hashes.creation + + if transaction_hash in (None, ""): + raise Exception( + f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + misc_updates = DotMap({ + "cancelation_transaction_hash": transaction_hash, + }, _dynamic=False) + + return True, misc_updates async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: - pass + client_ids = [order.client_order_id for order in orders_to_cancel] + + in_flight_orders_to_cancel = [ + self._gateway_order_tracker.fetch_tracked_order(client_order_id=order.client_order_id) + for order in orders_to_cancel + ] + exchange_order_ids_to_cancel = await safe_gather( + *[order.get_exchange_order_id() for order in in_flight_orders_to_cancel], + return_exceptions=True, + ) + found_orders_to_cancel = [ + order + for order, result in zip(orders_to_cancel, exchange_order_ids_to_cancel) + if not isinstance(result, asyncio.TimeoutError) + ] + + ids = [order.exchange_order_id for order in found_orders_to_cancel] + + async with self._locks.cancel_orders: + try: + response = await self._gateway.kujira_delete_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "ids": ids, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) + + cancelled_orders = DotMap(response.values(), _dynamic=False) + + hashes = set([order.hashes.cancellation for order in cancelled_orders]) + + self.logger().debug( + f"""Orders "{client_ids}" / "{ids}" successfully cancelled. Transaction hash(es): "{hashes}".""" + ) + except Exception as exception: + self.logger().debug( + f"""Cancellation of orders "{client_ids}" / "{ids}" failed.""" + ) + + raise exception + + transaction_hash = "".join(hashes) + + if transaction_hash in (None, ""): + raise RuntimeError( + f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + cancel_order_results = [] + for order_to_cancel, cancelled_order in zip(orders_to_cancel, cancelled_orders): + cancel_order_results.append(CancelOrderResult( + client_order_id=order_to_cancel.client_order_id, + trading_pair=order_to_cancel.trading_pair, + misc_updates={ + "cancelation_transaction_hash": transaction_hash + }, + exception=None, + )) + + return cancel_order_results async def get_last_traded_price(self, trading_pair: str) -> Decimal: - pass + response = await self._gateway.kujira_get_ticker({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "marketId": self._market.id, + }) + + ticker = DotMap(response, _dynamic=False) + + return Decimal(ticker.price) async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - pass + response = await self._gateway.kujira_get_order_book({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "marketId": self._market.id, + }) + + order_book = DotMap(response, _dynamic=False) + + price_scale = 1 + size_scale = 1 + + timestamp = time() + + bids = [] + asks = [] + for bid in order_book.bids.values(): + bids.append((Decimal(bid.price) * price_scale, Decimal(bid.amount) * size_scale)) + + for ask in order_book.asks.values(): + asks.append((Decimal(ask.price) * price_scale, Decimal(ask.amount) * size_scale)) + + snapshot = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": timestamp, + "bids": bids, + "asks": asks, + }, + timestamp=timestamp + ) + + return snapshot + @property async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - pass + response = await self._gateway.kujira_get_balances_all({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "ownerAddress": self._owner_address, + "tokensSymbols": [self._market.baseToken.symbol, self._market.quoteToken.symbol, KUJIRA_NATIVE_TOKEN.symbol], + }) + + balances = DotMap(response, _dynamic=False) + + for balance in balances: + balance.free = Decimal(balance.free) + balance.lockedInOrders = Decimal(balance.lockedInOrders) + balance.unsettled = Decimal(balance.unsettled) + + return balances async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: pass diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index b902d5a283..6e05dd4b10 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -1,14 +1,18 @@ from decimal import Decimal from typing import Dict, Tuple +from dotmap import DotMap + from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import OrderState -KUJIRA_NATIVE_TOKEN = { +KUJIRA_NATIVE_TOKEN = DotMap({ "id": "ukuji", "name": "Kuji", -} + "symbol": "KUJI", + "decimals": "6", +}, _dynamic=False) CONNECTOR = "kujira" From cbdd60d0bbd30ceaf4f219cdec406a7406941030 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 16 May 2023 16:05:44 -0300 Subject: [PATCH 057/359] Updated environments, added nest_asyncio and dotmap --- setup/environment.yml | 2 ++ 1 file changed, 2 insertions(+) diff --git a/setup/environment.yml b/setup/environment.yml index 6f167d81f1..3cebcef2a5 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -47,6 +47,7 @@ dependencies: - cytoolz==0.11.0 - diff-cover==5.1.2 - docker==5.0.3 + - dotmap==1.3.30 - dydx-python==0.11.3 - dydx-v3-python==1.0.10 - dotmap==1.3.30 @@ -63,6 +64,7 @@ dependencies: - injective-py==0.6.1.6 - jsonpickle==3.0.1 - mypy-extensions==0.4.3 + - nest-asyncio==1.5.6 - pandas_ta==0.3.14b - pre-commit==2.18.1 - psutil==5.7.2 From 7a73d99013d77f706abd1798bbb8dd218d47f964 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 16 May 2023 22:55:57 +0200 Subject: [PATCH 058/359] Implementing the kujira_api_data_source_2.py methods. WIP. --- .../kujira/kujira_api_data_source_2.py | 36 ++++++++++++++++--- 1 file changed, 31 insertions(+), 5 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index fe3ee90fce..b22df2a8bb 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -396,16 +396,42 @@ def is_cancel_request_in_exchange_synchronous(self) -> bool: return True def _check_markets_initialized(self) -> bool: - pass + return self._markets is not None and bool(self._markets) async def _update_markets(self): - pass + response = await self._gateway.kujira_get_markets({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "marketIds": [market.id for market in self._markets], + }) + + self._markets = DotMap(response, _dynamic=False) + + return self._markets def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: - pass + trading_rule = TradingRule( + trading_pair=trading_pair, + min_order_size=market_info.minimumOrderSize, + min_price_increment=market_info.minimumPriceIncrement, + min_base_amount_increment=market_info.minimumBaseAmountIncrement, + min_quote_amount_increment=market_info.minimumQuoteAmountIncrement, + ) + + return trading_rule def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: - pass + return market_info.id def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: - pass + fee_scaler = Decimal("1") - Decimal(market_info.fees.serviceProvider) + maker_fee = Decimal(market_info.fees.maker) * fee_scaler + taker_fee = Decimal(market_info.fees.taker) * fee_scaler + + return MakerTakerExchangeFeeRates( + maker=maker_fee, + taker=taker_fee, + maker_flat_fees=[], + taker_flat_fees=[] + ) From fded2cd653ca14c5574f5b880105c5cdca76c76e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 00:24:02 +0200 Subject: [PATCH 059/359] Adding the remaining methods of the kujira_api_data_source_2.py. --- .../kujira/kujira_api_data_source_2.py | 166 +++++++++++++++--- 1 file changed, 144 insertions(+), 22 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py index b22df2a8bb..99e193f0e3 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py @@ -12,16 +12,17 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.in_flight_order import OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType -from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema +from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_gather +from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather -from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN +from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL from .kujira_helpers import generate_hash -from .kujira_types import OrderSide as KujiraOrderSide, OrderType as KujiraOrderType +from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType class KujiraAPIDataSource(CLOBAPIDataSourceBase): @@ -47,8 +48,9 @@ def __init__( self._market = DotMap({}, _dynamic=False) self._tasks = DotMap({ - "get_markets" + "update_markets" }, _dynamic=False) + self._locks = DotMap({ "place_order": asyncio.Lock(), "place_orders": asyncio.Lock(), @@ -70,16 +72,26 @@ def events_are_streamed(self) -> bool: @staticmethod def supported_stream_events() -> List[Enum]: - return [] + return [ + MarketEvent.TradeUpdate, + MarketEvent.OrderUpdate, + AccountEvent.BalanceEvent, + OrderBookDataSourceEvent.TRADE_EVENT, + OrderBookDataSourceEvent.DIFF_EVENT, + OrderBookDataSourceEvent.SNAPSHOT_EVENT, + ] def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] async def start(self): - pass + self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( + coro=self._update_markets_loop() + ) async def stop(self): - pass + self._tasks.update_markets and self._tasks.update_markets.cancel() + self._tasks.update_markets = None async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: order.client_order_id = generate_hash(order) @@ -133,7 +145,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti return placed_order.client_id, misc_updates - async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: + async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: candidate_orders = [] client_ids = [] for order_to_create in orders_to_create: @@ -245,7 +257,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona return True, misc_updates - async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: + async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: client_ids = [order.client_order_id for order in orders_to_cancel] in_flight_orders_to_cancel = [ @@ -376,20 +388,116 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: return balances - async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: - pass + async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: + default: Optional[OrderUpdate] = None + + await in_flight_order.get_exchange_order_id() + + response = await self._gateway.kujira_get_order({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "id": in_flight_order.exchange_order_id, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) + + order = DotMap(response, _dynamic=False) + + if order: + order_status = KujiraOrderStatus.to_hummingbot(order.status) - async def get_all_order_fills(self, in_flight_order: InFlightOrder) -> List[TradeUpdate]: - pass + if in_flight_order.current_state != order_status: + timestamp = time() + + open_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=timestamp, + new_state=order_status, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + }, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + + return default + + async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: + response = await self._gateway.kujira_get_order({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "id": in_flight_order.exchange_order_id, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + "status": KujiraOrderStatus.FILLED.value[0] + }) + + filled_order = DotMap(response, _dynamic=False) + + if filled_order: + timestamp = time() + trade_id = str(timestamp) + + # Simplified approach + # is_taker = in_flight_order.order_type == OrderType.LIMIT + + # order_book_message = OrderBookMessage( + # message_type=OrderBookMessageType.TRADE, + # timestamp=timestamp, + # content={ + # "trade_id": trade_id, + # "trading_pair": in_flight_order.trading_pair, + # "trade_type": in_flight_order.trade_type, + # "amount": in_flight_order.amount, + # "price": in_flight_order.price, + # "is_taker": is_taker, + # }, + # ) + + trade_update = TradeUpdate( + trade_id=trade_id, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + trading_pair=in_flight_order.trading_pair, + fill_timestamp=timestamp, + fill_price=in_flight_order.price, + fill_base_amount=in_flight_order.amount, + fill_quote_amount=in_flight_order.price * in_flight_order.amount, + fee=TradeFeeBase.new_spot_fee( + fee_schema=TradeFeeSchema(), + trade_type=in_flight_order.trade_type, + flat_fees=[TokenAmount( + amount=Decimal(self._market.fees.taker), + token=self._market.quoteToken.symbol + )] + ), + ) + + return [trade_update] + + return [] def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - pass + return str(status_update_exception).startswith("No update found for order") # TODO is this correct?!!! def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - pass + return False async def check_network_status(self) -> NetworkStatus: - pass + try: + await self._gateway.ping_gateway() + + return NetworkStatus.CONNECTED + except asyncio.CancelledError: + raise + except Exception as exception: + self.logger().error(exception) + + return NetworkStatus.NOT_CONNECTED @property def is_cancel_request_in_exchange_synchronous(self) -> bool: @@ -413,10 +521,10 @@ async def _update_markets(self): def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: trading_rule = TradingRule( trading_pair=trading_pair, - min_order_size=market_info.minimumOrderSize, - min_price_increment=market_info.minimumPriceIncrement, - min_base_amount_increment=market_info.minimumBaseAmountIncrement, - min_quote_amount_increment=market_info.minimumQuoteAmountIncrement, + min_order_size=Decimal(market_info.minimumOrderSize), + min_price_increment=Decimal(market_info.minimumPriceIncrement), + min_base_amount_increment=Decimal(market_info.minimumBaseAmountIncrement), + min_quote_amount_increment=Decimal(market_info.minimumQuoteAmountIncrement), ) return trading_rule @@ -435,3 +543,17 @@ def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) maker_flat_fees=[], taker_flat_fees=[] ) + + async def _update_markets_loop(self): + while True: + await self._update_markets() + await asyncio.sleep(MARKETS_UPDATE_INTERVAL) + + # async def _check_if_order_failed_based_on_transaction( + # self, + # transaction: Any, + # order: GatewayInFlightOrder + # ) -> bool: + # order_id = await order.get_exchange_order_id() + # + # return order_id.lower() not in transaction.data.lower() # TODO fix, bring data to the transaction object!!! From 3a9c7e050aa50b1b655dfcb953cde3c77d04d7a0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 15:44:36 +0200 Subject: [PATCH 060/359] Renaming and removing non needed files. --- .../injective_kujira_api_data_source.py | 1169 ++++++++++++++ .../kujira/kujira_api_data_source.py | 1392 +++++------------ .../kujira/kujira_api_data_source_2.py | 559 ------- .../kujira/kujira_api_data_source_3.py | 154 -- 4 files changed, 1560 insertions(+), 1714 deletions(-) create mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py delete mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py delete mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py new file mode 100644 index 0000000000..80869a0a04 --- /dev/null +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py @@ -0,0 +1,1169 @@ +import asyncio +import json +import time +from asyncio import Lock +from collections import defaultdict +from decimal import Decimal +from enum import Enum +from math import floor +from typing import Any, Dict, List, Mapping, Optional, Tuple + +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( + BACKEND_TO_CLIENT_ORDER_STATE_MAP, + CLIENT_TO_BACKEND_ORDER_TYPES_MAP, + CONNECTOR_NAME, + LOST_ORDER_COUNT_LIMIT, + MARKETS_UPDATE_INTERVAL, + MSG_BATCH_UPDATE_ORDERS, + MSG_CANCEL_SPOT_ORDER, + MSG_CREATE_SPOT_LIMIT_ORDER, + ORDER_CHAIN_PROCESSING_TIMEOUT, + REQUESTS_SKIP_STEP, +) +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import OrderHashManager +from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair +from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book import OrderBookMessage +from hummingbot.core.data_type.order_book_message import OrderBookMessageType +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema +from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookDataSourceEvent +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient +from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather +from hummingbot.logger import HummingbotLogger + +from .kujira_helpers import generate_hash +from .kujira_types import ( # AccountPortfolioResponse,; Coin,; Portfolio,; SubaccountBalanceV2,; SpotOrder, + GetTxByTxHashResponse, + MarketsResponse, + OrderStatus, + SpotMarketInfo, + SpotOrderHistory, + SpotTrade, + StreamAccountPortfolioResponse, + StreamOrderbookResponse, + StreamOrdersResponse, + StreamSubaccountBalanceResponse, + StreamTradesResponse, + StreamTxsResponse, + TokenMeta, +) + + +class KujiraAPIDataSource(CLOBAPIDataSourceBase): + """An interface class to the Kujira blockchain. + + Note — The same wallet address should not be used with different instances of the client as this will cause + issues with the account sequence management and may result in failed transactions, or worse, wrong locally computed + order hashes (exchange order IDs), which will in turn result in orphaned orders on the exchange. + """ + + _logger: Optional[HummingbotLogger] = None + + def __init__( + self, + trading_pairs: List[str], + connector_spec: Dict[str, Any], + client_config_map: ClientConfigAdapter, + ): + super().__init__( + trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map + ) + self._connector_name = CONNECTOR_NAME + self._chain = connector_spec["chain"] + self._network = connector_spec["network"] + self._sub_account_id = connector_spec["wallet_address"] + self._account_address: str = self._sub_account_id + # if self._network == "mainnet": + # self._network_obj = Network.mainnet() + # elif self._network == "testnet": + # self._network_obj = Network.testnet() + # else: + # raise ValueError(f"Invalid network: {self._network}") + # self._client = AsyncClient(network=self._network_obj) + # self._composer = ProtoMsgComposer(network=self._network_obj.string()) + self._order_hash_manager: Optional[OrderHashManager] = None + + self._markets_info: Dict[str, SpotMarketInfo] = {} + self._market_id_to_active_spot_markets: Dict[str, SpotMarketInfo] = {} + self._denom_to_token_meta: Dict[str, TokenMeta] = {} + self._markets_update_task: Optional[asyncio.Task] = None + + self._trades_stream_listener: Optional[asyncio.Task] = None + self._order_listeners: Dict[str, asyncio.Task] = {} + self._order_books_stream_listener: Optional[asyncio.Task] = None + self._bank_balances_stream_listener: Optional[asyncio.Task] = None + self._subaccount_balances_stream_listener: Optional[asyncio.Task] = None + self._transactions_stream_listener: Optional[asyncio.Task] = None + + self._order_placement_lock = Lock() + + # Local Balance + self._account_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) + self._account_available_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) + + @property + def real_time_balance_update(self) -> bool: + return False + + @property + def events_are_streamed(self) -> bool: + return False + + @staticmethod + def supported_stream_events() -> List[Enum]: + return [ + MarketEvent.TradeUpdate, + MarketEvent.OrderUpdate, + AccountEvent.BalanceEvent, + OrderBookDataSourceEvent.TRADE_EVENT, + OrderBookDataSourceEvent.DIFF_EVENT, + OrderBookDataSourceEvent.SNAPSHOT_EVENT, + ] + + def get_supported_order_types(self) -> List[OrderType]: + return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + + @property + def _is_default_subaccount(self): + # return self._sub_account_id[-24:] == DEFAULT_SUB_ACCOUNT_SUFFIX + return True + + async def start(self): + """Starts the event streaming.""" + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + self._markets_update_task = self._markets_update_task or safe_ensure_future( + coro=self._update_markets_loop() + ) + await self._update_markets() # required for the streams + # await self._start_streams() + self._gateway_order_tracker.lost_order_count_limit = LOST_ORDER_COUNT_LIMIT + + async def stop(self): + """Stops the event streaming.""" + await self._stop_streams() + self._markets_update_task and self._markets_update_task.cancel() + self._markets_update_task = None + + async def check_network_status(self) -> NetworkStatus: + status = NetworkStatus.CONNECTED + try: + # await self._client.ping() + await self._get_gateway_instance().ping_gateway() + except asyncio.CancelledError: + raise + except Exception: + status = NetworkStatus.NOT_CONNECTED + return status + + async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + market = self._markets_info[trading_pair] + # order_book_response = await self._client.get_spot_orderbooksV2(market_ids=[market.market_id]) + order_book_response = await self._get_gateway_instance().get_clob_orderbook_snapshot( + chain=self._chain, + network=self._network, + connector=self._connector_name, + trading_pair=trading_pair + ) + price_scale = self._get_backend_price_scaler(market=market) + size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) + last_update_timestamp_ms = 0 + bids = [] + orderbook = order_book_response + for bid in orderbook["buys"]: + bids.append((Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, bid["timestamp"]) + asks = [] + for ask in orderbook["sells"]: + asks.append((Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale)) + last_update_timestamp_ms = max(last_update_timestamp_ms, ask["timestamp"]) + snapshot_msg = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": last_update_timestamp_ms, + "bids": bids, + "asks": asks, + }, + timestamp=last_update_timestamp_ms * 1e-3, + ) + return snapshot_msg + + def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + return str(status_update_exception).startswith("No update found for order") + + def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + return False + + async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: + status_update: Optional[OrderUpdate] = None + trading_pair = in_flight_order.trading_pair + order_hash = await in_flight_order.get_exchange_order_id() + misc_updates = { + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + } + + market = self._markets_info[trading_pair] + direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" + status_update = await self._get_booked_order_status_update( + trading_pair=trading_pair, + client_order_id=in_flight_order.client_order_id, + order_hash=order_hash, + market_id=market["id"], + direction=direction, + creation_timestamp=in_flight_order.creation_timestamp, + order_type=in_flight_order.order_type, + trade_type=in_flight_order.trade_type, + order_mist_updates=misc_updates, + ) + if status_update is None and in_flight_order.creation_transaction_hash is not None: + try: + tx_response = await self._get_transaction_by_hash( + transaction_hash=in_flight_order.creation_transaction_hash + ) + except Exception: + self.logger().debug( + f"Failed to fetch transaction {in_flight_order.creation_transaction_hash} for order" + f" {in_flight_order.exchange_order_id}.", + exc_info=True, + ) + tx_response = None + if tx_response is None: + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + elif await self._check_if_order_failed_based_on_transaction( + transaction=tx_response, order=in_flight_order + ): + status_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=tx_response.data.block_unix_timestamp * 1e-3, + new_state=OrderState.FAILED, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates=misc_updates, + ) + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + if status_update is None: + raise IOError(f"No update found for order {in_flight_order.client_order_id}") + + if in_flight_order.current_state == OrderState.PENDING_CREATE and status_update.new_state != OrderState.OPEN: + open_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=status_update.update_timestamp, + new_state=OrderState.OPEN, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=status_update.exchange_order_id, + misc_updates=misc_updates, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=status_update) + + return status_update + + async def place_order( + self, order: GatewayInFlightOrder, **kwargs + ) -> Tuple[Optional[str], Dict[str, Any]]: + # spot_order_to_create = [self._compose_spot_order_for_local_hash_computation(order=order)] + async with self._order_placement_lock: + # order_hashes = self._order_hash_manager.compute_order_hashes( + # spot_orders=spot_order_to_create, derivative_orders=[] + # ) + # order_hash = order_hashes.spot[0] + + # order_hash = generate_hash(order) + + try: + order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order( + connector=self._connector_name, + chain=self._chain, + network=self._network, + trading_pair=order.trading_pair, + address=self._sub_account_id, + trade_type=order.trade_type, + order_type=order.order_type, + price=order.price, + size=order.amount, + ) + transaction_hash: Optional[str] = order_result.get("txHash") + order_id = order_result.get("id") + except Exception: + await self._update_account_address_and_create_order_hash_manager() + raise + + self.logger().debug( + # f"Placed order {order_hash} with nonce {self._order_hash_manager.current_nonce - 1}" + f"Placed order {order_id}" + f" and tx hash {transaction_hash}." + ) + + if transaction_hash in (None, ""): + await self._update_account_address_and_create_order_hash_manager() + raise ValueError( + f"The creation transaction for {order.client_order_id} failed. Please ensure there is sufficient" + f" INJ in the bank to cover transaction fees." + ) + + transaction_hash = f"0x{transaction_hash.lower()}" + + misc_updates = { + "creation_transaction_hash": transaction_hash, + } + + return order_id, misc_updates + + async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: + spot_orders_to_create = [ + # self._compose_spot_order_for_local_hash_computation(order=order) + generate_hash(order) + for order in orders_to_create + ] + + async with self._order_placement_lock: + order_hashes = self._order_hash_manager.compute_order_hashes( + spot_orders=spot_orders_to_create, derivative_orders=[] + ) + try: + update_result = await self._get_gateway_instance().clob_batch_order_modify( + connector=self._connector_name, + chain=self._chain, + network=self._network, + address=self._sub_account_id, + orders_to_create=orders_to_create, + orders_to_cancel=[], + ) + except Exception: + await self._update_account_address_and_create_order_hash_manager() + raise + + transaction_hash: Optional[str] = update_result.get("txHash") + exception = None + + if transaction_hash in (None, ""): + await self._update_account_address_and_create_order_hash_manager() + self.logger().error("The batch order update transaction failed.") + exception = RuntimeError("The creation transaction has failed on the Injective chain.") + + transaction_hash = f"0x{transaction_hash.lower()}" + + place_order_results = [ + PlaceOrderResult( + update_timestamp=self._time(), + client_order_id=order.client_order_id, + exchange_order_id=order_hash, + trading_pair=order.trading_pair, + misc_updates={ + "creation_transaction_hash": transaction_hash, + }, + exception=exception, + ) for order, order_hash in zip(orders_to_create, order_hashes.spot) + ] + + return place_order_results + + async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Dict[str, Any]]: + await order.get_exchange_order_id() + + cancelation_result = await self._get_gateway_instance().clob_cancel_order( + connector=self._connector_name, + chain=self._chain, + network=self._network, + trading_pair=order.trading_pair, + address=self._sub_account_id, + exchange_order_id=order.exchange_order_id, + ) + transaction_hash: Optional[str] = cancelation_result.get("txHash") + + if transaction_hash in (None, ""): + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + raise ValueError( + f"The cancelation transaction for {order.client_order_id} failed. Please ensure there is sufficient" + f" INJ in the bank to cover transaction fees." + ) + + transaction_hash = f"0x{transaction_hash.lower()}" + + misc_updates = { + "cancelation_transaction_hash": transaction_hash + } + + return True, misc_updates + + async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: + in_flight_orders_to_cancel = [ + self._gateway_order_tracker.fetch_tracked_order(client_order_id=order.client_order_id) + for order in orders_to_cancel + ] + exchange_order_ids_to_cancel = await safe_gather( + *[order.get_exchange_order_id() for order in in_flight_orders_to_cancel], + return_exceptions=True, + ) + found_orders_to_cancel = [ + order + for order, result in zip(orders_to_cancel, exchange_order_ids_to_cancel) + if not isinstance(result, asyncio.TimeoutError) + ] + + update_result = await self._get_gateway_instance().clob_batch_order_modify( + connector=self._connector_name, + chain=self._chain, + network=self._network, + address=self._sub_account_id, + orders_to_create=[], + orders_to_cancel=found_orders_to_cancel, + ) + + transaction_hash: Optional[str] = update_result.get("txHash") + exception = None + + if transaction_hash is None: + await self._update_account_address_and_create_order_hash_manager() + self.logger().error("The batch order update transaction failed.") + exception = RuntimeError("The cancelation transaction has failed on the Injective chain.") + + transaction_hash = f"0x{transaction_hash.lower()}" + + cancel_order_results = [ + CancelOrderResult( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + misc_updates={ + "cancelation_transaction_hash": transaction_hash + }, + exception=exception, + ) for order in orders_to_cancel + ] + + return cancel_order_results + + async def get_last_traded_price(self, trading_pair: str) -> Decimal: + market = self._markets_info[trading_pair] + # trades = await self._client.get_spot_trades(market_id=market["id"]) + trades = await self._get_gateway_instance().kujira_get_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "ownerAddress": self._sub_account_id, + "market": market["id"], + "status": OrderStatus.FILLED.value[0], + }) + if len(trades.values()) != 0: + price = self._convert_price_from_backend(price=trades.values()[0]["price"], market=market) + else: + price = Decimal("NaN") + return price + + async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: + if self._account_address is None: + async with self._order_placement_lock: + await self._update_account_address_and_create_order_hash_manager() + self._check_markets_initialized() or await self._update_markets() + + # portfolio_response: AccountPortfolioResponse = await self._client.get_account_portfolio( + # account_address=self._account_address + # ) + # + # portfolio: Portfolio = portfolio_response.portfolio + # bank_balances: List[Coin] = portfolio.bank_balances + # sub_account_balances: List[SubaccountBalanceV2] = portfolio.subaccounts + + balances_dict: Dict[str, Dict[str, Decimal]] = {} + + bank_balances = (await self._get_gateway_instance().clob_kujira_balances( + chain=self._chain, + network=self._network, + address=self._account_address, + ))["balances"] + + if self._is_default_subaccount: + for bank_entry in bank_balances: + denom_meta = self._denom_to_token_meta.get(bank_entry["token"]) + if denom_meta is not None: + asset_name: str = denom_meta["symbol"] + # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") + + # available_balance: Decimal = Decimal(bank_entry["amount"]) * denom_scaler + available_balance: Decimal = Decimal(bank_entry["amount"]) + total_balance: Decimal = available_balance + balances_dict[asset_name] = { + "total_balance": total_balance, + "available_balance": available_balance, + } + + # for entry in sub_account_balances: + # if entry.subaccount_id.casefold() != self._sub_account_id.casefold(): + # continue + # + # denom_meta = self._denom_to_token_meta.get(entry.denom) + # if denom_meta is not None: + # asset_name: str = denom_meta.symbol + # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") + # + # total_balance: Decimal = Decimal(entry.deposit.total_balance) * denom_scaler + # available_balance: Decimal = Decimal(entry.deposit.available_balance) * denom_scaler + # + # balance_element = balances_dict.get( + # asset_name, {"total_balance": Decimal("0"), "available_balance": Decimal("0")} + # ) + # balance_element["total_balance"] += total_balance + # balance_element["available_balance"] += available_balance + # balances_dict[asset_name] = balance_element + + self._update_local_balances(balances=balances_dict) + return balances_dict + + async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: + trading_pair = in_flight_order.trading_pair + market = self._markets_info[trading_pair] + exchange_order_id = await in_flight_order.get_exchange_order_id() + direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" + trades = await self._get_all_trades( + market_id=market["id"], + direction=direction, + created_at=int(in_flight_order.creation_timestamp * 1e3), + updated_at=int(in_flight_order.last_update_timestamp * 1e3) + ) + + client_order_id: str = in_flight_order.client_order_id + trade_updates = [] + + for trade in trades: + if trade.order_hash == exchange_order_id: + _, trade_update = self._parse_backend_trade(client_order_id=client_order_id, backend_trade=trade) + trade_updates.append(trade_update) + + return trade_updates + + async def _update_account_address_and_create_order_hash_manager(self): + if not self._order_placement_lock.locked(): + raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") + # response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( + # chain=self._chain, network=self._network, address=self._sub_account_id + # ) + # self._account_address: str = response["injectiveAddress"] + + # await self._client.get_account(self._account_address) + # await self._client.sync_timeout_height() + tasks_to_await_submitted_orders_to_be_processed_by_chain = [ + asyncio.wait_for(order.wait_until_processed_by_exchange(), timeout=ORDER_CHAIN_PROCESSING_TIMEOUT) + for order in self._gateway_order_tracker.active_orders.values() + if order.creation_transaction_hash is not None + ] # orders that have been sent to the chain but not yet added to a block will affect the order nonce + await safe_gather(*tasks_to_await_submitted_orders_to_be_processed_by_chain, return_exceptions=True) # await their processing + # self._order_hash_manager = OrderHashManager(network=self._network_obj, sub_account_id=self._sub_account_id) + # await self._order_hash_manager.start() + + def _check_markets_initialized(self) -> bool: + return ( + len(self._markets_info) != 0 + and len(self._market_id_to_active_spot_markets) != 0 + and len(self._denom_to_token_meta) != 0 + ) + + async def _update_markets_loop(self): + while True: + await self._sleep(delay=MARKETS_UPDATE_INTERVAL) + await self._update_markets() + + async def _update_markets(self): + markets = await self._get_spot_markets() + self._update_trading_pair_to_active_spot_markets(markets=markets) + self._update_market_id_to_active_spot_markets(markets=markets) + self._update_denom_to_token_meta(markets=markets) + + async def _get_spot_markets(self) -> MarketsResponse: + # market_status = "active" + # markets = await self._client.get_spot_markets(market_status=market_status) + # return markets + + markets = await self._get_gateway_instance().kujira_get_markets_all({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name + }) + + return markets + + def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): + # We need to keep local copy of total and available balance so we can trigger BalanceUpdateEvent with correct + # details. This is specifically for Injective during the processing of balance streams, where the messages does not + # detail the total_balance and available_balance across bank and subaccounts. + for asset_name, balance_entry in balances.items(): + if "total_balance" in balance_entry: + self._account_balances[asset_name] = balance_entry["total_balance"] + if "available_balance" in balance_entry: + self._account_available_balances[asset_name] = balance_entry["available_balance"] + + def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): + markets_dict = {market["id"]: market for market in markets.values()} + self._market_id_to_active_spot_markets.clear() + self._market_id_to_active_spot_markets.update(markets_dict) + + def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> TradingRule: + min_price_tick_size = self._convert_price_from_backend( + # price=market_info.min_price_tick_size, market=market_info + price=market_info["tickSize"], market=market_info + ) + min_quantity_tick_size = self._convert_size_from_backend( + # size=market_info.min_quantity_tick_size, market=market_info + size=market_info["minimumOrderSize"], market=market_info + ) + trading_rule = TradingRule( + trading_pair=trading_pair, + min_order_size=min_quantity_tick_size, + min_price_increment=min_price_tick_size, + min_base_amount_increment=min_quantity_tick_size, + min_quote_amount_increment=min_price_tick_size, + ) + return trading_rule + + # def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: + # market = self._markets_info[order.trading_pair] + # return self._composer.SpotOrder( + # market_id=market.market_id, + # subaccount_id=self._sub_account_id.lower(), + # fee_recipient=self._account_address, + # price=float(order.price), + # quantity=float(order.amount), + # is_buy=order.trade_type == TradeType.BUY, + # is_po=order.order_type == OrderType.LIMIT_MAKER, + # ) + + async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: + self._check_markets_initialized() or await self._update_markets() + + trading_fees = {} + for trading_pair, market in self._markets_info.items(): + # fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) + # maker_fee = Decimal(market.maker_fee_rate) * fee_scaler + # taker_fee = Decimal(market.taker_fee_rate) * fee_scaler + # trading_fees[trading_pair] = MakerTakerExchangeFeeRates( + # maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] + # ) + + maker_fee = Decimal("0") + taker_fee = Decimal("0") + + trading_fees[trading_pair] = MakerTakerExchangeFeeRates( + maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] + ) + + return trading_fees + + async def _get_booked_order_status_update( + self, + trading_pair: str, + client_order_id: str, + order_hash: str, + market_id: str, + direction: str, + creation_timestamp: float, + order_type: OrderType, + trade_type: TradeType, + order_mist_updates: Dict[str, str], + ) -> Optional[OrderUpdate]: + order_status = await self._get_backend_order_status( + market_id=market_id, + order_type=order_type, + trade_type=trade_type, + order_hash=order_hash, + direction=direction, + start_time=int(creation_timestamp * 1e3), + ) + + if order_status is not None: + status_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=order_status.updated_at * 1e-3, + new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order_status.state], + client_order_id=client_order_id, + exchange_order_id=order_status.order_hash, + misc_updates=order_mist_updates, + ) + else: + status_update = None + + return status_update + + def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): + markets_dict = {} + for market in markets.values(): + trading_pair = combine_to_hb_trading_pair( + base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] + ) + markets_dict[trading_pair] = market + self._markets_info.clear() + self._markets_info.update(markets_dict) + + def _update_denom_to_token_meta(self, markets: MarketsResponse): + self._denom_to_token_meta.clear() + for market in markets.values(): + if market["baseToken"]["symbol"] != "": # the meta is defined + self._denom_to_token_meta[market["baseToken"]["id"]] = market["baseToken"] + if market["quoteToken"]["symbol"] != "": # the meta is defined + self._denom_to_token_meta[market["quoteToken"]["id"]] = market["quoteToken"] + + async def _start_streams(self): + self._trades_stream_listener = ( + self._trades_stream_listener or safe_ensure_future(coro=self._listen_to_trades_stream()) + ) + market_ids = self._get_market_ids() + for market_id in market_ids: + if market_id not in self._order_listeners: + self._order_listeners[market_id] = safe_ensure_future( + coro=self._listen_to_orders_stream(market_id=market_id) + ) + self._order_books_stream_listener = ( + self._order_books_stream_listener or safe_ensure_future(coro=self._listen_to_order_books_stream()) + ) + if self._is_default_subaccount: + self._bank_balances_stream_listener = ( + self._bank_balances_stream_listener or safe_ensure_future(coro=self._listen_to_bank_balances_streams()) + ) + self._subaccount_balances_stream_listener = self._subaccount_balances_stream_listener or safe_ensure_future( + coro=self._listen_to_subaccount_balances_stream() + ) + self._transactions_stream_listener = self._transactions_stream_listener or safe_ensure_future( + coro=self._listen_to_transactions_stream() + ) + + async def _stop_streams(self): + self._trades_stream_listener and self._trades_stream_listener.cancel() + self._trades_stream_listener = None + for listener in self._order_listeners.values(): + listener.cancel() + self._order_listeners = {} + self._order_books_stream_listener and self._order_books_stream_listener.cancel() + self._order_books_stream_listener = None + self._subaccount_balances_stream_listener and self._subaccount_balances_stream_listener.cancel() + self._subaccount_balances_stream_listener = None + self._bank_balances_stream_listener and self._bank_balances_stream_listener.cancel() + self._bank_balances_stream_listener = None + self._transactions_stream_listener and self._transactions_stream_listener.cancel() + self._transactions_stream_listener = None + + # async def _listen_to_trades_stream(self): + # while True: + # market_ids: List[str] = self._get_market_ids() + # stream: UnaryStreamCall = await self._client.stream_spot_trades(market_ids=market_ids) + # try: + # async for trade_msg in stream: + # self._process_trade_stream_event(message=trade_msg) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in public trade listener loop.") + # self.logger().info("Restarting public trades stream.") + # stream.cancel() + + def _process_trade_stream_event(self, message: StreamTradesResponse): + trade_message: SpotTrade = message.trade + exchange_order_id = trade_message.order_hash + tracked_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(exchange_order_id) + client_order_id = "" if tracked_order is None else tracked_order.client_order_id + trade_ob_msg, trade_update = self._parse_backend_trade( + client_order_id=client_order_id, backend_trade=trade_message + ) + + self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_ob_msg) + self._publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=trade_update) + + # async def _listen_to_orders_stream(self, market_id: str): + # while True: + # stream: UnaryStreamCall = await self._client.stream_historical_spot_orders(market_id=market_id) + # try: + # async for order in stream: + # self._parse_order_stream_update(order=order) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in user stream listener loop.") + # self.logger().info("Restarting orders stream.") + # stream.cancel() + + def _parse_order_stream_update(self, order: StreamOrdersResponse): + order_hash = order.order.order_hash + in_flight_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(order_hash) + if in_flight_order is not None: + market_id = order.order.market_id + trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) + order_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=order.order.updated_at * 1e-3, + new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order.order.state], + client_order_id=in_flight_order.client_order_id, + exchange_order_id=order.order.order_hash, + ) + if in_flight_order.current_state == OrderState.PENDING_CREATE and order_update.new_state != OrderState.OPEN: + open_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=order.order.updated_at * 1e-3, + new_state=OrderState.OPEN, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=order.order.order_hash, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=order_update) + + # async def _listen_to_order_books_stream(self): + # while True: + # market_ids = self._get_market_ids() + # stream: UnaryStreamCall = await self._client.stream_spot_orderbook_snapshot(market_ids=market_ids) + # try: + # async for order_book_update in stream: + # self._parse_order_book_event(order_book_update=order_book_update) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in user stream listener loop.") + # self.logger().info("Restarting order books stream.") + # stream.cancel() + + def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): + udpate_timestamp_ms = order_book_update.timestamp + market_id = order_book_update.market_id + trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) + market = self._market_id_to_active_spot_markets[market_id] + price_scale = self._get_backend_price_scaler(market=market) + size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) + bids = [ + (Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale) + for bid in order_book_update.orderbook.buys + ] + asks = [ + (Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale) + for ask in order_book_update.orderbook.sells + ] + snapshot_msg = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": udpate_timestamp_ms, + "bids": bids, + "asks": asks, + }, + timestamp=udpate_timestamp_ms * 1e-3, + ) + self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.SNAPSHOT_EVENT, message=snapshot_msg) + + def _parse_bank_balance_message(self, message: StreamAccountPortfolioResponse) -> BalanceUpdateEvent: + denom_meta: TokenMeta = self._denom_to_token_meta[message.denom] + denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") + + available_balance: Decimal = Decimal(message.amount) * denom_scaler + total_balance: Decimal = available_balance + + balance_msg = BalanceUpdateEvent( + timestamp=self._time(), + asset_name=denom_meta.symbol, + total_balance=total_balance, + available_balance=available_balance, + ) + self._update_local_balances( + balances={denom_meta.symbol: {"total_balance": total_balance, "available_balance": available_balance}} + ) + return balance_msg + + # async def _listen_to_bank_balances_streams(self): + # while True: + # stream: UnaryStreamCall = await self._client.stream_account_portfolio( + # account_address=self._account_address, type="bank" + # ) + # try: + # async for bank_balance in stream: + # self._process_bank_balance_stream_event(message=bank_balance) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in account balance listener loop.") + # self.logger().info("Restarting account balances stream.") + # stream.cancel() + + def _process_bank_balance_stream_event(self, message: StreamAccountPortfolioResponse): + denom_meta = self._denom_to_token_meta[message.denom] + symbol = denom_meta.symbol + safe_ensure_future(self._issue_balance_update(token=symbol)) + + # async def _listen_to_subaccount_balances_stream(self): + # while True: + # # Uses InjectiveAccountsRPC since it provides both total_balance and available_balance in a single stream. + # stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) + # try: + # async for balance_msg in stream: + # self._process_subaccount_balance_stream_event(message=balance_msg) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in account balance listener loop.") + # self.logger().info("Restarting account balances stream.") + # stream.cancel() + + def _process_subaccount_balance_stream_event(self, message: StreamSubaccountBalanceResponse): + denom_meta = self._denom_to_token_meta[message.balance.denom] + symbol = denom_meta.symbol + safe_ensure_future(self._issue_balance_update(token=symbol)) + + async def _issue_balance_update(self, token: str): + account_balances = await self.get_account_balances() + token_balances = account_balances.get(token, {}) + total_balance = token_balances.get("total_balance", Decimal("0")) + available_balance = token_balances.get("available_balance", Decimal("0")) + balance_msg = BalanceUpdateEvent( + timestamp=self._time(), + asset_name=token, + total_balance=total_balance, + available_balance=available_balance, + ) + self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) + + async def _get_backend_order_status( + self, + market_id: str, + order_type: OrderType, + trade_type: TradeType, + order_hash: Optional[str] = None, + direction: Optional[str] = None, + start_time: Optional[int] = None, + ) -> Optional[SpotOrderHistory]: + skip = 0 + order_status = None + search_completed = False + + while not search_completed: + # response = await self._client.get_historical_spot_orders( + # market_id=market_id, + # subaccount_id=self._sub_account_id, + # direction=direction, + # start_time=start_time, + # skip=skip, + # order_types=[CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(trade_type, order_type)]] + # ) + + response = await self._get_gateway_instance().kujira_get_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "ownerAddress": self._sub_account_id, + "marketId": self._market_id_to_active_spot_markets[market_id]["id"], + "status": OrderStatus.FILLED.value[0], + }) + if len(response.values()) == 0: + search_completed = True + else: + skip += REQUESTS_SKIP_STEP + for response_order in response.values(): + if response_order["id"] == order_hash: + order_status = response_order + search_completed = True + break + + return order_status + + async def _get_all_trades( + self, + market_id: str, + direction: str, + created_at: int, + updated_at: int, + ) -> List[SpotTrade]: + skip = 0 + all_trades = [] + search_completed = False + + while not search_completed: + trades = await self._get_gateway_instance().kujira_get_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "ownerAddress": self._sub_account_id, + "marketId": self._market_id_to_active_spot_markets[market_id]["id"], + "status": OrderStatus.FILLED.value[0], + }) + # trades = await self._client.get_spot_trades( + # market_id=market_id, + # subaccount_id=self._sub_account_id, + # direction=direction, + # skip=skip, + # start_time=created_at, + # ) + if len(trades.values()) == 0: + search_completed = True + else: + all_trades.extend(trades.values()) + skip += len(trades.values()) + + return all_trades + + def _parse_backend_trade( + self, client_order_id: str, backend_trade: SpotTrade + ) -> Tuple[OrderBookMessage, TradeUpdate]: + exchange_order_id: str = backend_trade.order_hash + market = self._market_id_to_active_spot_markets[backend_trade.market_id] + trading_pair = self._get_trading_pair_from_market_id(market_id=backend_trade.market_id) + trade_id: str = backend_trade.trade_id + + price = self._convert_price_from_backend(price=backend_trade.price.price, market=market) + size = self._convert_size_from_backend(size=backend_trade.price.quantity, market=market) + trade_type = TradeType.BUY if backend_trade.trade_direction == "buy" else TradeType.SELL + is_taker: bool = backend_trade.execution_side == "taker" + + fee_amount = self._convert_quote_from_backend(quote_amount=backend_trade.fee, market=market) + _, quote = split_hb_trading_pair(trading_pair=trading_pair) + fee = TradeFeeBase.new_spot_fee( + fee_schema=TradeFeeSchema(), + trade_type=trade_type, + flat_fees=[TokenAmount(amount=fee_amount, token=quote)] + ) + + trade_msg_content = { + "trade_id": trade_id, + "trading_pair": trading_pair, + "trade_type": trade_type, + "amount": size, + "price": price, + "is_taker": is_taker, + } + trade_ob_msg = OrderBookMessage( + message_type=OrderBookMessageType.TRADE, + timestamp=backend_trade.executed_at * 1e-3, + content=trade_msg_content, + ) + + trade_update = TradeUpdate( + trade_id=trade_id, + client_order_id=client_order_id, + exchange_order_id=exchange_order_id, + trading_pair=trading_pair, + fill_timestamp=backend_trade.executed_at * 1e-3, + fill_price=price, + fill_base_amount=size, + fill_quote_amount=price * size, + fee=fee, + ) + return trade_ob_msg, trade_update + + # async def _listen_to_transactions_stream(self): + # while True: + # stream: UnaryStreamCall = await self._client.stream_txs() + # try: + # async for transaction in stream: + # await self._parse_transaction_event(transaction=transaction) + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().exception("Unexpected error in user stream listener loop.") + # self.logger().info("Restarting transactions stream.") + # stream.cancel() + + async def _parse_transaction_event(self, transaction: StreamTxsResponse): + order = self._gateway_order_tracker.get_fillable_order_by_hash(transaction_hash=transaction.hash) + if order is not None: + messages = json.loads(s=transaction.messages) + for message in messages: + if message["type"] in [MSG_CREATE_SPOT_LIMIT_ORDER, MSG_CANCEL_SPOT_ORDER, MSG_BATCH_UPDATE_ORDERS]: + safe_ensure_future(coro=self.get_order_status_update(in_flight_order=order)) + + def _get_trading_pair_from_market_id(self, market_id: str) -> str: + market = self._market_id_to_active_spot_markets[market_id] + trading_pair = combine_to_hb_trading_pair( + base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] + ) + return trading_pair + + def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: + return market_info["id"] + + def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: + # fee_scaler = Decimal("1") - Decimal(market_info.service_provider_fee) + # maker_fee = Decimal(market_info.maker_fee_rate) * fee_scaler + # taker_fee = Decimal(market_info.taker_fee_rate) * fee_scaler + + maker_fee = Decimal("0") + taker_fee = Decimal("0") + + return MakerTakerExchangeFeeRates( + maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] + ) + + def _convert_price_from_backend(self, price: str, market: SpotMarketInfo) -> Decimal: + scale = self._get_backend_price_scaler(market=market) + scaled_price = Decimal(price) * scale + return scaled_price + + async def _get_transaction_by_hash(self, transaction_hash: str) -> GetTxByTxHashResponse: + # return await self._client.get_tx_by_hash(tx_hash=transaction_hash) + + return await self._get_gateway_instance().kujira_get_transaction({ + "chain": self._chain, + "network": self._network, + "connector": self._connector_name, + "hash": transaction_hash.replace("0x", ""), + }) + + def _get_market_ids(self) -> List[str]: + market_ids = [ + self._markets_info[trading_pair]["id"] + for trading_pair in self._trading_pairs + ] + return market_ids + + async def _check_if_order_failed_based_on_transaction(self, transaction: GetTxByTxHashResponse, + order: GatewayInFlightOrder) -> bool: + order_hash = await order.get_exchange_order_id() + return order_hash.lower() not in transaction.data.data.decode().lower() + + @staticmethod + def _get_backend_price_scaler(market: SpotMarketInfo) -> Decimal: + scale = Decimal(f"""1e{market["baseToken"]["decimals"] - market["quoteToken"]["decimals"]}""") + return scale + + def _convert_quote_from_backend(self, quote_amount: str, market: SpotMarketInfo) -> Decimal: + scale = self._get_backend_denom_scaler(denom_meta=market["quoteToken"]) + scaled_quote_amount = Decimal(quote_amount) * scale + return scaled_quote_amount + + def _convert_size_from_backend(self, size: str, market: SpotMarketInfo) -> Decimal: + scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) + size_tick_size = Decimal(market["minimumOrderSize"]) * scale + scaled_size = Decimal(size) * scale + return self._floor_to(scaled_size, size_tick_size) + + @staticmethod + def _get_backend_denom_scaler(denom_meta: TokenMeta): + scale = Decimal(f"""1e{-denom_meta["decimals"]}""") + return scale + + @staticmethod + def _floor_to(value: Decimal, target: Decimal) -> Decimal: + result = int(floor(value / target)) * target + return result + + @staticmethod + def _get_backend_order_type(in_flight_order: InFlightOrder) -> str: + return CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(in_flight_order.trade_type, in_flight_order.order_type)] + + @staticmethod + async def _sleep(delay: float): + await asyncio.sleep(delay) + + @staticmethod + def _time() -> float: + return time.time() + + def _get_gateway_instance(self) -> GatewayHttpClient: + gateway_instance = GatewayHttpClient.get_instance(self._client_config) + return gateway_instance + + @property + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return True diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 80869a0a04..99e193f0e3 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -1,70 +1,31 @@ import asyncio -import json -import time -from asyncio import Lock -from collections import defaultdict -from decimal import Decimal from enum import Enum -from math import floor -from typing import Any, Dict, List, Mapping, Optional, Tuple +from time import time +from typing import Any, Dict, List, Optional, Tuple + +from _decimal import Decimal +from dotmap import DotMap from hummingbot.client.config.config_helpers import ClientConfigAdapter from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( - BACKEND_TO_CLIENT_ORDER_STATE_MAP, - CLIENT_TO_BACKEND_ORDER_TYPES_MAP, - CONNECTOR_NAME, - LOST_ORDER_COUNT_LIMIT, - MARKETS_UPDATE_INTERVAL, - MSG_BATCH_UPDATE_ORDERS, - MSG_CANCEL_SPOT_ORDER, - MSG_CREATE_SPOT_LIMIT_ORDER, - ORDER_CHAIN_PROCESSING_TIMEOUT, - REQUESTS_SKIP_STEP, -) -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import OrderHashManager from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule -from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair -from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book import OrderBookMessage -from hummingbot.core.data_type.order_book_message import OrderBookMessageType +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.data_type.in_flight_order import OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema -from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookDataSourceEvent +from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather -from hummingbot.logger import HummingbotLogger +from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL from .kujira_helpers import generate_hash -from .kujira_types import ( # AccountPortfolioResponse,; Coin,; Portfolio,; SubaccountBalanceV2,; SpotOrder, - GetTxByTxHashResponse, - MarketsResponse, - OrderStatus, - SpotMarketInfo, - SpotOrderHistory, - SpotTrade, - StreamAccountPortfolioResponse, - StreamOrderbookResponse, - StreamOrdersResponse, - StreamSubaccountBalanceResponse, - StreamTradesResponse, - StreamTxsResponse, - TokenMeta, -) +from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType class KujiraAPIDataSource(CLOBAPIDataSourceBase): - """An interface class to the Kujira blockchain. - - Note — The same wallet address should not be used with different instances of the client as this will cause - issues with the account sequence management and may result in failed transactions, or worse, wrong locally computed - order hashes (exchange order IDs), which will in turn result in orphaned orders on the exchange. - """ - - _logger: Optional[HummingbotLogger] = None def __init__( self, @@ -73,40 +34,33 @@ def __init__( client_config_map: ClientConfigAdapter, ): super().__init__( - trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map + trading_pairs=trading_pairs, + connector_spec=connector_spec, + client_config_map=client_config_map ) - self._connector_name = CONNECTOR_NAME + self._chain = connector_spec["chain"] self._network = connector_spec["network"] - self._sub_account_id = connector_spec["wallet_address"] - self._account_address: str = self._sub_account_id - # if self._network == "mainnet": - # self._network_obj = Network.mainnet() - # elif self._network == "testnet": - # self._network_obj = Network.testnet() - # else: - # raise ValueError(f"Invalid network: {self._network}") - # self._client = AsyncClient(network=self._network_obj) - # self._composer = ProtoMsgComposer(network=self._network_obj.string()) - self._order_hash_manager: Optional[OrderHashManager] = None - - self._markets_info: Dict[str, SpotMarketInfo] = {} - self._market_id_to_active_spot_markets: Dict[str, SpotMarketInfo] = {} - self._denom_to_token_meta: Dict[str, TokenMeta] = {} - self._markets_update_task: Optional[asyncio.Task] = None - - self._trades_stream_listener: Optional[asyncio.Task] = None - self._order_listeners: Dict[str, asyncio.Task] = {} - self._order_books_stream_listener: Optional[asyncio.Task] = None - self._bank_balances_stream_listener: Optional[asyncio.Task] = None - self._subaccount_balances_stream_listener: Optional[asyncio.Task] = None - self._transactions_stream_listener: Optional[asyncio.Task] = None - - self._order_placement_lock = Lock() - - # Local Balance - self._account_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) - self._account_available_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) + self._connector = CONNECTOR + self._owner_address = connector_spec["wallet_address"] + self._payer_address = self._owner_address + self._markets = DotMap({}, _dynamic=False) + self._market = DotMap({}, _dynamic=False) + + self._tasks = DotMap({ + "update_markets" + }, _dynamic=False) + + self._locks = DotMap({ + "place_order": asyncio.Lock(), + "place_orders": asyncio.Lock(), + "cancel_order": asyncio.Lock(), + "cancel_orders": asyncio.Lock(), + "settle_market_funds": asyncio.Lock(), + "settle_markets_funds": asyncio.Lock(), + }, _dynamic=False) + + self._gateway = GatewayHttpClient.get_instance(self._client_config) @property def real_time_balance_update(self) -> bool: @@ -128,278 +82,184 @@ def supported_stream_events() -> List[Enum]: ] def get_supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT, OrderType.LIMIT_MAKER] - - @property - def _is_default_subaccount(self): - # return self._sub_account_id[-24:] == DEFAULT_SUB_ACCOUNT_SUFFIX - return True + return [OrderType.LIMIT] async def start(self): - """Starts the event streaming.""" - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - self._markets_update_task = self._markets_update_task or safe_ensure_future( + self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() ) - await self._update_markets() # required for the streams - # await self._start_streams() - self._gateway_order_tracker.lost_order_count_limit = LOST_ORDER_COUNT_LIMIT async def stop(self): - """Stops the event streaming.""" - await self._stop_streams() - self._markets_update_task and self._markets_update_task.cancel() - self._markets_update_task = None + self._tasks.update_markets and self._tasks.update_markets.cancel() + self._tasks.update_markets = None - async def check_network_status(self) -> NetworkStatus: - status = NetworkStatus.CONNECTED - try: - # await self._client.ping() - await self._get_gateway_instance().ping_gateway() - except asyncio.CancelledError: - raise - except Exception: - status = NetworkStatus.NOT_CONNECTED - return status + async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: + order.client_order_id = generate_hash(order) - async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - market = self._markets_info[trading_pair] - # order_book_response = await self._client.get_spot_orderbooksV2(market_ids=[market.market_id]) - order_book_response = await self._get_gateway_instance().get_clob_orderbook_snapshot( - chain=self._chain, - network=self._network, - connector=self._connector_name, - trading_pair=trading_pair - ) - price_scale = self._get_backend_price_scaler(market=market) - size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) - last_update_timestamp_ms = 0 - bids = [] - orderbook = order_book_response - for bid in orderbook["buys"]: - bids.append((Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, bid["timestamp"]) - asks = [] - for ask in orderbook["sells"]: - asks.append((Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, ask["timestamp"]) - snapshot_msg = OrderBookMessage( - message_type=OrderBookMessageType.SNAPSHOT, - content={ - "trading_pair": trading_pair, - "update_id": last_update_timestamp_ms, - "bids": bids, - "asks": asks, - }, - timestamp=last_update_timestamp_ms * 1e-3, - ) - return snapshot_msg - - def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - return str(status_update_exception).startswith("No update found for order") - - def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - return False - - async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: - status_update: Optional[OrderUpdate] = None - trading_pair = in_flight_order.trading_pair - order_hash = await in_flight_order.get_exchange_order_id() - misc_updates = { - "creation_transaction_hash": in_flight_order.creation_transaction_hash, - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, - } - - market = self._markets_info[trading_pair] - direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" - status_update = await self._get_booked_order_status_update( - trading_pair=trading_pair, - client_order_id=in_flight_order.client_order_id, - order_hash=order_hash, - market_id=market["id"], - direction=direction, - creation_timestamp=in_flight_order.creation_timestamp, - order_type=in_flight_order.order_type, - trade_type=in_flight_order.trade_type, - order_mist_updates=misc_updates, - ) - if status_update is None and in_flight_order.creation_transaction_hash is not None: + async with self._locks.place_order: try: - tx_response = await self._get_transaction_by_hash( - transaction_hash=in_flight_order.creation_transaction_hash - ) - except Exception: + response = await self._gateway.kujira_post_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "orders": [{ + "clientId": order.client_order_id, + "marketId": self._market.id, + "marketName": self._market.name, + "ownerAddress": self._owner_address, + "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], + "price": str(order.price), + "amount": str(order.amount), + "type": KujiraOrderType.from_hummingbot(order.order_type).value[0], + "payerAddress": self._payer_address, + "replaceIfExists": True, + "waitUntilIncludedInBlock": True + }] + }) + + placed_orders = response.values() + placed_order = DotMap(placed_orders[0], _dynamic=False) + self.logger().debug( - f"Failed to fetch transaction {in_flight_order.creation_transaction_hash} for order" - f" {in_flight_order.exchange_order_id}.", - exc_info=True, + f"""Order "{order.client_order_id}" / "{placed_order.id}" successfully placed. Transaction hash: "{placed_order.hashes.creation}".""" ) - tx_response = None - if tx_response is None: - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - elif await self._check_if_order_failed_based_on_transaction( - transaction=tx_response, order=in_flight_order - ): - status_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=tx_response.data.block_unix_timestamp * 1e-3, - new_state=OrderState.FAILED, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates=misc_updates, + except Exception as exception: + self.logger().debug( + f"""Placement of order "{order.client_order_id}" failed.""" ) - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - if status_update is None: - raise IOError(f"No update found for order {in_flight_order.client_order_id}") - - if in_flight_order.current_state == OrderState.PENDING_CREATE and status_update.new_state != OrderState.OPEN: - open_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=status_update.update_timestamp, - new_state=OrderState.OPEN, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=status_update.exchange_order_id, - misc_updates=misc_updates, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) - - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=status_update) - return status_update + raise exception - async def place_order( - self, order: GatewayInFlightOrder, **kwargs - ) -> Tuple[Optional[str], Dict[str, Any]]: - # spot_order_to_create = [self._compose_spot_order_for_local_hash_computation(order=order)] - async with self._order_placement_lock: - # order_hashes = self._order_hash_manager.compute_order_hashes( - # spot_orders=spot_order_to_create, derivative_orders=[] - # ) - # order_hash = order_hashes.spot[0] - - # order_hash = generate_hash(order) - - try: - order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order( - connector=self._connector_name, - chain=self._chain, - network=self._network, - trading_pair=order.trading_pair, - address=self._sub_account_id, - trade_type=order.trade_type, - order_type=order.order_type, - price=order.price, - size=order.amount, - ) - transaction_hash: Optional[str] = order_result.get("txHash") - order_id = order_result.get("id") - except Exception: - await self._update_account_address_and_create_order_hash_manager() - raise - - self.logger().debug( - # f"Placed order {order_hash} with nonce {self._order_hash_manager.current_nonce - 1}" - f"Placed order {order_id}" - f" and tx hash {transaction_hash}." - ) + transaction_hash = placed_order.hashes.creation if transaction_hash in (None, ""): - await self._update_account_address_and_create_order_hash_manager() - raise ValueError( - f"The creation transaction for {order.client_order_id} failed. Please ensure there is sufficient" - f" INJ in the bank to cover transaction fees." + raise Exception( + f"""Placement of order "{order.client_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" ) - transaction_hash = f"0x{transaction_hash.lower()}" + order.exchange_order_id = placed_order.id - misc_updates = { + misc_updates = DotMap({ "creation_transaction_hash": transaction_hash, - } + }, _dynamic=False) - return order_id, misc_updates + return placed_order.client_id, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: - spot_orders_to_create = [ - # self._compose_spot_order_for_local_hash_computation(order=order) - generate_hash(order) - for order in orders_to_create - ] - - async with self._order_placement_lock: - order_hashes = self._order_hash_manager.compute_order_hashes( - spot_orders=spot_orders_to_create, derivative_orders=[] - ) + candidate_orders = [] + client_ids = [] + for order_to_create in orders_to_create: + order_to_create.client_order_id = generate_hash(order_to_create) + client_ids.append(order_to_create.client_order_id) + + candidate_order = { + "clientId": order_to_create.client_order_id, + "marketId": self._market.id, + "marketName": self._market.name, + "ownerAddress": self._owner_address, + "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], + "price": str(order_to_create.price), + "amount": str(order_to_create.amount), + "type": KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], + "payerAddress": self._payer_address, + "replaceIfExists": True, + "waitUntilIncludedInBlock": True + } + + candidate_orders.append(candidate_order) + + async with self._locks.place_orders: try: - update_result = await self._get_gateway_instance().clob_batch_order_modify( - connector=self._connector_name, - chain=self._chain, - network=self._network, - address=self._sub_account_id, - orders_to_create=orders_to_create, - orders_to_cancel=[], + response = await self._gateway.kujira_post_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "orders": candidate_orders + }) + + placed_orders = DotMap(response.values(), _dynamic=False) + + ids = [order.id for order in placed_orders] + + hashes = set([order.hashes.creation for order in placed_orders]) + + self.logger().debug( + f"""Orders "{client_ids}" / "{ids}" successfully placed. Transaction hash(es): {hashes}.""" + ) + except Exception as exception: + self.logger().debug( + f"""Placement of orders "{client_ids}" failed.""" ) - except Exception: - await self._update_account_address_and_create_order_hash_manager() - raise - transaction_hash: Optional[str] = update_result.get("txHash") - exception = None + raise exception + + transaction_hash = "".join(hashes) if transaction_hash in (None, ""): - await self._update_account_address_and_create_order_hash_manager() - self.logger().error("The batch order update transaction failed.") - exception = RuntimeError("The creation transaction has failed on the Injective chain.") - - transaction_hash = f"0x{transaction_hash.lower()}" - - place_order_results = [ - PlaceOrderResult( - update_timestamp=self._time(), - client_order_id=order.client_order_id, - exchange_order_id=order_hash, - trading_pair=order.trading_pair, + raise RuntimeError( + f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + place_order_results = [] + for order_to_create, placed_order in zip(orders_to_create, placed_orders): + order_to_create.exchange_order_id = placed_order.id + + place_order_results.append(PlaceOrderResult( + update_timestamp=time(), + client_order_id=order_to_create.client_order_id, + exchange_order_id=placed_order.id, + trading_pair=order_to_create.trading_pair, misc_updates={ "creation_transaction_hash": transaction_hash, }, - exception=exception, - ) for order, order_hash in zip(orders_to_create, order_hashes.spot) - ] + exception=None, + )) return place_order_results - async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Dict[str, Any]]: + async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: await order.get_exchange_order_id() - cancelation_result = await self._get_gateway_instance().clob_cancel_order( - connector=self._connector_name, - chain=self._chain, - network=self._network, - trading_pair=order.trading_pair, - address=self._sub_account_id, - exchange_order_id=order.exchange_order_id, - ) - transaction_hash: Optional[str] = cancelation_result.get("txHash") - - if transaction_hash in (None, ""): - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - raise ValueError( - f"The cancelation transaction for {order.client_order_id} failed. Please ensure there is sufficient" - f" INJ in the bank to cover transaction fees." - ) + async with self._locks.cancel_order: + try: + response = await self._gateway.kujira_delete_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "ids": [order.exchange_order_id], + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) + + cancelled_orders = response.values() + cancelled_order = DotMap(cancelled_orders[0], _dynamic=False) - transaction_hash = f"0x{transaction_hash.lower()}" + self.logger().debug( + f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancelation}".""" + ) + except Exception as exception: + self.logger().debug( + f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed.""" + ) + + raise exception - misc_updates = { - "cancelation_transaction_hash": transaction_hash - } + transaction_hash = cancelled_order.hashes.creation + + if transaction_hash in (None, ""): + raise Exception( + f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + misc_updates = DotMap({ + "cancelation_transaction_hash": transaction_hash, + }, _dynamic=False) return True, misc_updates - async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: + async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: + client_ids = [order.client_order_id for order in orders_to_cancel] + in_flight_orders_to_cancel = [ self._gateway_order_tracker.fetch_tracked_order(client_order_id=order.client_order_id) for order in orders_to_cancel @@ -414,756 +274,286 @@ async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> Lis if not isinstance(result, asyncio.TimeoutError) ] - update_result = await self._get_gateway_instance().clob_batch_order_modify( - connector=self._connector_name, - chain=self._chain, - network=self._network, - address=self._sub_account_id, - orders_to_create=[], - orders_to_cancel=found_orders_to_cancel, - ) + ids = [order.exchange_order_id for order in found_orders_to_cancel] - transaction_hash: Optional[str] = update_result.get("txHash") - exception = None + async with self._locks.cancel_orders: + try: + response = await self._gateway.kujira_delete_orders({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "ids": ids, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) - if transaction_hash is None: - await self._update_account_address_and_create_order_hash_manager() - self.logger().error("The batch order update transaction failed.") - exception = RuntimeError("The cancelation transaction has failed on the Injective chain.") + cancelled_orders = DotMap(response.values(), _dynamic=False) - transaction_hash = f"0x{transaction_hash.lower()}" + hashes = set([order.hashes.cancellation for order in cancelled_orders]) - cancel_order_results = [ - CancelOrderResult( - client_order_id=order.client_order_id, - trading_pair=order.trading_pair, + self.logger().debug( + f"""Orders "{client_ids}" / "{ids}" successfully cancelled. Transaction hash(es): "{hashes}".""" + ) + except Exception as exception: + self.logger().debug( + f"""Cancellation of orders "{client_ids}" / "{ids}" failed.""" + ) + + raise exception + + transaction_hash = "".join(hashes) + + if transaction_hash in (None, ""): + raise RuntimeError( + f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + cancel_order_results = [] + for order_to_cancel, cancelled_order in zip(orders_to_cancel, cancelled_orders): + cancel_order_results.append(CancelOrderResult( + client_order_id=order_to_cancel.client_order_id, + trading_pair=order_to_cancel.trading_pair, misc_updates={ "cancelation_transaction_hash": transaction_hash }, - exception=exception, - ) for order in orders_to_cancel - ] + exception=None, + )) return cancel_order_results async def get_last_traded_price(self, trading_pair: str) -> Decimal: - market = self._markets_info[trading_pair] - # trades = await self._client.get_spot_trades(market_id=market["id"]) - trades = await self._get_gateway_instance().kujira_get_orders({ + response = await self._gateway.kujira_get_ticker({ "chain": self._chain, "network": self._network, - "connector": self._connector_name, - "ownerAddress": self._sub_account_id, - "market": market["id"], - "status": OrderStatus.FILLED.value[0], + "connector": self._connector, + "marketId": self._market.id, }) - if len(trades.values()) != 0: - price = self._convert_price_from_backend(price=trades.values()[0]["price"], market=market) - else: - price = Decimal("NaN") - return price - async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - if self._account_address is None: - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - self._check_markets_initialized() or await self._update_markets() - - # portfolio_response: AccountPortfolioResponse = await self._client.get_account_portfolio( - # account_address=self._account_address - # ) - # - # portfolio: Portfolio = portfolio_response.portfolio - # bank_balances: List[Coin] = portfolio.bank_balances - # sub_account_balances: List[SubaccountBalanceV2] = portfolio.subaccounts - - balances_dict: Dict[str, Dict[str, Decimal]] = {} - - bank_balances = (await self._get_gateway_instance().clob_kujira_balances( - chain=self._chain, - network=self._network, - address=self._account_address, - ))["balances"] - - if self._is_default_subaccount: - for bank_entry in bank_balances: - denom_meta = self._denom_to_token_meta.get(bank_entry["token"]) - if denom_meta is not None: - asset_name: str = denom_meta["symbol"] - # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - - # available_balance: Decimal = Decimal(bank_entry["amount"]) * denom_scaler - available_balance: Decimal = Decimal(bank_entry["amount"]) - total_balance: Decimal = available_balance - balances_dict[asset_name] = { - "total_balance": total_balance, - "available_balance": available_balance, - } - - # for entry in sub_account_balances: - # if entry.subaccount_id.casefold() != self._sub_account_id.casefold(): - # continue - # - # denom_meta = self._denom_to_token_meta.get(entry.denom) - # if denom_meta is not None: - # asset_name: str = denom_meta.symbol - # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - # - # total_balance: Decimal = Decimal(entry.deposit.total_balance) * denom_scaler - # available_balance: Decimal = Decimal(entry.deposit.available_balance) * denom_scaler - # - # balance_element = balances_dict.get( - # asset_name, {"total_balance": Decimal("0"), "available_balance": Decimal("0")} - # ) - # balance_element["total_balance"] += total_balance - # balance_element["available_balance"] += available_balance - # balances_dict[asset_name] = balance_element - - self._update_local_balances(balances=balances_dict) - return balances_dict + ticker = DotMap(response, _dynamic=False) - async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: - trading_pair = in_flight_order.trading_pair - market = self._markets_info[trading_pair] - exchange_order_id = await in_flight_order.get_exchange_order_id() - direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" - trades = await self._get_all_trades( - market_id=market["id"], - direction=direction, - created_at=int(in_flight_order.creation_timestamp * 1e3), - updated_at=int(in_flight_order.last_update_timestamp * 1e3) - ) + return Decimal(ticker.price) + + async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + response = await self._gateway.kujira_get_order_book({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "marketId": self._market.id, + }) - client_order_id: str = in_flight_order.client_order_id - trade_updates = [] - - for trade in trades: - if trade.order_hash == exchange_order_id: - _, trade_update = self._parse_backend_trade(client_order_id=client_order_id, backend_trade=trade) - trade_updates.append(trade_update) - - return trade_updates - - async def _update_account_address_and_create_order_hash_manager(self): - if not self._order_placement_lock.locked(): - raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") - # response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( - # chain=self._chain, network=self._network, address=self._sub_account_id - # ) - # self._account_address: str = response["injectiveAddress"] - - # await self._client.get_account(self._account_address) - # await self._client.sync_timeout_height() - tasks_to_await_submitted_orders_to_be_processed_by_chain = [ - asyncio.wait_for(order.wait_until_processed_by_exchange(), timeout=ORDER_CHAIN_PROCESSING_TIMEOUT) - for order in self._gateway_order_tracker.active_orders.values() - if order.creation_transaction_hash is not None - ] # orders that have been sent to the chain but not yet added to a block will affect the order nonce - await safe_gather(*tasks_to_await_submitted_orders_to_be_processed_by_chain, return_exceptions=True) # await their processing - # self._order_hash_manager = OrderHashManager(network=self._network_obj, sub_account_id=self._sub_account_id) - # await self._order_hash_manager.start() + order_book = DotMap(response, _dynamic=False) - def _check_markets_initialized(self) -> bool: - return ( - len(self._markets_info) != 0 - and len(self._market_id_to_active_spot_markets) != 0 - and len(self._denom_to_token_meta) != 0 - ) + price_scale = 1 + size_scale = 1 - async def _update_markets_loop(self): - while True: - await self._sleep(delay=MARKETS_UPDATE_INTERVAL) - await self._update_markets() + timestamp = time() - async def _update_markets(self): - markets = await self._get_spot_markets() - self._update_trading_pair_to_active_spot_markets(markets=markets) - self._update_market_id_to_active_spot_markets(markets=markets) - self._update_denom_to_token_meta(markets=markets) + bids = [] + asks = [] + for bid in order_book.bids.values(): + bids.append((Decimal(bid.price) * price_scale, Decimal(bid.amount) * size_scale)) - async def _get_spot_markets(self) -> MarketsResponse: - # market_status = "active" - # markets = await self._client.get_spot_markets(market_status=market_status) - # return markets + for ask in order_book.asks.values(): + asks.append((Decimal(ask.price) * price_scale, Decimal(ask.amount) * size_scale)) - markets = await self._get_gateway_instance().kujira_get_markets_all({ + snapshot = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": timestamp, + "bids": bids, + "asks": asks, + }, + timestamp=timestamp + ) + + return snapshot + + @property + async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: + response = await self._gateway.kujira_get_balances_all({ "chain": self._chain, "network": self._network, - "connector": self._connector_name + "connector": self._connector, + "ownerAddress": self._owner_address, + "tokensSymbols": [self._market.baseToken.symbol, self._market.quoteToken.symbol, KUJIRA_NATIVE_TOKEN.symbol], }) - return markets - - def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): - # We need to keep local copy of total and available balance so we can trigger BalanceUpdateEvent with correct - # details. This is specifically for Injective during the processing of balance streams, where the messages does not - # detail the total_balance and available_balance across bank and subaccounts. - for asset_name, balance_entry in balances.items(): - if "total_balance" in balance_entry: - self._account_balances[asset_name] = balance_entry["total_balance"] - if "available_balance" in balance_entry: - self._account_available_balances[asset_name] = balance_entry["available_balance"] - - def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): - markets_dict = {market["id"]: market for market in markets.values()} - self._market_id_to_active_spot_markets.clear() - self._market_id_to_active_spot_markets.update(markets_dict) - - def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> TradingRule: - min_price_tick_size = self._convert_price_from_backend( - # price=market_info.min_price_tick_size, market=market_info - price=market_info["tickSize"], market=market_info - ) - min_quantity_tick_size = self._convert_size_from_backend( - # size=market_info.min_quantity_tick_size, market=market_info - size=market_info["minimumOrderSize"], market=market_info - ) - trading_rule = TradingRule( - trading_pair=trading_pair, - min_order_size=min_quantity_tick_size, - min_price_increment=min_price_tick_size, - min_base_amount_increment=min_quantity_tick_size, - min_quote_amount_increment=min_price_tick_size, - ) - return trading_rule + balances = DotMap(response, _dynamic=False) - # def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: - # market = self._markets_info[order.trading_pair] - # return self._composer.SpotOrder( - # market_id=market.market_id, - # subaccount_id=self._sub_account_id.lower(), - # fee_recipient=self._account_address, - # price=float(order.price), - # quantity=float(order.amount), - # is_buy=order.trade_type == TradeType.BUY, - # is_po=order.order_type == OrderType.LIMIT_MAKER, - # ) - - async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: - self._check_markets_initialized() or await self._update_markets() - - trading_fees = {} - for trading_pair, market in self._markets_info.items(): - # fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) - # maker_fee = Decimal(market.maker_fee_rate) * fee_scaler - # taker_fee = Decimal(market.taker_fee_rate) * fee_scaler - # trading_fees[trading_pair] = MakerTakerExchangeFeeRates( - # maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] - # ) + for balance in balances: + balance.free = Decimal(balance.free) + balance.lockedInOrders = Decimal(balance.lockedInOrders) + balance.unsettled = Decimal(balance.unsettled) - maker_fee = Decimal("0") - taker_fee = Decimal("0") + return balances - trading_fees[trading_pair] = MakerTakerExchangeFeeRates( - maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] - ) + async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: + default: Optional[OrderUpdate] = None - return trading_fees + await in_flight_order.get_exchange_order_id() - async def _get_booked_order_status_update( - self, - trading_pair: str, - client_order_id: str, - order_hash: str, - market_id: str, - direction: str, - creation_timestamp: float, - order_type: OrderType, - trade_type: TradeType, - order_mist_updates: Dict[str, str], - ) -> Optional[OrderUpdate]: - order_status = await self._get_backend_order_status( - market_id=market_id, - order_type=order_type, - trade_type=trade_type, - order_hash=order_hash, - direction=direction, - start_time=int(creation_timestamp * 1e3), - ) + response = await self._gateway.kujira_get_order({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "id": in_flight_order.exchange_order_id, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) - if order_status is not None: - status_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=order_status.updated_at * 1e-3, - new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order_status.state], - client_order_id=client_order_id, - exchange_order_id=order_status.order_hash, - misc_updates=order_mist_updates, - ) - else: - status_update = None + order = DotMap(response, _dynamic=False) - return status_update + if order: + order_status = KujiraOrderStatus.to_hummingbot(order.status) - def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): - markets_dict = {} - for market in markets.values(): - trading_pair = combine_to_hb_trading_pair( - base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] - ) - markets_dict[trading_pair] = market - self._markets_info.clear() - self._markets_info.update(markets_dict) - - def _update_denom_to_token_meta(self, markets: MarketsResponse): - self._denom_to_token_meta.clear() - for market in markets.values(): - if market["baseToken"]["symbol"] != "": # the meta is defined - self._denom_to_token_meta[market["baseToken"]["id"]] = market["baseToken"] - if market["quoteToken"]["symbol"] != "": # the meta is defined - self._denom_to_token_meta[market["quoteToken"]["id"]] = market["quoteToken"] - - async def _start_streams(self): - self._trades_stream_listener = ( - self._trades_stream_listener or safe_ensure_future(coro=self._listen_to_trades_stream()) - ) - market_ids = self._get_market_ids() - for market_id in market_ids: - if market_id not in self._order_listeners: - self._order_listeners[market_id] = safe_ensure_future( - coro=self._listen_to_orders_stream(market_id=market_id) - ) - self._order_books_stream_listener = ( - self._order_books_stream_listener or safe_ensure_future(coro=self._listen_to_order_books_stream()) - ) - if self._is_default_subaccount: - self._bank_balances_stream_listener = ( - self._bank_balances_stream_listener or safe_ensure_future(coro=self._listen_to_bank_balances_streams()) - ) - self._subaccount_balances_stream_listener = self._subaccount_balances_stream_listener or safe_ensure_future( - coro=self._listen_to_subaccount_balances_stream() - ) - self._transactions_stream_listener = self._transactions_stream_listener or safe_ensure_future( - coro=self._listen_to_transactions_stream() - ) + if in_flight_order.current_state != order_status: + timestamp = time() - async def _stop_streams(self): - self._trades_stream_listener and self._trades_stream_listener.cancel() - self._trades_stream_listener = None - for listener in self._order_listeners.values(): - listener.cancel() - self._order_listeners = {} - self._order_books_stream_listener and self._order_books_stream_listener.cancel() - self._order_books_stream_listener = None - self._subaccount_balances_stream_listener and self._subaccount_balances_stream_listener.cancel() - self._subaccount_balances_stream_listener = None - self._bank_balances_stream_listener and self._bank_balances_stream_listener.cancel() - self._bank_balances_stream_listener = None - self._transactions_stream_listener and self._transactions_stream_listener.cancel() - self._transactions_stream_listener = None - - # async def _listen_to_trades_stream(self): - # while True: - # market_ids: List[str] = self._get_market_ids() - # stream: UnaryStreamCall = await self._client.stream_spot_trades(market_ids=market_ids) - # try: - # async for trade_msg in stream: - # self._process_trade_stream_event(message=trade_msg) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in public trade listener loop.") - # self.logger().info("Restarting public trades stream.") - # stream.cancel() - - def _process_trade_stream_event(self, message: StreamTradesResponse): - trade_message: SpotTrade = message.trade - exchange_order_id = trade_message.order_hash - tracked_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(exchange_order_id) - client_order_id = "" if tracked_order is None else tracked_order.client_order_id - trade_ob_msg, trade_update = self._parse_backend_trade( - client_order_id=client_order_id, backend_trade=trade_message - ) - - self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_ob_msg) - self._publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=trade_update) - - # async def _listen_to_orders_stream(self, market_id: str): - # while True: - # stream: UnaryStreamCall = await self._client.stream_historical_spot_orders(market_id=market_id) - # try: - # async for order in stream: - # self._parse_order_stream_update(order=order) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in user stream listener loop.") - # self.logger().info("Restarting orders stream.") - # stream.cancel() - - def _parse_order_stream_update(self, order: StreamOrdersResponse): - order_hash = order.order.order_hash - in_flight_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(order_hash) - if in_flight_order is not None: - market_id = order.order.market_id - trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) - order_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=order.order.updated_at * 1e-3, - new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order.order.state], - client_order_id=in_flight_order.client_order_id, - exchange_order_id=order.order.order_hash, - ) - if in_flight_order.current_state == OrderState.PENDING_CREATE and order_update.new_state != OrderState.OPEN: open_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=order.order.updated_at * 1e-3, - new_state=OrderState.OPEN, + trading_pair=in_flight_order.trading_pair, + update_timestamp=timestamp, + new_state=order_status, client_order_id=in_flight_order.client_order_id, - exchange_order_id=order.order.order_hash, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + }, ) self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=order_update) - - # async def _listen_to_order_books_stream(self): - # while True: - # market_ids = self._get_market_ids() - # stream: UnaryStreamCall = await self._client.stream_spot_orderbook_snapshot(market_ids=market_ids) - # try: - # async for order_book_update in stream: - # self._parse_order_book_event(order_book_update=order_book_update) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in user stream listener loop.") - # self.logger().info("Restarting order books stream.") - # stream.cancel() - - def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): - udpate_timestamp_ms = order_book_update.timestamp - market_id = order_book_update.market_id - trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) - market = self._market_id_to_active_spot_markets[market_id] - price_scale = self._get_backend_price_scaler(market=market) - size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) - bids = [ - (Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale) - for bid in order_book_update.orderbook.buys - ] - asks = [ - (Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale) - for ask in order_book_update.orderbook.sells - ] - snapshot_msg = OrderBookMessage( - message_type=OrderBookMessageType.SNAPSHOT, - content={ - "trading_pair": trading_pair, - "update_id": udpate_timestamp_ms, - "bids": bids, - "asks": asks, - }, - timestamp=udpate_timestamp_ms * 1e-3, - ) - self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.SNAPSHOT_EVENT, message=snapshot_msg) - - def _parse_bank_balance_message(self, message: StreamAccountPortfolioResponse) -> BalanceUpdateEvent: - denom_meta: TokenMeta = self._denom_to_token_meta[message.denom] - denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - available_balance: Decimal = Decimal(message.amount) * denom_scaler - total_balance: Decimal = available_balance + return default - balance_msg = BalanceUpdateEvent( - timestamp=self._time(), - asset_name=denom_meta.symbol, - total_balance=total_balance, - available_balance=available_balance, - ) - self._update_local_balances( - balances={denom_meta.symbol: {"total_balance": total_balance, "available_balance": available_balance}} - ) - return balance_msg - - # async def _listen_to_bank_balances_streams(self): - # while True: - # stream: UnaryStreamCall = await self._client.stream_account_portfolio( - # account_address=self._account_address, type="bank" - # ) - # try: - # async for bank_balance in stream: - # self._process_bank_balance_stream_event(message=bank_balance) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in account balance listener loop.") - # self.logger().info("Restarting account balances stream.") - # stream.cancel() - - def _process_bank_balance_stream_event(self, message: StreamAccountPortfolioResponse): - denom_meta = self._denom_to_token_meta[message.denom] - symbol = denom_meta.symbol - safe_ensure_future(self._issue_balance_update(token=symbol)) - - # async def _listen_to_subaccount_balances_stream(self): - # while True: - # # Uses InjectiveAccountsRPC since it provides both total_balance and available_balance in a single stream. - # stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) - # try: - # async for balance_msg in stream: - # self._process_subaccount_balance_stream_event(message=balance_msg) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in account balance listener loop.") - # self.logger().info("Restarting account balances stream.") - # stream.cancel() - - def _process_subaccount_balance_stream_event(self, message: StreamSubaccountBalanceResponse): - denom_meta = self._denom_to_token_meta[message.balance.denom] - symbol = denom_meta.symbol - safe_ensure_future(self._issue_balance_update(token=symbol)) - - async def _issue_balance_update(self, token: str): - account_balances = await self.get_account_balances() - token_balances = account_balances.get(token, {}) - total_balance = token_balances.get("total_balance", Decimal("0")) - available_balance = token_balances.get("available_balance", Decimal("0")) - balance_msg = BalanceUpdateEvent( - timestamp=self._time(), - asset_name=token, - total_balance=total_balance, - available_balance=available_balance, - ) - self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) + async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: + response = await self._gateway.kujira_get_order({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "id": in_flight_order.exchange_order_id, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + "status": KujiraOrderStatus.FILLED.value[0] + }) - async def _get_backend_order_status( - self, - market_id: str, - order_type: OrderType, - trade_type: TradeType, - order_hash: Optional[str] = None, - direction: Optional[str] = None, - start_time: Optional[int] = None, - ) -> Optional[SpotOrderHistory]: - skip = 0 - order_status = None - search_completed = False - - while not search_completed: - # response = await self._client.get_historical_spot_orders( - # market_id=market_id, - # subaccount_id=self._sub_account_id, - # direction=direction, - # start_time=start_time, - # skip=skip, - # order_types=[CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(trade_type, order_type)]] + filled_order = DotMap(response, _dynamic=False) + + if filled_order: + timestamp = time() + trade_id = str(timestamp) + + # Simplified approach + # is_taker = in_flight_order.order_type == OrderType.LIMIT + + # order_book_message = OrderBookMessage( + # message_type=OrderBookMessageType.TRADE, + # timestamp=timestamp, + # content={ + # "trade_id": trade_id, + # "trading_pair": in_flight_order.trading_pair, + # "trade_type": in_flight_order.trade_type, + # "amount": in_flight_order.amount, + # "price": in_flight_order.price, + # "is_taker": is_taker, + # }, # ) - response = await self._get_gateway_instance().kujira_get_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector_name, - "ownerAddress": self._sub_account_id, - "marketId": self._market_id_to_active_spot_markets[market_id]["id"], - "status": OrderStatus.FILLED.value[0], - }) - if len(response.values()) == 0: - search_completed = True - else: - skip += REQUESTS_SKIP_STEP - for response_order in response.values(): - if response_order["id"] == order_hash: - order_status = response_order - search_completed = True - break - - return order_status - - async def _get_all_trades( - self, - market_id: str, - direction: str, - created_at: int, - updated_at: int, - ) -> List[SpotTrade]: - skip = 0 - all_trades = [] - search_completed = False - - while not search_completed: - trades = await self._get_gateway_instance().kujira_get_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector_name, - "ownerAddress": self._sub_account_id, - "marketId": self._market_id_to_active_spot_markets[market_id]["id"], - "status": OrderStatus.FILLED.value[0], - }) - # trades = await self._client.get_spot_trades( - # market_id=market_id, - # subaccount_id=self._sub_account_id, - # direction=direction, - # skip=skip, - # start_time=created_at, - # ) - if len(trades.values()) == 0: - search_completed = True - else: - all_trades.extend(trades.values()) - skip += len(trades.values()) - - return all_trades - - def _parse_backend_trade( - self, client_order_id: str, backend_trade: SpotTrade - ) -> Tuple[OrderBookMessage, TradeUpdate]: - exchange_order_id: str = backend_trade.order_hash - market = self._market_id_to_active_spot_markets[backend_trade.market_id] - trading_pair = self._get_trading_pair_from_market_id(market_id=backend_trade.market_id) - trade_id: str = backend_trade.trade_id - - price = self._convert_price_from_backend(price=backend_trade.price.price, market=market) - size = self._convert_size_from_backend(size=backend_trade.price.quantity, market=market) - trade_type = TradeType.BUY if backend_trade.trade_direction == "buy" else TradeType.SELL - is_taker: bool = backend_trade.execution_side == "taker" - - fee_amount = self._convert_quote_from_backend(quote_amount=backend_trade.fee, market=market) - _, quote = split_hb_trading_pair(trading_pair=trading_pair) - fee = TradeFeeBase.new_spot_fee( - fee_schema=TradeFeeSchema(), - trade_type=trade_type, - flat_fees=[TokenAmount(amount=fee_amount, token=quote)] - ) + trade_update = TradeUpdate( + trade_id=trade_id, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + trading_pair=in_flight_order.trading_pair, + fill_timestamp=timestamp, + fill_price=in_flight_order.price, + fill_base_amount=in_flight_order.amount, + fill_quote_amount=in_flight_order.price * in_flight_order.amount, + fee=TradeFeeBase.new_spot_fee( + fee_schema=TradeFeeSchema(), + trade_type=in_flight_order.trade_type, + flat_fees=[TokenAmount( + amount=Decimal(self._market.fees.taker), + token=self._market.quoteToken.symbol + )] + ), + ) - trade_msg_content = { - "trade_id": trade_id, - "trading_pair": trading_pair, - "trade_type": trade_type, - "amount": size, - "price": price, - "is_taker": is_taker, - } - trade_ob_msg = OrderBookMessage( - message_type=OrderBookMessageType.TRADE, - timestamp=backend_trade.executed_at * 1e-3, - content=trade_msg_content, - ) + return [trade_update] - trade_update = TradeUpdate( - trade_id=trade_id, - client_order_id=client_order_id, - exchange_order_id=exchange_order_id, - trading_pair=trading_pair, - fill_timestamp=backend_trade.executed_at * 1e-3, - fill_price=price, - fill_base_amount=size, - fill_quote_amount=price * size, - fee=fee, - ) - return trade_ob_msg, trade_update - - # async def _listen_to_transactions_stream(self): - # while True: - # stream: UnaryStreamCall = await self._client.stream_txs() - # try: - # async for transaction in stream: - # await self._parse_transaction_event(transaction=transaction) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in user stream listener loop.") - # self.logger().info("Restarting transactions stream.") - # stream.cancel() - - async def _parse_transaction_event(self, transaction: StreamTxsResponse): - order = self._gateway_order_tracker.get_fillable_order_by_hash(transaction_hash=transaction.hash) - if order is not None: - messages = json.loads(s=transaction.messages) - for message in messages: - if message["type"] in [MSG_CREATE_SPOT_LIMIT_ORDER, MSG_CANCEL_SPOT_ORDER, MSG_BATCH_UPDATE_ORDERS]: - safe_ensure_future(coro=self.get_order_status_update(in_flight_order=order)) - - def _get_trading_pair_from_market_id(self, market_id: str) -> str: - market = self._market_id_to_active_spot_markets[market_id] - trading_pair = combine_to_hb_trading_pair( - base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] - ) - return trading_pair + return [] - def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: - return market_info["id"] + def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + return str(status_update_exception).startswith("No update found for order") # TODO is this correct?!!! - def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: - # fee_scaler = Decimal("1") - Decimal(market_info.service_provider_fee) - # maker_fee = Decimal(market_info.maker_fee_rate) * fee_scaler - # taker_fee = Decimal(market_info.taker_fee_rate) * fee_scaler + def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + return False - maker_fee = Decimal("0") - taker_fee = Decimal("0") + async def check_network_status(self) -> NetworkStatus: + try: + await self._gateway.ping_gateway() - return MakerTakerExchangeFeeRates( - maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] - ) + return NetworkStatus.CONNECTED + except asyncio.CancelledError: + raise + except Exception as exception: + self.logger().error(exception) + + return NetworkStatus.NOT_CONNECTED - def _convert_price_from_backend(self, price: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_price_scaler(market=market) - scaled_price = Decimal(price) * scale - return scaled_price + @property + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return True - async def _get_transaction_by_hash(self, transaction_hash: str) -> GetTxByTxHashResponse: - # return await self._client.get_tx_by_hash(tx_hash=transaction_hash) + def _check_markets_initialized(self) -> bool: + return self._markets is not None and bool(self._markets) - return await self._get_gateway_instance().kujira_get_transaction({ + async def _update_markets(self): + response = await self._gateway.kujira_get_markets({ "chain": self._chain, "network": self._network, - "connector": self._connector_name, - "hash": transaction_hash.replace("0x", ""), + "connector": self._connector, + "marketIds": [market.id for market in self._markets], }) - def _get_market_ids(self) -> List[str]: - market_ids = [ - self._markets_info[trading_pair]["id"] - for trading_pair in self._trading_pairs - ] - return market_ids - - async def _check_if_order_failed_based_on_transaction(self, transaction: GetTxByTxHashResponse, - order: GatewayInFlightOrder) -> bool: - order_hash = await order.get_exchange_order_id() - return order_hash.lower() not in transaction.data.data.decode().lower() + self._markets = DotMap(response, _dynamic=False) - @staticmethod - def _get_backend_price_scaler(market: SpotMarketInfo) -> Decimal: - scale = Decimal(f"""1e{market["baseToken"]["decimals"] - market["quoteToken"]["decimals"]}""") - return scale + return self._markets - def _convert_quote_from_backend(self, quote_amount: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_denom_scaler(denom_meta=market["quoteToken"]) - scaled_quote_amount = Decimal(quote_amount) * scale - return scaled_quote_amount - - def _convert_size_from_backend(self, size: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) - size_tick_size = Decimal(market["minimumOrderSize"]) * scale - scaled_size = Decimal(size) * scale - return self._floor_to(scaled_size, size_tick_size) - - @staticmethod - def _get_backend_denom_scaler(denom_meta: TokenMeta): - scale = Decimal(f"""1e{-denom_meta["decimals"]}""") - return scale - - @staticmethod - def _floor_to(value: Decimal, target: Decimal) -> Decimal: - result = int(floor(value / target)) * target - return result + def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: + trading_rule = TradingRule( + trading_pair=trading_pair, + min_order_size=Decimal(market_info.minimumOrderSize), + min_price_increment=Decimal(market_info.minimumPriceIncrement), + min_base_amount_increment=Decimal(market_info.minimumBaseAmountIncrement), + min_quote_amount_increment=Decimal(market_info.minimumQuoteAmountIncrement), + ) - @staticmethod - def _get_backend_order_type(in_flight_order: InFlightOrder) -> str: - return CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(in_flight_order.trade_type, in_flight_order.order_type)] + return trading_rule - @staticmethod - async def _sleep(delay: float): - await asyncio.sleep(delay) + def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: + return market_info.id - @staticmethod - def _time() -> float: - return time.time() + def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: + fee_scaler = Decimal("1") - Decimal(market_info.fees.serviceProvider) + maker_fee = Decimal(market_info.fees.maker) * fee_scaler + taker_fee = Decimal(market_info.fees.taker) * fee_scaler - def _get_gateway_instance(self) -> GatewayHttpClient: - gateway_instance = GatewayHttpClient.get_instance(self._client_config) - return gateway_instance + return MakerTakerExchangeFeeRates( + maker=maker_fee, + taker=taker_fee, + maker_flat_fees=[], + taker_flat_fees=[] + ) - @property - def is_cancel_request_in_exchange_synchronous(self) -> bool: - return True + async def _update_markets_loop(self): + while True: + await self._update_markets() + await asyncio.sleep(MARKETS_UPDATE_INTERVAL) + + # async def _check_if_order_failed_based_on_transaction( + # self, + # transaction: Any, + # order: GatewayInFlightOrder + # ) -> bool: + # order_id = await order.get_exchange_order_id() + # + # return order_id.lower() not in transaction.data.lower() # TODO fix, bring data to the transaction object!!! diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py deleted file mode 100644 index 99e193f0e3..0000000000 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_2.py +++ /dev/null @@ -1,559 +0,0 @@ -import asyncio -from enum import Enum -from time import time -from typing import Any, Dict, List, Optional, Tuple - -from _decimal import Decimal -from dotmap import DotMap - -from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase -from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.connector.trading_rule import TradingRule -from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType -from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema -from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent -from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient -from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather - -from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL -from .kujira_helpers import generate_hash -from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType - - -class KujiraAPIDataSource(CLOBAPIDataSourceBase): - - def __init__( - self, - trading_pairs: List[str], - connector_spec: Dict[str, Any], - client_config_map: ClientConfigAdapter, - ): - super().__init__( - trading_pairs=trading_pairs, - connector_spec=connector_spec, - client_config_map=client_config_map - ) - - self._chain = connector_spec["chain"] - self._network = connector_spec["network"] - self._connector = CONNECTOR - self._owner_address = connector_spec["wallet_address"] - self._payer_address = self._owner_address - self._markets = DotMap({}, _dynamic=False) - self._market = DotMap({}, _dynamic=False) - - self._tasks = DotMap({ - "update_markets" - }, _dynamic=False) - - self._locks = DotMap({ - "place_order": asyncio.Lock(), - "place_orders": asyncio.Lock(), - "cancel_order": asyncio.Lock(), - "cancel_orders": asyncio.Lock(), - "settle_market_funds": asyncio.Lock(), - "settle_markets_funds": asyncio.Lock(), - }, _dynamic=False) - - self._gateway = GatewayHttpClient.get_instance(self._client_config) - - @property - def real_time_balance_update(self) -> bool: - return False - - @property - def events_are_streamed(self) -> bool: - return False - - @staticmethod - def supported_stream_events() -> List[Enum]: - return [ - MarketEvent.TradeUpdate, - MarketEvent.OrderUpdate, - AccountEvent.BalanceEvent, - OrderBookDataSourceEvent.TRADE_EVENT, - OrderBookDataSourceEvent.DIFF_EVENT, - OrderBookDataSourceEvent.SNAPSHOT_EVENT, - ] - - def get_supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT] - - async def start(self): - self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( - coro=self._update_markets_loop() - ) - - async def stop(self): - self._tasks.update_markets and self._tasks.update_markets.cancel() - self._tasks.update_markets = None - - async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: - order.client_order_id = generate_hash(order) - - async with self._locks.place_order: - try: - response = await self._gateway.kujira_post_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "orders": [{ - "clientId": order.client_order_id, - "marketId": self._market.id, - "marketName": self._market.name, - "ownerAddress": self._owner_address, - "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], - "price": str(order.price), - "amount": str(order.amount), - "type": KujiraOrderType.from_hummingbot(order.order_type).value[0], - "payerAddress": self._payer_address, - "replaceIfExists": True, - "waitUntilIncludedInBlock": True - }] - }) - - placed_orders = response.values() - placed_order = DotMap(placed_orders[0], _dynamic=False) - - self.logger().debug( - f"""Order "{order.client_order_id}" / "{placed_order.id}" successfully placed. Transaction hash: "{placed_order.hashes.creation}".""" - ) - except Exception as exception: - self.logger().debug( - f"""Placement of order "{order.client_order_id}" failed.""" - ) - - raise exception - - transaction_hash = placed_order.hashes.creation - - if transaction_hash in (None, ""): - raise Exception( - f"""Placement of order "{order.client_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) - - order.exchange_order_id = placed_order.id - - misc_updates = DotMap({ - "creation_transaction_hash": transaction_hash, - }, _dynamic=False) - - return placed_order.client_id, misc_updates - - async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: - candidate_orders = [] - client_ids = [] - for order_to_create in orders_to_create: - order_to_create.client_order_id = generate_hash(order_to_create) - client_ids.append(order_to_create.client_order_id) - - candidate_order = { - "clientId": order_to_create.client_order_id, - "marketId": self._market.id, - "marketName": self._market.name, - "ownerAddress": self._owner_address, - "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], - "price": str(order_to_create.price), - "amount": str(order_to_create.amount), - "type": KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], - "payerAddress": self._payer_address, - "replaceIfExists": True, - "waitUntilIncludedInBlock": True - } - - candidate_orders.append(candidate_order) - - async with self._locks.place_orders: - try: - response = await self._gateway.kujira_post_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "orders": candidate_orders - }) - - placed_orders = DotMap(response.values(), _dynamic=False) - - ids = [order.id for order in placed_orders] - - hashes = set([order.hashes.creation for order in placed_orders]) - - self.logger().debug( - f"""Orders "{client_ids}" / "{ids}" successfully placed. Transaction hash(es): {hashes}.""" - ) - except Exception as exception: - self.logger().debug( - f"""Placement of orders "{client_ids}" failed.""" - ) - - raise exception - - transaction_hash = "".join(hashes) - - if transaction_hash in (None, ""): - raise RuntimeError( - f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) - - place_order_results = [] - for order_to_create, placed_order in zip(orders_to_create, placed_orders): - order_to_create.exchange_order_id = placed_order.id - - place_order_results.append(PlaceOrderResult( - update_timestamp=time(), - client_order_id=order_to_create.client_order_id, - exchange_order_id=placed_order.id, - trading_pair=order_to_create.trading_pair, - misc_updates={ - "creation_transaction_hash": transaction_hash, - }, - exception=None, - )) - - return place_order_results - - async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - await order.get_exchange_order_id() - - async with self._locks.cancel_order: - try: - response = await self._gateway.kujira_delete_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "ids": [order.exchange_order_id], - "marketId": self._market.id, - "ownerAddress": self._owner_address, - }) - - cancelled_orders = response.values() - cancelled_order = DotMap(cancelled_orders[0], _dynamic=False) - - self.logger().debug( - f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancelation}".""" - ) - except Exception as exception: - self.logger().debug( - f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed.""" - ) - - raise exception - - transaction_hash = cancelled_order.hashes.creation - - if transaction_hash in (None, ""): - raise Exception( - f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) - - misc_updates = DotMap({ - "cancelation_transaction_hash": transaction_hash, - }, _dynamic=False) - - return True, misc_updates - - async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: - client_ids = [order.client_order_id for order in orders_to_cancel] - - in_flight_orders_to_cancel = [ - self._gateway_order_tracker.fetch_tracked_order(client_order_id=order.client_order_id) - for order in orders_to_cancel - ] - exchange_order_ids_to_cancel = await safe_gather( - *[order.get_exchange_order_id() for order in in_flight_orders_to_cancel], - return_exceptions=True, - ) - found_orders_to_cancel = [ - order - for order, result in zip(orders_to_cancel, exchange_order_ids_to_cancel) - if not isinstance(result, asyncio.TimeoutError) - ] - - ids = [order.exchange_order_id for order in found_orders_to_cancel] - - async with self._locks.cancel_orders: - try: - response = await self._gateway.kujira_delete_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "ids": ids, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - }) - - cancelled_orders = DotMap(response.values(), _dynamic=False) - - hashes = set([order.hashes.cancellation for order in cancelled_orders]) - - self.logger().debug( - f"""Orders "{client_ids}" / "{ids}" successfully cancelled. Transaction hash(es): "{hashes}".""" - ) - except Exception as exception: - self.logger().debug( - f"""Cancellation of orders "{client_ids}" / "{ids}" failed.""" - ) - - raise exception - - transaction_hash = "".join(hashes) - - if transaction_hash in (None, ""): - raise RuntimeError( - f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) - - cancel_order_results = [] - for order_to_cancel, cancelled_order in zip(orders_to_cancel, cancelled_orders): - cancel_order_results.append(CancelOrderResult( - client_order_id=order_to_cancel.client_order_id, - trading_pair=order_to_cancel.trading_pair, - misc_updates={ - "cancelation_transaction_hash": transaction_hash - }, - exception=None, - )) - - return cancel_order_results - - async def get_last_traded_price(self, trading_pair: str) -> Decimal: - response = await self._gateway.kujira_get_ticker({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "marketId": self._market.id, - }) - - ticker = DotMap(response, _dynamic=False) - - return Decimal(ticker.price) - - async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - response = await self._gateway.kujira_get_order_book({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "marketId": self._market.id, - }) - - order_book = DotMap(response, _dynamic=False) - - price_scale = 1 - size_scale = 1 - - timestamp = time() - - bids = [] - asks = [] - for bid in order_book.bids.values(): - bids.append((Decimal(bid.price) * price_scale, Decimal(bid.amount) * size_scale)) - - for ask in order_book.asks.values(): - asks.append((Decimal(ask.price) * price_scale, Decimal(ask.amount) * size_scale)) - - snapshot = OrderBookMessage( - message_type=OrderBookMessageType.SNAPSHOT, - content={ - "trading_pair": trading_pair, - "update_id": timestamp, - "bids": bids, - "asks": asks, - }, - timestamp=timestamp - ) - - return snapshot - - @property - async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - response = await self._gateway.kujira_get_balances_all({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "ownerAddress": self._owner_address, - "tokensSymbols": [self._market.baseToken.symbol, self._market.quoteToken.symbol, KUJIRA_NATIVE_TOKEN.symbol], - }) - - balances = DotMap(response, _dynamic=False) - - for balance in balances: - balance.free = Decimal(balance.free) - balance.lockedInOrders = Decimal(balance.lockedInOrders) - balance.unsettled = Decimal(balance.unsettled) - - return balances - - async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: - default: Optional[OrderUpdate] = None - - await in_flight_order.get_exchange_order_id() - - response = await self._gateway.kujira_get_order({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - }) - - order = DotMap(response, _dynamic=False) - - if order: - order_status = KujiraOrderStatus.to_hummingbot(order.status) - - if in_flight_order.current_state != order_status: - timestamp = time() - - open_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=timestamp, - new_state=order_status, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates={ - "creation_transaction_hash": in_flight_order.creation_transaction_hash, - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, - }, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) - - return default - - async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: - response = await self._gateway.kujira_get_order({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - "status": KujiraOrderStatus.FILLED.value[0] - }) - - filled_order = DotMap(response, _dynamic=False) - - if filled_order: - timestamp = time() - trade_id = str(timestamp) - - # Simplified approach - # is_taker = in_flight_order.order_type == OrderType.LIMIT - - # order_book_message = OrderBookMessage( - # message_type=OrderBookMessageType.TRADE, - # timestamp=timestamp, - # content={ - # "trade_id": trade_id, - # "trading_pair": in_flight_order.trading_pair, - # "trade_type": in_flight_order.trade_type, - # "amount": in_flight_order.amount, - # "price": in_flight_order.price, - # "is_taker": is_taker, - # }, - # ) - - trade_update = TradeUpdate( - trade_id=trade_id, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - trading_pair=in_flight_order.trading_pair, - fill_timestamp=timestamp, - fill_price=in_flight_order.price, - fill_base_amount=in_flight_order.amount, - fill_quote_amount=in_flight_order.price * in_flight_order.amount, - fee=TradeFeeBase.new_spot_fee( - fee_schema=TradeFeeSchema(), - trade_type=in_flight_order.trade_type, - flat_fees=[TokenAmount( - amount=Decimal(self._market.fees.taker), - token=self._market.quoteToken.symbol - )] - ), - ) - - return [trade_update] - - return [] - - def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - return str(status_update_exception).startswith("No update found for order") # TODO is this correct?!!! - - def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - return False - - async def check_network_status(self) -> NetworkStatus: - try: - await self._gateway.ping_gateway() - - return NetworkStatus.CONNECTED - except asyncio.CancelledError: - raise - except Exception as exception: - self.logger().error(exception) - - return NetworkStatus.NOT_CONNECTED - - @property - def is_cancel_request_in_exchange_synchronous(self) -> bool: - return True - - def _check_markets_initialized(self) -> bool: - return self._markets is not None and bool(self._markets) - - async def _update_markets(self): - response = await self._gateway.kujira_get_markets({ - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "marketIds": [market.id for market in self._markets], - }) - - self._markets = DotMap(response, _dynamic=False) - - return self._markets - - def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: - trading_rule = TradingRule( - trading_pair=trading_pair, - min_order_size=Decimal(market_info.minimumOrderSize), - min_price_increment=Decimal(market_info.minimumPriceIncrement), - min_base_amount_increment=Decimal(market_info.minimumBaseAmountIncrement), - min_quote_amount_increment=Decimal(market_info.minimumQuoteAmountIncrement), - ) - - return trading_rule - - def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: - return market_info.id - - def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: - fee_scaler = Decimal("1") - Decimal(market_info.fees.serviceProvider) - maker_fee = Decimal(market_info.fees.maker) * fee_scaler - taker_fee = Decimal(market_info.fees.taker) * fee_scaler - - return MakerTakerExchangeFeeRates( - maker=maker_fee, - taker=taker_fee, - maker_flat_fees=[], - taker_flat_fees=[] - ) - - async def _update_markets_loop(self): - while True: - await self._update_markets() - await asyncio.sleep(MARKETS_UPDATE_INTERVAL) - - # async def _check_if_order_failed_based_on_transaction( - # self, - # transaction: Any, - # order: GatewayInFlightOrder - # ) -> bool: - # order_id = await order.get_exchange_order_id() - # - # return order_id.lower() not in transaction.data.lower() # TODO fix, bring data to the transaction object!!! diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py deleted file mode 100644 index b7d7dd9cdd..0000000000 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source_3.py +++ /dev/null @@ -1,154 +0,0 @@ -import asyncio -from decimal import Decimal -from enum import Enum -from typing import Any, Dict, List, Optional, Tuple - -from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import CONNECTOR_NAME -from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.connector.trading_rule import TradingRule -from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book import OrderBookMessage -from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates -from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient -from hummingbot.core.network_iterator import NetworkStatus - - -class KujiraAPIDataSource(CLOBAPIDataSourceBase): - - def __init__( - self, - trading_pairs: List[str], - connector_spec: Dict[str, Any], - client_config_map: ClientConfigAdapter, - ): - super().__init__( - trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map - ) - self._connector_name = CONNECTOR_NAME - self._chain = connector_spec["chain"] - self._network = connector_spec["network"] - self._account_address: str = connector_spec["wallet_address"] - - @property - def real_time_balance_update(self) -> bool: - return True - - @property - def events_are_streamed(self) -> bool: - return True - - @staticmethod - def supported_stream_events() -> List[Enum]: - pass - - def get_supported_order_types(self) -> List[OrderType]: - pass - - async def start(self): - pass - - async def stop(self): - pass - - async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: - - payload = { - "connector": self._connector_name, - "chain": self._chain, - "network": self._network, - "trading_pair": order.trading_pair, - "address": self._account_address, - "trade_type": order.trade_type, - "order_type": order.order_type, - "price": order.price, - "size": order.amount - } - - result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order(**payload) - - return "", result - - async def batch_order_create(self, orders_to_create: List[InFlightOrder]) -> List[PlaceOrderResult]: - pass - - async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - - payload = { - "connector": self._connector_name, - "chain": self._chain, - "network": self._network, - "address": self._account_address, - "market": order.trading_pair, - "orderId": order.exchange_order_id, - } - result = await self._get_gateway_instance().clob_place_order(**payload) - - return True, result - - async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: - pass - - async def get_last_traded_price(self, trading_pair: str) -> Decimal: - pass - - async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - pass - - async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - - payload = { - "chain": self._chain, - "network": self._network, - "address": self._account_address, - } - - result = await self._get_gateway_instance().clob_kujira_balances(**payload) - - for value in result.values(): - for item in value: - item['amount'] = Decimal(item['amount']) - - return result - - async def get_order_status_update(self, in_flight_order: InFlightOrder) -> OrderUpdate: - pass - - async def get_all_order_fills(self, in_flight_order: InFlightOrder) -> List[TradeUpdate]: - pass - - def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - pass - - def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - pass - - async def check_network_status(self) -> NetworkStatus: - try: - await self._get_gateway_instance().ping_gateway() - except asyncio.InvalidStateError(NetworkStatus.NOT_CONNECTED): - raise "No Gateway's connection" - status = NetworkStatus.CONNECTED - return status - - def _check_markets_initialized(self) -> bool: - pass - - async def _update_markets(self): - pass - - def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: - pass - - def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: - pass - - def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: - pass - - def _get_gateway_instance(self) -> GatewayHttpClient: - gateway_instance = GatewayHttpClient.get_instance(self._client_config) - return gateway_instance From 88522e124c47b05d31d02fecdea655a779b8ce41 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 17:41:41 +0200 Subject: [PATCH 061/359] Fixing KujiraDEX. --- .../kujira/kujira_api_data_source.py | 56 +++++++++++-------- 1 file changed, 34 insertions(+), 22 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 99e193f0e3..970cdeaa91 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -20,7 +20,7 @@ from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather -from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL +from .kujira_constants import CONNECTOR, MARKETS_UPDATE_INTERVAL from .kujira_helpers import generate_hash from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType @@ -44,11 +44,13 @@ def __init__( self._connector = CONNECTOR self._owner_address = connector_spec["wallet_address"] self._payer_address = self._owner_address - self._markets = DotMap({}, _dynamic=False) - self._market = DotMap({}, _dynamic=False) + self._markets_names = [trading_pair.replace("-", "/") for trading_pair in trading_pairs] + + self._markets = None + self._market = None self._tasks = DotMap({ - "update_markets" + "update_markets": None, }, _dynamic=False) self._locks = DotMap({ @@ -104,8 +106,8 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "connector": self._connector, "orders": [{ "clientId": order.client_order_id, - "marketId": self._market.id, - "marketName": self._market.name, + "marketId": (await self._market).id, + "marketName": (await self._market).name, "ownerAddress": self._owner_address, "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], "price": str(order.price), @@ -154,8 +156,8 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) candidate_order = { "clientId": order_to_create.client_order_id, - "marketId": self._market.id, - "marketName": self._market.name, + "marketId": (await self._market).id, + "marketName": (await self._market).name, "ownerAddress": self._owner_address, "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], "price": str(order_to_create.price), @@ -227,7 +229,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona "network": self._network, "connector": self._connector, "ids": [order.exchange_order_id], - "marketId": self._market.id, + "marketId": (await self._market).id, "ownerAddress": self._owner_address, }) @@ -283,7 +285,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) "network": self._network, "connector": self._connector, "ids": ids, - "marketId": self._market.id, + "marketId": (await self._market).id, "ownerAddress": self._owner_address, }) @@ -326,7 +328,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: "chain": self._chain, "network": self._network, "connector": self._connector, - "marketId": self._market.id, + "marketId": (await self._market).id, }) ticker = DotMap(response, _dynamic=False) @@ -338,7 +340,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: "chain": self._chain, "network": self._network, "connector": self._connector, - "marketId": self._market.id, + "marketId": (await self._market).id, }) order_book = DotMap(response, _dynamic=False) @@ -369,19 +371,21 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot - @property async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: response = await self._gateway.kujira_get_balances_all({ "chain": self._chain, "network": self._network, "connector": self._connector, "ownerAddress": self._owner_address, - "tokensSymbols": [self._market.baseToken.symbol, self._market.quoteToken.symbol, KUJIRA_NATIVE_TOKEN.symbol], }) balances = DotMap(response, _dynamic=False) - for balance in balances: + balances.total.free = Decimal(balances.total.free) + balances.total.lockedInOrders = Decimal(balances.total.lockedInOrders) + balances.total.unsettled = Decimal(balances.total.unsettled) + + for balance in balances.tokens.values(): balance.free = Decimal(balance.free) balance.lockedInOrders = Decimal(balance.lockedInOrders) balance.unsettled = Decimal(balance.unsettled) @@ -398,7 +402,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - "network": self._network, "connector": self._connector, "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, + "marketId": (await self._market).id, "ownerAddress": self._owner_address, }) @@ -431,7 +435,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li "network": self._network, "connector": self._connector, "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, + "marketId": (await self._market).id, "ownerAddress": self._owner_address, "status": KujiraOrderStatus.FILLED.value[0] }) @@ -471,8 +475,8 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li fee_schema=TradeFeeSchema(), trade_type=in_flight_order.trade_type, flat_fees=[TokenAmount( - amount=Decimal(self._market.fees.taker), - token=self._market.quoteToken.symbol + amount=Decimal((await self._market).fees.taker), + token=(await self._market).quoteToken.symbol )] ), ) @@ -507,15 +511,23 @@ def _check_markets_initialized(self) -> bool: return self._markets is not None and bool(self._markets) async def _update_markets(self): - response = await self._gateway.kujira_get_markets({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, - "marketIds": [market.id for market in self._markets], - }) + } + + if self._markets_names: + request["names"] = self._markets_names + response = await self._gateway.kujira_get_markets(request) + else: + response = await self._gateway.kujira_get_markets_all(request) self._markets = DotMap(response, _dynamic=False) + if self._trading_pairs: + self._market = self._markets[self._markets_names[0]] + return self._markets def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: From b8ef9748d407035ea35a8e4696d37e373f9e716d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 17:55:05 +0200 Subject: [PATCH 062/359] Fixing KujiraDEX. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 970cdeaa91..ee8b7a91c5 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -384,11 +384,16 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: balances.total.free = Decimal(balances.total.free) balances.total.lockedInOrders = Decimal(balances.total.lockedInOrders) balances.total.unsettled = Decimal(balances.total.unsettled) + balances["total_balance"] = Decimal(balances.total.free + balances.total.lockedInOrders + balances.total.unsettled) + balances["available_balance"] = Decimal(balances.total.free) for balance in balances.tokens.values(): balance.free = Decimal(balance.free) balance.lockedInOrders = Decimal(balance.lockedInOrders) balance.unsettled = Decimal(balance.unsettled) + balances[balance.token.symbol] = DotMap({}, _dynamic=False) + balances[balance.token.symbol]["total_balance"] = Decimal(balance.free + balance.lockedInOrders + balance.unsettled) + balances[balance.token.symbol]["available_balance"] = Decimal(balance.free) return balances From 104ee36c15e37a2a87193d1d820940181e5f26f1 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 18:20:08 +0200 Subject: [PATCH 063/359] Fixing KujiraDEX. --- .../data_sources/kujira/kujira_api_data_source.py | 15 +++++++++------ 1 file changed, 9 insertions(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index ee8b7a91c5..0a212d62e3 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -49,6 +49,8 @@ def __init__( self._markets = None self._market = None + self._user_balances = None + self._tasks = DotMap({ "update_markets": None, }, _dynamic=False) @@ -384,18 +386,19 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: balances.total.free = Decimal(balances.total.free) balances.total.lockedInOrders = Decimal(balances.total.lockedInOrders) balances.total.unsettled = Decimal(balances.total.unsettled) - balances["total_balance"] = Decimal(balances.total.free + balances.total.lockedInOrders + balances.total.unsettled) - balances["available_balance"] = Decimal(balances.total.free) + hb_balances = {} for balance in balances.tokens.values(): balance.free = Decimal(balance.free) balance.lockedInOrders = Decimal(balance.lockedInOrders) balance.unsettled = Decimal(balance.unsettled) - balances[balance.token.symbol] = DotMap({}, _dynamic=False) - balances[balance.token.symbol]["total_balance"] = Decimal(balance.free + balance.lockedInOrders + balance.unsettled) - balances[balance.token.symbol]["available_balance"] = Decimal(balance.free) + hb_balances[balance.token.symbol] = DotMap({}, _dynamic=False) + hb_balances[balance.token.symbol]["total_balance"] = Decimal(balance.free + balance.lockedInOrders + balance.unsettled) + hb_balances[balance.token.symbol]["available_balance"] = Decimal(balance.free) + + self._user_balances = balances - return balances + return hb_balances async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: default: Optional[OrderUpdate] = None From 7720dc4405ec1007334ccda3d53136538e36db17 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 18:46:09 +0200 Subject: [PATCH 064/359] Fixing kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 40 ++++++++++++------- 1 file changed, 26 insertions(+), 14 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 0a212d62e3..6ca4f31214 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -44,8 +44,19 @@ def __init__( self._connector = CONNECTOR self._owner_address = connector_spec["wallet_address"] self._payer_address = self._owner_address + + self._trading_pair = None + if self._trading_pairs: + self._trading_pair = self._trading_pairs[0] + self._markets_names = [trading_pair.replace("-", "/") for trading_pair in trading_pairs] + self._market_name = None + if self._markets_names: + self._market_name = self._markets_names[0] + + self._markets_name_id_map = None + self._markets = None self._market = None @@ -108,8 +119,8 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "connector": self._connector, "orders": [{ "clientId": order.client_order_id, - "marketId": (await self._market).id, - "marketName": (await self._market).name, + "marketId": self._market.id, + "marketName": self._market.name, "ownerAddress": self._owner_address, "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], "price": str(order.price), @@ -158,8 +169,8 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) candidate_order = { "clientId": order_to_create.client_order_id, - "marketId": (await self._market).id, - "marketName": (await self._market).name, + "marketId": self._market.id, + "marketName": self._market.name, "ownerAddress": self._owner_address, "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], "price": str(order_to_create.price), @@ -231,7 +242,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona "network": self._network, "connector": self._connector, "ids": [order.exchange_order_id], - "marketId": (await self._market).id, + "marketId": self._market.id, "ownerAddress": self._owner_address, }) @@ -287,7 +298,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) "network": self._network, "connector": self._connector, "ids": ids, - "marketId": (await self._market).id, + "marketId": self._market.id, "ownerAddress": self._owner_address, }) @@ -330,7 +341,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: "chain": self._chain, "network": self._network, "connector": self._connector, - "marketId": (await self._market).id, + "marketId": self._market.id, }) ticker = DotMap(response, _dynamic=False) @@ -342,7 +353,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: "chain": self._chain, "network": self._network, "connector": self._connector, - "marketId": (await self._market).id, + "marketId": self._market.id, }) order_book = DotMap(response, _dynamic=False) @@ -410,7 +421,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - "network": self._network, "connector": self._connector, "id": in_flight_order.exchange_order_id, - "marketId": (await self._market).id, + "marketId": self._market.id, "ownerAddress": self._owner_address, }) @@ -443,7 +454,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li "network": self._network, "connector": self._connector, "id": in_flight_order.exchange_order_id, - "marketId": (await self._market).id, + "marketId": self._market.id, "ownerAddress": self._owner_address, "status": KujiraOrderStatus.FILLED.value[0] }) @@ -483,8 +494,8 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li fee_schema=TradeFeeSchema(), trade_type=in_flight_order.trade_type, flat_fees=[TokenAmount( - amount=Decimal((await self._market).fees.taker), - token=(await self._market).quoteToken.symbol + amount=Decimal(self._market.fees.taker), + token=self._market.quoteToken.symbol )] ), ) @@ -532,9 +543,10 @@ async def _update_markets(self): response = await self._gateway.kujira_get_markets_all(request) self._markets = DotMap(response, _dynamic=False) + self._markets_name_id_map = {market.name: market.id for market in self._markets.values()} - if self._trading_pairs: - self._market = self._markets[self._markets_names[0]] + if self._market_name: + self._market = self._markets[self._markets_name_id_map[self._market_name]] return self._markets From 547b6cb96765cf3121273b57c16b6bffbcd449eb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 18:46:39 +0200 Subject: [PATCH 065/359] Fixing kujira_api_data_source.py. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 6ca4f31214..470a5d0412 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -100,6 +100,8 @@ def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] async def start(self): + await self._update_markets() + self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() ) From 524cf2a7ba571a4a52c2264fccded05d4b08168c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 17 May 2023 19:16:33 +0200 Subject: [PATCH 066/359] Improving kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 121 ++++++++++++++++-- 1 file changed, 112 insertions(+), 9 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 470a5d0412..d096945b2d 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -100,17 +100,24 @@ def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] async def start(self): + self.logger().setLevel("DEBUG") + self.logger().debug("start: start") + await self._update_markets() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() ) + self.logger().debug("start: end") async def stop(self): + self.logger().debug("stop: start") self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None + self.logger().debug("stop: end") async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: + self.logger().debug("place_order: start") order.client_order_id = generate_hash(order) async with self._locks.place_order: @@ -160,9 +167,13 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "creation_transaction_hash": transaction_hash, }, _dynamic=False) + self.logger().debug("place_order: end") + return placed_order.client_id, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: + self.logger().debug("batch_order_create: start") + candidate_orders = [] client_ids = [] for order_to_create in orders_to_create: @@ -232,9 +243,13 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) exception=None, )) + self.logger().debug("batch_order_create: end") + return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: + self.logger().debug("cancel_order: start") + await order.get_exchange_order_id() async with self._locks.cancel_order: @@ -272,9 +287,13 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona "cancelation_transaction_hash": transaction_hash, }, _dynamic=False) + self.logger().debug("cancel_order: end") + return True, misc_updates async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: + self.logger().debug("batch_order_cancel: start") + client_ids = [order.client_order_id for order in orders_to_cancel] in_flight_orders_to_cancel = [ @@ -336,9 +355,13 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) exception=None, )) + self.logger().debug("batch_order_cancel: end") + return cancel_order_results async def get_last_traded_price(self, trading_pair: str) -> Decimal: + self.logger().debug("get_last_traded_price: start") + response = await self._gateway.kujira_get_ticker({ "chain": self._chain, "network": self._network, @@ -348,9 +371,15 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: ticker = DotMap(response, _dynamic=False) - return Decimal(ticker.price) + ticker_price = Decimal(ticker.price) + + self.logger().debug("get_last_traded_price: end") + + return ticker_price async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + self.logger().debug("get_order_book_snapshot: start") + response = await self._gateway.kujira_get_order_book({ "chain": self._chain, "network": self._network, @@ -384,9 +413,13 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: timestamp=timestamp ) + self.logger().debug("get_order_book_snapshot: end") + return snapshot async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: + self.logger().debug("get_account_balances: start") + response = await self._gateway.kujira_get_balances_all({ "chain": self._chain, "network": self._network, @@ -411,9 +444,13 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self._user_balances = balances + self.logger().debug("get_account_balances: end") + return hb_balances async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: + self.logger().debug("get_order_status_update: start") + default: Optional[OrderUpdate] = None await in_flight_order.get_exchange_order_id() @@ -448,9 +485,16 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - ) self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + self.logger().debug("get_order_status_update: end") + + if open_update: + return open_update + return default async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: + self.logger().debug("get_all_order_fills: start") + response = await self._gateway.kujira_get_order({ "chain": self._chain, "network": self._network, @@ -502,36 +546,71 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li ), ) + self.logger().debug("get_all_order_fills: end") + + if trade_update: return [trade_update] return [] def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - return str(status_update_exception).startswith("No update found for order") # TODO is this correct?!!! + self.logger().debug("is_order_not_found_during_status_update_error: start") + + output = str(status_update_exception).startswith("No update found for order") # TODO is this correct?!!! + + self.logger().debug("is_order_not_found_during_status_update_error: end") + + return output def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - return False + self.logger().debug("is_order_not_found_during_cancelation_error: start") + + output = False + + self.logger().debug("is_order_not_found_during_cancelation_error: end") + + return output async def check_network_status(self) -> NetworkStatus: + self.logger().debug("check_network_status: start") + try: await self._gateway.ping_gateway() - return NetworkStatus.CONNECTED + output = NetworkStatus.CONNECTED except asyncio.CancelledError: raise except Exception as exception: self.logger().error(exception) - return NetworkStatus.NOT_CONNECTED + output = NetworkStatus.NOT_CONNECTED + + self.logger().debug("check_network_status: end") + + return output @property def is_cancel_request_in_exchange_synchronous(self) -> bool: - return True + self.logger().debug("is_cancel_request_in_exchange_synchronous: start") + + output = True + + self.logger().debug("is_cancel_request_in_exchange_synchronous: end") + + return output def _check_markets_initialized(self) -> bool: - return self._markets is not None and bool(self._markets) + # self.logger().debug("_check_markets_initialized: start") + + output = self._markets is not None and bool(self._markets) + + # self.logger().debug("_check_markets_initialized: end") + + return output async def _update_markets(self): + self.logger().debug("_update_markets: start") + request = { "chain": self._chain, "network": self._network, @@ -550,9 +629,13 @@ async def _update_markets(self): if self._market_name: self._market = self._markets[self._markets_name_id_map[self._market_name]] + self.logger().debug("_update_markets: end") + return self._markets def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: + self.logger().debug("_parse_trading_rule: start") + trading_rule = TradingRule( trading_pair=trading_pair, min_order_size=Decimal(market_info.minimumOrderSize), @@ -561,28 +644,48 @@ def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRul min_quote_amount_increment=Decimal(market_info.minimumQuoteAmountIncrement), ) + self.logger().debug("_parse_trading_rule: end") + return trading_rule def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: - return market_info.id + self.logger().debug("_get_exchange_trading_pair_from_market_info: start") + + output = market_info.id + + self.logger().debug("_get_exchange_trading_pair_from_market_info: end") + + return output def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: + self.logger().debug("_get_maker_taker_exchange_fee_rates_from_market_info: start") + fee_scaler = Decimal("1") - Decimal(market_info.fees.serviceProvider) maker_fee = Decimal(market_info.fees.maker) * fee_scaler taker_fee = Decimal(market_info.fees.taker) * fee_scaler - return MakerTakerExchangeFeeRates( + output = MakerTakerExchangeFeeRates( maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] ) + self.logger().debug("_get_maker_taker_exchange_fee_rates_from_market_info: end") + + return output + async def _update_markets_loop(self): + self.logger().debug("_update_markets_loop: start") + while True: + self.logger().debug("_update_markets_loop: start loop") + await self._update_markets() await asyncio.sleep(MARKETS_UPDATE_INTERVAL) + self.logger().debug("_update_markets_loop: end loop") + # async def _check_if_order_failed_based_on_transaction( # self, # transaction: Any, From 54517466f7eedac339f47c03c3556de2ff05ebd6 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 00:20:20 +0200 Subject: [PATCH 067/359] Improving and fixing KujiraDEX implementation. --- .../kujira/kujira_api_data_source.py | 22 +++++++++++++++---- .../data_sources/kujira/kujira_helpers.py | 12 ++++++++-- .../data_sources/kujira/kujira_types.py | 4 ++-- 3 files changed, 30 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index d096945b2d..27b397a51a 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -21,7 +21,11 @@ from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather from .kujira_constants import CONNECTOR, MARKETS_UPDATE_INTERVAL -from .kujira_helpers import generate_hash +from .kujira_helpers import ( + convert_hb_trading_pair_to_market_name, + convert_market_name_to_hb_trading_pair, + generate_hash, +) from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType @@ -49,7 +53,7 @@ def __init__( if self._trading_pairs: self._trading_pair = self._trading_pairs[0] - self._markets_names = [trading_pair.replace("-", "/") for trading_pair in trading_pairs] + self._markets_names = [convert_hb_trading_pair_to_market_name(trading_pair) for trading_pair in trading_pairs] self._market_name = None if self._markets_names: @@ -141,7 +145,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti }] }) - placed_orders = response.values() + placed_orders = list(response.values()) placed_order = DotMap(placed_orders[0], _dynamic=False) self.logger().debug( @@ -169,7 +173,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug("place_order: end") - return placed_order.client_id, misc_updates + return placed_order.clientId, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: self.logger().debug("batch_order_create: start") @@ -451,6 +455,8 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: self.logger().debug("get_order_status_update: start") + open_update = None + default: Optional[OrderUpdate] = None await in_flight_order.get_exchange_order_id() @@ -495,6 +501,8 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: self.logger().debug("get_all_order_fills: start") + trade_update = None + response = await self._gateway.kujira_get_order({ "chain": self._chain, "network": self._network, @@ -631,6 +639,12 @@ async def _update_markets(self): self.logger().debug("_update_markets: end") + self._markets_info.clear() + for market in self._markets.values(): + market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market.name) + + self._markets_info[market["hb_trading_pair"]] = market + return self._markets def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 32312c6f5c..608c967838 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -34,9 +34,9 @@ def generate_hashes(inputs: List[Any]) -> List[str]: salt = datetime.now() for input in inputs: - serialized = jsonpickle.encode(input, unpicklable=True).encode("utf-8") + serialized = jsonpickle.encode(input, unpicklable=True) hasher = hashlib.md5() - target = f"{salt}{serialized}" + target = f"{salt}{serialized}".encode("utf-8") hasher.update(target) hash = hasher.hexdigest() @@ -44,6 +44,14 @@ def generate_hashes(inputs: List[Any]) -> List[str]: return hashes + +def convert_hb_trading_pair_to_market_name(trading_pair: str) -> str: + return trading_pair.replace("-", "/") + + +def convert_market_name_to_hb_trading_pair(market_name: str) -> str: + return market_name.replace("/", "-") + ########################## # Injective related helpers: ########################## diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index b914baffcc..2f9cc2fe26 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -60,8 +60,8 @@ def to_hummingbot(self): class OrderType(Enum): - MARKET = "MARKET", - LIMIT = "LIMIT" + MARKET = 'MARKET', + LIMIT = 'LIMIT', IOC = 'IOC', # Immediate or Cancel POST_ONLY = 'POST_ONLY', From 13e5fa82a2e60965e10db11e3f916e864cda1878 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 01:06:21 +0200 Subject: [PATCH 068/359] Improving and fixing KujiraDEX implementation. --- .../kujira/kujira_api_data_source.py | 9 +-- .../data_sources/kujira/kujira_types.py | 78 +++++++++++++++++-- 2 files changed, 75 insertions(+), 12 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 27b397a51a..f934c8d65a 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -457,8 +457,6 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - open_update = None - default: Optional[OrderUpdate] = None - await in_flight_order.get_exchange_order_id() response = await self._gateway.kujira_get_order({ @@ -473,7 +471,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - order = DotMap(response, _dynamic=False) if order: - order_status = KujiraOrderStatus.to_hummingbot(order.status) + order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.status)) if in_flight_order.current_state != order_status: timestamp = time() @@ -493,10 +491,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug("get_order_status_update: end") - if open_update: - return open_update - - return default + return open_update async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: self.logger().debug("get_all_order_fills: start") diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 2f9cc2fe26..c0f5824608 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -29,6 +29,7 @@ from pyinjective.wallet import Address from hummingbot.core.data_type.common import OrderType as HummingBotOrderType, TradeType as HummingBotOrderSide +from hummingbot.core.data_type.in_flight_order import OrderState as HummingBotOrderStatus class OrderStatus(Enum): @@ -41,20 +42,65 @@ class OrderStatus(Enum): UNKNOWN = "UNKNOWN" @staticmethod - def from_hummingbot(target: str): - if target == 'OPEN': + def from_name(name: str): + if name == "OPEN": return OrderStatus.OPEN - elif target == 'CANCELLED': + elif name == "CANCELLED": return OrderStatus.CANCELLED + elif name == "PARTIALLY_FILLED": + return OrderStatus.PARTIALLY_FILLED + elif name == "FILLED": + return OrderStatus.FILLED + elif name == "CREATION_PENDING": + return OrderStatus.CREATION_PENDING + elif name == "CANCELLATION_PENDING": + return OrderStatus.CANCELLATION_PENDING + else: + raise ValueError(f"Unknown order status: {name}") + + @staticmethod + def from_hummingbot(target: HummingBotOrderStatus): + if target == HummingBotOrderStatus.PENDING_CREATE: + return OrderStatus.CREATION_PENDING + elif target == HummingBotOrderStatus.OPEN: + return OrderStatus.OPEN + elif target == HummingBotOrderStatus.PENDING_CANCEL: + return OrderStatus.CANCELLATION_PENDING + elif target == HummingBotOrderStatus.CANCELED: + return OrderStatus.CANCELLED + elif target == HummingBotOrderStatus.PARTIALLY_FILLED: + return OrderStatus.PARTIALLY_FILLED + elif target == HummingBotOrderStatus.FILLED: + return OrderStatus.FILLED + # elif target == HummingBotOrderStatus.FAILED: + # return OrderStatus.FAILED + # elif target == HummingBotOrderStatus.PENDING_APPROVAL: + # return OrderStatus.APPROVAL_PENDING + # elif target == HummingBotOrderStatus.APPROVED: + # return OrderStatus.APPROVED + # elif target == HummingBotOrderStatus.CREATED: + # return OrderStatus.CREATED + # elif target == HummingBotOrderStatus.COMPLETED: + # return OrderStatus.COMPLETED else: raise ValueError(f"Unknown order status: {target}") @staticmethod def to_hummingbot(self): if self == OrderStatus.OPEN: - return 'OPEN' + return HummingBotOrderStatus.OPEN elif self == OrderStatus.CANCELLED: - return 'CANCELLED' + return HummingBotOrderStatus.CANCELED + elif self == OrderStatus.PARTIALLY_FILLED: + return HummingBotOrderStatus.PARTIALLY_FILLED + elif self == OrderStatus.FILLED: + return HummingBotOrderStatus.FILLED + elif self == OrderStatus.CREATION_PENDING: + return HummingBotOrderStatus.PENDING_CREATE + elif self == OrderStatus.CANCELLATION_PENDING: + return HummingBotOrderStatus.PENDING_CANCEL + # elif self == OrderStatus.UNKNOWN: + # return HummingBotOrderStatus.UNKNOWN else: raise ValueError(f"Unknown order status: {self}") @@ -65,6 +111,19 @@ class OrderType(Enum): IOC = 'IOC', # Immediate or Cancel POST_ONLY = 'POST_ONLY', + @staticmethod + def from_name(name: str): + if name == "MARKET": + return OrderType.MARKET + elif name == "LIMIT": + return OrderType.LIMIT + elif name == "IOC": + return OrderType.IOC + elif name == "POST_ONLY": + return OrderType.POST_ONLY + else: + raise ValueError(f"Unknown order type: {name}") + @staticmethod def from_hummingbot(target: HummingBotOrderType): if target == HummingBotOrderType.LIMIT: @@ -84,6 +143,15 @@ class OrderSide(Enum): BUY = 'BUY', SELL = 'SELL', + @staticmethod + def from_name(name: str): + if name == "BUY": + return OrderSide.BUY + elif name == "SELL": + return OrderSide.SELL + else: + raise ValueError(f"Unknown order side: {name}") + @staticmethod def from_hummingbot(target: HummingBotOrderSide): if target == HummingBotOrderSide.BUY: From 22bf672273913fa8b8a9fdf107e6b9b7920ca018 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 01:38:39 +0200 Subject: [PATCH 069/359] Improving and fixing KujiraDEX implementation. --- .../kujira/kujira_api_data_source.py | 85 ++++++++++++++++++- 1 file changed, 84 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f934c8d65a..19b5b03f7e 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -75,8 +75,10 @@ def __init__( "place_orders": asyncio.Lock(), "cancel_order": asyncio.Lock(), "cancel_orders": asyncio.Lock(), + "cancel_all_orders": asyncio.Lock(), "settle_market_funds": asyncio.Lock(), "settle_markets_funds": asyncio.Lock(), + "settle_all_markets_funds": asyncio.Lock(), }, _dynamic=False) self._gateway = GatewayHttpClient.get_instance(self._client_config) @@ -109,6 +111,9 @@ async def start(self): await self._update_markets() + await self.cancel_all_orders() + await self.settle_market_funds() + self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() ) @@ -122,6 +127,9 @@ async def stop(self): async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: self.logger().debug("place_order: start") + + self._check_markets_initialized() or await self._update_markets() + order.client_order_id = generate_hash(order) async with self._locks.place_order: @@ -178,6 +186,8 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: self.logger().debug("batch_order_create: start") + self._check_markets_initialized() or await self._update_markets() + candidate_orders = [] client_ids = [] for order_to_create in orders_to_create: @@ -254,6 +264,8 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: self.logger().debug("cancel_order: start") + self._check_markets_initialized() or await self._update_markets() + await order.get_exchange_order_id() async with self._locks.cancel_order: @@ -298,6 +310,8 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: self.logger().debug("batch_order_cancel: start") + self._check_markets_initialized() or await self._update_markets() + client_ids = [order.client_order_id for order in orders_to_cancel] in_flight_orders_to_cancel = [ @@ -345,7 +359,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) if transaction_hash in (None, ""): raise RuntimeError( - f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + f"""Cancellation of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) cancel_order_results = [] @@ -363,6 +377,75 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) return cancel_order_results + async def cancel_all_orders(self): + self.logger().debug("cancel_all_orders: start") + + async with self._locks.cancel_all_orders: + try: + response = await self._gateway.kujira_delete_orders_all({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) + + cancelled_orders = DotMap(response, _dynamic=False) + + ids = [order.id for order in cancelled_orders.values()] + + hashes = set([order.hashes.cancellation for order in cancelled_orders.values()]) + + self.logger().debug( + f"""Orders "{ids}" successfully cancelled. Transaction hash(es): "{hashes}".""" + ) + except Exception as exception: + self.logger().debug( + """Cancellation of all orders failed.""" + ) + + raise exception + + transaction_hash = "".join(hashes) + + if transaction_hash in (None, ""): + raise RuntimeError( + f"""Cancellation of orders "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) + + cancel_order_results = [] + + self.logger().debug("cancel_all_orders: end") + + return cancel_order_results + + async def settle_market_funds(self): + self.logger().debug("settle_market_funds: start") + + self._check_markets_initialized() or await self._update_markets() + + async with self._locks.settle_market_funds: + try: + response = await self._gateway.kujira_post_market_withdraw({ + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + }) + + withdraw = DotMap(response, _dynamic=False) + + self.logger().debug( + f"""Settlement / withdraw of funds for market {self._market.name} successful. Transaction hash: "{withdraw.hash}".""" + ) + except Exception as exception: + self.logger().debug( + f"""Settlement / withdraw of funds for market {self._market.name} failed.""" + ) + + raise exception + async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") From ac703c763fd5b374ab5cc974fa342144ce55dd59 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 18 May 2023 11:26:32 -0300 Subject: [PATCH 070/359] Added request and response log function --- .../kujira/kujira_api_data_source.py | 38 ++++++++++++++++--- 1 file changed, 32 insertions(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 19b5b03f7e..d5bc2c0e9c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -3,6 +3,7 @@ from time import time from typing import Any, Dict, List, Optional, Tuple +import jsonpickle from _decimal import Decimal from dotmap import DotMap @@ -134,7 +135,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti async with self._locks.place_order: try: - response = await self._gateway.kujira_post_orders({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, @@ -151,7 +152,13 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "replaceIfExists": True, "waitUntilIncludedInBlock": True }] - }) + } + + self.logger().debug(f"""place order request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_post_orders(request) + + self.logger().debug(f"""place order response:\n "{self._dump(request)}".""") placed_orders = list(response.values()) placed_order = DotMap(placed_orders[0], _dynamic=False) @@ -270,14 +277,20 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona async with self._locks.cancel_order: try: - response = await self._gateway.kujira_delete_orders({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "ids": [order.exchange_order_id], "marketId": self._market.id, "ownerAddress": self._owner_address, - }) + } + + self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_delete_orders(request) + + self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") cancelled_orders = response.values() cancelled_order = DotMap(cancelled_orders[0], _dynamic=False) @@ -382,13 +395,19 @@ async def cancel_all_orders(self): async with self._locks.cancel_all_orders: try: - response = await self._gateway.kujira_delete_orders_all({ + + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "marketId": self._market.id, "ownerAddress": self._owner_address, - }) + } + self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_delete_orders_all(request) + + self.logger().debug(f"""cancel_all_orders response:\n "{self._dump(response)}".""") cancelled_orders = DotMap(response, _dynamic=False) @@ -786,3 +805,10 @@ async def _update_markets_loop(self): # order_id = await order.get_exchange_order_id() # # return order_id.lower() not in transaction.data.lower() # TODO fix, bring data to the transaction object!!! + + @staticmethod + def _dump(target: Any): + try: + return jsonpickle.encode(target, unpicklable=True, indent=2) + except (Exception,): + return target From 6efed9803616e3c28e38a1948c02eaf762518b0d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 18 May 2023 12:13:23 -0300 Subject: [PATCH 071/359] Added logs for all functions int the Kujira api data source --- .../kujira/kujira_api_data_source.py | 90 +++++++++++++++---- 1 file changed, 74 insertions(+), 16 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index d5bc2c0e9c..c0a44ae64b 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -219,12 +219,18 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) async with self._locks.place_orders: try: - response = await self._gateway.kujira_post_orders({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "orders": candidate_orders - }) + } + + self.logger().debug(f"""batch_order_create request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_post_orders(request) + + self.logger().debug(f"""batch_order_create response:\n "{self._dump(request)}".""") placed_orders = DotMap(response.values(), _dynamic=False) @@ -345,14 +351,21 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) async with self._locks.cancel_orders: try: - response = await self._gateway.kujira_delete_orders({ + + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "ids": ids, "marketId": self._market.id, "ownerAddress": self._owner_address, - }) + } + + self.logger().debug(f"""batch_order_cancel request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_delete_orders(request) + + self.logger().debug(f"""batch_order_cancel response:\n "{self._dump(response)}".""") cancelled_orders = DotMap(response.values(), _dynamic=False) @@ -445,13 +458,19 @@ async def settle_market_funds(self): async with self._locks.settle_market_funds: try: - response = await self._gateway.kujira_post_market_withdraw({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "marketId": self._market.id, "ownerAddress": self._owner_address, - }) + } + + self.logger().debug(f"""settle_market_funds request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_post_market_withdraw(request) + + self.logger().debug(f"""settle_market_funds response:\n "{self._dump(response)}".""") withdraw = DotMap(response, _dynamic=False) @@ -468,12 +487,18 @@ async def settle_market_funds(self): async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") - response = await self._gateway.kujira_get_ticker({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "marketId": self._market.id, - }) + } + + self.logger().debug(f"""get_last_traded_price request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_get_ticker(request) + + self.logger().debug(f"""get_last_traded_price response:\n "{self._dump(response)}".""") ticker = DotMap(response, _dynamic=False) @@ -486,12 +511,18 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug("get_order_book_snapshot: start") - response = await self._gateway.kujira_get_order_book({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "marketId": self._market.id, - }) + } + + self.logger().debug(f"""get_order_book_snapshot request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_get_order_book(request) + + self.logger().debug(f"""get_order_book_snapshot response:\n "{self._dump(response)}".""") order_book = DotMap(response, _dynamic=False) @@ -526,12 +557,18 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self.logger().debug("get_account_balances: start") - response = await self._gateway.kujira_get_balances_all({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "ownerAddress": self._owner_address, - }) + } + + self.logger().debug(f"""get_account_balances request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_get_balances_all(request) + + self.logger().debug(f"""get_account_balances response:\n "{self._dump(response)}".""") balances = DotMap(response, _dynamic=False) @@ -561,14 +598,20 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - await in_flight_order.get_exchange_order_id() - response = await self._gateway.kujira_get_order({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, "id": in_flight_order.exchange_order_id, "marketId": self._market.id, "ownerAddress": self._owner_address, - }) + } + + self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_get_order(request) + + self.logger().debug(f"""get_order_status_update response:\n "{self._dump(response)}".""") order = DotMap(response, _dynamic=False) @@ -600,7 +643,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li trade_update = None - response = await self._gateway.kujira_get_order({ + request = { "chain": self._chain, "network": self._network, "connector": self._connector, @@ -608,7 +651,13 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li "marketId": self._market.id, "ownerAddress": self._owner_address, "status": KujiraOrderStatus.FILLED.value[0] - }) + } + + self.logger().debug(f"""get_all_order_fills request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_get_order(request) + + self.logger().debug(f"""get_all_order_fills response:\n "{self._dump(response)}".""") filled_order = DotMap(response, _dynamic=False) @@ -724,10 +773,19 @@ async def _update_markets(self): if self._markets_names: request["names"] = self._markets_names + + self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") + response = await self._gateway.kujira_get_markets(request) + + self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") else: + self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") + response = await self._gateway.kujira_get_markets_all(request) + self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") + self._markets = DotMap(response, _dynamic=False) self._markets_name_id_map = {market.name: market.id for market in self._markets.values()} From 0a3bac312cbacc94805ed8c26f16277fb0ab3869 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 17:14:31 +0200 Subject: [PATCH 072/359] Improving and fixing KujiraDEX implementation. --- .../kujira/kujira_api_data_source.py | 63 ++++++++++++------- 1 file changed, 41 insertions(+), 22 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index d5bc2c0e9c..c4f0f99ed1 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -13,7 +13,7 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import OrderUpdate, TradeUpdate +from hummingbot.core.data_type.in_flight_order import OrderState as HummingBotOrderStatus, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent @@ -112,8 +112,8 @@ async def start(self): await self._update_markets() - await self.cancel_all_orders() - await self.settle_market_funds() + # await self.cancel_all_orders() + # await self.settle_market_funds() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() @@ -275,42 +275,48 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona await order.get_exchange_order_id() + transaction_hash = None + async with self._locks.cancel_order: try: request = { "chain": self._chain, "network": self._network, "connector": self._connector, - "ids": [order.exchange_order_id], + "id": order.exchange_order_id, "marketId": self._market.id, "ownerAddress": self._owner_address, } self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_delete_orders(request) + response = await self._gateway.kujira_delete_order(request) self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") - cancelled_orders = response.values() - cancelled_order = DotMap(cancelled_orders[0], _dynamic=False) + cancelled_order = DotMap(response, _dynamic=False) + + transaction_hash = cancelled_order.hashes.creation + + if transaction_hash in (None, ""): + raise Exception( + f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) self.logger().debug( f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancelation}".""" ) except Exception as exception: - self.logger().debug( - f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed.""" - ) + if 'No orders with the specified information exist' in str(exception.args): + self.logger().debug( + f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" + ) + else: + self.logger().debug( + f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed.""" + ) - raise exception - - transaction_hash = cancelled_order.hashes.creation - - if transaction_hash in (None, ""): - raise Exception( - f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) + raise exception misc_updates = DotMap({ "cancelation_transaction_hash": transaction_hash, @@ -524,7 +530,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - self.logger().debug("get_account_balances: start") + # self.logger().debug("get_account_balances: start") response = await self._gateway.kujira_get_balances_all({ "chain": self._chain, @@ -550,7 +556,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self._user_balances = balances - self.logger().debug("get_account_balances: end") + # self.logger().debug("get_account_balances: end") return hb_balances @@ -590,6 +596,19 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - }, ) self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + else: + timestamp = time() + + open_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=timestamp, + new_state=HummingBotOrderStatus.COMPLETED, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + }, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) self.logger().debug("get_order_status_update: end") @@ -677,7 +696,7 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc return output async def check_network_status(self) -> NetworkStatus: - self.logger().debug("check_network_status: start") + # self.logger().debug("check_network_status: start") try: await self._gateway.ping_gateway() @@ -690,7 +709,7 @@ async def check_network_status(self) -> NetworkStatus: output = NetworkStatus.NOT_CONNECTED - self.logger().debug("check_network_status: end") + # self.logger().debug("check_network_status: end") return output From 6080951bbb7e60dffa2fcbe26285c2ff3ad83c31 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 17:24:48 +0200 Subject: [PATCH 073/359] Improving and fixing KujiraDEX implementation. --- .../kujira/kujira_api_data_source.py | 48 +++++++------------ 1 file changed, 17 insertions(+), 31 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f99497bfc8..41c0618b14 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -13,7 +13,7 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import OrderState as HummingBotOrderStatus, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.in_flight_order import OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent @@ -302,7 +302,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona cancelled_order = DotMap(response, _dynamic=False) - transaction_hash = cancelled_order.hashes.creation + transaction_hash = cancelled_order.hashes.cancellation if transaction_hash in (None, ""): raise Exception( @@ -600,8 +600,6 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: self.logger().debug("get_order_status_update: start") - open_update = None - await in_flight_order.get_exchange_order_id() request = { @@ -623,35 +621,23 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - if order: order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.status)) - - if in_flight_order.current_state != order_status: - timestamp = time() - - open_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=timestamp, - new_state=order_status, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates={ - "creation_transaction_hash": in_flight_order.creation_transaction_hash, - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, - }, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) else: - timestamp = time() + order_status = in_flight_order.current_state - open_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=timestamp, - new_state=HummingBotOrderStatus.COMPLETED, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates={ - }, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + timestamp = time() + + open_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=timestamp, + new_state=order_status, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + }, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) self.logger().debug("get_order_status_update: end") From e7f3a16886ddd18d2ee7375789c5600ff41b277a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 17:47:56 +0200 Subject: [PATCH 074/359] Improving and fixing KujiraDEX implementation. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 41c0618b14..ec2e79d034 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -310,7 +310,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona ) self.logger().debug( - f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancelation}".""" + f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancellation}".""" ) except Exception as exception: if 'No orders with the specified information exist' in str(exception.args): From 5bcf6b972383284a60d80ce562b1349a90fc486b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 18 May 2023 13:10:01 -0300 Subject: [PATCH 075/359] Fixing an small bug --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index ec2e79d034..351b87740e 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -158,7 +158,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti response = await self._gateway.kujira_post_orders(request) - self.logger().debug(f"""place order response:\n "{self._dump(request)}".""") + self.logger().debug(f"""place order response:\n "{self._dump(response)}".""") placed_orders = list(response.values()) placed_order = DotMap(placed_orders[0], _dynamic=False) From eea9c058375211ab29049678d408d4b4dd76c58f Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 18:14:02 +0200 Subject: [PATCH 076/359] Improving and fixing KujiraDEX implementation. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 351b87740e..84f7c11dde 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -317,6 +317,8 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" ) + + transaction_hash = "0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock else: self.logger().debug( f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed.""" From 7740c057e661b06b99b9f0cbc3ecdd3717e2ea99 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 18:35:59 +0200 Subject: [PATCH 077/359] Improving and fixing KujiraDEX implementation. --- .../data_sources/kujira/kujira_api_data_source.py | 8 +++----- 1 file changed, 3 insertions(+), 5 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 84f7c11dde..a6f95755b2 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -112,8 +112,8 @@ async def start(self): await self._update_markets() - # await self.cancel_all_orders() - # await self.settle_market_funds() + await self.cancel_all_orders() + await self.settle_market_funds() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() @@ -131,8 +131,6 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self._check_markets_initialized() or await self._update_markets() - order.client_order_id = generate_hash(order) - async with self._locks.place_order: try: request = { @@ -321,7 +319,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona transaction_hash = "0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock else: self.logger().debug( - f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed.""" + f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed.""" ) raise exception From b7ad59ce469d9e8ed4a8c6b56a7e63e00241814a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 19:00:39 +0200 Subject: [PATCH 078/359] Improving and fixing KujiraDEX implementation. --- .../data_sources/kujira/kujira_api_data_source.py | 12 +++++++++++- .../connector/gateway/clob_spot/gateway_clob_spot.py | 6 ++++++ 2 files changed, 17 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index a6f95755b2..6f9533f5cc 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -12,6 +12,7 @@ from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type.cancellation_result import CancellationResult from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType @@ -124,6 +125,10 @@ async def stop(self): self.logger().debug("stop: start") self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None + + await self.cancel_all_orders() + await self.settle_market_funds() + self.logger().debug("stop: end") async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: @@ -409,9 +414,11 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) return cancel_order_results - async def cancel_all_orders(self): + async def cancel_all_orders(self) -> List[CancellationResult]: self.logger().debug("cancel_all_orders: start") + self._check_markets_initialized() or await self._update_markets() + async with self._locks.cancel_all_orders: try: @@ -860,6 +867,9 @@ async def _update_markets_loop(self): self.logger().debug("_update_markets_loop: end loop") + async def cancel_all(self, _timeout_seconds: float) -> List[CancellationResult]: + return await self.cancel_all_orders() + # async def _check_if_order_failed_based_on_transaction( # self, # transaction: Any, diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 9ff56d9e24..ae1cbdfd2c 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -717,3 +717,9 @@ def _get_poll_interval(self, timestamp: float) -> float: else self.LONG_POLL_INTERVAL ) return poll_interval + + async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: + if hasattr(self._api_data_source, 'cancel_all'): + return await self._api_data_source.cancel_all(timeout_seconds) + else: + await super().cancel_all(timeout_seconds) From e92f87116f6d22487922d5a074f07ba8ded79671 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 18 May 2023 19:37:51 +0200 Subject: [PATCH 079/359] Improving Kujira Gateway and Client implementation. --- .../kujira/kujira_api_data_source.py | 18 +++++++++--------- 1 file changed, 9 insertions(+), 9 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 6f9533f5cc..7ff831ca91 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -722,7 +722,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: self.logger().debug("is_order_not_found_during_status_update_error: start") - output = str(status_update_exception).startswith("No update found for order") # TODO is this correct?!!! + output = str(status_update_exception).startswith("No update found for order") self.logger().debug("is_order_not_found_during_status_update_error: end") @@ -870,14 +870,14 @@ async def _update_markets_loop(self): async def cancel_all(self, _timeout_seconds: float) -> List[CancellationResult]: return await self.cancel_all_orders() - # async def _check_if_order_failed_based_on_transaction( - # self, - # transaction: Any, - # order: GatewayInFlightOrder - # ) -> bool: - # order_id = await order.get_exchange_order_id() - # - # return order_id.lower() not in transaction.data.lower() # TODO fix, bring data to the transaction object!!! + async def _check_if_order_failed_based_on_transaction( + self, + transaction: Any, + order: GatewayInFlightOrder + ) -> bool: + order_id = await order.get_exchange_order_id() + + return order_id.lower() not in transaction.data.lower() @staticmethod def _dump(target: Any): From 0be5b6ff3fdc3ee640debf969e514bbb9dd33a9f Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 19 May 2023 17:28:53 +0200 Subject: [PATCH 080/359] Fixing todos. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 4 ---- scripts/kujira_pmm_example.py | 1 - 2 files changed, 5 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 7ff831ca91..28e2b01321 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -152,8 +152,6 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "amount": str(order.amount), "type": KujiraOrderType.from_hummingbot(order.order_type).value[0], "payerAddress": self._payer_address, - "replaceIfExists": True, - "waitUntilIncludedInBlock": True }] } @@ -214,8 +212,6 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) "amount": str(order_to_create.amount), "type": KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], "payerAddress": self._payer_address, - "replaceIfExists": True, - "waitUntilIncludedInBlock": True } candidate_orders.append(candidate_order) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index af3c4d5cbc..a4c82571e3 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -688,7 +688,6 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any "price": str(candidate.price), "amount": str(candidate.amount), "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value, - "replaceIfExists": True }) request = { From 7e2221d1c59a1866985c061f6e91926cf80ece06 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 22 May 2023 19:11:09 +0200 Subject: [PATCH 081/359] Updating kujira_pmm_example.py --- scripts/kujira_pmm_example.py | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index a4c82571e3..e87fd34e85 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -15,8 +15,10 @@ import numpy as np from hummingbot.client.hummingbot_application import HummingbotApplication -from hummingbot.connector.gateway.clob.clob_utils import convert_order_side, convert_trading_pair from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import KUJIRA_NATIVE_TOKEN +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( + convert_hb_trading_pair_to_market_name, +) from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderSide, OrderStatus, OrderType from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT from hummingbot.core.clock import Clock @@ -147,7 +149,7 @@ async def initialize(self, start_command): self._connector_id = next(iter(self._configuration["markets"])) self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] - self._market_name = convert_trading_pair(self._hb_trading_pair) + self._market_name = convert_hb_trading_pair_to_market_name(self._hb_trading_pair) # noinspection PyTypeChecker # self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] @@ -684,7 +686,7 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any "clientId": candidate.client_id, "marketId": self._market["id"], "ownerAddress": self._owner_address, - "side": convert_order_side(candidate.order_side).value[0], + "side": OrderSide.from_hummingbot(candidate.order_side).value[0], "price": str(candidate.price), "amount": str(candidate.amount), "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value, From acbf56186930b815157555aac1972a1d9dfe0c42 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 22 May 2023 14:28:36 -0300 Subject: [PATCH 082/359] Removed kujira_api_data_source_tester --- scripts/kujira_api_data_source_tester.py | 148 ----------------------- 1 file changed, 148 deletions(-) delete mode 100644 scripts/kujira_api_data_source_tester.py diff --git a/scripts/kujira_api_data_source_tester.py b/scripts/kujira_api_data_source_tester.py deleted file mode 100644 index 68f1f3e601..0000000000 --- a/scripts/kujira_api_data_source_tester.py +++ /dev/null @@ -1,148 +0,0 @@ -import asyncio -import time -from logging import DEBUG, ERROR -from typing import Any, Dict, List - -import jsonpickle - -from hummingbot.client.hummingbot_application import HummingbotApplication -from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT -from hummingbot.core.clock import Clock -from hummingbot.strategy.script_strategy_base import ScriptStrategyBase - - -# noinspection DuplicatedCode -class KujiraAPIDataSourceTester(ScriptStrategyBase): - - def __init__(self): - try: - self._log(DEBUG, """__init__... start""") - - super().__init__() - - self._can_run: bool = True - self._is_busy: bool = False - self._refresh_timestamp: int = 0 - - self._configuration = { - "markets": { - "kujira_kujira_testnet": [ # Only one market can be used for now - # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" - "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" - # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" - ] - }, - "strategy": { - "tick_interval": 59, - "run_only_once": False - }, - "logger": { - "level": "DEBUG" - } - } - finally: - self._log(DEBUG, """__init__... end""") - - def get_markets_definitions(self) -> Dict[str, List[str]]: - return self._configuration["markets"] - - # noinspection PyAttributeOutsideInit - async def initialize(self, start_command): - try: - self._log(DEBUG, """_initialize... start""") - - self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) - - await super().initialize(start_command) - - self.initialized = False - - self._connector_id = next(iter(self._configuration["markets"])) - - # noinspection PyTypeChecker - self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] - - self.initialized = True - except Exception as exception: - self._handle_error(exception) - - HummingbotApplication.main_application().stop() - finally: - self._log(DEBUG, """_initialize... end""") - - async def on_tick(self): - if (not self._is_busy) and (not self._can_run): - HummingbotApplication.main_application().stop() - - # noinspection PyUnresolvedReferences - if self._is_busy or (self._refresh_timestamp > self.current_timestamp): - return - - try: - self._log(DEBUG, """on_tick... start""") - - self._is_busy = True - except Exception as exception: - self._handle_error(exception) - finally: - waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) - - # noinspection PyAttributeOutsideInit - self._refresh_timestamp = waiting_time + self.current_timestamp - self._is_busy = False - - self._log(DEBUG, f"""Waiting for {waiting_time}s.""") - - self._log(DEBUG, """on_tick... end""") - - if self._configuration["strategy"]["run_only_once"]: - HummingbotApplication.main_application().stop() - - def stop(self, clock: Clock): - asyncio.get_event_loop().run_until_complete(self.async_stop(clock)) - - async def async_stop(self, clock: Clock): - try: - self._log(DEBUG, """_stop... start""") - - self._can_run = False - - super().stop(clock) - finally: - self._log(DEBUG, """_stop... end""") - - @staticmethod - def _calculate_waiting_time(number: int) -> int: - current_timestamp_in_milliseconds = int(time.time() * 1000) - result = number - (current_timestamp_in_milliseconds % number) - - return result - - async def retry_async_with_timeout(self, function, *arguments, number_of_retries=3, timeout_in_seconds=60, delay_between_retries_in_seconds=0.5): - for retry in range(number_of_retries): - try: - return await asyncio.wait_for(function(*arguments), timeout_in_seconds) - except asyncio.TimeoutError: - self._log(ERROR, f"TimeoutError in the attempt {retry+1} of {number_of_retries}.", True) - except Exception as exception: - message = f"""ERROR in the attempt {retry+1} of {number_of_retries}: {type(exception).__name__} {str(exception)}""" - self._log(ERROR, message, True) - await asyncio.sleep(delay_between_retries_in_seconds) - raise Exception(f"Operation failed with {number_of_retries} attempts.") - - def _log(self, level: int, message: str, *args, **kwargs): - # noinspection PyUnresolvedReferences - message = f"""{message}""" - - self.logger().log(level, message, *args, **kwargs) - - def _handle_error(self, exception: Exception): - message = f"""ERROR: {type(exception).__name__} {str(exception)}""" - self._log(ERROR, message, True) - - @staticmethod - def _dump(target: Any): - try: - return jsonpickle.encode(target, unpicklable=True, indent=2) - except (Exception,): - return target From 09e58a85d7af63c121c53da9d0e1d23ed093108d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 7 Jun 2023 00:01:21 +0300 Subject: [PATCH 083/359] Adding docker scripts folder. --- docker/scripts/.gitignore | 10 + docker/scripts/client/Dockerfile | 169 +++ docker/scripts/client/create-client.sh | 202 ++++ docker/scripts/client/debug.sh | 201 ++++ docker/scripts/gateway/Dockerfile | 68 ++ docker/scripts/gateway/create-gateway.sh | 207 ++++ docker/scripts/gateway/debug.sh | 207 ++++ docker/scripts/readme.md | 112 ++ docker/scripts/shared/client/data/.keep | 0 .../scripts/kujira_pmm_script_example.py | 1011 +++++++++++++++++ .../destroy-all-containers-and-images.sh | 12 + 11 files changed, 2199 insertions(+) create mode 100644 docker/scripts/.gitignore create mode 100644 docker/scripts/client/Dockerfile create mode 100644 docker/scripts/client/create-client.sh create mode 100644 docker/scripts/client/debug.sh create mode 100644 docker/scripts/gateway/Dockerfile create mode 100644 docker/scripts/gateway/create-gateway.sh create mode 100644 docker/scripts/gateway/debug.sh create mode 100644 docker/scripts/readme.md create mode 100644 docker/scripts/shared/client/data/.keep create mode 100644 docker/scripts/shared/client/scripts/kujira_pmm_script_example.py create mode 100644 docker/scripts/utils/destroy-all-containers-and-images.sh diff --git a/docker/scripts/.gitignore b/docker/scripts/.gitignore new file mode 100644 index 0000000000..6454c2f171 --- /dev/null +++ b/docker/scripts/.gitignore @@ -0,0 +1,10 @@ +shared/client/conf +shared/client/logs +!shared/client/conf/connectors +!shared/client/conf/scripts +!shared/client/conf/strategies + +shared/common/certs + +shared/gateway/conf +shared/gateway/logs diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile new file mode 100644 index 0000000000..68edcf78fb --- /dev/null +++ b/docker/scripts/client/Dockerfile @@ -0,0 +1,169 @@ +# syntax=docker/dockerfile-upstream:1-labs +FROM ubuntu:20.04 + +ARG BRANCH="" +ARG COMMIT="" +ARG BUILD_DATE="" +LABEL branch=${BRANCH} +LABEL commit=${COMMIT} +LABEL date=${BUILD_DATE} + +# Set ENV variables +ENV COMMIT_SHA=${COMMIT} +ENV COMMIT_BRANCH=${BRANCH} +ENV BUILD_DATE=${DATE} + +ENV STRATEGY=${STRATEGY} +ENV CONFIG_FILE_NAME=${CONFIG_FILE_NAME} +ENV WALLET=${WALLET} +ENV CONFIG_PASSWORD=${CONFIG_PASSWORD} + +ENV INSTALLATION_TYPE=docker + +ARG DEBIAN_FRONTEND=noninteractive +ARG TZ="Etc/GMT" + +WORKDIR /root + +# Dropping default /root/.bashrc because it will return if not running as interactive shell, thus not invoking PATH settings +RUN :> /root/.bashrc + +SHELL [ "/bin/bash", "-lc" ] + +RUN <<-EOF + apt-get update + + apt-get install --no-install-recommends -y \ + ca-certificates \ + openssh-server \ + gcc \ + libusb-1.0 \ + build-essential \ + pkg-config \ + libusb-1.0 \ + libsecret-1-0 \ + libssl-dev \ + curl \ + python3 \ + git +EOF + +# Install miniconda +RUN <<-EOF + ARCHITECTURE="$(uname -m)" + + case $(uname | tr '[:upper:]' '[:lower:]') in + linux*) + OS="Linux" + FILE_EXTENSION="sh" + case $(uname -r | tr '[:upper:]' '[:lower:]') in + *raspi*) + IS_RASPBERRY="TRUE" + ;; + *) + IS_RASPBERRY="FALSE" + ;; + esac + ;; + darwin*) + OS="MacOSX" + FILE_EXTENSION="sh" + ;; + msys*) + OS="Windows" + FILE_EXTENSION="exe" + ;; + *) + echo "Unrecognized OS" + exit 1 + ;; + esac + + echo "export ARCHITECTURE=$ARCHITECTURE" >> /root/.bashrc + + if [ "$ARCHITECTURE" == "aarch64" ] + then + echo "export ARCHITECTURE_SUFFIX=\"-$ARCHITECTURE\"" >> /root/.bashrc + MINICONDA_VERSION="Mambaforge-$(uname)-$(uname -m).sh" + MINICONDA_URL="https://github.com/conda-forge/miniforge/releases/latest/download/$MINICONDA_VERSION" + ln -s /root/mambaforge /root/miniconda3 + else + MINICONDA_VERSION="Miniconda3-py38_4.10.3-$OS-$ARCHITECTURE.$FILE_EXTENSION" + MINICONDA_URL="https://repo.anaconda.com/miniconda/$MINICONDA_VERSION" + fi + + curl -L "$MINICONDA_URL" -o "/root/miniconda.$MINICONDA_EXTENSION" + /bin/bash "/root/miniconda.$MINICONDA_EXTENSION" -b + rm "/root/miniconda.$MINICONDA_EXTENSION" + /root/miniconda3/bin/conda update -n base conda -y + /root/miniconda3/bin/conda clean -tipy +EOF + +# Install nvm and CeloCLI; note: nvm adds own section to /root/.bashrc +RUN <<-EOF + curl -o- https://raw.githubusercontent.com/nvm-sh/nvm/v0.39.1/install.sh | bash + NVM_DIR="$([ -z "${XDG_CONFIG_HOME-}" ] && printf %s "${HOME}/.nvm" || printf %s "${XDG_CONFIG_HOME}/nvm")" + [ -s "$NVM_DIR/nvm.sh" ] && \. "$NVM_DIR/nvm.sh" + + nvm install 10 + + if [ ! "$ARCHITECTURE" == "aarch64" ] + then + npm install --unsafe-perm --only=production -g @celo/celocli@1.0.3 + fi + + nvm cache clear + npm cache clean --force + rm -rf /root/.cache +EOF + +COPY . . + +# ./install | create hummingbot environment +RUN <<-EOF + /root/miniconda3/bin/conda env create -f /root/setup/environment-linux$ARCHITECTURE_SUFFIX.yml + /root/miniconda3/bin/conda clean -tipy + echo "export MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment-linux$ARCHITECTURE_SUFFIX.yml | cut -d' ' -f2)" >> /root/.bashrc + rm -rf /root/.cache +EOF + +SHELL [ "/bin/bash", "-lc" ] +# activate hummingbot env when entering the CT +# ./compile + cleanup build folder +RUN <<-EOF + echo "source /root/miniconda3/etc/profile.d/conda.sh && conda activate $MINICONDA_ENVIRONMENT" >> /root/.bashrc + /root/miniconda3/envs/$MINICONDA_ENVIRONMENT/bin/python3 setup.py build_ext --inplace -j 8 + rm -rf /root/build/ + find . -type f -name "*.cpp" -delete +EOF + +RUN <<-EOF + mkdir -p \ + /root/conf/connectors \ + /root/conf/strategies \ + /root/conf/scripts \ + /root/logs \ + /root/data \ + /root/scripts \ + /root/pmm_scripts \ + /root/gateway/db \ + /root/gateway/gateway.level \ + /root/gateway/transactions.level \ + /root/gateway/conf \ + /root/gateway/logs \ + /root/.hummingbot-gateway/certs \ + /var/lib/gateway +EOF + +#RUN <<-EOF +# apt autoremove -y +# +# apt clean autoclean +# +# rm -rf \ +# /var/lib/apt/lists/* \ +# /etc/apt/sources.list \ +# /etc/apt/sources.list.d/* +#EOF + +CMD /root/miniconda3/envs/$MINICONDA_ENVIRONMENT/bin/python3 /root/bin/hummingbot_quickstart.py diff --git a/docker/scripts/client/create-client.sh b/docker/scripts/client/create-client.sh new file mode 100644 index 0000000000..2c3c7d9110 --- /dev/null +++ b/docker/scripts/client/create-client.sh @@ -0,0 +1,202 @@ +#!/bin/bash + +echo +echo +echo "=============== CREATE A NEW HUMMINGBOT CLIENT INSTANCE ===============" +echo +echo +echo "ℹ️ Press [ENTER] for default values:" +echo + +CUSTOMIZE=$1 + +if [ "$CUSTOMIZE" == "--customize" ] +then + # Specify hummingbot image + RESPONSE="$IMAGE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot image you want to use (default = \"hummingbot-client\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + IMAGE_NAME="hummingbot-client" + else + IMAGE_NAME="$RESPONSE" + fi + + # Specify hummingbot version + RESPONSE="$TAG" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " TAG + fi + if [ "$RESPONSE" == "" ] + then + TAG="latest" + else + TAG=$RESPONSE + fi + + # Ask the user if it want to create a new docker image of client + RESPONSE="$BUILD_CACHE" + if [ "$RESPONSE" == "" ] + then + read -p " Do you want to use an existing Hummingbot Client image (\"y/N\") >>> " RESPONSE + fi + if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] + then + echo " A new image will be created..." + BUILD_CACHE="--no-cache" + else + BUILD_CACHE="" + fi + + # Ask the user for the name of the new client instance + RESPONSE="$INSTANCE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter a name for your new Hummingbot instance (default = \"hummingbot-client\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + INSTANCE_NAME="hummingbot-client" + else + INSTANCE_NAME=$RESPONSE + fi + + # Ask the user for the folder location to save files + RESPONSE="$FOLDER" + if [ "$RESPONSE" == "" ] + then + FOLDER_SUFFIX="shared" + read -p " Enter a folder name where your Hummingbot files will be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + FOLDER=$PWD/$FOLDER_SUFFIX + elif [[ ${RESPONSE::1} != "/" ]]; then + FOLDER=$PWD/$RESPONSE + else + FOLDER=$RESPONSE + fi +else + IMAGE_NAME="hummingbot-client" + TAG="latest" + BUILD_CACHE="--no-cache" + INSTANCE_NAME="hummingbot-client" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX +fi + +if [ ! "$DEBUG" == "" ] +then + ENTRYPOINT="--entrypoint=/bin/bash" +fi + +CONF_FOLDER="$FOLDER/client/conf" +LOGS_FOLDER="$FOLDER/client/logs" +DATA_FOLDER="$FOLDER/client/data" +SCRIPTS_FOLDER="$FOLDER/client/scripts" +PMM_SCRIPTS_FOLDER="$FOLDER/client/pmm_scripts" +CERTS_FOLDER="$FOLDER/common/certs" +GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" +GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" + +echo +echo "ℹ️ Confirm below if the instance and its folders are correct:" +echo +printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" +printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" +echo +printf "%30s %5s\n" "Main folder path:" "$FOLDER" +printf "%30s %5s\n" "Config files:" "├── $CONF_FOLDER" +printf "%30s %5s\n" "Log files:" "├── $LOGS_FOLDER" +printf "%30s %5s\n" "Trade and data files:" "├── $DATA_FOLDER" +printf "%30s %5s\n" "PMM scripts files:" "├── $PMM_SCRIPTS_FOLDER" +printf "%30s %5s\n" "Scripts files:" "├── $SCRIPTS_FOLDER" +printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" +printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" +printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" +echo + +prompt_proceed () { + RESPONSE="" + read -p " Do you want to proceed? [Y/n] >>> " RESPONSE + if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] + then + PROCEED="Y" + fi +} + +# Execute docker commands +create_instance () { + echo + echo "Creating Hummingbot instance..." + echo + # 1) Create main folder for your new instance + mkdir -p $FOLDER + # 2) Create subfolders for hummingbot files + mkdir -p $CONF_FOLDER + mkdir -p $CONF_FOLDER/connectors + mkdir -p $CONF_FOLDER/strategies + mkdir -p $CONF_FOLDER/scripts + mkdir -p $LOGS_FOLDER + mkdir -p $DATA_FOLDER + mkdir -p $PMM_SCRIPTS_FOLDER + mkdir -p $CERTS_FOLDER + mkdir -p $SCRIPTS_FOLDER + mkdir -p $GATEWAY_CONF_FOLDER + mkdir -p $GATEWAY_LOGS_FOLDER + + # 3) Set required permissions to save hummingbot password the first time + chmod a+rw $CONF_FOLDER + + # 4) Create a new image for hummingbot + BUILT=true + if [ ! "$BUILD_CACHE" == "" ] + then + BUILT=$(DOCKER_BUILDKIT=1 docker build $BUILD_CACHE -t $IMAGE_NAME -f client/Dockerfile .) + fi + + # 5) Launch a new gateway instance of hummingbot + $BUILT \ + && docker run \ + -it \ + --log-opt max-size=10m \ + --log-opt max-file=5 \ + --name $INSTANCE_NAME \ + --network host \ + --mount type=bind,source=$CONF_FOLDER,target=/root/conf \ + --mount type=bind,source=$LOGS_FOLDER,target=/root/logs \ + --mount type=bind,source=$DATA_FOLDER,target=/root/data \ + --mount type=bind,source=$SCRIPTS_FOLDER,target=/root/scripts \ + --mount type=bind,source=$PMM_SCRIPTS_FOLDER,target=/root/pmm_scripts \ + --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ + --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ + --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ + --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ + -e CONF_FOLDER="/root/conf" \ + -e DATA_FOLDER="/root/data" \ + -e SCRIPTS_FOLDER="/root/scripts" \ + -e PMM_SCRIPTS_FOLDER="/root/pmm_scripts" \ + -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ + -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ + -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ + $ENTRYPOINT \ + $IMAGE_NAME:$TAG +} + +if [ "$CUSTOMIZE" == "--customize" ] +then + prompt_proceed + if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] + then + create_instance + else + echo " Aborted" + echo + fi +else + create_instance +fi diff --git a/docker/scripts/client/debug.sh b/docker/scripts/client/debug.sh new file mode 100644 index 0000000000..2c9f0fa2b7 --- /dev/null +++ b/docker/scripts/client/debug.sh @@ -0,0 +1,201 @@ +#!/bin/bash + +echo +echo +echo "=============== CREATE A NEW HUMMINGBOT CLIENT INSTANCE ===============" +echo +echo +echo "ℹ️ Press [ENTER] for default values:" +echo + +git pull +docker stop temp-hb-client +docker rm temp-hb-client +docker rmi temp-hb-client +docker commit hummingbot-client temp-hb-client + +CUSTOMIZE=$1 + +if [ "$CUSTOMIZE" == "--customize" ] +then + # Specify hummingbot image + RESPONSE="$IMAGE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot image you want to use (default = \"hummingbot-client\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + IMAGE_NAME="hummingbot-client" + fi + + # Specify hummingbot version + RESPONSE="$TAG" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " TAG + fi + if [ "$RESPONSE" == "" ] + then + TAG="latest" + else + TAG=$RESPONSE + fi + + # Ask the user if it want to create a new docker image of client + RESPONSE="$USE_IMAGE_CACHE" + if [ "$RESPONSE" == "" ] + then + read -p " Do you want to use an existing Hummingbot Client image (\"y/N\") >>> " RESPONSE + fi + if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] + then + echo " A new image will be created..." + USE_IMAGE_CACHE="--no-cache" + else + USE_IMAGE_CACHE="" + fi + + # Ask the user for the name of the new client instance + RESPONSE="$INSTANCE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter a name for your new Hummingbot instance (default = \"hummingbot-client\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + INSTANCE_NAME="hummingbot-client" + else + INSTANCE_NAME=$RESPONSE + fi + + # Ask the user for the folder location to save files + RESPONSE="$FOLDER" + if [ "$RESPONSE" == "" ] + then + FOLDER_SUFFIX="shared" + read -p " Enter a folder name where your Hummingbot files will be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + FOLDER=$PWD/$FOLDER_SUFFIX + elif [[ ${RESPONSE::1} != "/" ]]; then + FOLDER=$PWD/$RESPONSE + else + FOLDER=$RESPONSE + fi +else + IMAGE_NAME="temp-hb-client" + TAG="latest" + USE_IMAGE_CACHE="--no-cache" + INSTANCE_NAME="temp-hb-client" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX + ENTRYPOINT="/bin/bash" +fi + +if [ "$DEBUG" == "" ] +then + ENTRYPOINT="--entrypoint=/bin/bash" +fi + +CONF_FOLDER="$FOLDER/client/conf" +LOGS_FOLDER="$FOLDER/client/logs" +DATA_FOLDER="$FOLDER/client/data" +SCRIPTS_FOLDER="$FOLDER/client/scripts" +PMM_SCRIPTS_FOLDER="$FOLDER/client/pmm_scripts" +CERTS_FOLDER="$FOLDER/common/certs" +GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" +GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" + +echo +echo "ℹ️ Confirm below if the instance and its folders are correct:" +echo +printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" +printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" +echo +printf "%30s %5s\n" "Main folder path:" "$FOLDER" +printf "%30s %5s\n" "Config files:" "├── $CONF_FOLDER" +printf "%30s %5s\n" "Log files:" "├── $LOGS_FOLDER" +printf "%30s %5s\n" "Trade and data files:" "├── $DATA_FOLDER" +printf "%30s %5s\n" "PMM scripts files:" "├── $PMM_SCRIPTS_FOLDER" +printf "%30s %5s\n" "Scripts files:" "├── $SCRIPTS_FOLDER" +printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" +printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" +printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" +echo + +prompt_proceed () { + RESPONSE="" + read -p " Do you want to proceed? [Y/n] >>> " RESPONSE + if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] + then + PROCEED="Y" + fi +} + +# Execute docker commands +create_instance () { + echo + echo "Creating Hummingbot instance..." + echo + # 1) Create main folder for your new instance + mkdir -p $FOLDER + # 2) Create subfolders for hummingbot files + mkdir -p $CONF_FOLDER + mkdir -p $CONF_FOLDER/connectors + mkdir -p $CONF_FOLDER/strategies + mkdir -p $CONF_FOLDER/scripts + mkdir -p $LOGS_FOLDER + mkdir -p $DATA_FOLDER + mkdir -p $PMM_SCRIPTS_FOLDER + mkdir -p $CERTS_FOLDER + mkdir -p $SCRIPTS_FOLDER + mkdir -p $GATEWAY_CONF_FOLDER + mkdir -p $GATEWAY_LOGS_FOLDER + + # 3) Set required permissions to save hummingbot password the first time + chmod a+rw $CONF_FOLDER + + # 4) Create a new image for hummingbot + DOCKER_BUILDKIT=1 docker build $USE_IMAGE_CACHE -t $IMAGE_NAME -f client/Dockerfile . && \ + # 5) Launch a new instance of hummingbot + docker run \ + -it \ + --log-opt max-size=10m \ + --log-opt max-file=5 \ + --name $INSTANCE_NAME \ + --network host \ + --mount type=bind,source=$CONF_FOLDER,target=/root/conf \ + --mount type=bind,source=$LOGS_FOLDER,target=/root/logs \ + --mount type=bind,source=$DATA_FOLDER,target=/root/data \ + --mount type=bind,source=$SCRIPTS_FOLDER,target=/root/scripts \ + --mount type=bind,source=$PMM_SCRIPTS_FOLDER,target=/root/pmm_scripts \ + --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ + --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ + --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ + --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ + -e CONF_FOLDER="/root/conf" \ + -e DATA_FOLDER="/root/data" \ + -e SCRIPTS_FOLDER="/root/scripts" \ + -e PMM_SCRIPTS_FOLDER="/root/pmm_scripts" \ + -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ + -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ + -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ + $ENTRYPOINT \ + $IMAGE_NAME:$TAG +} + +if [ "$CUSTOMIZE" == "--customize" ] +then + prompt_proceed + if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] + then + create_instance + else + echo " Aborted" + echo + fi +else + create_instance +fi diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile new file mode 100644 index 0000000000..f40ae6e057 --- /dev/null +++ b/docker/scripts/gateway/Dockerfile @@ -0,0 +1,68 @@ +# syntax=docker/dockerfile-upstream:1-labs +FROM node:16.3.0 + +# Set labels +LABEL application="gateway-v2" +LABEL branch=${BRANCH} +LABEL commit=${COMMIT} +LABEL date=${BUILD_DATE} + +# Set ENV variables +ENV COMMIT_BRANCH=${BRANCH} +ENV COMMIT_SHA=${COMMIT} +ENV BUILD_DATE=${DATE} +ENV GATEWAY_PASSPHRASE="" + +ARG DEBIAN_FRONTEND=noninteractive +ARG TZ="Etc/GMT" + +WORKDIR /root + +# Dropping default /root/.bashrc because it will return if not running as interactive shell, thus not invoking PATH settings +RUN :> /root/.bashrc + +SHELL [ "/bin/bash", "-lc" ] + +RUN \ + apt-get update \ + && apt-get install --no-install-recommends -y \ + ca-certificates \ + openssh-server \ + git + +COPY . . + +EXPOSE 15888 + +RUN \ + mkdir -p \ + /root/gateway/db \ + /root/gateway/logs \ + /root/gateway/gateway.level \ + /root/gateway/transactions.level \ + /root/gateway/logs \ + /root/gateway/conf \ + /root/.hummingbot-gateway/conf \ + /root/.hummingbot-gateway/certs \ + /root/.hummingbot-gateway/logs \ + /var/lib/gateway + +RUN cp -R /root/gateway/src/templates/* /root/gateway/conf/ + +WORKDIR /root/gateway + +RUN yarn +RUN yarn build + +#RUN <<-EOF +# apt autoremove -y +# +# apt clean autoclean +# +# rm -rf \ +# /var/lib/apt/lists/* \ +# /etc/apt/sources.list \ +# /etc/apt/sources.list.d/* +#EOF + +CMD ["yarn", "start"] diff --git a/docker/scripts/gateway/create-gateway.sh b/docker/scripts/gateway/create-gateway.sh new file mode 100644 index 0000000000..37fc7632ea --- /dev/null +++ b/docker/scripts/gateway/create-gateway.sh @@ -0,0 +1,207 @@ +#!/bin/bash + +echo +echo +echo "=============== CREATE A NEW HUMMINGBOT GATEWAY INSTANCE ===============" +echo +echo +echo "ℹ️ Press [ENTER] for default values:" +echo + +CUSTOMIZE=$1 + +if [ "$CUSTOMIZE" == "--customize" ] +then + # Specify hummingbot image + RESPONSE="$IMAGE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot image you want to use (default = \"hummingbot-gateway\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + IMAGE_NAME="hummingbot-gateway" + else + IMAGE_NAME="$RESPONSE" + fi + + # Specify hummingbot version + RESPONSE="$TAG" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + TAG="latest" + else + TAG=$RESPONSE + fi + + # Ask the user if it want to create a new docker image of gateway + RESPONSE="$BUILD_CACHE" + if [ "$RESPONSE" == "" ] + then + read -p " Do you want to use an existing Hummingbot Gateway image (\"y/N\") >>> " RESPONSE + fi + if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] + then + echo " A new image will be created..." + BUILD_CACHE="--no-cache" + else + BUILD_CACHE="" + fi + + # Ask the user for the name of the new gateway instance + RESPONSE="$INSTANCE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter a name for your new Hummingbot Gateway instance (default = \"hummingbot-gateway\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + INSTANCE_NAME="hummingbot-gateway" + else + INSTANCE_NAME=$RESPONSE + fi + + # Ask the user for the folder location to save files + RESPONSE="$FOLDER" + if [ "$RESPONSE" == "" ] + then + FOLDER_SUFFIX="shared" + read -p " Enter a folder path where do you want your Hummingbot Gateway files to be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + FOLDER=$PWD/$FOLDER_SUFFIX + elif [[ ${RESPONSE::1} != "/" ]]; then + FOLDER=$PWD/$RESPONSE + else + FOLDER=$RESPONSE + fi + + # Ask the user for the exposed port of the new gateway instance + RESPONSE="$PORT" + if [ "$RESPONSE" == "" ] + then + read -p " Enter a port for expose your new Hummingbot Gateway (default = \"15888\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + PORT=15888 + else + PORT=$RESPONSE + fi + + # Prompts user for a password for gateway certificates + RESPONSE="$GATEWAY_PASSPHRASE" + while [ "$RESPONSE" == "" ] + do + read -sp " Define a passphrase for the Gateway certificate >>> " RESPONSE + echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." + done + GATEWAY_PASSPHRASE=$RESPONSE +else + IMAGE_NAME="hummingbot-gateway" + TAG="latest" + BUILD_CACHE="--no-cache" + INSTANCE_NAME="hummingbot-gateway" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX + PORT=15888 + + # Prompts user for a password for gateway certificates + while [ "$GATEWAY_PASSPHRASE" == "" ] + do + read -sp " Define a passphrase for the Gateway certificate >>> " GATEWAY_PASSPHRASE + echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." + done +fi + +if [ ! "$DEBUG" == "" ] +then + ENTRYPOINT="--entrypoint=/bin/bash" +fi + +CERTS_FOLDER="$FOLDER/common/certs" +GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" +GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" + +echo +echo "ℹ️ Confirm below if the instance and its folders are correct:" +echo +printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" +printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" +echo +printf "%30s %5s\n" "Main folder path:" "$FOLDER" +printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" +printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" +printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" +printf "%30s %5s\n" "Gateway exposed port:" "└── $PORT" +echo + +prompt_proceed () { + RESPONSE="" + read -p " Do you want to proceed? [Y/n] >>> " RESPONSE + if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] + then + PROCEED="Y" + fi +} + +# Execute docker commands +create_instance () { + echo + echo "Creating Hummingbot instance ..." + echo + # 1) Create main folder for your new gateway instance + mkdir -p $FOLDER + # 2) Create subfolders for hummingbot files + mkdir -p $CERTS_FOLDER + mkdir -p $GATEWAY_CONF_FOLDER + mkdir -p $GATEWAY_LOGS_FOLDER + + # 3) Set required permissions to save hummingbot password the first time + chmod a+rw $GATEWAY_CONF_FOLDER + + # 4) Create a new image for gateway + BUILT=true + if [ ! "$BUILD_CACHE" == "" ] + then + BUILT=$(DOCKER_BUILDKIT=1 docker build $BUILD_CACHE -t $IMAGE_NAME -f gateway/Dockerfile .) + fi + + # 5) Launch a new gateway instance of hummingbot + $BUILT && docker run \ + -it \ + --log-opt max-size=10m \ + --log-opt max-file=5 \ + -p $PORT:15888 \ + --name $INSTANCE_NAME \ + --network host \ + --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ + --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ + --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ + --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ + -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ + -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ + -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ + -e GATEWAY_PASSPHRASE="$GATEWAY_PASSPHRASE" \ + $ENTRYPOINT \ + $IMAGE_NAME:$TAG +} + +if [ "$CUSTOMIZE" == "--customize" ] +then + prompt_proceed + if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] + then + create_instance + else + echo " Aborted" + echo + fi +else + create_instance +fi diff --git a/docker/scripts/gateway/debug.sh b/docker/scripts/gateway/debug.sh new file mode 100644 index 0000000000..6c73b17559 --- /dev/null +++ b/docker/scripts/gateway/debug.sh @@ -0,0 +1,207 @@ +#!/bin/bash + +echo +echo +echo "=============== CREATE A NEW HUMMINGBOT GATEWAY INSTANCE ===============" +echo +echo +echo "ℹ️ Press [ENTER] for default values:" +echo + +git pull +docker stop temp-hb-gateway +docker rm temp-hb-gateway +docker rmi temp-hb-gateway +docker commit hummingbot-gateway temp-hb-gateway + +CUSTOMIZE=$1 + +if [ "$CUSTOMIZE" == "--customize" ] +then + # Specify hummingbot image + RESPONSE="$IMAGE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot image you want to use (default = \"hummingbot-gateway\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + IMAGE_NAME="hummingbot-gateway" + fi + + # Specify hummingbot version + RESPONSE="$TAG" + if [ "$RESPONSE" == "" ] + then + read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + TAG="latest" + else + TAG=$RESPONSE + fi + + # Ask the user if it want to create a new docker image of gateway + RESPONSE="$BUILD_CACHE" + if [ "$RESPONSE" == "" ] + then + read -p " Do you want to use an existing Hummingbot Gateway image (\"y/N\") >>> " RESPONSE + fi + if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] + then + echo " A new image will be created..." + BUILD_CACHE="--no-cache" + else + BUILD_CACHE="" + fi + + # Ask the user for the name of the new gateway instance + RESPONSE="$INSTANCE_NAME" + if [ "$RESPONSE" == "" ] + then + read -p " Enter a name for your new Hummingbot Gateway instance (default = \"hummingbot-gateway\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + INSTANCE_NAME="hummingbot-gateway" + else + INSTANCE_NAME=$RESPONSE + fi + + # Ask the user for the folder location to save files + RESPONSE="$FOLDER" + if [ "$RESPONSE" == "" ] + then + FOLDER_SUFFIX="shared" + read -p " Enter a folder path where do you want your Hummingbot Gateway files to be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + FOLDER=$PWD/$FOLDER_SUFFIX + elif [[ ${RESPONSE::1} != "/" ]]; then + FOLDER=$PWD/$RESPONSE + else + FOLDER=$RESPONSE + fi + + # Ask the user for the exposed port of the new gateway instance + RESPONSE="$PORT" + if [ "$RESPONSE" == "" ] + then + read -p " Enter a port for expose your new Hummingbot Gateway (default = \"15888\") >>> " RESPONSE + fi + if [ "$RESPONSE" == "" ] + then + PORT=15888 + else + PORT=$RESPONSE + fi + + # Prompts user for a password for gateway certificates + RESPONSE="$GATEWAY_PASSPHRASE" + while [ "$RESPONSE" == "" ] + do + read -sp " Define a passphrase for the Gateway certificate >>> " RESPONSE + echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." + done + GATEWAY_PASSPHRASE=$RESPONSE +else + IMAGE_NAME="temp-hb-gateway" + TAG="latest" + BUILD_CACHE="--no-cache" + INSTANCE_NAME="temp-hb-gateway" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX + PORT=15888 + ENTRYPOINT="/bin/bash" + + # Prompts user for a password for gateway certificates + while [ "$GATEWAY_PASSPHRASE" == "" ] + do + read -sp " Define a passphrase for the Gateway certificate >>> " GATEWAY_PASSPHRASE + echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." + done +fi + +if [ "$DEBUG" == "" ] +then + ENTRYPOINT="--entrypoint=/bin/bash" +fi + +CERTS_FOLDER="$FOLDER/common/certs" +GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" +GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" + +echo +echo "ℹ️ Confirm below if the instance and its folders are correct:" +echo +printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" +printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" +echo +printf "%30s %5s\n" "Main folder path:" "$FOLDER" +printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" +printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" +printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" +printf "%30s %5s\n" "Gateway exposed port:" "└── $PORT" +echo + +prompt_proceed () { + RESPONSE="" + read -p " Do you want to proceed? [Y/n] >>> " RESPONSE + if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] + then + PROCEED="Y" + fi +} + +# Execute docker commands +create_instance () { + echo + echo "Creating Hummingbot instance ..." + echo + # 1) Create main folder for your new gateway instance + mkdir -p $FOLDER + # 2) Create subfolders for hummingbot files + mkdir -p $CERTS_FOLDER + mkdir -p $GATEWAY_CONF_FOLDER + mkdir -p $GATEWAY_LOGS_FOLDER + + # 3) Set required permissions to save hummingbot password the first time + chmod a+rw $GATEWAY_CONF_FOLDER + + # 4) Create a new image for gateway + DOCKER_BUILDKIT=1 docker build $BUILD_CACHE -t $IMAGE_NAME -f gateway/Dockerfile . && \ + # 5) Launch a new gateway instance of hummingbot + docker run \ + -it \ + --log-opt max-size=10m \ + --log-opt max-file=5 \ + -p $PORT:15888 \ + --name $INSTANCE_NAME \ + --network host \ + --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ + --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ + --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ + --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ + -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ + -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ + -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ + -e GATEWAY_PASSPHRASE="$GATEWAY_PASSPHRASE" \ + $ENTRYPOINT \ + $IMAGE_NAME:$TAG +} + +if [ "$CUSTOMIZE" == "--customize" ] +then + prompt_proceed + if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] + then + create_instance + else + echo " Aborted" + echo + fi +else + create_instance +fi diff --git a/docker/scripts/readme.md b/docker/scripts/readme.md new file mode 100644 index 0000000000..5e5008c1b0 --- /dev/null +++ b/docker/scripts/readme.md @@ -0,0 +1,112 @@ +# Docker + +## Hummingbot Installation Guide + - https://www.youtube.com/watch?v=t3Su_F_SY_0 + - https://docs.hummingbot.org/installation/ + - https://docs.hummingbot.org/quickstart/ + +## Client + +### Creation + +Run: + +> ./client/create-client.sh + +to create a Client instance. Follow the instructions on the screen. + +Important: it is needed to be located at the scripts folders, seeing the client folder, otherwise the Dockerfile +will not be able to copy the required files. + +### Configuration + +#### Generate Certificates +From the Hummingbot command line type: + +> gateway generate-certs + +for creating the certificates. Take note about the passphrase used, it is needed for configuring the Gateway. + +## Gateway + +### Creation + +Run: + +> ./gateway/create-gateway.sh + +to create a Gateway instance. Follow the instructions on the screen +and enter the same passphrase created when configuring the Client. + +Important: it is needed to be located in the scripts folders, seeing the gateway folder, otherwise the Dockerfile +will not be able to copy the required files. + +### Configuration + +The Gateway will only start properly if the `./shared/common/certs` contains the certificates +and the informed passphrase is the correct one. + +## Running + +All of the commands given here are for the Hummingbot Client command line. + +### Connecting the Wallet +Connect to the Kujira wallet with: + +> gateway connect kujira + +follow the instructions on the screen. + +After the wallet configuration check if it is working with: + +> balance + +You should see the balances of each token you have in your wallet. + +Important: before running the script, check if you have a minimal balance in the two tokens +for the target market. For example, if the market is DEMO-USK, it is needed to have a minimal +amount in DEMO and USK tokens. Also, it is needed to have a minimum amount of KUJI tokens +to pay the transaction fees. + +### Running a PMM Script + +Check if the + +> ./shared/client/scripts/kujira_pmm_example.py + +file has the appropriate configurations. + +After that you can start the script as the following: + +> start --script kujira_pmm_script_example.py + +After that the PMM script will start to run. + +It is possible to check the logs on the right side of the Client screen or by the command line with: + +> tail -f shared/client/logs/* shared/gateway/logs/* + +## Running a PMM Strategy + +Check if the + +> ./shared/client/strategies/kujira_pmm_strategy_example.yml + +file has the appropriate configurations. + +Import the strategy with: + +> import kujira_pmm_strategy_example + +And start the strategy with: + +> start + +Hummingbot might ask if you want to start the strategy, type "Yes". + +After that the PMM strategy will start to run. + +It is possible to check the logs on the right side of the Client screen or by the command line with: + +> tail -f shared/client/logs/* shared/gateway/logs/* +> \ No newline at end of file diff --git a/docker/scripts/shared/client/data/.keep b/docker/scripts/shared/client/data/.keep new file mode 100644 index 0000000000..e69de29bb2 diff --git a/docker/scripts/shared/client/scripts/kujira_pmm_script_example.py b/docker/scripts/shared/client/scripts/kujira_pmm_script_example.py new file mode 100644 index 0000000000..e87fd34e85 --- /dev/null +++ b/docker/scripts/shared/client/scripts/kujira_pmm_script_example.py @@ -0,0 +1,1011 @@ +import asyncio +import copy +import math +import os +import time +import traceback +from decimal import Decimal +from enum import Enum +from logging import DEBUG, ERROR, INFO, WARNING +from os import path +from pathlib import Path +from typing import Any, Dict, List, Union + +import jsonpickle +import numpy as np + +from hummingbot.client.hummingbot_application import HummingbotApplication +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import KUJIRA_NATIVE_TOKEN +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( + convert_hb_trading_pair_to_market_name, +) +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderSide, OrderStatus, OrderType +from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT +from hummingbot.core.clock import Clock +from hummingbot.core.data_type.common import TradeType +from hummingbot.core.data_type.order_candidate import OrderCandidate +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient +from hummingbot.strategy.script_strategy_base import ScriptStrategyBase + + +# noinspection DuplicatedCode +class KujiraPMMExample(ScriptStrategyBase): + + class MiddlePriceStrategy(Enum): + SAP = 'SIMPLE_AVERAGE_PRICE' + WAP = 'WEIGHTED_AVERAGE_PRICE' + VWAP = 'VOLUME_WEIGHTED_AVERAGE_PRICE' + + def __init__(self): + try: + # self._log(DEBUG, """__init__... start""") + + super().__init__() + + self._can_run: bool = True + self._script_name = path.basename(Path(__file__)) + self._configuration = { + "chain": "kujira", + "network": "testnet", + "connector": "kujira", + "owner_address": os.environ["TEST_KUJIRA_WALLET_PUBLIC_KEY"], + "markets": { + "kujira_kujira_testnet": [ # Only one market can be used for now + # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" + "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" + # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" + ] + }, + "strategy": { + "layers": [ + { + "bid": { + "quantity": 1, + "spread_percentage": 1, + "max_liquidity_in_dollars": 100 + }, + "ask": { + "quantity": 1, + "spread_percentage": 1, + "max_liquidity_in_dollars": 100 + } + }, + { + "bid": { + "quantity": 1, + "spread_percentage": 5, + "max_liquidity_in_dollars": 100 + }, + "ask": { + "quantity": 1, + "spread_percentage": 5, + "max_liquidity_in_dollars": 100 + } + }, + { + "bid": { + "quantity": 1, + "spread_percentage": 10, + "max_liquidity_in_dollars": 100 + }, + "ask": { + "quantity": 1, + "spread_percentage": 10, + "max_liquidity_in_dollars": 100 + } + }, + ], + "tick_interval": 59, + "kujira_order_type": OrderType.LIMIT, + "price_strategy": "middle", + "middle_price_strategy": "SAP", + "cancel_all_orders_on_start": True, + "cancel_all_orders_on_stop": True, + "run_only_once": False + }, + "logger": { + "level": "DEBUG" + } + } + self._owner_address = None + self._connector_id = None + self._quote_token_name = None + self._base_token_name = None + self._hb_trading_pair = None + self._is_busy: bool = False + self._refresh_timestamp: int + self._gateway: GatewayHttpClient + self._connector: GatewayCLOBSPOT + self._market: Dict[str, Any] + self._balances: Dict[str, Any] = {} + self._tickers: Dict[str, Any] + self._currently_tracked_orders_ids: [str] = [] + self._tracked_orders_ids: [str] = [] + self._open_orders: Dict[str, Any] + self._filled_orders: Dict[str, Any] + self._vwap_threshold = 50 + self._int_zero = int(0) + self._float_zero = float(0) + self._float_infinity = float('inf') + self._decimal_zero = Decimal(0) + self._decimal_infinity = Decimal("Infinity") + finally: + pass + # self._log(DEBUG, """__init__... end""") + + def get_markets_definitions(self) -> Dict[str, List[str]]: + return self._configuration["markets"] + + # noinspection PyAttributeOutsideInit + async def initialize(self, start_command): + try: + self._log(DEBUG, """_initialize... start""") + + self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) + + # await super().initialize(start_command) + # self.initialized = False + + self._connector_id = next(iter(self._configuration["markets"])) + + self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] + self._market_name = convert_hb_trading_pair_to_market_name(self._hb_trading_pair) + + # noinspection PyTypeChecker + # self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] + self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() + + # self._owner_address = self._connector.address + self._owner_address = self._configuration["owner_address"] + + self._market = await self._get_market() + + self._base_token = self._market["baseToken"] + self._quote_token = self._market["quoteToken"] + + self._base_token_name = self._market["baseToken"]["name"] + self._quote_token_name = self._market["quoteToken"]["name"] + + if self._configuration["strategy"]["cancel_all_orders_on_start"]: + await self._cancel_all_orders() + + await self._market_withdraw() + + waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) + self._log(DEBUG, f"""Waiting for {waiting_time}s.""") + self._refresh_timestamp = waiting_time + self.current_timestamp + + self.initialized = True + except Exception as exception: + self._handle_error(exception) + + HummingbotApplication.main_application().stop() + finally: + self._log(DEBUG, """_initialize... end""") + + async def on_tick(self): + if (not self._is_busy) and (not self._can_run): + HummingbotApplication.main_application().stop() + + if self._is_busy or (self._refresh_timestamp > self.current_timestamp): + return + + try: + self._log(DEBUG, """on_tick... start""") + + self._is_busy = True + + try: + await self._market_withdraw() + except Exception as exception: + self._handle_error(exception) + + open_orders = await self._get_open_orders(use_cache=False) + await self._get_filled_orders(use_cache=False) + await self._get_balances(use_cache=False) + + open_orders_ids = list(open_orders.keys()) + await self._cancel_currently_untracked_orders(open_orders_ids) + + proposal: List[OrderCandidate] = await self._create_proposal() + candidate_orders: List[OrderCandidate] = await self._adjust_proposal_to_budget(proposal) + + await self._replace_orders(candidate_orders) + except Exception as exception: + self._handle_error(exception) + finally: + waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) + + # noinspection PyAttributeOutsideInit + self._refresh_timestamp = waiting_time + self.current_timestamp + self._is_busy = False + + self._log(DEBUG, f"""Waiting for {waiting_time}s.""") + + self._log(DEBUG, """on_tick... end""") + + if self._configuration["strategy"]["run_only_once"]: + HummingbotApplication.main_application().stop() + + def stop(self, clock: Clock): + asyncio.get_event_loop().run_until_complete(self.async_stop(clock)) + + async def async_stop(self, clock: Clock): + try: + self._log(DEBUG, """_stop... start""") + + self._can_run = False + + if self._configuration["strategy"]["cancel_all_orders_on_stop"]: + await self.retry_async_with_timeout(self._cancel_all_orders) + + await self.retry_async_with_timeout(self._market_withdraw) + + super().stop(clock) + finally: + self._log(DEBUG, """_stop... end""") + + async def _create_proposal(self) -> List[OrderCandidate]: + try: + self._log(DEBUG, """_create_proposal... start""") + + order_book = await self._get_order_book() + bids, asks = self._parse_order_book(order_book) + + ticker_price = await self._get_market_price() + try: + last_filled_order_price = await self._get_last_filled_order_price() + except Exception as exception: + self._handle_error(exception) + + last_filled_order_price = self._decimal_zero + + price_strategy = self._configuration["strategy"]["price_strategy"] + if price_strategy == "ticker": + used_price = ticker_price + elif price_strategy == "middle": + used_price = await self._get_market_mid_price( + bids, + asks, + self.MiddlePriceStrategy[ + self._configuration["strategy"].get( + "middle_price_strategy", + "VWAP" + ) + ] + ) + elif price_strategy == "last_fill": + used_price = last_filled_order_price + else: + raise ValueError("""Invalid "strategy.middle_price_strategy" configuration value.""") + + if used_price is None or used_price <= self._decimal_zero: + raise ValueError(f"Invalid price: {used_price}") + + tick_size = Decimal(self._market["tickSize"]) + min_order_size = Decimal(self._market["minimumOrderSize"]) + + client_id = 1 + proposal = [] + + bid_orders = [] + for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): + best_ask = Decimal(next(iter(asks), {"price": self._float_infinity})["price"]) + bid_quantity = int(layer["bid"]["quantity"]) + bid_spread_percentage = Decimal(layer["bid"]["spread_percentage"]) + bid_market_price = ((100 - bid_spread_percentage) / 100) * min(used_price, best_ask) + bid_max_liquidity_in_dollars = Decimal(layer["bid"]["max_liquidity_in_dollars"]) + bid_size = bid_max_liquidity_in_dollars / bid_market_price / bid_quantity if bid_quantity > 0 else 0 + + if bid_market_price < tick_size: + self._log( + WARNING, + f"""Skipping orders placement from layer {index}, bid price too low:\n\n{'{:^30}'.format(round(bid_market_price, 6))}""" + ) + elif bid_size < min_order_size: + self._log( + WARNING, + f"""Skipping orders placement from layer {index}, bid size too low:\n\n{'{:^30}'.format(round(bid_size, 9))}""" + ) + else: + for i in range(bid_quantity): + bid_order = OrderCandidate( + trading_pair=self._hb_trading_pair, + is_maker=True, + order_type=OrderType.LIMIT, + order_side=TradeType.BUY, + amount=bid_size, + price=bid_market_price + ) + + bid_order.client_id = str(client_id) + + bid_orders.append(bid_order) + + client_id += 1 + + ask_orders = [] + for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): + best_bid = Decimal(next(iter(bids), {"price": self._float_zero})["price"]) + ask_quantity = int(layer["ask"]["quantity"]) + ask_spread_percentage = Decimal(layer["ask"]["spread_percentage"]) + ask_market_price = ((100 + ask_spread_percentage) / 100) * max(used_price, best_bid) + ask_max_liquidity_in_dollars = Decimal(layer["ask"]["max_liquidity_in_dollars"]) + ask_size = ask_max_liquidity_in_dollars / ask_market_price / ask_quantity if ask_quantity > 0 else 0 + + if ask_market_price < tick_size: + self._log(WARNING, + f"""Skipping orders placement from layer {index}, ask price too low:\n\n{'{:^30}'.format(round(ask_market_price, 9))}""", + True) + elif ask_size < min_order_size: + self._log(WARNING, + f"""Skipping orders placement from layer {index}, ask size too low:\n\n{'{:^30}'.format(round(ask_size, 9))}""", + True) + else: + for i in range(ask_quantity): + ask_order = OrderCandidate( + trading_pair=self._hb_trading_pair, + is_maker=True, + order_type=OrderType.LIMIT, + order_side=TradeType.SELL, + amount=ask_size, + price=ask_market_price + ) + + ask_order.client_id = str(client_id) + + ask_orders.append(ask_order) + + client_id += 1 + + proposal = [*proposal, *bid_orders, *ask_orders] + + self._log(DEBUG, f"""proposal:\n{self._dump(proposal)}""") + + return proposal + finally: + self._log(DEBUG, """_create_proposal... end""") + + async def _adjust_proposal_to_budget(self, candidate_proposal: List[OrderCandidate]) -> List[OrderCandidate]: + try: + self._log(DEBUG, """_adjust_proposal_to_budget... start""") + + adjusted_proposal: List[OrderCandidate] = [] + + balances = await self._get_balances() + base_balance = Decimal(balances["tokens"][self._base_token["id"]]["free"]) + quote_balance = Decimal(balances["tokens"][self._quote_token["id"]]["free"]) + current_base_balance = base_balance + current_quote_balance = quote_balance + + for order in candidate_proposal: + if order.order_side == TradeType.BUY: + if current_quote_balance > order.amount: + current_quote_balance -= order.amount + adjusted_proposal.append(order) + else: + continue + elif order.order_side == TradeType.SELL: + if current_base_balance > order.amount: + current_base_balance -= order.amount + adjusted_proposal.append(order) + else: + continue + else: + raise ValueError(f"""Unrecognized order size "{order.order_side}".""") + + self._log(DEBUG, f"""adjusted_proposal:\n{self._dump(adjusted_proposal)}""") + + return adjusted_proposal + finally: + self._log(DEBUG, """_adjust_proposal_to_budget... end""") + + async def _get_base_ticker_price(self) -> Decimal: + try: + self._log(DEBUG, """_get_ticker_price... start""") + + return Decimal((await self._get_ticker(use_cache=False))["price"]) + finally: + self._log(DEBUG, """_get_ticker_price... end""") + + async def _get_last_filled_order_price(self) -> Decimal: + try: + self._log(DEBUG, """_get_last_filled_order_price... start""") + + last_filled_order = await self._get_last_filled_order() + + if last_filled_order: + return Decimal(last_filled_order["price"]) + else: + return None + finally: + self._log(DEBUG, """_get_last_filled_order_price... end""") + + async def _get_market_price(self) -> Decimal: + return await self._get_base_ticker_price() + + async def _get_market_mid_price(self, bids, asks, strategy: MiddlePriceStrategy = None) -> Decimal: + try: + self._log(DEBUG, """_get_market_mid_price... start""") + + if strategy: + return self._calculate_mid_price(bids, asks, strategy) + + try: + return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.VWAP) + except (Exception,): + try: + return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.WAP) + except (Exception,): + try: + return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.SAP) + except (Exception,): + return await self._get_market_price() + finally: + self._log(DEBUG, """_get_market_mid_price... end""") + + async def _get_base_balance(self) -> Decimal: + try: + self._log(DEBUG, """_get_base_balance... start""") + + base_balance = Decimal((await self._get_balances())[self._base_token["id"]]["free"]) + + return base_balance + finally: + self._log(DEBUG, """_get_base_balance... end""") + + async def _get_quote_balance(self) -> Decimal: + try: + self._log(DEBUG, """_get_quote_balance... start""") + + quote_balance = Decimal((await self._get_balances())[self._quote_token["id"]]["free"]) + + return quote_balance + finally: + self._log(DEBUG, """_get_quote_balance... start""") + + async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_balances... start""") + + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "ownerAddress": self._owner_address, + "tokenIds": [KUJIRA_NATIVE_TOKEN["id"], self._base_token["id"], self._quote_token["id"]] + } + + self._log(INFO, f"""gateway.kujira_get_balances:\nrequest:\n{self._dump(request)}""") + + if use_cache and self._balances is not None: + response = self._balances + else: + response = await self._gateway.kujira_get_balances(request) + + self._balances = copy.deepcopy(response) + + self._balances["total"]["free"] = Decimal(self._balances["total"]["free"]) + self._balances["total"]["lockedInOrders"] = Decimal(self._balances["total"]["lockedInOrders"]) + self._balances["total"]["unsettled"] = Decimal(self._balances["total"]["unsettled"]) + + for (token, balance) in dict(response["tokens"]).items(): + balance["free"] = Decimal(balance["free"]) + balance["lockedInOrders"] = Decimal(balance["lockedInOrders"]) + balance["unsettled"] = Decimal(balance["unsettled"]) + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, f"""gateway.kujira_get_balances:\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_balances... end""") + + async def _get_market(self): + try: + self._log(DEBUG, """_get_market... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "name": self._market_name + } + + response = await self._gateway.kujira_get_market(request) + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_get_market:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_market... end""") + + async def _get_order_book(self): + try: + self._log(DEBUG, """_get_order_book... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market["id"] + } + + response = await self._gateway.kujira_get_order_book(request) + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(DEBUG, + f"""gateway.kujira_get_order_books:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_order_book... end""") + + async def _get_ticker(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_ticker... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market["id"] + } + + if use_cache and self._tickers is not None: + response = self._tickers + else: + response = await self._gateway.kujira_get_ticker(request) + + self._tickers = response + + return response + except Exception as exception: + response = exception + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_get_ticker:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + + finally: + self._log(DEBUG, """_get_ticker... end""") + + async def _get_open_orders(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_open_orders... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market["id"], + "ownerAddress": self._owner_address, + "status": OrderStatus.OPEN.value[0] + } + + if use_cache and self._open_orders is not None: + response = self._open_orders + else: + response = await self._gateway.kujira_get_orders(request) + self._open_orders = response + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_get_open_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_get_open_orders... end""") + + async def _get_last_filled_order(self) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_last_filled_order... start""") + + filled_orders = await self._get_filled_orders() + + if len((filled_orders or {})): + last_filled_order = list(dict(filled_orders).values())[0] + else: + last_filled_order = None + + return last_filled_order + finally: + self._log(DEBUG, """_get_last_filled_order... end""") + + async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: + try: + self._log(DEBUG, """_get_filled_orders... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market["id"], + "ownerAddress": self._owner_address, + "status": OrderStatus.FILLED.value[0] + } + + if use_cache and self._filled_orders is not None: + response = self._filled_orders + else: + response = await self._gateway.kujira_get_orders(request) + self._filled_orders = response + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(DEBUG, f"""gateway.kujira_get_filled_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + + finally: + self._log(DEBUG, """_get_filled_orders... end""") + + async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any]: + try: + self._log(DEBUG, """_replace_orders... start""") + + response = None + try: + orders = [] + for candidate in proposal: + orders.append({ + "clientId": candidate.client_id, + "marketId": self._market["id"], + "ownerAddress": self._owner_address, + "side": OrderSide.from_hummingbot(candidate.order_side).value[0], + "price": str(candidate.price), + "amount": str(candidate.amount), + "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value, + }) + + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "orders": orders + } + + self._log(INFO, f"""gateway.kujira_post_orders:\nrequest:\n{self._dump(request)}""") + + if len(orders): + response = await self._gateway.kujira_post_orders(request) + + self._currently_tracked_orders_ids = list(response.keys()) + self._tracked_orders_ids.extend(self._currently_tracked_orders_ids) + else: + self._log(WARNING, "No order was defined for placement/replacement. Skipping.", True) + response = [] + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, f"""gateway.kujira_post_orders:\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_replace_orders... end""") + + async def _cancel_currently_untracked_orders(self, open_orders_ids: List[str]): + try: + self._log(DEBUG, """_cancel_untracked_orders... start""") + + request = None + response = None + try: + untracked_orders_ids = list(set(self._tracked_orders_ids).intersection(set(open_orders_ids)) - set(self._currently_tracked_orders_ids)) + + if len(untracked_orders_ids) > 0: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "ids": untracked_orders_ids, + "marketId": self._market["id"], + "ownerAddress": self._owner_address, + } + + response = await self._gateway.kujira_delete_orders(request) + else: + self._log(INFO, "No order needed to be canceled.") + response = {} + + return response + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_cancel_untracked_orders... end""") + + async def _cancel_all_orders(self): + try: + self._log(DEBUG, """_cancel_all_orders... start""") + + request = None + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market["id"], + "ownerAddress": self._owner_address, + } + + response = await self._gateway.kujira_delete_orders_all(request) + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.clob_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_cancel_all_orders... end""") + + async def _market_withdraw(self): + try: + self._log(DEBUG, """_market_withdraw... start""") + + response = None + try: + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "connector": self._configuration["connector"], + "marketId": self._market["id"], + "ownerAddress": self._owner_address, + } + + self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nrequest:\n{self._dump(request)}""") + + response = await self._gateway.kujira_post_market_withdraw(request) + except Exception as exception: + response = traceback.format_exc() + + raise exception + finally: + self._log(INFO, + f"""gateway.kujira_post_market_withdraw:\nresponse:\n{self._dump(response)}""") + finally: + self._log(DEBUG, """_market_withdraw... end""") + + async def _get_remaining_orders_ids(self, candidate_orders, created_orders) -> List[str]: + self._log(DEBUG, """_get_remaining_orders_ids... end""") + + try: + candidate_orders_client_ids = [order.client_id for order in candidate_orders] if len(candidate_orders) else [] + created_orders_client_ids = [order["clientId"] for order in created_orders.values()] if len(created_orders) else [] + remaining_orders_client_ids = list(set(candidate_orders_client_ids) - set(created_orders_client_ids)) + remaining_orders_ids = list(filter(lambda order: (order["clientId"] in remaining_orders_client_ids), created_orders.values())) + + self._log(INFO, f"""remaining_orders_ids:\n{self._dump(remaining_orders_ids)}""") + + return remaining_orders_ids + finally: + self._log(DEBUG, """_get_remaining_orders_ids... end""") + + async def _get_duplicated_orders_ids(self) -> List[str]: + self._log(DEBUG, """_get_duplicated_orders_ids... start""") + + try: + open_orders = (await self._get_open_orders()).values() + + open_orders_map = {} + duplicated_orders_ids = [] + + for open_order in open_orders: + if open_order["clientId"] == "0": # Avoid touching manually created orders. + continue + elif open_order["clientId"] not in open_orders_map: + open_orders_map[open_order["clientId"]] = [open_order] + else: + open_orders_map[open_order["clientId"]].append(open_order) + + for orders in open_orders_map.values(): + orders.sort(key=lambda order: order["id"]) + + duplicated_orders_ids = [ + *duplicated_orders_ids, + *[order["id"] for order in orders[:-1]] + ] + + self._log(INFO, f"""duplicated_orders_ids:\n{self._dump(duplicated_orders_ids)}""") + + return duplicated_orders_ids + finally: + self._log(DEBUG, """_get_duplicated_orders_ids... end""") + + # noinspection PyMethodMayBeStatic + def _parse_order_book(self, orderbook: Dict[str, Any]) -> List[Union[List[Dict[str, Any]], List[Dict[str, Any]]]]: + bids_list = [] + asks_list = [] + + bids: Dict[str, Any] = orderbook["bids"] + asks: Dict[str, Any] = orderbook["asks"] + + for value in bids.values(): + bids_list.append({'price': value["price"], 'amount': value["amount"]}) + + for value in asks.values(): + asks_list.append({'price': value["price"], 'amount': value["amount"]}) + + bids_list.sort(key=lambda x: x['price'], reverse=True) + asks_list.sort(key=lambda x: x['price'], reverse=False) + + return [bids_list, asks_list] + + def _split_percentage(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]]) -> List[Any]: + asks = asks[:math.ceil((self._vwap_threshold / 100) * len(asks))] + bids = bids[:math.ceil((self._vwap_threshold / 100) * len(bids))] + + return [bids, asks] + + # noinspection PyMethodMayBeStatic + def _compute_volume_weighted_average_price(self, book: [Dict[str, Any]]) -> np.array: + prices = [float(order['price']) for order in book] + amounts = [float(order['amount']) for order in book] + + prices = np.array(prices) + amounts = np.array(amounts) + + vwap = (np.cumsum(amounts * prices) / np.cumsum(amounts)) + + return vwap + + # noinspection PyMethodMayBeStatic + def _remove_outliers(self, order_book: [Dict[str, Any]], side: OrderSide) -> [Dict[str, Any]]: + prices = [order['price'] for order in order_book] + + q75, q25 = np.percentile(prices, [75, 25]) + + # https://www.askpython.com/python/examples/detection-removal-outliers-in-python + # intr_qr = q75-q25 + # max_threshold = q75+(1.5*intr_qr) + # min_threshold = q75-(1.5*intr_qr) # Error: Sometimes this function assigns negative value for min + + max_threshold = q75 * 1.5 + min_threshold = q25 * 0.5 + + orders = [] + if side == OrderSide.SELL: + orders = [order for order in order_book if order['price'] < max_threshold] + elif side == OrderSide.BUY: + orders = [order for order in order_book if order['price'] > min_threshold] + + return orders + + def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], strategy: MiddlePriceStrategy) -> Decimal: + if strategy == self.MiddlePriceStrategy.SAP: + bid_prices = [float(item['price']) for item in bids] + ask_prices = [float(item['price']) for item in asks] + + best_ask_price = 0 + best_bid_price = 0 + + if len(ask_prices) > 0: + best_ask_price = min(ask_prices) + + if len(bid_prices) > 0: + best_bid_price = max(bid_prices) + + return Decimal((best_ask_price + best_bid_price) / 2.0) + elif strategy == self.MiddlePriceStrategy.WAP: + bid_prices = [float(item['price']) for item in bids] + ask_prices = [float(item['price']) for item in asks] + + best_ask_price = 0 + best_ask_volume = 0 + best_bid_price = 0 + best_bid_amount = 0 + + if len(ask_prices) > 0: + best_ask_idx = ask_prices.index(min(ask_prices)) + best_ask_price = float(asks[best_ask_idx]['price']) + best_ask_volume = float(asks[best_ask_idx]['amount']) + + if len(bid_prices) > 0: + best_bid_idx = bid_prices.index(max(bid_prices)) + best_bid_price = float(bids[best_bid_idx]['price']) + best_bid_amount = float(bids[best_bid_idx]['amount']) + + if best_ask_volume + best_bid_amount > 0: + return Decimal( + (best_ask_price * best_ask_volume + best_bid_price * best_bid_amount) + / (best_ask_volume + best_bid_amount) + ) + else: + return self._decimal_zero + elif strategy == self.MiddlePriceStrategy.VWAP: + bids, asks = self._split_percentage(bids, asks) + + if len(bids) > 0: + bids = self._remove_outliers(bids, OrderSide.BUY) + + if len(asks) > 0: + asks = self._remove_outliers(asks, OrderSide.SELL) + + book = [*bids, *asks] + + if len(book) > 0: + vwap = self._compute_volume_weighted_average_price(book) + + return Decimal(vwap[-1]) + else: + return self._decimal_zero + else: + raise ValueError(f'Unrecognized mid price strategy "{strategy}".') + + # noinspection PyMethodMayBeStatic + def _calculate_waiting_time(self, number: int) -> int: + current_timestamp_in_milliseconds = int(time.time() * 1000) + result = number - (current_timestamp_in_milliseconds % number) + + return result + + async def retry_async_with_timeout(self, function, *arguments, number_of_retries=3, timeout_in_seconds=60, delay_between_retries_in_seconds=0.5): + for retry in range(number_of_retries): + try: + return await asyncio.wait_for(function(*arguments), timeout_in_seconds) + except asyncio.TimeoutError: + self._log(ERROR, f"TimeoutError in the attempt {retry+1} of {number_of_retries}.", True) + except Exception as exception: + message = f"""ERROR in the attempt {retry+1} of {number_of_retries}: {type(exception).__name__} {str(exception)}""" + self._log(ERROR, message, True) + await asyncio.sleep(delay_between_retries_in_seconds) + raise Exception(f"Operation failed with {number_of_retries} attempts.") + + def _log(self, level: int, message: str, *args, **kwargs): + # noinspection PyUnresolvedReferences + message = f"""{message}""" + + self.logger().log(level, message, *args, **kwargs) + + def _handle_error(self, exception: Exception): + message = f"""ERROR: {type(exception).__name__} {str(exception)}""" + self._log(ERROR, message, True) + + @staticmethod + def _dump(target: Any): + try: + return jsonpickle.encode(target, unpicklable=True, indent=2) + except (Exception,): + return target diff --git a/docker/scripts/utils/destroy-all-containers-and-images.sh b/docker/scripts/utils/destroy-all-containers-and-images.sh new file mode 100644 index 0000000000..ce8e723c74 --- /dev/null +++ b/docker/scripts/utils/destroy-all-containers-and-images.sh @@ -0,0 +1,12 @@ +#!/usr/bin/env bash + +# Careful! This will destroy all containers and images! + +docker kill $(docker ps -q) +docker rm $(docker ps -a -q) +docker rmi $(docker images -q) +docker system prune -af --volumes +docker builder prune -af + +echo -n -e '\e[2J\e[3J\e[1;1H' +clear From 798be6686c0c0824b1887d087ce16afc4ad20eac Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 7 Jun 2023 23:00:43 +0300 Subject: [PATCH 084/359] Improving docker scripts. --- docker/scripts/.gitignore | 22 +- docker/scripts/client/create-client.sh | 47 ++-- docker/scripts/client/debug.sh | 201 ----------------- docker/scripts/gateway/create-gateway.sh | 51 +++-- docker/scripts/gateway/debug.sh | 207 ------------------ docker/scripts/readme.md | 25 ++- .../shared/client/{data => pmm_scripts}/.keep | 0 .../destroy-all-containers-and-images.sh | 2 +- 8 files changed, 101 insertions(+), 454 deletions(-) delete mode 100644 docker/scripts/client/debug.sh delete mode 100644 docker/scripts/gateway/debug.sh rename docker/scripts/shared/client/{data => pmm_scripts}/.keep (100%) diff --git a/docker/scripts/.gitignore b/docker/scripts/.gitignore index 6454c2f171..a79ecab35b 100644 --- a/docker/scripts/.gitignore +++ b/docker/scripts/.gitignore @@ -1,10 +1,20 @@ -shared/client/conf -shared/client/logs +# Client +shared/client/conf/** !shared/client/conf/connectors -!shared/client/conf/scripts !shared/client/conf/strategies -shared/common/certs +shared/client/logs/** +!shared/client/logs/.keep -shared/gateway/conf -shared/gateway/logs +shared/client/data/** +!shared/client/data/.keep + +# Common +shared/common/certs/** + +# Gateway +shared/gateway/conf/** +!shared/gateway/conf/.keep + +shared/gateway/logs/** +!shared/gateway/logs/.keep diff --git a/docker/scripts/client/create-client.sh b/docker/scripts/client/create-client.sh index 2c3c7d9110..dac6cf3f24 100644 --- a/docker/scripts/client/create-client.sh +++ b/docker/scripts/client/create-client.sh @@ -8,11 +8,20 @@ echo echo "ℹ️ Press [ENTER] for default values:" echo +if [ ! "$DEBUG" == "" ] +then + git pull + docker stop temp-hb-client + docker rm temp-hb-client + docker rmi temp-hb-client + docker commit hummingbot-client temp-hb-client +fi + CUSTOMIZE=$1 +# Customize the Client image to be used? if [ "$CUSTOMIZE" == "--customize" ] then - # Specify hummingbot image RESPONSE="$IMAGE_NAME" if [ "$RESPONSE" == "" ] then @@ -25,7 +34,7 @@ then IMAGE_NAME="$RESPONSE" fi - # Specify hummingbot version + # Specify a Hummingbot version? RESPONSE="$TAG" if [ "$RESPONSE" == "" ] then @@ -38,7 +47,7 @@ then TAG=$RESPONSE fi - # Ask the user if it want to create a new docker image of client + # Create a new Client image? RESPONSE="$BUILD_CACHE" if [ "$RESPONSE" == "" ] then @@ -52,7 +61,7 @@ then BUILD_CACHE="" fi - # Ask the user for the name of the new client instance + # Create a new Client instance? RESPONSE="$INSTANCE_NAME" if [ "$RESPONSE" == "" ] then @@ -65,7 +74,7 @@ then INSTANCE_NAME=$RESPONSE fi - # Ask the user for the folder location to save files + # Location to save files? RESPONSE="$FOLDER" if [ "$RESPONSE" == "" ] then @@ -81,17 +90,23 @@ then FOLDER=$RESPONSE fi else - IMAGE_NAME="hummingbot-client" - TAG="latest" - BUILD_CACHE="--no-cache" - INSTANCE_NAME="hummingbot-client" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX -fi - -if [ ! "$DEBUG" == "" ] -then - ENTRYPOINT="--entrypoint=/bin/bash" + if [ ! "$DEBUG" == "" ] + then + IMAGE_NAME="temp-hb-client" + TAG="latest" + BUILD_CACHE="--no-cache" + INSTANCE_NAME="temp-hb-client" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX + ENTRYPOINT="--entrypoint=/bin/bash" + else + IMAGE_NAME="hummingbot-client" + TAG="latest" + BUILD_CACHE="--no-cache" + INSTANCE_NAME="hummingbot-client" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX + fi fi CONF_FOLDER="$FOLDER/client/conf" diff --git a/docker/scripts/client/debug.sh b/docker/scripts/client/debug.sh deleted file mode 100644 index 2c9f0fa2b7..0000000000 --- a/docker/scripts/client/debug.sh +++ /dev/null @@ -1,201 +0,0 @@ -#!/bin/bash - -echo -echo -echo "=============== CREATE A NEW HUMMINGBOT CLIENT INSTANCE ===============" -echo -echo -echo "ℹ️ Press [ENTER] for default values:" -echo - -git pull -docker stop temp-hb-client -docker rm temp-hb-client -docker rmi temp-hb-client -docker commit hummingbot-client temp-hb-client - -CUSTOMIZE=$1 - -if [ "$CUSTOMIZE" == "--customize" ] -then - # Specify hummingbot image - RESPONSE="$IMAGE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot image you want to use (default = \"hummingbot-client\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - IMAGE_NAME="hummingbot-client" - fi - - # Specify hummingbot version - RESPONSE="$TAG" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " TAG - fi - if [ "$RESPONSE" == "" ] - then - TAG="latest" - else - TAG=$RESPONSE - fi - - # Ask the user if it want to create a new docker image of client - RESPONSE="$USE_IMAGE_CACHE" - if [ "$RESPONSE" == "" ] - then - read -p " Do you want to use an existing Hummingbot Client image (\"y/N\") >>> " RESPONSE - fi - if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] - then - echo " A new image will be created..." - USE_IMAGE_CACHE="--no-cache" - else - USE_IMAGE_CACHE="" - fi - - # Ask the user for the name of the new client instance - RESPONSE="$INSTANCE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter a name for your new Hummingbot instance (default = \"hummingbot-client\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - INSTANCE_NAME="hummingbot-client" - else - INSTANCE_NAME=$RESPONSE - fi - - # Ask the user for the folder location to save files - RESPONSE="$FOLDER" - if [ "$RESPONSE" == "" ] - then - FOLDER_SUFFIX="shared" - read -p " Enter a folder name where your Hummingbot files will be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - FOLDER=$PWD/$FOLDER_SUFFIX - elif [[ ${RESPONSE::1} != "/" ]]; then - FOLDER=$PWD/$RESPONSE - else - FOLDER=$RESPONSE - fi -else - IMAGE_NAME="temp-hb-client" - TAG="latest" - USE_IMAGE_CACHE="--no-cache" - INSTANCE_NAME="temp-hb-client" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX - ENTRYPOINT="/bin/bash" -fi - -if [ "$DEBUG" == "" ] -then - ENTRYPOINT="--entrypoint=/bin/bash" -fi - -CONF_FOLDER="$FOLDER/client/conf" -LOGS_FOLDER="$FOLDER/client/logs" -DATA_FOLDER="$FOLDER/client/data" -SCRIPTS_FOLDER="$FOLDER/client/scripts" -PMM_SCRIPTS_FOLDER="$FOLDER/client/pmm_scripts" -CERTS_FOLDER="$FOLDER/common/certs" -GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" -GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" - -echo -echo "ℹ️ Confirm below if the instance and its folders are correct:" -echo -printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" -printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" -echo -printf "%30s %5s\n" "Main folder path:" "$FOLDER" -printf "%30s %5s\n" "Config files:" "├── $CONF_FOLDER" -printf "%30s %5s\n" "Log files:" "├── $LOGS_FOLDER" -printf "%30s %5s\n" "Trade and data files:" "├── $DATA_FOLDER" -printf "%30s %5s\n" "PMM scripts files:" "├── $PMM_SCRIPTS_FOLDER" -printf "%30s %5s\n" "Scripts files:" "├── $SCRIPTS_FOLDER" -printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" -printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" -printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" -echo - -prompt_proceed () { - RESPONSE="" - read -p " Do you want to proceed? [Y/n] >>> " RESPONSE - if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] - then - PROCEED="Y" - fi -} - -# Execute docker commands -create_instance () { - echo - echo "Creating Hummingbot instance..." - echo - # 1) Create main folder for your new instance - mkdir -p $FOLDER - # 2) Create subfolders for hummingbot files - mkdir -p $CONF_FOLDER - mkdir -p $CONF_FOLDER/connectors - mkdir -p $CONF_FOLDER/strategies - mkdir -p $CONF_FOLDER/scripts - mkdir -p $LOGS_FOLDER - mkdir -p $DATA_FOLDER - mkdir -p $PMM_SCRIPTS_FOLDER - mkdir -p $CERTS_FOLDER - mkdir -p $SCRIPTS_FOLDER - mkdir -p $GATEWAY_CONF_FOLDER - mkdir -p $GATEWAY_LOGS_FOLDER - - # 3) Set required permissions to save hummingbot password the first time - chmod a+rw $CONF_FOLDER - - # 4) Create a new image for hummingbot - DOCKER_BUILDKIT=1 docker build $USE_IMAGE_CACHE -t $IMAGE_NAME -f client/Dockerfile . && \ - # 5) Launch a new instance of hummingbot - docker run \ - -it \ - --log-opt max-size=10m \ - --log-opt max-file=5 \ - --name $INSTANCE_NAME \ - --network host \ - --mount type=bind,source=$CONF_FOLDER,target=/root/conf \ - --mount type=bind,source=$LOGS_FOLDER,target=/root/logs \ - --mount type=bind,source=$DATA_FOLDER,target=/root/data \ - --mount type=bind,source=$SCRIPTS_FOLDER,target=/root/scripts \ - --mount type=bind,source=$PMM_SCRIPTS_FOLDER,target=/root/pmm_scripts \ - --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ - --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ - --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ - --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ - -e CONF_FOLDER="/root/conf" \ - -e DATA_FOLDER="/root/data" \ - -e SCRIPTS_FOLDER="/root/scripts" \ - -e PMM_SCRIPTS_FOLDER="/root/pmm_scripts" \ - -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ - -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ - -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ - $ENTRYPOINT \ - $IMAGE_NAME:$TAG -} - -if [ "$CUSTOMIZE" == "--customize" ] -then - prompt_proceed - if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] - then - create_instance - else - echo " Aborted" - echo - fi -else - create_instance -fi diff --git a/docker/scripts/gateway/create-gateway.sh b/docker/scripts/gateway/create-gateway.sh index 37fc7632ea..7c9722e22f 100644 --- a/docker/scripts/gateway/create-gateway.sh +++ b/docker/scripts/gateway/create-gateway.sh @@ -8,8 +8,18 @@ echo echo "ℹ️ Press [ENTER] for default values:" echo +if [ ! "$DEBUG" == "" ] +then + git pull + docker stop temp-hb-gateway + docker rm temp-hb-gateway + docker rmi temp-hb-gateway + docker commit hummingbot-gateway temp-hb-gateway +fi + CUSTOMIZE=$1 +# Customize the Gateway image to be used? if [ "$CUSTOMIZE" == "--customize" ] then # Specify hummingbot image @@ -25,7 +35,7 @@ then IMAGE_NAME="$RESPONSE" fi - # Specify hummingbot version + # Specify a Hummingbot version? RESPONSE="$TAG" if [ "$RESPONSE" == "" ] then @@ -38,7 +48,7 @@ then TAG=$RESPONSE fi - # Ask the user if it want to create a new docker image of gateway + # Create a new Gateway image? RESPONSE="$BUILD_CACHE" if [ "$RESPONSE" == "" ] then @@ -52,7 +62,7 @@ then BUILD_CACHE="" fi - # Ask the user for the name of the new gateway instance + # Create a new Gateway instance? RESPONSE="$INSTANCE_NAME" if [ "$RESPONSE" == "" ] then @@ -65,7 +75,7 @@ then INSTANCE_NAME=$RESPONSE fi - # Ask the user for the folder location to save files + # Location to save files? RESPONSE="$FOLDER" if [ "$RESPONSE" == "" ] then @@ -81,7 +91,7 @@ then FOLDER=$RESPONSE fi - # Ask the user for the exposed port of the new gateway instance + # Gateawu exposed port? RESPONSE="$PORT" if [ "$RESPONSE" == "" ] then @@ -103,13 +113,25 @@ then done GATEWAY_PASSPHRASE=$RESPONSE else - IMAGE_NAME="hummingbot-gateway" - TAG="latest" - BUILD_CACHE="--no-cache" - INSTANCE_NAME="hummingbot-gateway" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX - PORT=15888 + if [ ! "$DEBUG" == "" ] + then + IMAGE_NAME="temp-hb-gateway" + TAG="latest" + BUILD_CACHE="--no-cache" + INSTANCE_NAME="temp-hb-gateway" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX + PORT=15888 + ENTRYPOINT="--entrypoint=/bin/bash" + else + IMAGE_NAME="hummingbot-gateway" + TAG="latest" + BUILD_CACHE="--no-cache" + INSTANCE_NAME="hummingbot-gateway" + FOLDER_SUFFIX="shared" + FOLDER=$PWD/$FOLDER_SUFFIX + PORT=15888 + fi # Prompts user for a password for gateway certificates while [ "$GATEWAY_PASSPHRASE" == "" ] @@ -119,11 +141,6 @@ else done fi -if [ ! "$DEBUG" == "" ] -then - ENTRYPOINT="--entrypoint=/bin/bash" -fi - CERTS_FOLDER="$FOLDER/common/certs" GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" diff --git a/docker/scripts/gateway/debug.sh b/docker/scripts/gateway/debug.sh deleted file mode 100644 index 6c73b17559..0000000000 --- a/docker/scripts/gateway/debug.sh +++ /dev/null @@ -1,207 +0,0 @@ -#!/bin/bash - -echo -echo -echo "=============== CREATE A NEW HUMMINGBOT GATEWAY INSTANCE ===============" -echo -echo -echo "ℹ️ Press [ENTER] for default values:" -echo - -git pull -docker stop temp-hb-gateway -docker rm temp-hb-gateway -docker rmi temp-hb-gateway -docker commit hummingbot-gateway temp-hb-gateway - -CUSTOMIZE=$1 - -if [ "$CUSTOMIZE" == "--customize" ] -then - # Specify hummingbot image - RESPONSE="$IMAGE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot image you want to use (default = \"hummingbot-gateway\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - IMAGE_NAME="hummingbot-gateway" - fi - - # Specify hummingbot version - RESPONSE="$TAG" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - TAG="latest" - else - TAG=$RESPONSE - fi - - # Ask the user if it want to create a new docker image of gateway - RESPONSE="$BUILD_CACHE" - if [ "$RESPONSE" == "" ] - then - read -p " Do you want to use an existing Hummingbot Gateway image (\"y/N\") >>> " RESPONSE - fi - if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] - then - echo " A new image will be created..." - BUILD_CACHE="--no-cache" - else - BUILD_CACHE="" - fi - - # Ask the user for the name of the new gateway instance - RESPONSE="$INSTANCE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter a name for your new Hummingbot Gateway instance (default = \"hummingbot-gateway\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - INSTANCE_NAME="hummingbot-gateway" - else - INSTANCE_NAME=$RESPONSE - fi - - # Ask the user for the folder location to save files - RESPONSE="$FOLDER" - if [ "$RESPONSE" == "" ] - then - FOLDER_SUFFIX="shared" - read -p " Enter a folder path where do you want your Hummingbot Gateway files to be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - FOLDER=$PWD/$FOLDER_SUFFIX - elif [[ ${RESPONSE::1} != "/" ]]; then - FOLDER=$PWD/$RESPONSE - else - FOLDER=$RESPONSE - fi - - # Ask the user for the exposed port of the new gateway instance - RESPONSE="$PORT" - if [ "$RESPONSE" == "" ] - then - read -p " Enter a port for expose your new Hummingbot Gateway (default = \"15888\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - PORT=15888 - else - PORT=$RESPONSE - fi - - # Prompts user for a password for gateway certificates - RESPONSE="$GATEWAY_PASSPHRASE" - while [ "$RESPONSE" == "" ] - do - read -sp " Define a passphrase for the Gateway certificate >>> " RESPONSE - echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." - done - GATEWAY_PASSPHRASE=$RESPONSE -else - IMAGE_NAME="temp-hb-gateway" - TAG="latest" - BUILD_CACHE="--no-cache" - INSTANCE_NAME="temp-hb-gateway" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX - PORT=15888 - ENTRYPOINT="/bin/bash" - - # Prompts user for a password for gateway certificates - while [ "$GATEWAY_PASSPHRASE" == "" ] - do - read -sp " Define a passphrase for the Gateway certificate >>> " GATEWAY_PASSPHRASE - echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." - done -fi - -if [ "$DEBUG" == "" ] -then - ENTRYPOINT="--entrypoint=/bin/bash" -fi - -CERTS_FOLDER="$FOLDER/common/certs" -GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" -GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" - -echo -echo "ℹ️ Confirm below if the instance and its folders are correct:" -echo -printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" -printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" -echo -printf "%30s %5s\n" "Main folder path:" "$FOLDER" -printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" -printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" -printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" -printf "%30s %5s\n" "Gateway exposed port:" "└── $PORT" -echo - -prompt_proceed () { - RESPONSE="" - read -p " Do you want to proceed? [Y/n] >>> " RESPONSE - if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] - then - PROCEED="Y" - fi -} - -# Execute docker commands -create_instance () { - echo - echo "Creating Hummingbot instance ..." - echo - # 1) Create main folder for your new gateway instance - mkdir -p $FOLDER - # 2) Create subfolders for hummingbot files - mkdir -p $CERTS_FOLDER - mkdir -p $GATEWAY_CONF_FOLDER - mkdir -p $GATEWAY_LOGS_FOLDER - - # 3) Set required permissions to save hummingbot password the first time - chmod a+rw $GATEWAY_CONF_FOLDER - - # 4) Create a new image for gateway - DOCKER_BUILDKIT=1 docker build $BUILD_CACHE -t $IMAGE_NAME -f gateway/Dockerfile . && \ - # 5) Launch a new gateway instance of hummingbot - docker run \ - -it \ - --log-opt max-size=10m \ - --log-opt max-file=5 \ - -p $PORT:15888 \ - --name $INSTANCE_NAME \ - --network host \ - --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ - --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ - --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ - --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ - -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ - -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ - -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ - -e GATEWAY_PASSPHRASE="$GATEWAY_PASSPHRASE" \ - $ENTRYPOINT \ - $IMAGE_NAME:$TAG -} - -if [ "$CUSTOMIZE" == "--customize" ] -then - prompt_proceed - if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] - then - create_instance - else - echo " Aborted" - echo - fi -else - create_instance -fi diff --git a/docker/scripts/readme.md b/docker/scripts/readme.md index 5e5008c1b0..99f03596a8 100644 --- a/docker/scripts/readme.md +++ b/docker/scripts/readme.md @@ -1,10 +1,14 @@ # Docker ## Hummingbot Installation Guide +It's very recommended to watch this video from the Hummingbot Foundation and their installation guide: - https://www.youtube.com/watch?v=t3Su_F_SY_0 - https://docs.hummingbot.org/installation/ - https://docs.hummingbot.org/quickstart/ +## Prerequisites: +- Docker + ## Client ### Creation @@ -15,13 +19,13 @@ Run: to create a Client instance. Follow the instructions on the screen. -Important: it is needed to be located at the scripts folders, seeing the client folder, otherwise the Dockerfile +Important: it is needed to be located in the scripts folders, seeing the client folder, otherwise the Dockerfile will not be able to copy the required files. ### Configuration #### Generate Certificates -From the Hummingbot command line type: +From the Hummingbot Client command line type: > gateway generate-certs @@ -48,10 +52,10 @@ and the informed passphrase is the correct one. ## Running -All of the commands given here are for the Hummingbot Client command line. +All the commands given here are for the Hummingbot Client command line. ### Connecting the Wallet -Connect to the Kujira wallet with: +Connect a Kujira wallet with: > gateway connect kujira @@ -76,7 +80,7 @@ Check if the file has the appropriate configurations. -After that you can start the script as the following: +Then you can start the script as the following: > start --script kujira_pmm_script_example.py @@ -86,6 +90,11 @@ It is possible to check the logs on the right side of the Client screen or by th > tail -f shared/client/logs/* shared/gateway/logs/* +It's also a good idea to check from the Kujira Fin app if the orders are being created and replaced there +(make sure you're checking the correct RPC and network (mainnet or testnet)): + +> https://fin.kujira.app/ + ## Running a PMM Strategy Check if the @@ -109,4 +118,8 @@ After that the PMM strategy will start to run. It is possible to check the logs on the right side of the Client screen or by the command line with: > tail -f shared/client/logs/* shared/gateway/logs/* -> \ No newline at end of file + +It's also a good idea to check from the Kujira Fin app if the orders are being created and replaced there +(make sure you're checking the correct RPC and network (mainnet or testnet)): + +> https://fin.kujira.app/ diff --git a/docker/scripts/shared/client/data/.keep b/docker/scripts/shared/client/pmm_scripts/.keep similarity index 100% rename from docker/scripts/shared/client/data/.keep rename to docker/scripts/shared/client/pmm_scripts/.keep diff --git a/docker/scripts/utils/destroy-all-containers-and-images.sh b/docker/scripts/utils/destroy-all-containers-and-images.sh index ce8e723c74..f7031bf573 100644 --- a/docker/scripts/utils/destroy-all-containers-and-images.sh +++ b/docker/scripts/utils/destroy-all-containers-and-images.sh @@ -1,6 +1,6 @@ #!/usr/bin/env bash -# Careful! This will destroy all containers and images! +# Careful! This scipt will destroy all containers and images! docker kill $(docker ps -q) docker rm $(docker ps -a -q) From ac86b822c0128971f9f792baf995e95586ce4f47 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 7 Jun 2023 23:00:58 +0300 Subject: [PATCH 085/359] Improving docker scripts. --- docker/scripts/shared/client/data/.keep | 0 docker/scripts/shared/client/logs/.keep | 0 docker/scripts/shared/client/scripts/.keep | 0 docker/scripts/shared/gateway/conf/.keep | 0 docker/scripts/shared/gateway/logs/.keep | 0 5 files changed, 0 insertions(+), 0 deletions(-) create mode 100644 docker/scripts/shared/client/data/.keep create mode 100644 docker/scripts/shared/client/logs/.keep create mode 100644 docker/scripts/shared/client/scripts/.keep create mode 100644 docker/scripts/shared/gateway/conf/.keep create mode 100644 docker/scripts/shared/gateway/logs/.keep diff --git a/docker/scripts/shared/client/data/.keep b/docker/scripts/shared/client/data/.keep new file mode 100644 index 0000000000..e69de29bb2 diff --git a/docker/scripts/shared/client/logs/.keep b/docker/scripts/shared/client/logs/.keep new file mode 100644 index 0000000000..e69de29bb2 diff --git a/docker/scripts/shared/client/scripts/.keep b/docker/scripts/shared/client/scripts/.keep new file mode 100644 index 0000000000..e69de29bb2 diff --git a/docker/scripts/shared/gateway/conf/.keep b/docker/scripts/shared/gateway/conf/.keep new file mode 100644 index 0000000000..e69de29bb2 diff --git a/docker/scripts/shared/gateway/logs/.keep b/docker/scripts/shared/gateway/logs/.keep new file mode 100644 index 0000000000..e69de29bb2 From c61088792eb2d8fa776ac0b0a6f2cda83cf9abbb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 7 Jun 2023 23:09:58 +0300 Subject: [PATCH 086/359] Updating Dockerfile. --- docker/scripts/client/Dockerfile | 24 ++++++++++++------------ 1 file changed, 12 insertions(+), 12 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 68edcf78fb..b6174af322 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -34,18 +34,18 @@ RUN <<-EOF apt-get update apt-get install --no-install-recommends -y \ - ca-certificates \ - openssh-server \ - gcc \ - libusb-1.0 \ - build-essential \ - pkg-config \ - libusb-1.0 \ - libsecret-1-0 \ - libssl-dev \ - curl \ - python3 \ - git + ca-certificates \ + openssh-server \ + gcc \ + libusb-1.0 \ + build-essential \ + pkg-config \ + libusb-1.0 \ + libsecret-1-0 \ + libssl-dev \ + curl \ + python3 \ + git EOF # Install miniconda From 7791075ef95b7df513ae6e119687c5ae5b6563a2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 7 Jun 2023 23:32:26 +0300 Subject: [PATCH 087/359] Updating Dockerfiles. --- docker/scripts/client/Dockerfile | 3 ++- docker/scripts/gateway/Dockerfile | 4 +++- 2 files changed, 5 insertions(+), 2 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index b6174af322..bb1f457a52 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -117,7 +117,8 @@ RUN <<-EOF rm -rf /root/.cache EOF -COPY . . +# COPY . . +RUN git clone -b development https://github.com/Team-Kujira/client.git # ./install | create hummingbot environment RUN <<-EOF diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile index f40ae6e057..6d49f14aef 100644 --- a/docker/scripts/gateway/Dockerfile +++ b/docker/scripts/gateway/Dockerfile @@ -30,7 +30,9 @@ RUN \ openssh-server \ git -COPY . . +# COPY . . + +RUN git clone -b development https://github.com/Team-Kujira/gateway.git EXPOSE 15888 From c6e588180e806fd721328fb2761d73794ec8c352 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 7 Jun 2023 23:35:22 +0300 Subject: [PATCH 088/359] Updating chmod. --- docker/scripts/client/create-client.sh | 0 docker/scripts/gateway/create-gateway.sh | 0 docker/scripts/utils/destroy-all-containers-and-images.sh | 0 3 files changed, 0 insertions(+), 0 deletions(-) mode change 100644 => 100755 docker/scripts/client/create-client.sh mode change 100644 => 100755 docker/scripts/gateway/create-gateway.sh mode change 100644 => 100755 docker/scripts/utils/destroy-all-containers-and-images.sh diff --git a/docker/scripts/client/create-client.sh b/docker/scripts/client/create-client.sh old mode 100644 new mode 100755 diff --git a/docker/scripts/gateway/create-gateway.sh b/docker/scripts/gateway/create-gateway.sh old mode 100644 new mode 100755 diff --git a/docker/scripts/utils/destroy-all-containers-and-images.sh b/docker/scripts/utils/destroy-all-containers-and-images.sh old mode 100644 new mode 100755 From 60c881da0a0c90cc83e95e8b92b428d5d1d9cd70 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 00:23:23 +0300 Subject: [PATCH 089/359] Updating Dockerfiles. --- docker/scripts/client/Dockerfile | 2 +- docker/scripts/gateway/Dockerfile | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index bb1f457a52..3d9d844dc1 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -118,7 +118,7 @@ RUN <<-EOF EOF # COPY . . -RUN git clone -b development https://github.com/Team-Kujira/client.git +RUN git clone -b development https://github.com/Team-Kujira/hummingbot.git . # ./install | create hummingbot environment RUN <<-EOF diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile index 6d49f14aef..6795bb39d7 100644 --- a/docker/scripts/gateway/Dockerfile +++ b/docker/scripts/gateway/Dockerfile @@ -32,7 +32,7 @@ RUN \ # COPY . . -RUN git clone -b development https://github.com/Team-Kujira/gateway.git +RUN git clone -b development https://github.com/Team-Kujira/gateway.git . EXPOSE 15888 From 4343926a8476be5c10d95cac4f4a56846d0d1530 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 00:24:26 +0300 Subject: [PATCH 090/359] Updating Dockerfiles. --- docker/scripts/utils/destroy-all-containers-and-images.sh | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker/scripts/utils/destroy-all-containers-and-images.sh b/docker/scripts/utils/destroy-all-containers-and-images.sh index f7031bf573..1eed1e8b3d 100755 --- a/docker/scripts/utils/destroy-all-containers-and-images.sh +++ b/docker/scripts/utils/destroy-all-containers-and-images.sh @@ -9,4 +9,4 @@ docker system prune -af --volumes docker builder prune -af echo -n -e '\e[2J\e[3J\e[1;1H' -clear +#clear From 72ffc8d64e873720d3d0336cef269929de77e9dd Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 00:24:45 +0300 Subject: [PATCH 091/359] Updating Dockerfiles. --- docker/scripts/utils/destroy-all-containers-and-images.sh | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker/scripts/utils/destroy-all-containers-and-images.sh b/docker/scripts/utils/destroy-all-containers-and-images.sh index 1eed1e8b3d..1e4c4df801 100755 --- a/docker/scripts/utils/destroy-all-containers-and-images.sh +++ b/docker/scripts/utils/destroy-all-containers-and-images.sh @@ -8,5 +8,5 @@ docker rmi $(docker images -q) docker system prune -af --volumes docker builder prune -af -echo -n -e '\e[2J\e[3J\e[1;1H' +#echo -n -e '\e[2J\e[3J\e[1;1H' #clear From e59d09ac2a26686190a77641f0942e560abec72b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 11:30:45 +0300 Subject: [PATCH 092/359] Improving Dockerfiles. --- docker/scripts/client/Dockerfile | 2 +- docker/scripts/gateway/Dockerfile | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 3d9d844dc1..0c209b1cb4 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -118,7 +118,7 @@ RUN <<-EOF EOF # COPY . . -RUN git clone -b development https://github.com/Team-Kujira/hummingbot.git . +RUN git clone --force -b development https://github.com/Team-Kujira/hummingbot.git . # ./install | create hummingbot environment RUN <<-EOF diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile index 6795bb39d7..848a083c6c 100644 --- a/docker/scripts/gateway/Dockerfile +++ b/docker/scripts/gateway/Dockerfile @@ -32,7 +32,7 @@ RUN \ # COPY . . -RUN git clone -b development https://github.com/Team-Kujira/gateway.git . +RUN git clone --force -b development https://github.com/Team-Kujira/gateway.git . EXPOSE 15888 From a16d63dadc6afdfe9743724bb2c62787fb406f2d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 12:45:01 +0300 Subject: [PATCH 093/359] Updating Dockerfiles. --- docker/scripts/client/Dockerfile | 61 +++++++++++++++++-------------- docker/scripts/gateway/Dockerfile | 7 +++- 2 files changed, 39 insertions(+), 29 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 0c209b1cb4..4b768ce0a2 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -34,18 +34,18 @@ RUN <<-EOF apt-get update apt-get install --no-install-recommends -y \ - ca-certificates \ - openssh-server \ - gcc \ - libusb-1.0 \ - build-essential \ - pkg-config \ - libusb-1.0 \ - libsecret-1-0 \ - libssl-dev \ - curl \ - python3 \ - git + ca-certificates \ + openssh-server \ + gcc \ + libusb-1.0 \ + build-essential \ + pkg-config \ + libusb-1.0 \ + libsecret-1-0 \ + libssl-dev \ + curl \ + python3 \ + git EOF # Install miniconda @@ -56,13 +56,13 @@ RUN <<-EOF linux*) OS="Linux" FILE_EXTENSION="sh" - case $(uname -r | tr '[:upper:]' '[:lower:]') in - *raspi*) - IS_RASPBERRY="TRUE" - ;; - *) - IS_RASPBERRY="FALSE" - ;; + case $(uname -r | tr '[:upper:]' '[:lower:]') in + *raspi*) + IS_RASPBERRY="TRUE" + ;; + *) + IS_RASPBERRY="FALSE" + ;; esac ;; darwin*) @@ -80,10 +80,13 @@ RUN <<-EOF esac echo "export ARCHITECTURE=$ARCHITECTURE" >> /root/.bashrc + echo "export OS=$OS" >> /root/.bashrc + echo "export FILE_EXTENSION=$FILE_EXTENSION" >> /root/.bashrc + echo "export IS_RASPBERRY=$IS_RASPBERRY" >> /root/.bashrc if [ "$ARCHITECTURE" == "aarch64" ] then - echo "export ARCHITECTURE_SUFFIX=\"-$ARCHITECTURE\"" >> /root/.bashrc + echo "export ARCHITECTURE_SUFFIX=\"-$ARCHITECTURE\"" >> /root/.bashrc MINICONDA_VERSION="Mambaforge-$(uname)-$(uname -m).sh" MINICONDA_URL="https://github.com/conda-forge/miniforge/releases/latest/download/$MINICONDA_VERSION" ln -s /root/mambaforge /root/miniconda3 @@ -109,22 +112,26 @@ RUN <<-EOF if [ ! "$ARCHITECTURE" == "aarch64" ] then - npm install --unsafe-perm --only=production -g @celo/celocli@1.0.3 - fi + npm install --unsafe-perm --only=production -g @celo/celocli@1.0.3 + fi - nvm cache clear + nvm cache clear npm cache clean --force - rm -rf /root/.cache + rm -rf /root/.cache EOF +RUN <<-EOF + git clone -b development https://github.com/Team-Kujira/hummingbot.git temporary + mv temporary/* . + rm -rf temporary +EOF # COPY . . -RUN git clone --force -b development https://github.com/Team-Kujira/hummingbot.git . # ./install | create hummingbot environment RUN <<-EOF - /root/miniconda3/bin/conda env create -f /root/setup/environment-linux$ARCHITECTURE_SUFFIX.yml + /root/miniconda3/bin/conda env create -f /root/setup/environment.yml /root/miniconda3/bin/conda clean -tipy - echo "export MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment-linux$ARCHITECTURE_SUFFIX.yml | cut -d' ' -f2)" >> /root/.bashrc + echo "export MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment.yml | cut -d' ' -f2)" >> /root/.bashrc rm -rf /root/.cache EOF diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile index 848a083c6c..69fa99c3d3 100644 --- a/docker/scripts/gateway/Dockerfile +++ b/docker/scripts/gateway/Dockerfile @@ -30,10 +30,13 @@ RUN \ openssh-server \ git +RUN <<-EOF + git clone -b development https://github.com/Team-Kujira/gateway.git temporary + mv temporary/* . + rm -rf temporary +EOF # COPY . . -RUN git clone --force -b development https://github.com/Team-Kujira/gateway.git . - EXPOSE 15888 RUN \ From c3d71d608aa312cee76dad5937a6a215e5f464c1 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 13:14:17 +0300 Subject: [PATCH 094/359] Updating Dockerfiles. --- docker/scripts/client/Dockerfile | 3 +++ docker/scripts/gateway/Dockerfile | 20 ++++++++++---------- 2 files changed, 13 insertions(+), 10 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 4b768ce0a2..aac5c91f9a 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -100,6 +100,9 @@ RUN <<-EOF rm "/root/miniconda.$MINICONDA_EXTENSION" /root/miniconda3/bin/conda update -n base conda -y /root/miniconda3/bin/conda clean -tipy + + echo "export MINICONDA_VERSION=$MINICONDA_VERSION" >> /root/.bashrc + echo "export MINICONDA_URL=$MINICONDA_URL" >> /root/.bashrc EOF # Install nvm and CeloCLI; note: nvm adds own section to /root/.bashrc diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile index 69fa99c3d3..5834a8e9b5 100644 --- a/docker/scripts/gateway/Dockerfile +++ b/docker/scripts/gateway/Dockerfile @@ -31,7 +31,7 @@ RUN \ git RUN <<-EOF - git clone -b development https://github.com/Team-Kujira/gateway.git temporary + git clone -b development https://github.com/Team-Kujira.git temporary mv temporary/* . rm -rf temporary EOF @@ -41,20 +41,20 @@ EXPOSE 15888 RUN \ mkdir -p \ - /root/gateway/db \ - /root/gateway/logs \ - /root/gateway/gateway.level \ - /root/gateway/transactions.level \ - /root/gateway/logs \ - /root/gateway/conf \ + /root/db \ + /root/logs \ + /root.level \ + /root/transactions.level \ + /root/logs \ + /root/conf \ /root/.hummingbot-gateway/conf \ /root/.hummingbot-gateway/certs \ /root/.hummingbot-gateway/logs \ - /var/lib/gateway + /var/lib -RUN cp -R /root/gateway/src/templates/* /root/gateway/conf/ +RUN cp -R /root/src/templates/* /root/conf/ -WORKDIR /root/gateway +WORKDIR /root RUN yarn RUN yarn build From 135d29c5f85e0959596955476a14a74c5ccc504a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 13:16:24 +0300 Subject: [PATCH 095/359] Updating Dockerfiles. --- docker/scripts/gateway/Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile index 5834a8e9b5..b115f8398e 100644 --- a/docker/scripts/gateway/Dockerfile +++ b/docker/scripts/gateway/Dockerfile @@ -31,7 +31,7 @@ RUN \ git RUN <<-EOF - git clone -b development https://github.com/Team-Kujira.git temporary + git clone -b development https://github.com/Team-Kujira/gateway.git temporary mv temporary/* . rm -rf temporary EOF From cd319e5ae97954875c58648f08c7ded9423540b0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 15:48:41 +0300 Subject: [PATCH 096/359] Updating Dockerfiles. --- docker/scripts/client/create-client.sh | 17 +++----------- docker/scripts/gateway/create-gateway.sh | 28 ++++++++++++------------ 2 files changed, 17 insertions(+), 28 deletions(-) diff --git a/docker/scripts/client/create-client.sh b/docker/scripts/client/create-client.sh index dac6cf3f24..f5b9a01bd2 100755 --- a/docker/scripts/client/create-client.sh +++ b/docker/scripts/client/create-client.sh @@ -115,8 +115,6 @@ DATA_FOLDER="$FOLDER/client/data" SCRIPTS_FOLDER="$FOLDER/client/scripts" PMM_SCRIPTS_FOLDER="$FOLDER/client/pmm_scripts" CERTS_FOLDER="$FOLDER/common/certs" -GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" -GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" echo echo "ℹ️ Confirm below if the instance and its folders are correct:" @@ -124,15 +122,13 @@ echo printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" echo -printf "%30s %5s\n" "Main folder path:" "$FOLDER" +printf "%30s %5s\n" "Main folder:" "$FOLDER" printf "%30s %5s\n" "Config files:" "├── $CONF_FOLDER" printf "%30s %5s\n" "Log files:" "├── $LOGS_FOLDER" printf "%30s %5s\n" "Trade and data files:" "├── $DATA_FOLDER" printf "%30s %5s\n" "PMM scripts files:" "├── $PMM_SCRIPTS_FOLDER" printf "%30s %5s\n" "Scripts files:" "├── $SCRIPTS_FOLDER" printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" -printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" -printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" echo prompt_proceed () { @@ -155,14 +151,11 @@ create_instance () { mkdir -p $CONF_FOLDER mkdir -p $CONF_FOLDER/connectors mkdir -p $CONF_FOLDER/strategies - mkdir -p $CONF_FOLDER/scripts mkdir -p $LOGS_FOLDER mkdir -p $DATA_FOLDER mkdir -p $PMM_SCRIPTS_FOLDER mkdir -p $CERTS_FOLDER mkdir -p $SCRIPTS_FOLDER - mkdir -p $GATEWAY_CONF_FOLDER - mkdir -p $GATEWAY_LOGS_FOLDER # 3) Set required permissions to save hummingbot password the first time chmod a+rw $CONF_FOLDER @@ -187,17 +180,13 @@ create_instance () { --mount type=bind,source=$DATA_FOLDER,target=/root/data \ --mount type=bind,source=$SCRIPTS_FOLDER,target=/root/scripts \ --mount type=bind,source=$PMM_SCRIPTS_FOLDER,target=/root/pmm_scripts \ - --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ - --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ - --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ + --mount type=bind,source=$CERTS_FOLDER,target=/root/certs \ --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ -e CONF_FOLDER="/root/conf" \ -e DATA_FOLDER="/root/data" \ -e SCRIPTS_FOLDER="/root/scripts" \ -e PMM_SCRIPTS_FOLDER="/root/pmm_scripts" \ - -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ - -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ - -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ + -e CERTS_FOLDER="/root/certs" \ $ENTRYPOINT \ $IMAGE_NAME:$TAG } diff --git a/docker/scripts/gateway/create-gateway.sh b/docker/scripts/gateway/create-gateway.sh index 7c9722e22f..5251f493f4 100755 --- a/docker/scripts/gateway/create-gateway.sh +++ b/docker/scripts/gateway/create-gateway.sh @@ -142,8 +142,8 @@ else fi CERTS_FOLDER="$FOLDER/common/certs" -GATEWAY_CONF_FOLDER="$FOLDER/gateway/conf" -GATEWAY_LOGS_FOLDER="$FOLDER/gateway/logs" +CONF_FOLDER="$FOLDER/gateway/conf" +LOGS_FOLDER="$FOLDER/gateway/logs" echo echo "ℹ️ Confirm below if the instance and its folders are correct:" @@ -151,10 +151,10 @@ echo printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" echo -printf "%30s %5s\n" "Main folder path:" "$FOLDER" +printf "%30s %5s\n" "Main folder:" "$FOLDER" printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" -printf "%30s %5s\n" "Gateway config files:" "└── $GATEWAY_CONF_FOLDER" -printf "%30s %5s\n" "Gateway log files:" "└── $GATEWAY_LOGS_FOLDER" +printf "%30s %5s\n" "Gateway config files:" "└── $CONF_FOLDER" +printf "%30s %5s\n" "Gateway log files:" "└── $LOGS_FOLDER" printf "%30s %5s\n" "Gateway exposed port:" "└── $PORT" echo @@ -176,11 +176,11 @@ create_instance () { mkdir -p $FOLDER # 2) Create subfolders for hummingbot files mkdir -p $CERTS_FOLDER - mkdir -p $GATEWAY_CONF_FOLDER - mkdir -p $GATEWAY_LOGS_FOLDER + mkdir -p $CONF_FOLDER + mkdir -p $LOGS_FOLDER # 3) Set required permissions to save hummingbot password the first time - chmod a+rw $GATEWAY_CONF_FOLDER + chmod a+rw $CONF_FOLDER # 4) Create a new image for gateway BUILT=true @@ -197,13 +197,13 @@ create_instance () { -p $PORT:15888 \ --name $INSTANCE_NAME \ --network host \ - --mount type=bind,source=$CERTS_FOLDER,target=/root/.hummingbot-gateway/certs \ - --mount type=bind,source=$GATEWAY_CONF_FOLDER,target=/root/gateway/conf \ - --mount type=bind,source=$GATEWAY_LOGS_FOLDER,target=/root/gateway/logs \ + --mount type=bind,source=$CERTS_FOLDER,target=/root/certs \ + --mount type=bind,source=$CONF_FOLDER,target=/root/conf \ + --mount type=bind,source=$LOGS_FOLDER,target=/root/logs \ --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ - -e CERTS_FOLDER="/root/.hummingbot-gateway/certs" \ - -e GATEWAY_CONF_FOLDER="/root/gateway/conf" \ - -e GATEWAY_LOGS_FOLDER="/root/gateway/logs" \ + -e CERTS_FOLDER="/root/certs" \ + -e CONF_FOLDER="/root/conf" \ + -e LOGS_FOLDER="/root/logs" \ -e GATEWAY_PASSPHRASE="$GATEWAY_PASSPHRASE" \ $ENTRYPOINT \ $IMAGE_NAME:$TAG From 82695fc46441007ade0951ea1936b6f0c8eef1a5 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 16:03:10 +0300 Subject: [PATCH 097/359] Updating quickstart guide files. --- docker/scripts/client/Dockerfile | 2 +- docker/scripts/utils/destroy-all-containers-and-images.sh | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index aac5c91f9a..1109938b4e 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -177,4 +177,4 @@ EOF # /etc/apt/sources.list.d/* #EOF -CMD /root/miniconda3/envs/$MINICONDA_ENVIRONMENT/bin/python3 /root/bin/hummingbot_quickstart.py +CMD /root/miniconda3/envs/hummingbot/bin/python3 /root/bin/hummingbot_quickstart.py diff --git a/docker/scripts/utils/destroy-all-containers-and-images.sh b/docker/scripts/utils/destroy-all-containers-and-images.sh index 1e4c4df801..177ae4b1ae 100755 --- a/docker/scripts/utils/destroy-all-containers-and-images.sh +++ b/docker/scripts/utils/destroy-all-containers-and-images.sh @@ -1,6 +1,6 @@ #!/usr/bin/env bash -# Careful! This scipt will destroy all containers and images! +# Careful! This script will destroy all containers and images! docker kill $(docker ps -q) docker rm $(docker ps -a -q) From 5f45560e510880694a654168bd2f55edbbb769a2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 16:25:42 +0300 Subject: [PATCH 098/359] Updating quickstart guide files. --- docker/scripts/client/Dockerfile | 17 +++++++++-------- docker/scripts/gateway/Dockerfile | 19 ++++++------------- 2 files changed, 15 insertions(+), 21 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 1109938b4e..3dcf88ab98 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -125,7 +125,7 @@ EOF RUN <<-EOF git clone -b development https://github.com/Team-Kujira/hummingbot.git temporary - mv temporary/* . + cp -r temporary/* . rm -rf temporary EOF # COPY . . @@ -134,7 +134,13 @@ EOF RUN <<-EOF /root/miniconda3/bin/conda env create -f /root/setup/environment.yml /root/miniconda3/bin/conda clean -tipy - echo "export MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment.yml | cut -d' ' -f2)" >> /root/.bashrc + MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment.yml | cut -d' ' -f2) + if [ -z "$MINICONDA_ENVIRONMENT" ] + then + echo "The MINICONDA_ENVIRONMENT environment variable could not be defined." + exit 1 + fi + echo "export MINICONDA_ENVIRONMENT=$MINICONDA_ENVIRONMENT" >> /root/.bashrc rm -rf /root/.cache EOF @@ -150,6 +156,7 @@ EOF RUN <<-EOF mkdir -p \ + /root/certs \ /root/conf/connectors \ /root/conf/strategies \ /root/conf/scripts \ @@ -157,12 +164,6 @@ RUN <<-EOF /root/data \ /root/scripts \ /root/pmm_scripts \ - /root/gateway/db \ - /root/gateway/gateway.level \ - /root/gateway/transactions.level \ - /root/gateway/conf \ - /root/gateway/logs \ - /root/.hummingbot-gateway/certs \ /var/lib/gateway EOF diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile index b115f8398e..efc1b6b055 100644 --- a/docker/scripts/gateway/Dockerfile +++ b/docker/scripts/gateway/Dockerfile @@ -32,7 +32,7 @@ RUN \ RUN <<-EOF git clone -b development https://github.com/Team-Kujira/gateway.git temporary - mv temporary/* . + cp -r temporary/* . rm -rf temporary EOF # COPY . . @@ -41,21 +41,14 @@ EXPOSE 15888 RUN \ mkdir -p \ - /root/db \ - /root/logs \ - /root.level \ - /root/transactions.level \ - /root/logs \ - /root/conf \ - /root/.hummingbot-gateway/conf \ - /root/.hummingbot-gateway/certs \ - /root/.hummingbot-gateway/logs \ - /var/lib + /root/certs \ + /root/db \ + /root/conf \ + /root/logs \ + /var/lib RUN cp -R /root/src/templates/* /root/conf/ -WORKDIR /root - RUN yarn RUN yarn build From c68686186ab9dfe05059b02e63460553e3025387 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 16:28:11 +0300 Subject: [PATCH 099/359] Updating quickstart guide files. --- docker/scripts/client/create-client.sh | 1 - docker/scripts/gateway/create-gateway.sh | 1 - 2 files changed, 2 deletions(-) diff --git a/docker/scripts/client/create-client.sh b/docker/scripts/client/create-client.sh index f5b9a01bd2..3e7972d3c8 100755 --- a/docker/scripts/client/create-client.sh +++ b/docker/scripts/client/create-client.sh @@ -10,7 +10,6 @@ echo if [ ! "$DEBUG" == "" ] then - git pull docker stop temp-hb-client docker rm temp-hb-client docker rmi temp-hb-client diff --git a/docker/scripts/gateway/create-gateway.sh b/docker/scripts/gateway/create-gateway.sh index 5251f493f4..efc22def9b 100755 --- a/docker/scripts/gateway/create-gateway.sh +++ b/docker/scripts/gateway/create-gateway.sh @@ -10,7 +10,6 @@ echo if [ ! "$DEBUG" == "" ] then - git pull docker stop temp-hb-gateway docker rm temp-hb-gateway docker rmi temp-hb-gateway From c4ca4d3356a01617f8292878bc0223d82b3df2ae Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 16:43:21 +0300 Subject: [PATCH 100/359] Updating quickstart guide files. --- docker/scripts/client/Dockerfile | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 3dcf88ab98..525c0227f9 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -132,8 +132,7 @@ EOF # ./install | create hummingbot environment RUN <<-EOF - /root/miniconda3/bin/conda env create -f /root/setup/environment.yml - /root/miniconda3/bin/conda clean -tipy + ls -la MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment.yml | cut -d' ' -f2) if [ -z "$MINICONDA_ENVIRONMENT" ] then @@ -141,6 +140,9 @@ RUN <<-EOF exit 1 fi echo "export MINICONDA_ENVIRONMENT=$MINICONDA_ENVIRONMENT" >> /root/.bashrc + + /root/miniconda3/bin/conda env create -f /root/setup/environment.yml + /root/miniconda3/bin/conda clean -tipy rm -rf /root/.cache EOF From efd02e5304f089a01f377bbdb8761b4552f74f7c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 16:48:24 +0300 Subject: [PATCH 101/359] Updating quickstart guide files. --- docker/scripts/client/Dockerfile | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 525c0227f9..d70e3104c4 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -48,6 +48,13 @@ RUN <<-EOF git EOF +RUN <<-EOF + git clone -b development https://github.com/Team-Kujira/hummingbot.git temporary + cp -r temporary/* . + rm -rf temporary +EOF +# COPY . . + # Install miniconda RUN <<-EOF ARCHITECTURE="$(uname -m)" @@ -123,13 +130,6 @@ RUN <<-EOF rm -rf /root/.cache EOF -RUN <<-EOF - git clone -b development https://github.com/Team-Kujira/hummingbot.git temporary - cp -r temporary/* . - rm -rf temporary -EOF -# COPY . . - # ./install | create hummingbot environment RUN <<-EOF ls -la From e146d017d0c268df80d2ab2aaff1cfc885efbb13 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 16:54:31 +0300 Subject: [PATCH 102/359] Updating quickstart guide files. --- docker/scripts/how-to-install-docker.md | 76 +++++++++++++++++++++++++ 1 file changed, 76 insertions(+) create mode 100644 docker/scripts/how-to-install-docker.md diff --git a/docker/scripts/how-to-install-docker.md b/docker/scripts/how-to-install-docker.md new file mode 100644 index 0000000000..02d9383f65 --- /dev/null +++ b/docker/scripts/how-to-install-docker.md @@ -0,0 +1,76 @@ +Official guide: https://docs.docker.com/get-docker/ + +You can try to official guide above or one of the procedures below. + +The installation process for Docker varies based on the operating system. Here are some basic scripts to install Docker on Linux, MacOS, and Windows. Please note that these scripts may not work for all versions of these operating systems, and may require administrator or sudo privileges. + +For Linux (Debian-based distributions): + +```bash +#!/bin/bash + +# Update existing packages +sudo apt-get update + +# Install packages to allow apt to use a repository over HTTPS +sudo apt-get install \ + apt-transport-https \ + ca-certificates \ + curl \ + gnupg \ + lsb-release + +# Add Docker’s official GPG key +curl -fsSL https://download.docker.com/linux/ubuntu/gpg | sudo gpg --dearmor -o /usr/share/keyrings/docker-archive-keyring.gpg + +# Setup the Docker stable repository +echo \ + "deb [arch=amd64 signed-by=/usr/share/keyrings/docker-archive-keyring.gpg] https://download.docker.com/linux/ubuntu \ + $(lsb_release -cs) stable" | sudo tee /etc/apt/sources.list.d/docker.list > /dev/null + +# Update the package index and install Docker Engine and Docker Compose +sudo apt-get update +sudo apt-get install docker-ce docker-ce-cli containerd.io docker-compose + +# Verify installation +sudo docker run hello-world +``` + +For other Linux distributions, refer to Docker's official documentation for installation instructions. + +For MacOS: + +Docker on MacOS is usually installed as a GUI application from a DMG, not via a terminal script. However, you can install Docker using Homebrew, a package manager for MacOS: + +```bash +#!/bin/bash + +# Install Homebrew if not already installed +/bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)" + +# Install Docker +brew install --cask docker + +# Start Docker +open /Applications/Docker.app + +# Test installation +docker run hello-world +``` + +For Windows: + +Docker installation on Windows is best done through the Docker Desktop installer, which is a GUI application. However, if you require a CLI-based installation, you can do so with Chocolatey, a package manager for Windows. Firstly, you need to install Chocolatey. This should be done from an administrator-privileged command prompt: + +```powershell +# Install Chocolatey +@"%SystemRoot%\System32\WindowsPowerShell\v1.0\powershell.exe" -NoProfile -InputFormat None -ExecutionPolicy Bypass -Command "iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))" && SET "PATH=%PATH%;%ALLUSERSPROFILE%\chocolatey\bin" + +# Install Docker Desktop +choco install docker-desktop + +# Test installation +docker run hello-world +``` + +Please note, these scripts are for development environments and are not recommended for production environments. Always consult the official documentation for best practices. Additionally, ensure that Docker Desktop is set to run at startup after installation on Windows and MacOS. \ No newline at end of file From cfa9b05960239bded713af27e0d5cc8a65eeb061 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 16:56:12 +0300 Subject: [PATCH 103/359] Updating quickstart guide files. --- docker/scripts/client/Dockerfile | 1 - 1 file changed, 1 deletion(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index d70e3104c4..563d885f6e 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -132,7 +132,6 @@ EOF # ./install | create hummingbot environment RUN <<-EOF - ls -la MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment.yml | cut -d' ' -f2) if [ -z "$MINICONDA_ENVIRONMENT" ] then From b1e0c76d8c07116f03aadcf88c09b38c91b3a8a3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 18:00:57 +0300 Subject: [PATCH 104/359] Updating quickstart guide files. --- docker/scripts/client/Dockerfile | 1 + 1 file changed, 1 insertion(+) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 563d885f6e..06d7b25878 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -52,6 +52,7 @@ RUN <<-EOF git clone -b development https://github.com/Team-Kujira/hummingbot.git temporary cp -r temporary/* . rm -rf temporary + ls -la EOF # COPY . . From c1f4ea361bd694ae28710fedb4a4c37f87250994 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 8 Jun 2023 18:57:13 +0300 Subject: [PATCH 105/359] Updating quickstart guide files. --- docker/scripts/client/Dockerfile | 1 - 1 file changed, 1 deletion(-) diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile index 06d7b25878..563d885f6e 100644 --- a/docker/scripts/client/Dockerfile +++ b/docker/scripts/client/Dockerfile @@ -52,7 +52,6 @@ RUN <<-EOF git clone -b development https://github.com/Team-Kujira/hummingbot.git temporary cp -r temporary/* . rm -rf temporary - ls -la EOF # COPY . . From 84160e0195cd3ce26a214e2b4760ed4fa28962df Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 12 Jun 2023 15:06:44 -0300 Subject: [PATCH 106/359] Small fix --- .../gateway/clob/injective/test_gateway_http_client_clob.py | 2 +- .../core/gateway/clob/kujira/test_gateway_http_client_clob.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py index ab47c8e4ce..158b128ee4 100644 --- a/test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py @@ -27,7 +27,7 @@ class GatewayHttpClientUnitTest(unittest.TestCase): @classmethod def setUpClass(cls) -> None: super().setUpClass() - cls._db_path = realpath(join(__file__, "../fixtures/gateway_http_client_clob_fixture.db")) + cls._db_path = realpath(join(__file__, "../../../fixtures/gateway_http_client_clob_fixture.db")) cls._http_player = HttpPlayer(cls._db_path) cls._patch_stack = ExitStack() cls._patch_stack.enter_context(cls._http_player.patch_aiohttp_client()) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index 372dfe3bc9..befa733f37 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -27,7 +27,7 @@ class GatewayHttpClientUnitTest(unittest.TestCase): @classmethod def setUpClass(cls) -> None: super().setUpClass() - cls._db_path = realpath(join(__file__, "../fixtures/gateway_http_client_clob_fixture.db")) + cls._db_path = realpath(join(__file__, "../../../fixtures/gateway_http_client_clob_fixture.db")) cls._http_player = HttpPlayer(cls._db_path) cls._patch_stack = ExitStack() cls._patch_stack.enter_context(cls._http_player.patch_aiohttp_client()) From ad5c23502703de1009bff06c4983abe02861a6bb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 12 Jun 2023 16:53:27 -0300 Subject: [PATCH 107/359] Created test_clob_cancel_order --- .../gateway_http_client_clob_fixture.db | Bin 36864 -> 36864 bytes 1 file changed, 0 insertions(+), 0 deletions(-) diff --git a/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db b/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db index 574f14e8874efa4ad8bfe226b19479fcdcc0b761..626d267e51271e6f069d8af77de7286cd53236f8 100644 GIT binary patch delta 4516 zcmcIn+i%lW7T5mX3}ah#hSJMkrL0+m6q zw+(^(GHDNEVnX6=EZaXY9)>oFZQ^0t-uA-#ri~XQv~!M~*rll`FeMd7p3UI#+}Iu8lEFf(ivYjez5wRC;0rXjT)IUx1HQjpxZD32 zEMVRKC;rFH-rh(41K`)DE#Th+5;y#vkIhiBAX?pY3_-a}(Q%Kk&Eky5I24 z`+0xLKj?4zfA{_E`^oo}Z~1QZ#~vdT>f1_36N$t)D@fq5RAywJQ;1VGvr<<6ghQKl6fdrIYk9OO*uNfuFhm_0Ig_+d@icg3R*-{WKFIu zHH5qvjqu7+Sxn@G5+j$?rK-qOY6-q1RwAOTRI8CvsbK1q7DY~;%w}ayQ5F(Ii)nsyVAj>M;VAYV2t(k_ z%Y@Mg439X-Hq-ipG~gQ4;BB~T#Ha^G^v-*%c!-)Hz~>~W#UD_BgI9Ng_o(fJLV2pIM3(`cUVFd<=A4G5n%g_As?14SE`z%IxXr@dF#MA2KKu8xOH$rtu5wb zNo6t2MjOc_8T5Y#k->^m zlpr%<%lUFqES9x0y2_6g8>k*pKex=2)`mIQ>t{q(=E@xE@MNc5Q;fn*>gW=9?%sJw z+vIch<~R-#-i~9L0h0`j4X_@M+7zj_oYoz3g_CQ*@i|$lf!oVOk}IN@dq|WTF^P!4j@&K20fOakD7mBR3KZA&kj!g_}sh89R?1+C#8O6B(Hm#w!mt=*(E zg>8>pn$J}PhUL)t!xprC!q%Q?PEZ-ZF`7@1TV+j9i^?KX0a8`gtoQ?eE0Wm=sNVod#X$^3WS|-~g90_JPRAA()!B0^cRfAbZX6Dkf<|cd6 z)8VKGBSwPig_~ffpe7QgtiUJ*M@^HUqcE!3lgLOc8l5_rIG9RD>3BLl6`43VNu}uc z)Z}zJl8UCH5jqu)O;1k8gFO|j+e={Hdw8Me z4R66q;NKG?L>=FJw>r3~+j|ECUrp99I_5C!7+4*{s8Jr8H{J=*#>H)Kd-0I#5!SU3 z7zr9*ZyVm>03)yAry3e~SK_xDxnKoi{aDuti2XA-OggaE_f!Yu5#yJB((n)Xy73Tp z3!x2H|48V0;DtWGFf`R>IQ2Y;HFmFLcp>=z=sC3&M%?KS?(j!4nBL$RjA%RJW`O6n z0a)4zi`%eg>FR(d9%7%Fb`5%Pc$G;I+Klh)5U_D3=%A_#*)X1bN_O(;RN$qKa=IVD zVB)kRlD3axPQ;zEr^BI64Ls|>ltWYJB<`eU@L4rZht{nI6y83QzmF&3XZSKK=Qe}; THk!@Zps($+UYpFdFI@itzPl3& delta 3012 zcmcIm-)|H}9N)WMwWYl~+ES`$pxFqbBAp*QyF11ZK*iP&1WP4S6=!E=+r#_SyS;i? z&jWcjk!*M+#3x=!H8J|+n@{`=gaqGwG5SQJerMaGM?C_;x|_YreCPXXzCS+Sxp+N& z@p}53=d#n5WevhN0AJ?Hes5&jI(TkZ7FOxpn3Y?}jon=OHoH2S`#m+B%HIRJHJHCQ zxNmj)_Fwa(gj3FpWNsV$4&_c+@$Si;JF>_A{oY)PhBL!|STDwx4n99rsVQBnk6TvX zaMyYVSiKADi4nbAnkwsNbfQw0I=jDbE>0a7izg?Z8mW}S!opOeszjv6fd5CspZ`o0 zi#nPTN{wcJvi2HUe0XUvGxAd3nRU_r_=70dzde67^+U4#_3}_AzpwAq{cRxh=W_3_ zNpDL$NUX5=?Pd<9MX8cS1I5HC>L57Ax{oP>Tt2 zJw#cIzIdih81)WJ+FNPUPV{xGy^53NY$T#a9jvdf-xQI6)l|7rEG7)^X{ig<2xx}X zx_W-7J8C!HGEvL_oFw`Gjv9S*)DRH>avZRo~vBK{eTeZ`_xy`mzsu-BW1{0z%avs=QAy_ zqFf?|xDFhFl@s_fAOYv*xQWgajZ&a%V5a-XHBqh$85Jt!nX=MNv+II@G&oT!iBYp- ziivs*$YHHgiVvM76APk#vQ|j?&L#*^P7(3A9ames+ADUnc0T)PVPV}U$Sx+@q0>B% zGVUN`w}4s_&0|`h)U~&TG4p6yPiUf9A`4C&FO&)wO3XZuyG(c-G3^NyXb3LH zt_)n|kn`=!%)dUDimPP53o;Mi8#?Z;BFWS&Z!Vke{HbA(hlOeiSPUb%2*j$xu-ff;twTtY zWTVt5im0%x0p&X&Loq_!bBxnE3^mN4WV_c`0hW5_R+CI-GhbeSE1x;wh0jGfDl`m4 oMYV=*wag_Oo<8`VULCIfnKu{oRQ8sYy=5-rS1#JCw@M`a53`A3jQ{`u From 3c39c6adafec0dafbb8a0edaa41c3773aea7ff96 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 12 Jun 2023 16:59:38 -0300 Subject: [PATCH 108/359] Created test_clob_place_order --- .../kujira/test_gateway_http_client_clob.py | 38 +++++++++++-------- 1 file changed, 23 insertions(+), 15 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index befa733f37..fb556fa6af 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -37,7 +37,7 @@ def setUpClass(cls) -> None: return_value=ClientSession(), ) ) - GatewayHttpClient.get_instance().base_url = "https://localhost:5000" + GatewayHttpClient.get_instance().base_url = "https://localhost:15888" @classmethod def tearDownClass(cls) -> None: @@ -49,18 +49,26 @@ async def test_clob_place_order(self): connector="kujira", chain="kujira", network="mainnet", - trading_pair=combine_to_hb_trading_pair(base="COIN", quote="ALPHA"), - address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock + trading_pair=combine_to_hb_trading_pair(base="KUJI", quote="DEMO"), + address="kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock trade_type=TradeType.BUY, order_type=OrderType.LIMIT, - price=Decimal("10"), - size=Decimal("2"), + price=Decimal("0.001"), + size=Decimal("100"), ) - - self.assertEqual("mainnet", result["network"]) - self.assertEqual(1647066435595, result["timestamp"]) - self.assertEqual(2, result["latency"]) - self.assertEqual("0x7E5F4552091A69125d5DfCb7b8C2659029395Bdf", result["txHash"]) # noqa: mock + # expect(responseBody.hashes?.creation?.length).toBeCloseTo(64); + self.assertGreater(Decimal(result["id"]), 0) + self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") + self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["price"], "0.001") + self.assertEqual(result["amount"], "100") + self.assertEqual(result["amount"], "100") + self.assertEqual(result["side"], "BUY") + self.assertEqual(result["marketName"], "KUJI/DEMO") + self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["status"], "OPEN") + self.assertEqual(result["type"], "LIMIT") + self.assertEqual(len(result["hashes"]["creation"]), 64) @async_test(loop=ev_loop) async def test_clob_cancel_order(self): @@ -107,7 +115,7 @@ async def test_clob_order_status_updates(self): @async_test(loop=ev_loop) async def test_get_clob_all_markets(self): result = await GatewayHttpClient.get_instance().get_clob_markets( - connector="dexalot", chain="avalanche", network="mainnet" + connector="kujira", chain="kujira", network="mainnet" ) self.assertEqual(2, len(result["markets"])) @@ -116,7 +124,7 @@ async def test_get_clob_all_markets(self): @async_test(loop=ev_loop) async def test_get_clob_single_market(self): result = await GatewayHttpClient.get_instance().get_clob_markets( - connector="dexalot", chain="avalanche", network="mainnet", trading_pair="COIN-ALPHA" + connector="kujira", chain="kujira", network="mainnet", trading_pair="COIN-ALPHA" ) self.assertEqual(1, len(result["markets"])) @@ -125,7 +133,7 @@ async def test_get_clob_single_market(self): @async_test(loop=ev_loop) async def test_get_clob_orderbook(self): result = await GatewayHttpClient.get_instance().get_clob_orderbook_snapshot( - trading_pair="COIN-ALPHA", connector="dexalot", chain="avalanche", network="mainnet" + trading_pair="COIN-ALPHA", connector="kujira", chain="kujira", network="mainnet" ) expected_orderbook = { @@ -137,7 +145,7 @@ async def test_get_clob_orderbook(self): @async_test(loop=ev_loop) async def test_get_clob_ticker(self): result = await GatewayHttpClient.get_instance().get_clob_ticker( - connector="dexalot", chain="avalanche", network="mainnet" + connector="kujira", chain="kujira", network="mainnet" ) expected_markets = [ { @@ -153,7 +161,7 @@ async def test_get_clob_ticker(self): self.assertEqual(expected_markets, result["markets"]) result = await GatewayHttpClient.get_instance().get_clob_ticker( - connector="dexalot", chain="avalanche", network="mainnet", trading_pair="COIN-ALPHA" + connector="kujira", chain="", network="mainnet", trading_pair="COIN-ALPHA" ) expected_markets = [ { From 34033194e5acc679348c82feb44e4c8780df5877 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 12 Jun 2023 18:15:20 -0300 Subject: [PATCH 109/359] Fixing the cancell order test (Work in progress) --- .../kujira/test_gateway_http_client_clob.py | 9 ++++----- .../gateway_http_client_clob_fixture.db | Bin 36864 -> 36864 bytes 2 files changed, 4 insertions(+), 5 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index fb556fa6af..7bafca5189 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -56,7 +56,6 @@ async def test_clob_place_order(self): price=Decimal("0.001"), size=Decimal("100"), ) - # expect(responseBody.hashes?.creation?.length).toBeCloseTo(64); self.assertGreater(Decimal(result["id"]), 0) self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") @@ -75,10 +74,10 @@ async def test_clob_cancel_order(self): result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_cancel_order( connector="kujira", chain="kujira", - network="mainnet", - trading_pair=combine_to_hb_trading_pair(base="COIN", quote="ALPHA"), - address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock - exchange_order_id="0x66b533792f45780fc38573bfd60d6043ab266471607848fb71284cd0d9eecff9", # noqa: mock + network="testnet", + trading_pair=combine_to_hb_trading_pair(base="KUJI", quote="DEMO"), + address="kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock + exchange_order_id="198462", # noqa: mock ) self.assertEqual("mainnet", result["network"]) diff --git a/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db b/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db index 626d267e51271e6f069d8af77de7286cd53236f8..a38efa1a7665dc1f892e0fe2a54a62caafcb2c31 100644 GIT binary patch delta 114 zcmZozz|^pSX@WFk;6xc`#=wmU3*&itiy4?%f*5$uvHG(FZRSgGVc}`4669rI4HlIb zZ3>-Sn`<|DR;tlt;Z&i?3W?5>&!ox-)P{S8c*J`J`};AR$Scjs+3cUH!okkKzz_}8 SHMyZzYx09+w#}<@!;}DhG$RNA delta 84 zcmV-a0IUCipaOuP0+1U4Pmvr$0Z*}Dp Date: Tue, 13 Jun 2023 19:43:37 +0300 Subject: [PATCH 110/359] Updating quickstart .gitignore --- docker/scripts/.gitignore | 1 + 1 file changed, 1 insertion(+) diff --git a/docker/scripts/.gitignore b/docker/scripts/.gitignore index a79ecab35b..f0790648b8 100644 --- a/docker/scripts/.gitignore +++ b/docker/scripts/.gitignore @@ -2,6 +2,7 @@ shared/client/conf/** !shared/client/conf/connectors !shared/client/conf/strategies +!/shared/client/conf/strategies/kujira_pmm_strategy_example.yml shared/client/logs/** !shared/client/logs/.keep From 641abfaa1543e1780c2f3a20fa35faf864ea3a30 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 13 Jun 2023 19:45:54 +0300 Subject: [PATCH 111/359] Adding a kujira_pmm_strategy_example.yml for the PMM strategy. --- .../kujira_pmm_strategy_example.yml | 147 ++++++++++++++++++ 1 file changed, 147 insertions(+) create mode 100644 docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml diff --git a/docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml b/docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml new file mode 100644 index 0000000000..041970c1fb --- /dev/null +++ b/docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml @@ -0,0 +1,147 @@ +######################################################## +### Pure market making strategy config ### +######################################################## + +template_version: 24 +strategy: pure_market_making + +# Exchange and token parameters. +exchange: kujira_kujira_testnet + +# Token trading pair for the exchange, e.g. BTC-USDT +market: KUJI-DEMO + +# How far away from mid price to place the bid order. +# Spread of 1 = 1% away from mid price at that time. +# Example if mid price is 100 and bid_spread is 1. +# Your bid is placed at 99. +bid_spread: 5.0 + +# How far away from mid price to place the ask order. +# Spread of 1 = 1% away from mid price at that time. +# Example if mid price is 100 and ask_spread is 1. +# Your bid is placed at 101. +ask_spread: 5.0 + +# Minimum Spread +# How far away from the mid price to cancel active orders +minimum_spread: -100.0 + +# Time in seconds before cancelling and placing new orders. +# If the value is 60, the bot cancels active orders and placing new ones after a minute. +order_refresh_time: 15.0 + +# Time in seconds before replacing existing order with new orders at the same price. +max_order_age: 30.0 + +# The spread (from mid price) to defer order refresh process to the next cycle. +# (Enter 1 to indicate 1%), value below 0, e.g. -1, is to disable this feature - not recommended. +order_refresh_tolerance_pct: 0.0 + +# Size of your bid and ask order. +order_amount: 0.1 + +# Price band ceiling. +price_ceiling: -1.0 + +# Price band floor. +price_floor: -1.0 + +# enable moving price floor and ceiling. +moving_price_band_enabled: false + +# Price band ceiling pct. +price_ceiling_pct: 1.0 + +# Price band floor pct. +price_floor_pct: -1.0 + +# price_band_refresh_time. +price_band_refresh_time: 86400.0 + +# Whether to alternate between buys and sells (true/false). +ping_pong_enabled: false + +# Whether to enable Inventory skew feature (true/false). +inventory_skew_enabled: false + +# Target base asset inventory percentage target to be maintained (for Inventory skew feature). +inventory_target_base_pct: 50.0 + +# The range around the inventory target base percent to maintain, expressed in multiples of total order size (for +# inventory skew feature). +inventory_range_multiplier: 1.0 + +# Initial price of the base asset. Note: this setting is not affects anything, the price is kept in the database. +inventory_price: 1.0 + +# Number of levels of orders to place on each side of the order book. +order_levels: 1 + +# Increase or decrease size of consecutive orders after the first order (if order_levels > 1). +order_level_amount: 0.0 + +# Order price space between orders (if order_levels > 1). +order_level_spread: 1.0 + +# How long to wait before placing the next order in case your order gets filled. +filled_order_delay: 60.0 + +# Whether to stop cancellations of orders on the other side (of the order book), +# when one side is filled (hanging orders feature) (true/false). +hanging_orders_enabled: false + +# Spread (from mid price, in percentage) hanging orders will be canceled (Enter 1 to indicate 1%) +hanging_orders_cancel_pct: 10.0 + +# Whether to enable order optimization mode (true/false). +order_optimization_enabled: false + +# The depth in base asset amount to be used for finding top ask (for order optimization mode). +ask_order_optimization_depth: 0.0 + +# The depth in base asset amount to be used for finding top bid (for order optimization mode). +bid_order_optimization_depth: 0.0 + +# Whether to enable adding transaction costs to order price calculation (true/false). +add_transaction_costs: false + +# The price source (current_market/external_market/custom_api). +price_source: current_market + +# The price type (mid_price/last_price/last_own_trade_price/best_bid/best_ask/inventory_cost). +price_type: mid_price + +# An external exchange name (for external exchange pricing source). +price_source_exchange: + +# A trading pair for the external exchange, e.g. BTC-USDT (for external exchange pricing source). +price_source_market: + +# An external api that returns price (for custom_api pricing source). +price_source_custom_api: + +# An interval time in second to update the price from custom api (for custom_api pricing source). +custom_api_update_interval: 5.0 + +#Take order if they cross order book when external price source is enabled +take_if_crossed: + +# Use user provided orders to directly override the orders placed by order_amount and order_level_parameter +# This is an advanced feature and user is expected to directly edit this field in config file +# Below is an sample input, the format is a dictionary, the key is user-defined order name, the value is a list which includes buy/sell, order spread, and order amount +# order_override: +# order_1: [buy, 0.5, 100] +# order_2: [buy, 0.75, 200] +# order_3: [sell, 0.1, 500] +# Please make sure there is a space between : and [ +order_override: + +# Simpler override config for separate bid and order level spreads +split_order_levels_enabled: false +bid_order_level_spreads: +ask_order_level_spreads: +bid_order_level_amounts: +ask_order_level_amounts: +# If the strategy should wait to receive cancellations confirmation before creating new orders during refresh time +should_wait_order_cancel_confirmation: true From d0d0333d5f43c9d75065c67a9f185566a5022f2f Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 14 Jun 2023 19:50:12 +0300 Subject: [PATCH 112/359] Updating the tokens ids. --- docker/scripts/kujira/Dockerfile | 65 ++++++++++++++++++++++++++++++++ 1 file changed, 65 insertions(+) create mode 100644 docker/scripts/kujira/Dockerfile diff --git a/docker/scripts/kujira/Dockerfile b/docker/scripts/kujira/Dockerfile new file mode 100644 index 0000000000..967a03d370 --- /dev/null +++ b/docker/scripts/kujira/Dockerfile @@ -0,0 +1,65 @@ +# syntax=docker/dockerfile-upstream:1-labs +FROM ubuntu:latest + +WORKDIR /root + +# Dropping default /root/.bashrc because it will return if not running as interactive shell, thus not invoking PATH settings +RUN :> /root/.bashrc + +SHELL [ "/bin/bash", "-lc" ] + +RUN \ + apt-get update \ + && apt-get install --no-install-recommends -y \ + ca-certificates \ + openssh-server \ + build-essential \ + git \ + unzip \ + curl \ + wget + +RUN <<-EOF + useradd -m -s /bin/bash kuji + + # remove old go version + rm -rvf /usr/local/go/ + + # download and install recent go version + curl -fsSL https://golang.org/dl/go1.18.5.linux-amd64.tar.gz | tar -xzC /usr/local + + # remove unneeded installer + rm go1.18.5.linux-amd64.tar.gz + + su -l kuji + + # source go + cat <> ~/.profile + export GOROOT=/usr/local/go + export GOPATH=$HOME/go + export GO111MODULE=on + export PATH=$PATH:/usr/local/go/bin:$HOME/go/bin + FILE + source ~/.profile + go version + + git clone https://github.com/Team-Kujira/core $HOME/kujira-core + cd $HOME/kujira-core + git checkout v0.8.5 + make install + + kujirad version +EOF + +#RUN <<-EOF +# apt autoremove -y +# +# apt clean autoclean +# +# rm -rf \ +# /var/lib/apt/lists/* \ +# /etc/apt/sources.list \ +# /etc/apt/sources.list.d/* +#EOF + +CMD ["yarn", "start"] From a2cfefb8e0f390d748add30e00fc79744a59e680 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 16 Jun 2023 00:14:56 +0300 Subject: [PATCH 113/359] Updating readme.md from the quickstart guide. --- docker/scripts/readme.md | 31 +++++++++++++++++++++++++++++++ 1 file changed, 31 insertions(+) diff --git a/docker/scripts/readme.md b/docker/scripts/readme.md index 99f03596a8..6748c8fd59 100644 --- a/docker/scripts/readme.md +++ b/docker/scripts/readme.md @@ -72,6 +72,37 @@ for the target market. For example, if the market is DEMO-USK, it is needed to h amount in DEMO and USK tokens. Also, it is needed to have a minimum amount of KUJI tokens to pay the transaction fees. +### Adding funds to a Testnet Wallet (optional) + +In order to add funds to your wallet, you can use a faucet inside the Kujira Discord. + +To join their discord you can use this link: + +> https://discord.gg/teamkujira + +After joining and doing their verification process, you can look for this channel: + +> #public-testnet-faucet + +Or try this link: + +> https://discord.com/channels/970650215801569330/1009931570263629854 + +Then you can use the following command there: + +> !faucet + +After that you should receive some Kujira tokens on your balance. + +### How to use Testnet instead of Mainnet? (optional) + +If you would like to start with testnet, which is the recommended, instead of mainnet, +you can change this configuration in this file below: + +> shared/gateway/conf/kujira.yml + +You can also use your preferred RPC if you want. + ### Running a PMM Script Check if the From dd15b1d796a5e46ef6e71270731d0b504fe0a4fb Mon Sep 17 00:00:00 2001 From: waterquarks Date: Sat, 17 Jun 2023 05:59:39 +0000 Subject: [PATCH 114/359] (feat) woo-x connector --- hummingbot/connector/connector_status.py | 2 + .../connector/exchange/woo_x/__init__.py | 0 hummingbot/connector/exchange/woo_x/dummy.pxd | 2 + hummingbot/connector/exchange/woo_x/dummy.pyx | 2 + .../woo_x/woo_x_api_order_book_data_source.py | 189 ++++ .../woo_x_api_user_stream_data_source.py | 110 +++ .../connector/exchange/woo_x/woo_x_auth.py | 58 ++ .../exchange/woo_x/woo_x_constants.py | 70 ++ .../exchange/woo_x/woo_x_exchange.py | 499 ++++++++++ .../exchange/woo_x/woo_x_order_book.py | 81 ++ .../connector/exchange/woo_x/woo_x_utils.py | 107 ++ .../exchange/woo_x/woo_x_web_utils.py | 58 ++ .../connector/exchange/woo_x/__init__.py | 0 .../test_woo_x_api_order_book_data_source.py | 464 +++++++++ .../test_woo_x_api_user_stream_data_source.py | 273 ++++++ .../exchange/woo_x/test_woo_x_auth.py | 67 ++ .../exchange/woo_x/test_woo_x_exchange.py | 920 ++++++++++++++++++ .../exchange/woo_x/test_woo_x_order_book.py | 105 ++ .../exchange/woo_x/test_woo_x_utils.py | 40 + .../exchange/woo_x/test_woo_x_web_utils.py | 11 + 20 files changed, 3058 insertions(+) create mode 100644 hummingbot/connector/exchange/woo_x/__init__.py create mode 100644 hummingbot/connector/exchange/woo_x/dummy.pxd create mode 100644 hummingbot/connector/exchange/woo_x/dummy.pyx create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_api_order_book_data_source.py create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_api_user_stream_data_source.py create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_auth.py create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_constants.py create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_exchange.py create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_order_book.py create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_utils.py create mode 100644 hummingbot/connector/exchange/woo_x/woo_x_web_utils.py create mode 100644 test/hummingbot/connector/exchange/woo_x/__init__.py create mode 100644 test/hummingbot/connector/exchange/woo_x/test_woo_x_api_order_book_data_source.py create mode 100644 test/hummingbot/connector/exchange/woo_x/test_woo_x_api_user_stream_data_source.py create mode 100644 test/hummingbot/connector/exchange/woo_x/test_woo_x_auth.py create mode 100644 test/hummingbot/connector/exchange/woo_x/test_woo_x_exchange.py create mode 100644 test/hummingbot/connector/exchange/woo_x/test_woo_x_order_book.py create mode 100644 test/hummingbot/connector/exchange/woo_x/test_woo_x_utils.py create mode 100644 test/hummingbot/connector/exchange/woo_x/test_woo_x_web_utils.py diff --git a/hummingbot/connector/connector_status.py b/hummingbot/connector/connector_status.py index da2e7ee361..2a61dd4673 100644 --- a/hummingbot/connector/connector_status.py +++ b/hummingbot/connector/connector_status.py @@ -38,6 +38,8 @@ 'perpetual_finance': 'bronze', 'probit': 'bronze', 'whitebit': 'bronze', + 'woo_x': 'bronze', + 'woo_x_testnet': 'bronze', 'uniswap': 'gold', 'uniswapLP': 'gold', 'pancakeswap': 'bronze', diff --git a/hummingbot/connector/exchange/woo_x/__init__.py b/hummingbot/connector/exchange/woo_x/__init__.py new file mode 100644 index 0000000000..e69de29bb2 diff --git a/hummingbot/connector/exchange/woo_x/dummy.pxd b/hummingbot/connector/exchange/woo_x/dummy.pxd new file mode 100644 index 0000000000..4b098d6f59 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/dummy.pxd @@ -0,0 +1,2 @@ +cdef class dummy(): + pass diff --git a/hummingbot/connector/exchange/woo_x/dummy.pyx b/hummingbot/connector/exchange/woo_x/dummy.pyx new file mode 100644 index 0000000000..4b098d6f59 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/dummy.pyx @@ -0,0 +1,2 @@ +cdef class dummy(): + pass diff --git a/hummingbot/connector/exchange/woo_x/woo_x_api_order_book_data_source.py b/hummingbot/connector/exchange/woo_x/woo_x_api_order_book_data_source.py new file mode 100644 index 0000000000..d9301455f9 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_api_order_book_data_source.py @@ -0,0 +1,189 @@ +import asyncio +from typing import TYPE_CHECKING, Any, Dict, List, Optional + +from hummingbot.connector.exchange.woo_x import woo_x_constants as CONSTANTS, woo_x_web_utils as web_utils +from hummingbot.connector.exchange.woo_x.woo_x_order_book import WooXOrderBook +from hummingbot.core.data_type.order_book_message import OrderBookMessage +from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, WSJSONRequest +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory +from hummingbot.core.web_assistant.ws_assistant import WSAssistant +from hummingbot.logger import HummingbotLogger + +if TYPE_CHECKING: + from hummingbot.connector.exchange.woo_x.woo_x_exchange import WooXExchange + + +class WooXAPIOrderBookDataSource(OrderBookTrackerDataSource): + HEARTBEAT_TIME_INTERVAL = 30.0 + TRADE_STREAM_ID = 1 + DIFF_STREAM_ID = 2 + ONE_HOUR = 60 * 60 + + _logger: Optional[HummingbotLogger] = None + + def __init__( + self, + trading_pairs: List[str], + connector: 'WooXExchange', + api_factory: WebAssistantsFactory, + domain: str = CONSTANTS.DEFAULT_DOMAIN + ): + super().__init__(trading_pairs) + self._connector = connector + self._trade_messages_queue_key = CONSTANTS.TRADE_EVENT_TYPE + self._diff_messages_queue_key = CONSTANTS.DIFF_EVENT_TYPE + self._domain = domain + self._api_factory = api_factory + + async def get_last_traded_prices( + self, + trading_pairs: List[str], + domain: Optional[str] = None + ) -> Dict[str, float]: + return await self._connector.get_last_traded_prices(trading_pairs=trading_pairs) + + async def _request_order_book_snapshot(self, trading_pair: str) -> Dict[str, Any]: + """ + Retrieves a copy of the full order book from the exchange, for a particular trading pair. + + :param trading_pair: the trading pair for which the order book will be retrieved + + :return: the response from the exchange (JSON dictionary) + """ + + rest_assistant = await self._api_factory.get_rest_assistant() + + data = await rest_assistant.execute_request( + url=web_utils.public_rest_url( + path_url=f"{CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL}/{await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair)}", + domain=self._domain + ), + method=RESTMethod.GET, + throttler_limit_id=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL, + ) + + return data + + async def _subscribe_channels(self, ws: WSAssistant): + """ + Subscribes to the trade events and diff orders events through the provided websocket connection. + :param ws: the websocket assistant used to connect to the exchange + """ + try: + channels = ['trade', 'orderbookupdate'] + + topics = [] + + for trading_pair in self._trading_pairs: + symbol = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + + for channel in channels: + topics.append(f"{symbol}@{channel}") + + payloads = [ + { + "id": str(i), + "topic": topic, + "event": "subscribe" + } + for i, topic in enumerate(topics) + ] + + await asyncio.gather(*[ + ws.send(WSJSONRequest(payload=payload)) for payload in payloads + ]) + + self.logger().info("Subscribed to public order book and trade channels...") + except asyncio.CancelledError: + raise + except Exception: + self.logger().error( + "Unexpected error occurred subscribing to order book trading and delta streams...", + exc_info=True + ) + + raise + + async def _process_websocket_messages(self, websocket_assistant: WSAssistant): + async def ping(): + await websocket_assistant.send(WSJSONRequest(payload={'event': 'ping'})) + + async for ws_response in websocket_assistant.iter_messages(): + data: Dict[str, Any] = ws_response.data + + if data.get('event') == 'ping': + asyncio.ensure_future(ping()) + + if data is not None: # data will be None when the websocket is disconnected + channel: str = self._channel_originating_message(event_message=data) + valid_channels = self._get_messages_queue_keys() + if channel in valid_channels: + self._message_queue[channel].put_nowait(data) + else: + await self._process_message_for_unknown_channel( + event_message=data, websocket_assistant=websocket_assistant + ) + + async def _connected_websocket_assistant(self) -> WSAssistant: + ws: WSAssistant = await self._api_factory.get_ws_assistant() + + await ws.connect( + ws_url=web_utils.wss_public_url(self._domain).format(self._connector.application_id), + ping_timeout=CONSTANTS.WS_HEARTBEAT_TIME_INTERVAL + ) + + return ws + + async def _order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + snapshot: Dict[str, Any] = await self._request_order_book_snapshot(trading_pair) + + snapshot_timestamp: int = snapshot['timestamp'] + + snapshot_msg: OrderBookMessage = WooXOrderBook.snapshot_message_from_exchange( + snapshot, + snapshot_timestamp, + metadata={"trading_pair": trading_pair} + ) + + return snapshot_msg + + async def _parse_trade_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol( + symbol=raw_message['topic'].split('@')[0] + ) + + trade_message = WooXOrderBook.trade_message_from_exchange( + raw_message, + {"trading_pair": trading_pair} + ) + + message_queue.put_nowait(trade_message) + + async def _parse_order_book_diff_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol( + symbol=raw_message['topic'].split('@')[0] + ) + + order_book_message: OrderBookMessage = WooXOrderBook.diff_message_from_exchange( + raw_message, + raw_message['ts'], + {"trading_pair": trading_pair} + ) + + message_queue.put_nowait(order_book_message) + + def _channel_originating_message(self, event_message: Dict[str, Any]) -> str: + channel = "" + + if "topic" in event_message: + channel = event_message.get("topic").split('@')[1] + + relations = { + CONSTANTS.DIFF_EVENT_TYPE: self._diff_messages_queue_key, + CONSTANTS.TRADE_EVENT_TYPE: self._trade_messages_queue_key + } + + channel = relations.get(channel, "") + + return channel diff --git a/hummingbot/connector/exchange/woo_x/woo_x_api_user_stream_data_source.py b/hummingbot/connector/exchange/woo_x/woo_x_api_user_stream_data_source.py new file mode 100644 index 0000000000..a2c6f9bde6 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_api_user_stream_data_source.py @@ -0,0 +1,110 @@ +import asyncio +import json +import time +from typing import TYPE_CHECKING, Any, Dict, List, Optional + +from hummingbot.connector.exchange.woo_x import woo_x_constants as CONSTANTS, woo_x_web_utils as web_utils +from hummingbot.connector.exchange.woo_x.woo_x_auth import WooXAuth +from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource +from hummingbot.core.web_assistant.connections.data_types import WSJSONRequest +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory +from hummingbot.core.web_assistant.ws_assistant import WSAssistant +from hummingbot.logger import HummingbotLogger + +if TYPE_CHECKING: + from hummingbot.connector.exchange.woo_x.woo_x_exchange import WooXExchange + + +class WooXAPIUserStreamDataSource(UserStreamTrackerDataSource): + LISTEN_KEY_KEEP_ALIVE_INTERVAL = 1800 # Recommended to Ping/Update listen key to keep connection alive + + HEARTBEAT_TIME_INTERVAL = 30 + + _logger: Optional[HummingbotLogger] = None + + def __init__( + self, + auth: WooXAuth, + trading_pairs: List[str], + connector: 'WooXExchange', + api_factory: WebAssistantsFactory, + domain: str = CONSTANTS.DEFAULT_DOMAIN + ): + super().__init__() + + self._auth: WooXAuth = auth + self._trading_pairs = trading_pairs + self._connector = connector + self._api_factory = api_factory + self._domain = domain + + async def _connected_websocket_assistant(self) -> WSAssistant: + """ + Creates an instance of WSAssistant connected to the exchange + """ + websocket_assistant = await self._api_factory.get_ws_assistant() + + await websocket_assistant.connect( + ws_url=web_utils.wss_private_url(self._domain).format(self._connector.application_id), + message_timeout=CONSTANTS.SECONDS_TO_WAIT_TO_RECEIVE_MESSAGE + ) + + timestamp = int(time.time() * 1e3) + + await websocket_assistant.send(WSJSONRequest(payload={ + 'id': 'auth', + 'event': 'auth', + 'params': { + 'apikey': self._connector.api_key, + 'sign': self._auth.signature(timestamp), + 'timestamp': timestamp + } + })) + + response = await websocket_assistant.receive() + + if not response.data['success']: + self.logger().error(f"Error authenticating the private websocket connection: {json.dumps(response.data)}") + + raise IOError("Private websocket connection authentication failed") + + return websocket_assistant + + async def _subscribe_channels(self, websocket_assistant: WSAssistant): + """ + Subscribes to the trade events and diff orders events through the provided websocket connection. + + :param websocket_assistant: the websocket assistant used to connect to the exchange + """ + + channels = ['executionreport', 'balance'] + + for channel in channels: + await websocket_assistant.send(WSJSONRequest(payload={ + "id": channel, + "topic": channel, + "event": "subscribe" + })) + + response = await websocket_assistant.receive() + + if not response.data['success']: + raise IOError(f"Error subscribing to the {channel} channel: {json.dumps(response)}") + + self.logger().info("Subscribed to private account and orders channels...") + + async def _process_websocket_messages(self, websocket_assistant: WSAssistant, queue: asyncio.Queue): + async def ping(): + await websocket_assistant.send(WSJSONRequest(payload={'event': 'ping'})) + + async for ws_response in websocket_assistant.iter_messages(): + data = ws_response.data + + if data.get('event') == 'ping': + asyncio.ensure_future(ping()) + + await self._process_event_message(event_message=data, queue=queue) + + async def _process_event_message(self, event_message: Dict[str, Any], queue: asyncio.Queue): + if len(event_message) > 0: + queue.put_nowait(event_message) diff --git a/hummingbot/connector/exchange/woo_x/woo_x_auth.py b/hummingbot/connector/exchange/woo_x/woo_x_auth.py new file mode 100644 index 0000000000..30fcb4ac37 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_auth.py @@ -0,0 +1,58 @@ +import hashlib +import hmac +import json +from typing import Dict + +from hummingbot.connector.time_synchronizer import TimeSynchronizer +from hummingbot.core.web_assistant.auth import AuthBase +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, RESTRequest, WSRequest + + +class WooXAuth(AuthBase): + def __init__(self, api_key: str, secret_key: str, time_provider: TimeSynchronizer): + self.api_key = api_key + self.secret_key = secret_key + self.time_provider = time_provider + + async def rest_authenticate(self, request: RESTRequest) -> RESTRequest: + """ + Adds authentication headers to the request + Adds the server time and the signature to the request, required for authenticated interactions. It also adds + the required parameter in the request header. + :param request: the request to be configured for authenticated interaction + """ + timestamp = str(int(self.time_provider.time() * 1e3)) + + if request.method == RESTMethod.POST: + request.headers = self.headers(timestamp, **json.loads(request.data or json.dumps({}))) + + request.data = json.loads(request.data or json.dumps({})) # Allow aiohttp to send as application/x-www-form-urlencoded + else: + request.headers = self.headers(timestamp, **(request.params or {})) + + return request + + async def ws_authenticate(self, request: WSRequest) -> WSRequest: + """ + This method is intended to configure a websocket request to be authenticated. + Woo X does not use this functionality + """ + return request # pass-through + + def signature(self, timestamp, **kwargs): + signable = '&'.join([f"{key}={value}" for key, value in sorted(kwargs.items())]) + f"|{timestamp}" + + return hmac.new( + bytes(self.secret_key, "utf-8"), + bytes(signable, "utf-8"), + hashlib.sha256 + ).hexdigest().upper() + + def headers(self, timestamp, **kwargs) -> Dict[str, str]: + return { + 'x-api-timestamp': timestamp, + 'x-api-key': self.api_key, + 'x-api-signature': self.signature(timestamp, **kwargs), + 'Content-Type': 'application/x-www-form-urlencoded', + 'Cache-Control': 'no-cache', + } diff --git a/hummingbot/connector/exchange/woo_x/woo_x_constants.py b/hummingbot/connector/exchange/woo_x/woo_x_constants.py new file mode 100644 index 0000000000..d17163532d --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_constants.py @@ -0,0 +1,70 @@ +from hummingbot.core.api_throttler.data_types import RateLimit +from hummingbot.core.data_type.in_flight_order import OrderState + +DEFAULT_DOMAIN = "woo_x" + +MAX_ORDER_ID_LEN = 19 + +HBOT_ORDER_ID_PREFIX = "" + +REST_URLS = { + "woo_x": "https://api.woo.org", + "woo_x_testnet": "https://api.staging.woo.org", +} + +WSS_PUBLIC_URLS = { + "woo_x": "wss://wss.woo.org/ws/stream/{}", + "woo_x_testnet": "wss://wss.staging.woo.org/ws/stream/{}" +} + +WSS_PRIVATE_URLS = { + "woo_x": "wss://wss.woo.org/v2/ws/private/stream/{}", + "woo_x_testnet": "wss://wss.staging.woo.org/v2/ws/private/stream/{}" +} + +WS_HEARTBEAT_TIME_INTERVAL = 30 + +EXCHANGE_INFO_PATH_URL = '/v1/public/info' +MARKET_TRADES_PATH = '/v1/public/market_trades' +ORDERBOOK_SNAPSHOT_PATH_URL = '/v1/public/orderbook' +ORDER_PATH_URL = '/v1/order' +CANCEL_ORDER_PATH_URL = '/v1/client/order' +ACCOUNTS_PATH_URL = '/v2/client/holding' +GET_TRADES_BY_ORDER_ID_PATH = '/v1/order/{}/trades' +GET_ORDER_BY_CLIENT_ORDER_ID_PATH = '/v1/client/order/{}' + + +RATE_LIMITS = [ + RateLimit(limit_id=EXCHANGE_INFO_PATH_URL, limit=10, time_interval=1), + RateLimit(limit_id=CANCEL_ORDER_PATH_URL, limit=10, time_interval=1), + RateLimit(limit_id=GET_TRADES_BY_ORDER_ID_PATH, limit=10, time_interval=1), + RateLimit(limit_id=MARKET_TRADES_PATH, limit=10, time_interval=1), + RateLimit(limit_id=ORDERBOOK_SNAPSHOT_PATH_URL, limit=10, time_interval=1), + RateLimit(limit_id=ORDER_PATH_URL, limit=10, time_interval=1), + RateLimit(limit_id=ACCOUNTS_PATH_URL, limit=10, time_interval=1), + RateLimit(limit_id=GET_ORDER_BY_CLIENT_ORDER_ID_PATH, limit=10, time_interval=1) +] + +# Websocket event types +DIFF_EVENT_TYPE = "orderbookupdate" +TRADE_EVENT_TYPE = "trade" + +SECONDS_TO_WAIT_TO_RECEIVE_MESSAGE = 20 # According to the documentation this has to be less than 30 seconds + +ORDER_STATE = { + "NEW": OrderState.OPEN, + "CANCELLED": OrderState.CANCELED, + "PARTIAL_FILLED": OrderState.PARTIALLY_FILLED, + "FILLED": OrderState.FILLED, + "REJECTED": OrderState.FAILED, + "INCOMPLETE": OrderState.OPEN, + "COMPLETED": OrderState.COMPLETED, +} + +ORDER_NOT_EXIST_ERROR_CODE = -1006 + +UNKNOWN_ORDER_ERROR_CODE = -1004 + +TIME_IN_FORCE_GTC = "GTC" # Good till cancelled +TIME_IN_FORCE_IOC = "IOC" # Immediate or cancel +TIME_IN_FORCE_FOK = "FOK" # Fill or kill diff --git a/hummingbot/connector/exchange/woo_x/woo_x_exchange.py b/hummingbot/connector/exchange/woo_x/woo_x_exchange.py new file mode 100644 index 0000000000..0ade660951 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_exchange.py @@ -0,0 +1,499 @@ +import asyncio +import secrets +from decimal import Decimal +from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple + +from bidict import bidict + +from hummingbot.connector.constants import s_decimal_NaN +from hummingbot.connector.exchange.woo_x import woo_x_constants as CONSTANTS, woo_x_utils, woo_x_web_utils as web_utils +from hummingbot.connector.exchange.woo_x.woo_x_api_order_book_data_source import WooXAPIOrderBookDataSource +from hummingbot.connector.exchange.woo_x.woo_x_api_user_stream_data_source import WooXAPIUserStreamDataSource +from hummingbot.connector.exchange.woo_x.woo_x_auth import WooXAuth +from hummingbot.connector.exchange_py_base import ExchangePyBase +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource +from hummingbot.core.data_type.trade_fee import DeductedFromReturnsTradeFee, TokenAmount, TradeFeeBase +from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource +from hummingbot.core.utils.async_utils import safe_ensure_future +from hummingbot.core.web_assistant.connections.data_types import RESTMethod +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory + +if TYPE_CHECKING: + from hummingbot.client.config.config_helpers import ClientConfigAdapter + + +class WooXExchange(ExchangePyBase): + UPDATE_ORDER_STATUS_MIN_INTERVAL = 10.0 + + web_utils = web_utils + + def __init__( + self, + client_config_map: "ClientConfigAdapter", + public_api_key: str, + secret_api_key: str, + application_id: str, + trading_pairs: Optional[List[str]] = None, + trading_required: bool = True, + domain: str = CONSTANTS.DEFAULT_DOMAIN, + ): + self.api_key = public_api_key + self.secret_key = secret_api_key + self.application_id = application_id + self._domain = domain + self._trading_required = trading_required + self._trading_pairs = trading_pairs + self._last_trades_poll_woo_x_timestamp = 1.0 + super().__init__(client_config_map) + + @staticmethod + def woo_x_order_type(order_type: OrderType) -> str: + if order_type.name == 'LIMIT_MAKER': + return 'POST_ONLY' + else: + return order_type.name.upper() + + @staticmethod + def to_hb_order_type(woo_x_type: str) -> OrderType: + return OrderType[woo_x_type] + + @property + def authenticator(self) -> WooXAuth: + return WooXAuth( + api_key=self.api_key, + secret_key=self.secret_key, + time_provider=self._time_synchronizer + ) + + @property + def name(self) -> str: + return self._domain + + @property + def rate_limits_rules(self): + return CONSTANTS.RATE_LIMITS + + @property + def domain(self): + return self._domain + + @property + def client_order_id_max_length(self): + return CONSTANTS.MAX_ORDER_ID_LEN + + @property + def client_order_id_prefix(self): + return CONSTANTS.HBOT_ORDER_ID_PREFIX + + @property + def trading_rules_request_path(self): + return CONSTANTS.EXCHANGE_INFO_PATH_URL + + @property + def trading_pairs_request_path(self): + return CONSTANTS.EXCHANGE_INFO_PATH_URL + + @property + def check_network_request_path(self): + return CONSTANTS.EXCHANGE_INFO_PATH_URL + + @property + def trading_pairs(self): + return self._trading_pairs + + @property + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return True + + @property + def is_trading_required(self) -> bool: + return self._trading_required + + def supported_order_types(self): + return [OrderType.LIMIT, OrderType.LIMIT_MAKER, OrderType.MARKET] + + def _is_request_exception_related_to_time_synchronizer(self, request_exception: Exception): + error_description = str(request_exception) + + is_time_synchronizer_related = ( + "-1021" in error_description and "Timestamp for this request" in error_description + ) + + return is_time_synchronizer_related + + def _is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + # TODO: implement this method correctly for the connector + # The default implementation was added when the functionality to detect not found orders was introduced in the + # ExchangePyBase class. Also fix the unit test test_lost_order_removed_if_not_found_during_order_status_update + # when replacing the dummy implementation + return False + + def _is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + # TODO: implement this method correctly for the connector + # The default implementation was added when the functionality to detect not found orders was introduced in the + # ExchangePyBase class. Also fix the unit test test_cancel_order_not_found_in_the_exchange when replacing the + # dummy implementation + return False + + def _create_web_assistants_factory(self) -> WebAssistantsFactory: + return web_utils.build_api_factory( + throttler=self._throttler, + time_synchronizer=self._time_synchronizer, + domain=self._domain, + auth=self._auth + ) + + def _create_order_book_data_source(self) -> OrderBookTrackerDataSource: + return WooXAPIOrderBookDataSource( + trading_pairs=self._trading_pairs, + connector=self, + domain=self.domain, + api_factory=self._web_assistants_factory + ) + + def _create_user_stream_data_source(self) -> UserStreamTrackerDataSource: + return WooXAPIUserStreamDataSource( + auth=self._auth, + trading_pairs=self._trading_pairs, + connector=self, + api_factory=self._web_assistants_factory, + domain=self.domain, + ) + + def _get_fee( + self, + base_currency: str, + quote_currency: str, + order_type: OrderType, + order_side: TradeType, + amount: Decimal, + price: Decimal = s_decimal_NaN, + is_maker: Optional[bool] = None + ) -> TradeFeeBase: + is_maker = order_type is OrderType.LIMIT_MAKER + + return DeductedFromReturnsTradeFee(percent=self.estimate_fee_pct(is_maker)) + + def buy(self, + trading_pair: str, + amount: Decimal, + order_type=OrderType.LIMIT, + price: Decimal = s_decimal_NaN, + **kwargs) -> str: + """ + Creates a promise to create a buy order using the parameters + + :param trading_pair: the token pair to operate with + :param amount: the order amount + :param order_type: the type of order to create (MARKET, LIMIT, LIMIT_MAKER) + :param price: the order price + + :return: the id assigned by the connector to the order (the client id) + """ + order_id = str(secrets.randbelow(9223372036854775807)) + + safe_ensure_future(self._create_order( + trade_type=TradeType.BUY, + order_id=order_id, + trading_pair=trading_pair, + amount=amount, + order_type=order_type, + price=price, + **kwargs) + ) + + return order_id + + def sell(self, + trading_pair: str, + amount: Decimal, + order_type: OrderType = OrderType.LIMIT, + price: Decimal = s_decimal_NaN, + **kwargs) -> str: + """ + Creates a promise to create a sell order using the parameters. + :param trading_pair: the token pair to operate with + :param amount: the order amount + :param order_type: the type of order to create (MARKET, LIMIT, LIMIT_MAKER) + :param price: the order price + :return: the id assigned by the connector to the order (the client id) + """ + + order_id = str(secrets.randbelow(9223372036854775807)) + + safe_ensure_future(self._create_order( + trade_type=TradeType.SELL, + order_id=order_id, + trading_pair=trading_pair, + amount=amount, + order_type=order_type, + price=price, + **kwargs) + ) + + return order_id + + async def _place_order( + self, + order_id: str, + trading_pair: str, + amount: Decimal, + trade_type: TradeType, + order_type: OrderType, + price: Decimal, + **kwargs + ) -> Tuple[str, float]: + data = { + "symbol": await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair), + "order_type": self.woo_x_order_type(order_type), + "side": trade_type.name.upper(), + "order_quantity": float(amount), + "client_order_id": order_id + } + + if order_type is OrderType.LIMIT or order_type is OrderType.LIMIT_MAKER: + data["order_price"] = float(price) + + response = await self._api_post( + path_url=CONSTANTS.ORDER_PATH_URL, + data=data, + is_auth_required=True + ) + + return str(response["order_id"]), int(float(response['timestamp']) * 1e3) + + async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder): + params = { + "client_order_id": order_id, + "symbol": await self.exchange_symbol_associated_to_pair(trading_pair=tracked_order.trading_pair), + } + + cancel_result = await self._api_delete( + path_url=CONSTANTS.CANCEL_ORDER_PATH_URL, + params=params, + is_auth_required=True + ) + + if cancel_result.get("status") != "CANCEL_SENT": + raise IOError() + + return True + + async def _format_trading_rules(self, exchange_info: Dict[str, Any]) -> List[TradingRule]: + result = [] + + for entry in filter(woo_x_utils.is_exchange_information_valid, exchange_info.get("rows", [])): + try: + trading_pair = await self.trading_pair_associated_to_exchange_symbol(symbol=entry.get("symbol")) + trading_rule = TradingRule( + trading_pair=trading_pair, + min_order_size=Decimal(str(entry['base_min'])), + min_price_increment=Decimal(str(entry['quote_tick'])), + min_base_amount_increment=Decimal(str(entry['base_tick'])), + min_notional_size=Decimal(str(entry['min_notional'])) + ) + + result.append(trading_rule) + + except Exception: + self.logger().exception(f"Error parsing the trading pair rule {entry}. Skipping.") + return result + + async def _status_polling_loop_fetch_updates(self): + await super()._status_polling_loop_fetch_updates() + + async def _update_trading_fees(self): + """ + Update fees information from the exchange + """ + pass + + async def _user_stream_event_listener(self): + """ + This functions runs in background continuously processing the events received from the exchange by the user + stream data source. It keeps reading events from the queue until the task is interrupted. + The events received are balance updates, order updates and trade events. + """ + async for event_message in self._iter_user_event_queue(): + try: + event_type = event_message.get("topic") + + if event_type == "executionreport": + event_data = event_message.get("data") + + execution_type = event_data.get("status") + + client_order_id = event_data.get("clientOrderId") + + if execution_type in ["PARTIAL_FILLED", "FILLED"]: + tracked_order = self._order_tracker.all_fillable_orders.get(str(client_order_id)) + + if tracked_order is not None: + fee = TradeFeeBase.new_spot_fee( + fee_schema=self.trade_fee_schema(), + trade_type=tracked_order.trade_type, + percent_token=event_data["feeAsset"], + flat_fees=[ + TokenAmount( + amount=Decimal(event_data["fee"]), + token=event_data["feeAsset"] + ) + ] + ) + + trade_update = TradeUpdate( + trade_id=str(event_data["tradeId"]), + client_order_id=tracked_order.client_order_id, + exchange_order_id=str(event_data["orderId"]), + trading_pair=tracked_order.trading_pair, + fee=fee, + fill_base_amount=Decimal(str(event_data["executedQuantity"])), + fill_quote_amount=Decimal(str(event_data["executedQuantity"])) * Decimal(str(event_data["executedPrice"])), + fill_price=Decimal(str(event_data["executedPrice"])), + fill_timestamp=event_data["timestamp"] * 1e-3, + ) + + self._order_tracker.process_trade_update(trade_update) + + tracked_order = self._order_tracker.all_updatable_orders.get(str(client_order_id)) + + if tracked_order is not None: + order_update = OrderUpdate( + trading_pair=tracked_order.trading_pair, + update_timestamp=event_data["timestamp"] * 1e-3, + new_state=CONSTANTS.ORDER_STATE[event_data["status"]], + client_order_id=tracked_order.client_order_id, + exchange_order_id=tracked_order.exchange_order_id, + ) + + self._order_tracker.process_order_update(order_update=order_update) + elif event_type == "balance": + balances = event_message["data"]["balances"] + + for asset_name, balance_entry in balances.items(): + free, frozen = Decimal(str(balance_entry["holding"])), Decimal(str(balance_entry["frozen"])) + + total = free + frozen + + self._account_available_balances[asset_name] = free + + self._account_balances[asset_name] = total + except asyncio.CancelledError: + raise + except Exception: + self.logger().error("Unexpected error in user stream listener loop.", exc_info=True) + await self._sleep(5.0) + + async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[TradeUpdate]: + trade_updates = [] + + if order.exchange_order_id is not None: + symbol = await self.exchange_symbol_associated_to_pair(trading_pair=order.trading_pair) + + content = await self._api_get( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id), + limit_id=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH, + is_auth_required=True, + ) + + for trade in content['Transactions']: + fee = TradeFeeBase.new_spot_fee( + fee_schema=self.trade_fee_schema(), + trade_type=order.trade_type, + percent_token=trade["fee_asset"], + flat_fees=[ + TokenAmount( + amount=Decimal(str(trade["fee"])), + token=trade["fee_asset"] + ) + ] + ) + + trade_update = TradeUpdate( + trade_id=str(trade["id"]), + client_order_id=order.client_order_id, + exchange_order_id=order.exchange_order_id, + trading_pair=symbol, + fee=fee, + fill_base_amount=Decimal(str(trade["executed_quantity"])), + fill_quote_amount=Decimal(str(trade["executed_price"])) * Decimal(str(trade["executed_quantity"])), + fill_price=Decimal(str(trade["executed_price"])), + fill_timestamp=float(trade["executed_timestamp"]) * 1e-3, + ) + + trade_updates.append(trade_update) + + return trade_updates + + async def _request_order_status(self, tracked_order: InFlightOrder) -> OrderUpdate: + updated_order_data = await self._api_get( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(tracked_order.client_order_id), + is_auth_required=True, + limit_id=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH + ) + + new_state = CONSTANTS.ORDER_STATE[updated_order_data["status"]] + + order_update = OrderUpdate( + client_order_id=tracked_order.client_order_id, + exchange_order_id=str(updated_order_data["order_id"]), + trading_pair=tracked_order.trading_pair, + update_timestamp=float(updated_order_data["created_time"]), + new_state=new_state, + ) + + return order_update + + async def _update_balances(self): + local_asset_names = set(self._account_balances.keys()) + remote_asset_names = set() + + account_info = await self._api_get( + path_url=CONSTANTS.ACCOUNTS_PATH_URL, + is_auth_required=True + ) + + balances = account_info.get('holding', []) + + for balance_info in balances: + asset = balance_info['token'] + holding = balance_info['holding'] + frozen = balance_info['frozen'] + + self._account_available_balances[asset] = Decimal(holding) + self._account_balances[asset] = Decimal(holding) + Decimal(frozen) + remote_asset_names.add(asset) + + asset_names_to_remove = local_asset_names.difference(remote_asset_names) + + for asset_name in asset_names_to_remove: + del self._account_available_balances[asset_name] + del self._account_balances[asset_name] + + def _initialize_trading_pair_symbols_from_exchange_info(self, exchange_info: Dict[str, Any]): + mapping = bidict() + + for entry in filter(woo_x_utils.is_exchange_information_valid, exchange_info["rows"]): + base, quote = entry['symbol'].split('_')[1:] + + mapping[entry["symbol"]] = combine_to_hb_trading_pair( + base=base, + quote=quote + ) + + self._set_trading_pair_symbol_map(mapping) + + async def _get_last_traded_price(self, trading_pair: str) -> float: + content = await self._api_request( + method=RESTMethod.GET, + path_url=CONSTANTS.MARKET_TRADES_PATH, + params={ + "symbol": await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + } + ) + + return content['rows'][0]['executed_price'] diff --git a/hummingbot/connector/exchange/woo_x/woo_x_order_book.py b/hummingbot/connector/exchange/woo_x/woo_x_order_book.py new file mode 100644 index 0000000000..548178a191 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_order_book.py @@ -0,0 +1,81 @@ +from typing import Dict, Optional + +from hummingbot.core.data_type.common import TradeType +from hummingbot.core.data_type.order_book import OrderBook +from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType + + +class WooXOrderBook(OrderBook): + @classmethod + def snapshot_message_from_exchange( + cls, + msg: Dict[str, any], + timestamp: float, + metadata: Optional[Dict] = None + ) -> OrderBookMessage: + """ + Creates a snapshot message with the order book snapshot message + :param msg: the response from the exchange when requesting the order book snapshot + :param timestamp: the snapshot timestamp + :param metadata: a dictionary with extra information to add to the snapshot data + :return: a snapshot message with the snapshot information received from the exchange + """ + + if metadata: + msg.update(metadata) + + return OrderBookMessage(OrderBookMessageType.SNAPSHOT, { + "update_id": timestamp, + "bids": [[entry['price'], entry['quantity']] for entry in msg["bids"]], + "asks": [[entry['price'], entry['quantity']] for entry in msg["asks"]], + }, timestamp=timestamp) + + @classmethod + def diff_message_from_exchange( + cls, + msg: Dict[str, any], + timestamp: Optional[float] = None, + metadata: Optional[Dict] = None + ) -> OrderBookMessage: + """ + Creates a diff message with the changes in the order book received from the exchange + :param msg: the changes in the order book + :param timestamp: the timestamp of the difference + :param metadata: a dictionary with extra information to add to the difference data + :return: a diff message with the changes in the order book notified by the exchange + """ + if metadata: + msg.update(metadata) + + return OrderBookMessage(OrderBookMessageType.DIFF, { + "trading_pair": msg['trading_pair'], + "update_id": msg['ts'], + "bids": msg['data']['bids'], + "asks": msg['data']['asks'] + }, timestamp=msg['ts']) + + @classmethod + def trade_message_from_exchange( + cls, + msg: Dict[str, any], + metadata: Optional[Dict] = None + ): + """ + Creates a trade message with the information from the trade event sent by the exchange + :param msg: the trade event details sent by the exchange + :param metadata: a dictionary with extra information to add to trade message + :return: a trade message with the details of the trade as provided by the exchange + """ + if metadata: + msg.update(metadata) + + timestamp = msg['ts'] + + return OrderBookMessage(OrderBookMessageType.TRADE, { + "trading_pair": msg['trading_pair'], + "trade_type": TradeType[msg['data']["side"]].value, + "trade_id": timestamp, + "update_id": timestamp, + "price": msg['data']['price'], + "amount": msg['data']['size'] + }, timestamp=timestamp * 1e-3) diff --git a/hummingbot/connector/exchange/woo_x/woo_x_utils.py b/hummingbot/connector/exchange/woo_x/woo_x_utils.py new file mode 100644 index 0000000000..9cb3289814 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_utils.py @@ -0,0 +1,107 @@ +from decimal import Decimal +from typing import Any, Dict + +from pydantic import Field, SecretStr + +from hummingbot.client.config.config_data_types import BaseConnectorConfigMap, ClientFieldData +from hummingbot.core.data_type.trade_fee import TradeFeeSchema + +CENTRALIZED = True + +EXAMPLE_PAIR = "BTC-USDT" + +DEFAULT_FEES = TradeFeeSchema( + maker_percent_fee_decimal=Decimal("0.0003"), + taker_percent_fee_decimal=Decimal("0.0003"), + buy_percent_fee_deducted_from_returns=True +) + + +def is_exchange_information_valid(exchange_info: Dict[str, Any]) -> bool: + """ + Verifies if a trading pair is enabled to operate with based on its exchange information + :param exchange_info: the exchange information for a trading pair + :return: True if the trading pair is enabled, False otherwise + """ + category, *rest = exchange_info['symbol'].split('_') + + return category == 'SPOT' + + +class WooXConfigMap(BaseConnectorConfigMap): + connector: str = Field(default="woo_x", const=True, client_data=None) + public_api_key: SecretStr = Field( + default=..., + client_data=ClientFieldData( + prompt=lambda cm: "Enter your Woo X public API key", + is_secure=True, + is_connect_key=True, + prompt_on_new=True, + ) + ) + secret_api_key: SecretStr = Field( + default=..., + client_data=ClientFieldData( + prompt=lambda cm: "Enter your Woo X secret API key", + is_secure=True, + is_connect_key=True, + prompt_on_new=True, + ) + ) + application_id: SecretStr = Field( + default=..., + client_data=ClientFieldData( + prompt=lambda cm: "Enter your Woo X application ID", + is_secure=True, + is_connect_key=True, + prompt_on_new=True, + ) + ) + + class Config: + title = "woo_x" + + +KEYS = WooXConfigMap.construct() + +OTHER_DOMAINS = ["woo_x_testnet"] +OTHER_DOMAINS_PARAMETER = {"woo_x_testnet": "woo_x_testnet"} +OTHER_DOMAINS_EXAMPLE_PAIR = {"woo_x_testnet": "BTC-USDT"} +OTHER_DOMAINS_DEFAULT_FEES = {"woo_x_testnet": DEFAULT_FEES} + + +class WooXTestnetConfigMap(BaseConnectorConfigMap): + connector: str = Field(default="woo_x_testnet", const=True, client_data=None) + public_api_key: SecretStr = Field( + default=..., + client_data=ClientFieldData( + prompt=lambda cm: "Enter your Woo X public API key", + is_secure=True, + is_connect_key=True, + prompt_on_new=True, + ) + ) + secret_api_key: SecretStr = Field( + default=..., + client_data=ClientFieldData( + prompt=lambda cm: "Enter your Woo X secret API key", + is_secure=True, + is_connect_key=True, + prompt_on_new=True, + ) + ) + application_id: SecretStr = Field( + default=..., + client_data=ClientFieldData( + prompt=lambda cm: "Enter your Woo X application ID", + is_secure=True, + is_connect_key=True, + prompt_on_new=True, + ) + ) + + class Config: + title = "woo_x_testnet" + + +OTHER_DOMAINS_KEYS = {"woo_x_testnet": WooXTestnetConfigMap.construct()} diff --git a/hummingbot/connector/exchange/woo_x/woo_x_web_utils.py b/hummingbot/connector/exchange/woo_x/woo_x_web_utils.py new file mode 100644 index 0000000000..5d36a2d235 --- /dev/null +++ b/hummingbot/connector/exchange/woo_x/woo_x_web_utils.py @@ -0,0 +1,58 @@ +import time +from typing import Callable, Optional + +import hummingbot.connector.exchange.woo_x.woo_x_constants as CONSTANTS +from hummingbot.connector.time_synchronizer import TimeSynchronizer +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler +from hummingbot.core.web_assistant.auth import AuthBase +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory + + +def public_rest_url(path_url: str, domain: str = CONSTANTS.DEFAULT_DOMAIN) -> str: + """ + Creates a full URL for provided public REST endpoint + :param path_url: a public REST endpoint + :param domain: the Woo X domain to connect to ("com" or "us"). The default value is "com" + :return: the full URL to the endpoint + """ + return CONSTANTS.REST_URLS[domain] + path_url + + +def private_rest_url(path_url: str, domain: str = CONSTANTS.DEFAULT_DOMAIN) -> str: + return public_rest_url(path_url, domain) + + +def wss_public_url(domain: str = CONSTANTS.DEFAULT_DOMAIN) -> str: + return CONSTANTS.WSS_PUBLIC_URLS[domain] + + +def wss_private_url(domain: str = CONSTANTS.DEFAULT_DOMAIN) -> str: + return CONSTANTS.WSS_PRIVATE_URLS[domain] + + +def build_api_factory( + throttler: Optional[AsyncThrottler] = None, + time_synchronizer: Optional[TimeSynchronizer] = None, + domain: str = CONSTANTS.DEFAULT_DOMAIN, + time_provider: Optional[Callable] = None, + auth: Optional[AuthBase] = None +) -> WebAssistantsFactory: + throttler = throttler or create_throttler() + + api_factory = WebAssistantsFactory( + throttler=throttler, + auth=auth + ) + + return api_factory + + +async def get_current_server_time( + throttler: Optional[AsyncThrottler] = None, + domain: str = CONSTANTS.DEFAULT_DOMAIN, +) -> float: + return time.time() * 1e3 + + +def create_throttler() -> AsyncThrottler: + return AsyncThrottler(CONSTANTS.RATE_LIMITS) diff --git a/test/hummingbot/connector/exchange/woo_x/__init__.py b/test/hummingbot/connector/exchange/woo_x/__init__.py new file mode 100644 index 0000000000..e69de29bb2 diff --git a/test/hummingbot/connector/exchange/woo_x/test_woo_x_api_order_book_data_source.py b/test/hummingbot/connector/exchange/woo_x/test_woo_x_api_order_book_data_source.py new file mode 100644 index 0000000000..797376993d --- /dev/null +++ b/test/hummingbot/connector/exchange/woo_x/test_woo_x_api_order_book_data_source.py @@ -0,0 +1,464 @@ +import asyncio +import json +import re +import unittest +from typing import Awaitable +from unittest.mock import AsyncMock, MagicMock, patch + +from aioresponses.core import aioresponses +from bidict import bidict + +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.exchange.woo_x import woo_x_constants as CONSTANTS, woo_x_web_utils as web_utils +from hummingbot.connector.exchange.woo_x.woo_x_api_order_book_data_source import WooXAPIOrderBookDataSource +from hummingbot.connector.exchange.woo_x.woo_x_exchange import WooXExchange +from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant +from hummingbot.core.data_type.order_book import OrderBook +from hummingbot.core.data_type.order_book_message import OrderBookMessage + + +class WooXAPIOrderBookDataSourceUnitTests(unittest.TestCase): + # logging.Level required to receive logs from the data source logger + level = 0 + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.ev_loop = asyncio.get_event_loop() + cls.base_asset = "BTC" + cls.quote_asset = "USDT" + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.ex_trading_pair = f"SPOT_{cls.base_asset}_{cls.quote_asset}" + cls.domain = "woo_x" + + def setUp(self) -> None: + super().setUp() + + self.log_records = [] + + self.listening_task = None + + self.mocking_assistant = NetworkMockingAssistant() + + client_config_map = ClientConfigAdapter(ClientConfigMap()) + + self.connector = WooXExchange( + client_config_map=client_config_map, + public_api_key="", + secret_api_key="", + application_id="", + trading_pairs=[], + trading_required=False, + domain=self.domain + ) + + self.data_source = WooXAPIOrderBookDataSource( + trading_pairs=[self.trading_pair], + connector=self.connector, + api_factory=self.connector._web_assistants_factory, + domain=self.domain + ) + + self.data_source.logger().setLevel(1) + + self.data_source.logger().addHandler(self) + + self._original_full_order_book_reset_time = self.data_source.FULL_ORDER_BOOK_RESET_DELTA_SECONDS + + self.data_source.FULL_ORDER_BOOK_RESET_DELTA_SECONDS = -1 + + self.resume_test_event = asyncio.Event() + + self.connector._set_trading_pair_symbol_map(bidict({self.ex_trading_pair: self.trading_pair})) + + def tearDown(self) -> None: + self.listening_task and self.listening_task.cancel() + + self.data_source.FULL_ORDER_BOOK_RESET_DELTA_SECONDS = self._original_full_order_book_reset_time + + super().tearDown() + + def handle(self, record): + self.log_records.append(record) + + def _is_logged(self, log_level: str, message: str) -> bool: + return any(record.levelname == log_level and record.getMessage() == message + for record in self.log_records) + + def _create_exception_and_unlock_test_with_event(self, exception): + self.resume_test_event.set() + raise exception + + def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): + ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) + return ret + + def _successfully_subscribed_event(self): + resp = { + "result": None, + "id": 1 + } + return resp + + def _trade_update_event(self): + resp = { + "topic": "SPOT_BTC_USDT@trade", + "ts": 1618820361552, + "data": { + "symbol": "SPOT_BTC_USDT", + "price": 56749.15, + "size": 3.92864, + "side": "BUY", + "source": 0 + } + } + + return resp + + def _order_diff_event(self): + resp = { + "topic": "SPOT_BTC_USDT@orderbookupdate", + "ts": 1618826337580, + "data": { + "symbol": "SPOT_BTC_USDT", + "prevTs": 1618826337380, + "asks": [ + [ + 56749.15, + 3.92864 + ], + [ + 56749.8, + 0 + ], + ], + "bids": [ + [ + 56745.2, + 1.03895025 + ], + [ + 56744.6, + 1.0807 + ], + ] + } + } + + return resp + + def _snapshot_response(self): + return { + "success": True, + "bids": [ + { + "price": 4, + "quantity": 431 + } + ], + "asks": [ + { + "price": 4.000002, + "quantity": 12 + } + ], + "timestamp": 1686211049066 + } + + @aioresponses() + def test_get_new_order_book_successful(self, mock_api): + url = web_utils.public_rest_url(path_url=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + resp = self._snapshot_response() + + mock_api.get(regex_url, body=json.dumps(resp)) + + order_book: OrderBook = self.async_run_with_timeout( + self.data_source.get_new_order_book(self.trading_pair) + ) + + expected_update_id = resp["timestamp"] + + self.assertEqual(expected_update_id, order_book.snapshot_uid) + bids = list(order_book.bid_entries()) + asks = list(order_book.ask_entries()) + self.assertEqual(1, len(bids)) + self.assertEqual(4, bids[0].price) + self.assertEqual(431, bids[0].amount) + self.assertEqual(expected_update_id, bids[0].update_id) + self.assertEqual(1, len(asks)) + self.assertEqual(4.000002, asks[0].price) + self.assertEqual(12, asks[0].amount) + self.assertEqual(expected_update_id, asks[0].update_id) + + @aioresponses() + def test_get_new_order_book_raises_exception(self, mock_api): + url = web_utils.public_rest_url(path_url=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL, domain=self.domain) + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.get(regex_url, status=400) + + with self.assertRaises(IOError): + self.async_run_with_timeout( + self.data_source.get_new_order_book(self.trading_pair) + ) + + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(self, ws_connect_mock): + ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() + + result_subscribe_trades = { + "id": "0", + "event": "subscribe", + "success": True, + "ts": 1609924478533 + } + + result_subscribe_diffs = { + "id": "1", + "event": "subscribe", + "success": True, + "ts": 1609924478533 + } + + self.mocking_assistant.add_websocket_aiohttp_message( + websocket_mock=ws_connect_mock.return_value, + message=json.dumps(result_subscribe_trades) + ) + + self.mocking_assistant.add_websocket_aiohttp_message( + websocket_mock=ws_connect_mock.return_value, + message=json.dumps(result_subscribe_diffs) + ) + + self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions()) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value) + + sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket( + websocket_mock=ws_connect_mock.return_value + ) + + self.assertEqual(2, len(sent_subscription_messages)) + + expected_trade_subscription = { + "id": "0", + "topic": f"{self.ex_trading_pair}@trade", + "event": "subscribe", + } + + self.assertEqual(expected_trade_subscription, sent_subscription_messages[0]) + + expected_diff_subscription = { + "id": "1", + "topic": f"{self.ex_trading_pair}@orderbookupdate", + "event": "subscribe", + } + + self.assertEqual(expected_diff_subscription, sent_subscription_messages[1]) + + self.assertTrue(self._is_logged( + "INFO", + "Subscribed to public order book and trade channels..." + )) + + @patch("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep") + @patch("aiohttp.ClientSession.ws_connect") + def test_listen_for_subscriptions_raises_cancel_exception(self, mock_ws, _: AsyncMock): + mock_ws.side_effect = asyncio.CancelledError + + with self.assertRaises(asyncio.CancelledError): + self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions()) + self.async_run_with_timeout(self.listening_task) + + @patch("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep") + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_subscriptions_logs_exception_details(self, mock_ws, sleep_mock): + mock_ws.side_effect = Exception("TEST ERROR.") + sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError()) + + self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions()) + + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue( + self._is_logged( + "ERROR", + "Unexpected error occurred when listening to order book streams. Retrying in 5 seconds...")) + + def test_subscribe_channels_raises_cancel_exception(self): + mock_ws = MagicMock() + mock_ws.send.side_effect = asyncio.CancelledError + + with self.assertRaises(asyncio.CancelledError): + self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws)) + self.async_run_with_timeout(self.listening_task) + + def test_subscribe_channels_raises_exception_and_logs_error(self): + mock_ws = MagicMock() + mock_ws.send.side_effect = Exception("Test Error") + + with self.assertRaises(Exception): + self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws)) + self.async_run_with_timeout(self.listening_task) + + self.assertTrue( + self._is_logged("ERROR", "Unexpected error occurred subscribing to order book trading and delta streams...") + ) + + def test_listen_for_trades_cancelled_when_listening(self): + mock_queue = MagicMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + with self.assertRaises(asyncio.CancelledError): + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_trades(self.ev_loop, msg_queue) + ) + self.async_run_with_timeout(self.listening_task) + + def test_listen_for_trades_logs_exception(self): + incomplete_resp = { + "m": 1, + "i": 2, + } + + mock_queue = AsyncMock() + mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_trades(self.ev_loop, msg_queue) + ) + + try: + self.async_run_with_timeout(self.listening_task) + except asyncio.CancelledError: + pass + + self.assertTrue( + self._is_logged("ERROR", "Unexpected error when processing public trade updates from exchange")) + + def test_listen_for_trades_successful(self): + mock_queue = AsyncMock() + mock_queue.get.side_effect = [self._trade_update_event(), asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_trades(self.ev_loop, msg_queue)) + + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) + + self.assertEqual(1618820361552, msg.trade_id) + + def test_listen_for_order_book_diffs_cancelled(self): + mock_queue = AsyncMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + with self.assertRaises(asyncio.CancelledError): + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue) + ) + self.async_run_with_timeout(self.listening_task) + + def test_listen_for_order_book_diffs_logs_exception(self): + incomplete_resp = { + "m": 1, + "i": 2, + } + + mock_queue = AsyncMock() + mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue) + ) + + try: + self.async_run_with_timeout(self.listening_task) + except asyncio.CancelledError: + pass + + self.assertTrue( + self._is_logged("ERROR", "Unexpected error when processing public order book updates from exchange")) + + def test_listen_for_order_book_diffs_successful(self): + mock_queue = AsyncMock() + diff_event = self._order_diff_event() + mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue)) + + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) + + self.assertEqual(diff_event["ts"], msg.update_id) + + @aioresponses() + def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(self, mock_api): + url = web_utils.public_rest_url(path_url=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL, domain=self.domain) + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.get(regex_url, exception=asyncio.CancelledError, repeat=True) + + with self.assertRaises(asyncio.CancelledError): + self.async_run_with_timeout( + self.data_source.listen_for_order_book_snapshots(self.ev_loop, asyncio.Queue()) + ) + + @aioresponses() + @patch("hummingbot.connector.exchange.woo_x.woo_x_api_order_book_data_source" + ".WooXAPIOrderBookDataSource._sleep") + def test_listen_for_order_book_snapshots_log_exception(self, mock_api, sleep_mock): + msg_queue: asyncio.Queue = asyncio.Queue() + sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError()) + + url = web_utils.public_rest_url(path_url=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.get(regex_url, exception=Exception, repeat=True) + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue) + ) + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue( + self._is_logged("ERROR", f"Unexpected error fetching order book snapshot for {self.trading_pair}.")) + + @aioresponses() + def test_listen_for_order_book_snapshots_successful(self, mock_api, ): + msg_queue: asyncio.Queue = asyncio.Queue() + + url = web_utils.public_rest_url(path_url=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL, domain=self.domain) + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.get(regex_url, body=json.dumps(self._snapshot_response())) + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue) + ) + + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) + + self.assertEqual(1686211049066, msg.update_id) diff --git a/test/hummingbot/connector/exchange/woo_x/test_woo_x_api_user_stream_data_source.py b/test/hummingbot/connector/exchange/woo_x/test_woo_x_api_user_stream_data_source.py new file mode 100644 index 0000000000..4308017ec8 --- /dev/null +++ b/test/hummingbot/connector/exchange/woo_x/test_woo_x_api_user_stream_data_source.py @@ -0,0 +1,273 @@ +import asyncio +import json +import unittest +from typing import Any, Awaitable, Dict, Optional +from unittest.mock import AsyncMock, MagicMock, patch + +from bidict import bidict + +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.exchange.woo_x import woo_x_constants as CONSTANTS +from hummingbot.connector.exchange.woo_x.woo_x_api_user_stream_data_source import WooXAPIUserStreamDataSource +from hummingbot.connector.exchange.woo_x.woo_x_auth import WooXAuth +from hummingbot.connector.exchange.woo_x.woo_x_exchange import WooXExchange +from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant +from hummingbot.connector.time_synchronizer import TimeSynchronizer +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler + + +class WooXUserStreamDataSourceUnitTests(unittest.TestCase): + # the level is required to receive logs from the data source logger + level = 0 + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.ev_loop = asyncio.get_event_loop() + cls.base_asset = "COINALPHA" + cls.quote_asset = "HBOT" + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.ex_trading_pair = cls.base_asset + cls.quote_asset + cls.domain = "woo_x" + + cls.listen_key = "TEST_LISTEN_KEY" + + def setUp(self) -> None: + super().setUp() + self.log_records = [] + self.listening_task: Optional[asyncio.Task] = None + self.mocking_assistant = NetworkMockingAssistant() + + self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self.mock_time_provider = MagicMock() + self.mock_time_provider.time.return_value = 1000 + self.auth = WooXAuth(api_key="TEST_API_KEY", secret_key="TEST_SECRET", time_provider=self.mock_time_provider) + self.time_synchronizer = TimeSynchronizer() + self.time_synchronizer.add_time_offset_ms_sample(0) + + client_config_map = ClientConfigAdapter(ClientConfigMap()) + self.connector = WooXExchange( + client_config_map=client_config_map, + public_api_key="", + secret_api_key="", + application_id="", + trading_pairs=[], + trading_required=False, + domain=self.domain) + self.connector._web_assistants_factory._auth = self.auth + + self.data_source = WooXAPIUserStreamDataSource( + auth=self.auth, + trading_pairs=[self.trading_pair], + connector=self.connector, + api_factory=self.connector._web_assistants_factory, + domain=self.domain + ) + + self.data_source.logger().setLevel(1) + self.data_source.logger().addHandler(self) + + self.resume_test_event = asyncio.Event() + + self.connector._set_trading_pair_symbol_map(bidict({self.ex_trading_pair: self.trading_pair})) + + def tearDown(self) -> None: + self.listening_task and self.listening_task.cancel() + super().tearDown() + + def handle(self, record): + self.log_records.append(record) + + def _is_logged(self, log_level: str, message: str) -> bool: + return any(record.levelname == log_level and record.getMessage() == message + for record in self.log_records) + + def _raise_exception(self, exception_class): + raise exception_class + + def _create_exception_and_unlock_test_with_event(self, exception): + self.resume_test_event.set() + raise exception + + def _create_return_value_and_unlock_test_with_event(self, value): + self.resume_test_event.set() + return value + + def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): + ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) + return ret + + def _error_response(self) -> Dict[str, Any]: + resp = { + "code": "ERROR CODE", + "msg": "ERROR MESSAGE" + } + + return resp + + def _user_update_event(self): + # Balance Update + resp = { + "e": "balanceUpdate", + "E": 1573200697110, + "a": "BTC", + "d": "100.00000000", + "T": 1573200697068 + } + return json.dumps(resp) + + def _successfully_subscribed_event(self): + resp = { + "result": None, + "id": 1 + } + return resp + + def _authentication_response(self, success: bool) -> str: + return json.dumps({ + "id": "auth", + "event": "auth", + "success": success, + "ts": 1686526749230, + **({} if success else {"errorMsg": "sample error message"}) + }) + + def _subscription_response(self, success: bool, channel: str) -> str: + return json.dumps({ + 'id': channel, + 'event': 'subscribe', + 'success': success, + 'ts': 1686527628871 + }) + + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listening_process_authenticates_and_subscribes_to_events(self, ws_connect_mock): + messages = asyncio.Queue() + + ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() + + initial_last_recv_time = self.data_source.last_recv_time + + # Add the authentication response for the websocket + self.mocking_assistant.add_websocket_aiohttp_message( + ws_connect_mock.return_value, + self._authentication_response(True) + ) + + self.mocking_assistant.add_websocket_aiohttp_message( + ws_connect_mock.return_value, + self._subscription_response( + True, + 'executionreport' + ) + ) + + self.mocking_assistant.add_websocket_aiohttp_message( + ws_connect_mock.return_value, + self._subscription_response( + True, + 'balance' + ) + ) + + self.listening_task = asyncio.get_event_loop().create_task( + self.data_source.listen_for_user_stream(messages) + ) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value) + + self.assertTrue( + self._is_logged("INFO", "Subscribed to private account and orders channels...") + ) + + sent_messages = self.mocking_assistant.json_messages_sent_through_websocket(ws_connect_mock.return_value) + + self.assertEqual(3, len(sent_messages)) + + for n, id in enumerate(['auth', 'executionreport', 'balance']): + self.assertEqual(sent_messages[n]['id'], id) + + self.assertGreater(self.data_source.last_recv_time, initial_last_recv_time) + + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_user_stream_authentication_failure(self, ws_connect_mock): + messages = asyncio.Queue() + + ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() + + self.mocking_assistant.add_websocket_aiohttp_message( + ws_connect_mock.return_value, + self._authentication_response(False) + ) + + self.listening_task = asyncio.get_event_loop().create_task( + self.data_source.listen_for_user_stream(messages) + ) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value) + + self.assertTrue( + self._is_logged( + "ERROR", + f"Error authenticating the private websocket connection: {self._authentication_response(False)}" + ) + ) + + self.assertTrue( + self._is_logged( + "ERROR", + "Unexpected error while listening to user stream. Retrying after 5 seconds..." + ) + ) + + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_user_stream_does_not_queue_empty_payload(self, mock_ws): + mock_ws.return_value = self.mocking_assistant.create_websocket_mock() + + self.mocking_assistant.add_websocket_aiohttp_message( + mock_ws.return_value, "" + ) + + msg_queue = asyncio.Queue() + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_user_stream(msg_queue) + ) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(mock_ws.return_value) + + self.assertEqual(0, msg_queue.qsize()) + + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_user_stream_connection_failed(self, mock_ws): + mock_ws.side_effect = lambda *arg, **kwars: self._create_exception_and_unlock_test_with_event( + Exception("TEST ERROR.") + ) + + msg_queue = asyncio.Queue() + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_user_stream(msg_queue) + ) + + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue( + self._is_logged( + "ERROR", + "Unexpected error while listening to user stream. Retrying after 5 seconds..." + ) + ) + + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listening_process_canceled_on_cancel_exception(self, mock_ws): + messages = asyncio.Queue() + + mock_ws.side_effect = asyncio.CancelledError + + with self.assertRaises(asyncio.CancelledError): + self.listening_task = asyncio.get_event_loop().create_task( + self.data_source.listen_for_user_stream(messages) + ) + + self.async_run_with_timeout(self.listening_task) diff --git a/test/hummingbot/connector/exchange/woo_x/test_woo_x_auth.py b/test/hummingbot/connector/exchange/woo_x/test_woo_x_auth.py new file mode 100644 index 0000000000..26bbc8c51e --- /dev/null +++ b/test/hummingbot/connector/exchange/woo_x/test_woo_x_auth.py @@ -0,0 +1,67 @@ +import asyncio +import hashlib +import hmac +import json +from unittest import TestCase +from unittest.mock import MagicMock + +from typing_extensions import Awaitable + +from hummingbot.connector.exchange.woo_x.woo_x_auth import WooXAuth +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, RESTRequest + + +class WooXAuthTests(TestCase): + def setUp(self) -> None: + self._api_key = "testApiKey" + self._secret = "testSecret" + + def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): + ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coroutine, timeout)) + + return ret + + def test_rest_authenticate(self): + mock_time_provider = MagicMock() + + mock_time_provider.time.return_value = 1686452155.0 + + data = { + "symbol": "SPOT_BTC_USDT", + "order_type": "LIMIT", + "side": "BUY", + "order_price": 20000, + "order_quantity": 1, + } + + timestamp = str(int(mock_time_provider.time.return_value * 1e3)) + + auth = WooXAuth(api_key=self._api_key, secret_key=self._secret, time_provider=mock_time_provider) + + request = RESTRequest(method=RESTMethod.POST, data=json.dumps(data), is_auth_required=True) + + configured_request = self.async_run_with_timeout(auth.rest_authenticate(request)) + + signable = '&'.join([f"{key}={value}" for key, value in sorted(data.items())]) + f"|{timestamp}" + + signature = ( + hmac.new( + bytes(self._secret, "utf-8"), + bytes(signable, "utf-8"), + hashlib.sha256 + ).hexdigest().upper() + ) + + headers = { + 'x-api-key': self._api_key, + 'x-api-signature': signature, + 'x-api-timestamp': timestamp, + 'Content-Type': 'application/x-www-form-urlencoded', + 'Cache-Control': 'no-cache', + } + + self.assertEqual(timestamp, configured_request.headers['x-api-timestamp']) + + self.assertEqual(signature, configured_request.headers['x-api-signature']) + + self.assertEqual(headers, configured_request.headers) diff --git a/test/hummingbot/connector/exchange/woo_x/test_woo_x_exchange.py b/test/hummingbot/connector/exchange/woo_x/test_woo_x_exchange.py new file mode 100644 index 0000000000..64852d7a4a --- /dev/null +++ b/test/hummingbot/connector/exchange/woo_x/test_woo_x_exchange.py @@ -0,0 +1,920 @@ +import json +import logging +import re +import secrets +from decimal import Decimal +from typing import Any, Callable, List, Optional, Tuple +from unittest.mock import patch + +from aioresponses import aioresponses +from aioresponses.core import RequestCall + +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.exchange.woo_x import woo_x_constants as CONSTANTS, woo_x_web_utils as web_utils +from hummingbot.connector.exchange.woo_x.woo_x_exchange import WooXExchange +from hummingbot.connector.test_support.exchange_connector_test import AbstractExchangeConnectorTests +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.data_type.in_flight_order import InFlightOrder +from hummingbot.core.data_type.trade_fee import DeductedFromReturnsTradeFee, TokenAmount, TradeFeeBase + + +class WooXExchangeTests(AbstractExchangeConnectorTests.ExchangeConnectorTests): + @property + def all_symbols_url(self): + return web_utils.public_rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL, domain=self.exchange._domain) + + @property + def latest_prices_url(self): + params = { + 'symbol': self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset) + } + + query = ('?' + '&'.join([f"{key}={value}" for key, value in sorted(params.items())])) if len( + params) != 0 else '' + + url = web_utils.public_rest_url(path_url=CONSTANTS.MARKET_TRADES_PATH, domain=self.exchange._domain) + query + + return url + + @property + def network_status_url(self): + raise NotImplementedError + + @property + def trading_rules_url(self): + return web_utils.public_rest_url(CONSTANTS.EXCHANGE_INFO_PATH_URL, domain=self.exchange._domain) + + @property + def order_creation_url(self): + return web_utils.public_rest_url(CONSTANTS.ORDER_PATH_URL, domain=self.exchange._domain) + + @property + def balance_url(self): + return web_utils.private_rest_url(CONSTANTS.ACCOUNTS_PATH_URL, domain=self.exchange._domain) + + @property + def all_symbols_request_mock_response(self): + return { + "rows": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "quote_min": 0, + "quote_max": 200000, + "quote_tick": 0.01, + "base_min": 0.00001, + "base_max": 300, + "base_tick": 0.00000001, + "min_notional": 1, + "price_range": 0.1, + "price_scope": None, + "created_time": "1571824137.000", + "updated_time": "1686530374.000", + "is_stable": 0, + "precisions": [ + 1, + 10, + 100, + 500, + 1000, + 10000 + ] + } + ], + "success": True + } + + @property + def latest_prices_request_mock_response(self): + return { + "success": True, + "rows": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "side": "BUY", + "source": 0, + "executed_price": self.expected_latest_price, + "executed_quantity": 0.00025, + "executed_timestamp": "1567411795.000" + } + ] + } + + @property + def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: + mock_response = self.all_symbols_request_mock_response + + return None, mock_response + + @property + def network_status_request_successful_mock_response(self): + return {} + + @property + def trading_rules_request_mock_response(self): + return { + "rows": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "quote_min": 0, + "quote_max": 200000, + "quote_tick": 0.01, + "base_min": 0.00001, + "base_max": 300, + "base_tick": 0.00000001, + "min_notional": 1, + "price_range": 0.1, + "price_scope": None, + "created_time": "1571824137.000", + "updated_time": "1686530374.000", + "is_stable": 0, + "precisions": [ + 1, + 10, + 100, + 500, + 1000, + 10000 + ] + } + ], + "success": None + } + + @property + def trading_rules_request_erroneous_mock_response(self): + return { + "rows": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "min_notional": 1, + "price_range": 0.1, + "price_scope": None, + "created_time": "1571824137.000", + "updated_time": "1686530374.000", + "is_stable": 0, + "precisions": [ + 1, + 10, + 100, + 500, + 1000, + 10000 + ] + } + ], + "success": None + } + + @property + def order_creation_request_successful_mock_response(self): + return { + "success": True, + "timestamp": "1686537643.701", + "order_id": self.expected_exchange_order_id, + "order_type": "LIMIT", + "order_price": 20000, + "order_quantity": 0.001, + "order_amount": None, + "client_order_id": 0 + } + + @property + def balance_request_mock_response_for_base_and_quote(self): + return { + "holding": [{ + "token": self.base_asset, + "holding": 10, + "frozen": 5, + "interest": 0.0, + "outstanding_holding": -0.00080, + "pending_exposure": 0.0, + "opening_cost": -126.36839957, + "holding_cost": -125.69703515, + "realised_pnl": 73572.86125165, + "settled_pnl": 73573.5326161, + "fee_24_h": 0.01432411, + "settled_pnl_24_h": 0.67528081, + "updated_time": "1675220398" + }, { + "token": self.quote_asset, + "holding": 2000, + "frozen": 0, + "interest": 0.0, + "outstanding_holding": -0.00080, + "pending_exposure": 0.0, + "opening_cost": -126.36839957, + "holding_cost": -125.69703515, + "realised_pnl": 73572.86125165, + "settled_pnl": 73573.5326161, + "fee_24_h": 0.01432411, + "settled_pnl_24_h": 0.67528081, + "updated_time": "1675220398" + }], + "success": True + } + + @property + def balance_request_mock_response_only_base(self): + return { + "holding": [{ + "token": self.base_asset, + "holding": 10, + "frozen": 5, + "interest": 0.0, + "outstanding_holding": -0.00080, + "pending_exposure": 0.0, + "opening_cost": -126.36839957, + "holding_cost": -125.69703515, + "realised_pnl": 73572.86125165, + "settled_pnl": 73573.5326161, + "fee_24_h": 0.01432411, + "settled_pnl_24_h": 0.67528081, + "updated_time": "1675220398" + }], + "success": True + } + + @property + def balance_event_websocket_update(self): + return { + "topic": "balance", + "ts": 1686539285351, + "data": { + "balances": { + self.base_asset: { + "holding": 10, + "frozen": 5, + "interest": 0.0, + "pendingShortQty": 0.0, + "pendingExposure": 0.0, + "pendingLongQty": 0.004, + "pendingLongExposure": 0.0, + "version": 9, + "staked": 0.0, + "unbonding": 0.0, + "vault": 0.0, + "averageOpenPrice": 0.0, + "pnl24H": 0.0, + "fee24H": 0.00773214, + "markPrice": 25772.05, + "pnl24HPercentage": 0.0 + } + } + } + } + + @property + def expected_latest_price(self): + return 9999.9 + + @property + def expected_supported_order_types(self): + return [OrderType.LIMIT, OrderType.LIMIT_MAKER, OrderType.MARKET] + + @property + def expected_trading_rule(self): + return TradingRule( + trading_pair=self.trading_pair, + min_order_size=Decimal(str(self.trading_rules_request_mock_response["rows"][0]["base_min"])), + min_price_increment=Decimal(str(self.trading_rules_request_mock_response["rows"][0]["quote_tick"])), + min_base_amount_increment=Decimal(str(self.trading_rules_request_mock_response["rows"][0]['base_tick'])), + min_notional_size=Decimal(str(self.trading_rules_request_mock_response["rows"][0]["min_notional"])) + ) + + @property + def expected_logged_error_for_erroneous_trading_rule(self): + erroneous_rule = self.trading_rules_request_erroneous_mock_response["rows"][0] + return f"Error parsing the trading pair rule {erroneous_rule}. Skipping." + + @property + def expected_exchange_order_id(self): + return 28 + + @property + def is_order_fill_http_update_included_in_status_update(self) -> bool: + return True + + @property + def is_order_fill_http_update_executed_during_websocket_order_event_processing(self) -> bool: + return False + + @property + def expected_partial_fill_price(self) -> Decimal: + return Decimal(10500) + + @property + def expected_partial_fill_amount(self) -> Decimal: + return Decimal("0.5") + + @property + def expected_fill_fee(self) -> TradeFeeBase: + return DeductedFromReturnsTradeFee( + percent_token=self.quote_asset, + flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("30"))] + ) + + @property + def expected_fill_trade_id(self) -> str: + return str(30000) + + def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + return f"SPOT_{base_token}_{quote_token}" + + def create_exchange_instance(self): + client_config_map = ClientConfigAdapter(ClientConfigMap()) + + return WooXExchange( + client_config_map=client_config_map, + public_api_key="testAPIKey", + secret_api_key="testSecret", + application_id="applicationId", + trading_pairs=[self.trading_pair], + ) + + def validate_auth_credentials_present(self, request_call: RequestCall): + self._validate_auth_credentials_taking_parameters_from_argument(request_call) + + def validate_order_creation_request(self, order: InFlightOrder, request_call: RequestCall): + request_data = dict(request_call.kwargs["data"]) + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), request_data["symbol"]) + self.assertEqual(order.trade_type.name.upper(), request_data["side"]) + self.assertEqual(WooXExchange.woo_x_order_type(OrderType.LIMIT), request_data["order_type"]) + self.assertEqual(Decimal("100"), Decimal(request_data["order_quantity"])) + self.assertEqual(Decimal("10000"), Decimal(request_data["order_price"])) + self.assertEqual(order.client_order_id, request_data["client_order_id"]) + + def validate_order_cancelation_request(self, order: InFlightOrder, request_call: RequestCall): + request_data = dict(request_call.kwargs["params"]) + + self.assertEqual( + self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + request_data["symbol"] + ) + + self.assertEqual(order.client_order_id, request_data["client_order_id"]) + + def validate_order_status_request(self, order: InFlightOrder, request_call: RequestCall): + return True + # request_params = request_call.kwargs["params"] + # + # + # logging.info(f"request params: {request_params}") + # logging.info(f"request: {request_call}") + # + # self.assertEqual(order.exchange_order_id, request_params["order_id"]) + + def validate_trades_request(self, order: InFlightOrder, request_call: RequestCall): + return True + + def configure_successful_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + params = { + "client_order_id": order.client_order_id, + 'symbol': self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset) + } + + query = ('?' + '&'.join([f"{key}={value}" for key, value in sorted(params.items())])) if len( + params) != 0 else '' + + url = web_utils.public_rest_url(CONSTANTS.CANCEL_ORDER_PATH_URL) + query + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + response = self._order_cancelation_request_successful_mock_response(order=order) + + mock_api.delete(regex_url, body=json.dumps(response), callback=callback, repeat=True) + + return url + + def configure_erroneous_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + params = { + "client_order_id": order.client_order_id, + 'symbol': self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset) + } + + query = ('?' + '&'.join([f"{key}={value}" for key, value in sorted(params.items())])) if len( + params) != 0 else '' + + url = web_utils.public_rest_url(CONSTANTS.CANCEL_ORDER_PATH_URL) + query + + response = {"status": "CANCEL_FAILED"} + + mock_api.delete(url, body=json.dumps(response), callback=callback, repeat=True) + + return url + + def configure_order_not_found_error_cancelation_response( + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + url = web_utils.public_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = {"code": -2011, "msg": "Unknown order sent."} + mock_api.delete(regex_url, status=400, body=json.dumps(response), callback=callback) + return url + + def configure_one_successful_one_erroneous_cancel_all_response( + self, + successful_order: InFlightOrder, + erroneous_order: InFlightOrder, + mock_api: aioresponses) -> List[str]: + """ + :return: a list of all configured URLs for the cancelations + """ + all_urls = [] + url = self.configure_successful_cancelation_response(order=successful_order, mock_api=mock_api) + all_urls.append(url) + url = self.configure_erroneous_cancelation_response(order=erroneous_order, mock_api=mock_api) + all_urls.append(url) + return all_urls + + def configure_completely_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.public_rest_url(CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + response = self._order_status_request_completely_filled_mock_response(order=order) + + mock_api.get(regex_url, body=json.dumps(response), callback=callback, repeat=True) + + return url + + def configure_canceled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + url = web_utils.public_rest_url(CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + response = self._order_status_request_canceled_mock_response(order=order) + + mock_api.get(regex_url, body=json.dumps(response), callback=callback, repeat=True) + + return url + + def configure_erroneous_http_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + url = web_utils.public_rest_url( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + + regex_url = re.compile(url + r"\?.*") + + mock_api.get(regex_url, status=400, callback=callback) + + return url + + def configure_open_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + """ + :return: the URL configured + """ + url = web_utils.public_rest_url( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + response = self._order_status_request_open_mock_response(order=order) + + mock_api.get(regex_url, body=json.dumps(response), callback=callback, repeat=True) + + return url + + def configure_http_error_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.public_rest_url( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_api.get(regex_url, status=401, callback=callback, repeat=True) + return url + + def configure_partially_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + url = web_utils.public_rest_url( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + response = self._order_status_request_partially_filled_mock_response(order=order) + + mock_api.get(regex_url, body=json.dumps(response), callback=callback, repeat=True) + + return url + + def configure_order_not_found_error_order_status_response( + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> List[str]: + url = web_utils.public_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = {"code": -2013, "msg": "Order does not exist."} + mock_api.get(regex_url, body=json.dumps(response), status=400, callback=callback) + return [url] + + def configure_partial_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + url = web_utils.public_rest_url( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + + regex_url = re.compile(url + r"\?.*") + + response = self._order_fills_request_partial_fill_mock_response(order=order) + + mock_api.get(regex_url, body=json.dumps(response), callback=callback) + + return url + + def configure_full_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + url = web_utils.public_rest_url( + path_url=CONSTANTS.GET_ORDER_BY_CLIENT_ORDER_ID_PATH.format(order.client_order_id)) + + regex_url = re.compile(url + r"\?.*") + + response = self._order_fills_request_full_fill_mock_response(order=order) + + mock_api.get(regex_url, body=json.dumps(response), callback=callback, repeat=True) + + return url + + def order_event_for_new_order_websocket_update(self, order: InFlightOrder): + return { + "topic": "executionreport", + "ts": 1686588154387, + "data": { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "clientOrderId": int(order.client_order_id), + "orderId": int(order.exchange_order_id), + "type": order.order_type.name.upper(), + "side": order.trade_type.name.upper(), + "quantity": float(order.amount), + "price": float(order.price), + "tradeId": 0, + "executedPrice": 0.0, + "executedQuantity": 0.0, + "fee": 0.0, + "feeAsset": "BTC", + "totalExecutedQuantity": 0.0, + "status": "NEW", + "reason": "", + "orderTag": "default", + "totalFee": 0.0, + "visible": 0.001, + "timestamp": 1686588154387, + "reduceOnly": False, + "maker": False + } + } + + def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): + return { + "topic": "executionreport", + "ts": 1686588270140, + "data": { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "clientOrderId": int(order.client_order_id), + "orderId": int(order.exchange_order_id), + "type": order.order_type.name.upper(), + "side": order.trade_type.name.upper(), + "quantity": float(order.amount), + "price": float(order.price), + "tradeId": 0, + "executedPrice": 0.0, + "executedQuantity": 0.0, + "fee": 0.0, + "feeAsset": "BTC", + "totalExecutedQuantity": 0.0, + "status": "CANCELLED", + "reason": "", + "orderTag": "default", + "totalFee": 0.0, + "visible": 0.001, + "timestamp": 1686588270140, + "reduceOnly": False, + "maker": False + } + } + + def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): + return { + "topic": "executionreport", + "ts": 1686588450683, + "data": { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "clientOrderId": int(order.client_order_id), + "orderId": 199270655, + "type": order.order_type.name.upper(), + "side": order.trade_type.name.upper(), + "quantity": float(order.amount), + "price": float(order.price), + "tradeId": 250106703, + "executedPrice": float(order.price), + "executedQuantity": float(order.amount), + "fee": float(self.expected_fill_fee.flat_fees[0].amount), + "feeAsset": self.expected_fill_fee.flat_fees[0].token, + "totalExecutedQuantity": float(order.amount), + "avgPrice": float(order.price), + "status": "FILLED", + "reason": "", + "orderTag": "default", + "totalFee": 0.00000030, + "visible": 0.001, + "timestamp": 1686588450683, + "reduceOnly": False, + "maker": True + } + } + + def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): + return None + + @patch("secrets.randbelow") + def test_client_order_id_on_order(self, mocked_secret): + mocked_secret.return_value = 10 + + result = self.exchange.buy( + trading_pair=self.trading_pair, + amount=Decimal("1"), + order_type=OrderType.LIMIT, + price=Decimal("2"), + ) + + expected_client_order_id = str(secrets.randbelow(9223372036854775807)) + + logging.error(expected_client_order_id) + + self.assertEqual(result, expected_client_order_id) + + mocked_secret.return_value = 20 + + expected_client_order_id = str(secrets.randbelow(9223372036854775807)) + + result = self.exchange.sell( + trading_pair=self.trading_pair, + amount=Decimal("1"), + order_type=OrderType.LIMIT, + price=Decimal("2"), + ) + + self.assertEqual(result, expected_client_order_id) + + @aioresponses() + def test_cancel_order_not_found_in_the_exchange(self, mock_api): + # Disabling this test because the connector has not been updated yet to validate + # order not found during cancellation (check _is_order_not_found_during_cancelation_error) + pass + + @aioresponses() + def test_lost_order_removed_if_not_found_during_order_status_update(self, mock_api): + # Disabling this test because the connector has not been updated yet to validate + # order not found during status update (check _is_order_not_found_during_status_update_error) + pass + + @aioresponses() + def test_check_network_failure(self, mock_api): + # Disabling this test because Woo X does not have an endpoint to check health. + pass + + @aioresponses() + def test_check_network_raises_cancel_exception(self, mock_api): + # Disabling this test because Woo X does not have an endpoint to check health. + pass + + @aioresponses() + def test_check_network_success(self, mock_api): + # Disabling this test because Woo X does not have an endpoint to check health. + pass + + @aioresponses() + def test_update_order_status_when_filled_correctly_processed_even_when_trade_fill_update_fails(self, mock_api): + pass + + def _validate_auth_credentials_taking_parameters_from_argument(self, request_call: RequestCall): + headers = request_call.kwargs["headers"] + + self.assertIn("x-api-key", headers) + self.assertIn("x-api-signature", headers) + self.assertIn("x-api-timestamp", headers) + + self.assertEqual("testAPIKey", headers["x-api-key"]) + + def _order_cancelation_request_successful_mock_response(self, order: InFlightOrder) -> Any: + return { + "success": True, + "status": "CANCEL_SENT" + } + + def _order_status_request_completely_filled_mock_response(self, order: InFlightOrder) -> Any: + return { + "success": True, + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "FILLED", + "side": "BUY", + "created_time": "1686558570.495", + "order_id": int(order.exchange_order_id), + "order_tag": "default", + "price": float(order.price), + "type": "LIMIT", + "quantity": float(order.amount), + "amount": None, + "visible": float(order.amount), + "executed": float(order.amount), + "total_fee": 3e-07, + "fee_asset": "BTC", + "client_order_id": int(order.client_order_id), + "reduce_only": False, + "realized_pnl": None, + "average_executed_price": 10500, + "Transactions": [ + { + "id": self.expected_fill_trade_id, + "symbol": self.exchange_symbol_for_tokens(order.base_asset, order.quote_asset), + "order_id": int(order.exchange_order_id), + "fee": float(self.expected_fill_fee.flat_fees[0].amount), + "side": "BUY", + "executed_timestamp": "1686558583.434", + "executed_price": float(order.price), + "executed_quantity": float(order.amount), + "fee_asset": self.expected_fill_fee.flat_fees[0].token, + "is_maker": 1, + "realized_pnl": None + } + ] + } + + def _order_status_request_canceled_mock_response(self, order: InFlightOrder) -> Any: + return { + "success": True, + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "CANCELLED", + "side": order.trade_type.name.upper(), + "created_time": "1686558863.782", + "order_id": int(order.exchange_order_id), + "order_tag": "default", + "price": float(order.price), + "type": order.order_type.name.upper(), + "quantity": float(order.amount), + "amount": None, + "visible": float(order.amount), + "executed": 0, + "total_fee": 0, + "fee_asset": "BTC", + "client_order_id": int(order.client_order_id), + "reduce_only": False, + "realized_pnl": None, + "average_executed_price": None, + "Transactions": [] + } + + def _order_status_request_open_mock_response(self, order: InFlightOrder) -> Any: + return { + "success": True, + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "NEW", + "side": order.trade_type.name.upper(), + "created_time": "1686559699.983", + "order_id": int(order.exchange_order_id), + "order_tag": "default", + "price": float(order.price), + "type": order.order_type.name.upper(), + "quantity": float(order.amount), + "amount": None, + "visible": float(order.amount), + "executed": 0, + "total_fee": 0, + "fee_asset": "BTC", + "client_order_id": int(order.client_order_id), + "reduce_only": False, + "realized_pnl": None, + "average_executed_price": None, + "Transactions": [] + } + + def _order_status_request_partially_filled_mock_response(self, order: InFlightOrder) -> Any: + return { + "success": True, + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "PARTIAL_FILLED", + "side": "BUY", + "created_time": "1686558570.495", + "order_id": order.exchange_order_id, + "order_tag": "default", + "price": float(order.price), + "type": "LIMIT", + "quantity": float(order.amount), + "amount": None, + "visible": float(order.amount), + "executed": float(order.amount), + "total_fee": 3e-07, + "fee_asset": "BTC", + "client_order_id": order.client_order_id, + "reduce_only": False, + "realized_pnl": None, + "average_executed_price": 10500, + "Transactions": [ + { + "id": self.expected_fill_trade_id, + "symbol": self.exchange_symbol_for_tokens(order.base_asset, order.quote_asset), + "order_id": int(order.exchange_order_id), + "fee": float(self.expected_fill_fee.flat_fees[0].amount), + "side": "BUY", + "executed_timestamp": "1686558583.434", + "executed_price": float(self.expected_partial_fill_price), + "executed_quantity": float(self.expected_partial_fill_amount), + "fee_asset": self.expected_fill_fee.flat_fees[0].token, + "is_maker": 1, + "realized_pnl": None + } + ] + } + + def _order_fills_request_partial_fill_mock_response(self, order: InFlightOrder): + return { + "success": True, + "meta": { + "total": 65, + "records_per_page": 100, + "current_page": 1 + }, + "rows": [ + { + "id": self.expected_fill_trade_id, + "symbol": self.exchange_symbol_for_tokens(order.base_asset, order.quote_asset), + "fee": float(self.expected_fill_fee.flat_fees[0].amount), + "side": "BUY", + "executed_timestamp": "1686585723.908", + "order_id": int(order.exchange_order_id), + "order_tag": "default", + "executed_price": float(self.expected_partial_fill_price), + "executed_quantity": float(self.expected_partial_fill_amount), + "fee_asset": self.expected_fill_fee.flat_fees[0].token, + "is_maker": 0, + "realized_pnl": None + } + ] + } + + def _order_fills_request_full_fill_mock_response(self, order: InFlightOrder): + return { + "success": True, + "meta": { + "total": 65, + "records_per_page": 100, + "current_page": 1 + }, + "rows": [ + { + "id": self.expected_fill_trade_id, + "symbol": self.exchange_symbol_for_tokens(order.base_asset, order.quote_asset), + "fee": float(self.expected_fill_fee.flat_fees[0].amount), + "side": "BUY", + "executed_timestamp": "1686585723.908", + "order_id": int(order.exchange_order_id), + "order_tag": "default", + "executed_price": float(order.price), + "executed_quantity": float(order.amount), + "fee_asset": self.expected_fill_fee.flat_fees[0].token, + "is_maker": 0, + "realized_pnl": None + } + ] + } diff --git a/test/hummingbot/connector/exchange/woo_x/test_woo_x_order_book.py b/test/hummingbot/connector/exchange/woo_x/test_woo_x_order_book.py new file mode 100644 index 0000000000..0d61e320a9 --- /dev/null +++ b/test/hummingbot/connector/exchange/woo_x/test_woo_x_order_book.py @@ -0,0 +1,105 @@ +from unittest import TestCase + +from hummingbot.connector.exchange.woo_x.woo_x_order_book import WooXOrderBook +from hummingbot.core.data_type.order_book_message import OrderBookMessageType + + +class WooXOrderBookTests(TestCase): + + def test_snapshot_message_from_exchange(self): + snapshot_message = WooXOrderBook.snapshot_message_from_exchange( + msg={ + "success": True, + "asks": [ + { + "price": 10669.4, + "quantity": 1.56263218 + }, + ], + "bids": [ + { + "price": 10669.3, + "quantity": 0.88159988 + }, + ], + "timestamp": 1564710591905 + }, + timestamp=1564710591905, + metadata={"trading_pair": "COINALPHA-HBOT"} + ) + + self.assertEqual(OrderBookMessageType.SNAPSHOT, snapshot_message.type) + self.assertEqual(1564710591905, snapshot_message.timestamp) + self.assertEqual(1564710591905, snapshot_message.update_id) + self.assertEqual(-1, snapshot_message.trade_id) + self.assertEqual(1, len(snapshot_message.bids)) + self.assertEqual(10669.3, snapshot_message.bids[0].price) + self.assertEqual(0.88159988, snapshot_message.bids[0].amount) + self.assertEqual(1564710591905, snapshot_message.bids[0].update_id) + self.assertEqual(1, len(snapshot_message.asks)) + self.assertEqual(10669.4, snapshot_message.asks[0].price) + self.assertEqual(1.56263218, snapshot_message.asks[0].amount) + self.assertEqual(1564710591905, snapshot_message.asks[0].update_id) + + def test_diff_message_from_exchange(self): + diff_msg = WooXOrderBook.diff_message_from_exchange( + msg={ + "topic": "SPOT_BTC_USDT@orderbookupdate", + "ts": 1618826337580, + "data": { + "symbol": "SPOT_BTC_USDT", + "prevTs": 1618826337380, + "asks": [ + [ + 56749.15, + 3.92864 + ], + ], + "bids": [ + [ + 56745.2, + 1.03895025 + ], + ] + } + }, + metadata={"trading_pair": "BTC-USDT"} + ) + + self.assertEqual(1618826337580, diff_msg.timestamp) + self.assertEqual(1618826337580, diff_msg.update_id) + self.assertEqual(1618826337580, diff_msg.first_update_id) + self.assertEqual(-1, diff_msg.trade_id) + self.assertEqual(1, len(diff_msg.bids)) + self.assertEqual(56745.2, diff_msg.bids[0].price) + self.assertEqual(1.03895025, diff_msg.bids[0].amount) + self.assertEqual(1618826337580, diff_msg.bids[0].update_id) + self.assertEqual(1, len(diff_msg.asks)) + self.assertEqual(56749.15, diff_msg.asks[0].price) + self.assertEqual(3.92864, diff_msg.asks[0].amount) + self.assertEqual(1618826337580, diff_msg.asks[0].update_id) + + def test_trade_message_from_exchange(self): + trade_update = { + "topic": "SPOT_ADA_USDT@trade", + "ts": 1618820361552, + "data": { + "symbol": "SPOT_ADA_USDT", + "price": 1.27988, + "size": 300, + "side": "BUY", + "source": 0 + } + } + + trade_message = WooXOrderBook.trade_message_from_exchange( + msg=trade_update, + metadata={"trading_pair": "ADA-USDT"} + ) + + self.assertEqual("ADA-USDT", trade_message.trading_pair) + self.assertEqual(OrderBookMessageType.TRADE, trade_message.type) + self.assertEqual(1618820361.552, trade_message.timestamp) + self.assertEqual(-1, trade_message.update_id) + self.assertEqual(-1, trade_message.first_update_id) + self.assertEqual(1618820361552, trade_message.trade_id) diff --git a/test/hummingbot/connector/exchange/woo_x/test_woo_x_utils.py b/test/hummingbot/connector/exchange/woo_x/test_woo_x_utils.py new file mode 100644 index 0000000000..b658fbf8b5 --- /dev/null +++ b/test/hummingbot/connector/exchange/woo_x/test_woo_x_utils.py @@ -0,0 +1,40 @@ +import unittest + +from hummingbot.connector.exchange.woo_x import woo_x_utils as utils + + +class WooXUtilTestCases(unittest.TestCase): + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.base_asset = "BTC" + cls.quote_asset = "USDT" + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.hb_trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.ex_trading_pair = f"{cls.base_asset}{cls.quote_asset}" + + def test_is_exchange_information_valid(self): + invalid_info_1 = { + "symbol": "MARGIN_BTC_USDT", + } + + self.assertFalse(utils.is_exchange_information_valid(invalid_info_1)) + + invalid_info_2 = { + "symbol": "PERP_BTC_ETH", + } + + self.assertFalse(utils.is_exchange_information_valid(invalid_info_2)) + + invalid_info_3 = { + "symbol": "BTC-USDT", + } + + self.assertFalse(utils.is_exchange_information_valid(invalid_info_3)) + + valid_info_4 = { + "symbol": f"SPOT_{self.base_asset}_{self.quote_asset}", + } + + self.assertTrue(utils.is_exchange_information_valid(valid_info_4)) diff --git a/test/hummingbot/connector/exchange/woo_x/test_woo_x_web_utils.py b/test/hummingbot/connector/exchange/woo_x/test_woo_x_web_utils.py new file mode 100644 index 0000000000..4f067178d2 --- /dev/null +++ b/test/hummingbot/connector/exchange/woo_x/test_woo_x_web_utils.py @@ -0,0 +1,11 @@ +from unittest import TestCase + +from hummingbot.connector.exchange.woo_x import woo_x_constants as CONSTANTS, woo_x_web_utils as web_utils + + +class WebUtilsTests(TestCase): + def test_rest_url(self): + url = web_utils.public_rest_url(path_url=CONSTANTS.MARKET_TRADES_PATH, domain=CONSTANTS.DEFAULT_DOMAIN) + self.assertEqual('https://api.woo.org/v1/public/market_trades', url) + url = web_utils.public_rest_url(path_url=CONSTANTS.MARKET_TRADES_PATH, domain='woo_x_testnet') + self.assertEqual('https://api.staging.woo.org/v1/public/market_trades', url) From 59da86b644c0535bc2ae78cd0c32bf54f8500bbd Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Mon, 19 Jun 2023 16:04:19 -0300 Subject: [PATCH 115/359] Working at Client unittests (wip) --- .../kujira/test_gateway_http_client_clob.py | 64 +++++++++++------- .../gateway_http_client_clob_fixture.db | Bin 36864 -> 36864 bytes 2 files changed, 38 insertions(+), 26 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index 7bafca5189..fdf6bf2f60 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -45,45 +45,57 @@ def tearDownClass(cls) -> None: @async_test(loop=ev_loop) async def test_clob_place_order(self): - result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_place_order( - connector="kujira", - chain="kujira", - network="mainnet", - trading_pair=combine_to_hb_trading_pair(base="KUJI", quote="DEMO"), - address="kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock - trade_type=TradeType.BUY, - order_type=OrderType.LIMIT, - price=Decimal("0.001"), - size=Decimal("100"), - ) + + payload = { + "connector": "kujira", + "chain": "kujira", + "network": "testnet", + "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", + "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", + "side": "BUY", + "price": 0.001, + "amount": 1.0, + "type": "LIMIT", + "payerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" + } + + result: Dict[str, Any] = await GatewayHttpClient.get_instance().kujira_post_order(payload=payload) + self.assertGreater(Decimal(result["id"]), 0) + self.assertEqual(result["marketName"], "KUJI/DEMO") self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") self.assertEqual(result["price"], "0.001") self.assertEqual(result["amount"], "100") - self.assertEqual(result["amount"], "100") self.assertEqual(result["side"], "BUY") - self.assertEqual(result["marketName"], "KUJI/DEMO") - self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") self.assertEqual(result["status"], "OPEN") self.assertEqual(result["type"], "LIMIT") + self.assertGreater(Decimal(result["fee"]), 0) self.assertEqual(len(result["hashes"]["creation"]), 64) @async_test(loop=ev_loop) async def test_clob_cancel_order(self): - result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_cancel_order( - connector="kujira", - chain="kujira", - network="testnet", - trading_pair=combine_to_hb_trading_pair(base="KUJI", quote="DEMO"), - address="kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock - exchange_order_id="198462", # noqa: mock - ) + payload = { + "connector": "kujira", + "chain": "kujira", + "network": "testnet", + "id": "198462", + "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", + "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" + } - self.assertEqual("mainnet", result["network"]) - self.assertEqual(1647066436595, result["timestamp"]) - self.assertEqual(2, result["latency"]) - self.assertEqual("0x7E5F4552091A69125d5DfCb7b8C2659029395Bdf", result["txHash"]) # noqa: mock + result = await GatewayHttpClient.get_instance().kujira_delete_order(payload=payload) + + self.assertGreater(len(result["id"]), 0) + self.assertEqual(result["market"]["name"], "KUJI/DEMO") + self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") + self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["status"], "CANCELLED") + self.assertEqual(result["type"], "LIMIT") + self.assertGreater(Decimal(result["fee"]), 0) + self.assertEqual(len(result["hashes"]["cancellation"]), 64) @async_test(loop=ev_loop) async def test_clob_order_status_updates(self): diff --git a/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db b/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db index a38efa1a7665dc1f892e0fe2a54a62caafcb2c31..dcdb0ec1fcfddd84a22b1d2760f47e705c238db1 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=?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Mon, 19 Jun 2023 18:04:23 -0300 Subject: [PATCH 116/359] Working at Client unittests (wip) --- .../kujira/test_gateway_http_client_clob.py | 114 ++++++++++-------- .../gateway_http_client_clob_fixture.db | Bin 36864 -> 36864 bytes 2 files changed, 64 insertions(+), 50 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index fdf6bf2f60..b651cceef2 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -44,8 +44,7 @@ def tearDownClass(cls) -> None: cls._patch_stack.close() @async_test(loop=ev_loop) - async def test_clob_place_order(self): - + async def test_kujira_place_order(self): payload = { "connector": "kujira", "chain": "kujira", @@ -75,7 +74,7 @@ async def test_clob_place_order(self): self.assertEqual(len(result["hashes"]["creation"]), 64) @async_test(loop=ev_loop) - async def test_clob_cancel_order(self): + async def test_kujira_cancel_order(self): payload = { "connector": "kujira", "chain": "kujira", @@ -98,63 +97,69 @@ async def test_clob_cancel_order(self): self.assertEqual(len(result["hashes"]["cancellation"]), 64) @async_test(loop=ev_loop) - async def test_clob_order_status_updates(self): - result = await GatewayHttpClient.get_instance().get_clob_order_status_updates( - trading_pair="COIN-ALPHA", - chain="kujira", - network="mainnet", - connector="kujira", - address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock - ) + async def test_kujira_get_order_status_update(self): + payload = { + "connector": "kujira", + "chain": "kujira", + "network": "testnet", + "id": "198462", + "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" + } - self.assertEqual(2, len(result["orders"])) - self.assertEqual("EOID1", result["orders"][0]["exchangeID"]) - self.assertEqual("EOID2", result["orders"][1]["exchangeID"]) + result = await GatewayHttpClient.get_instance().kujira_get_order(payload=payload) - result = await GatewayHttpClient.get_instance().get_clob_order_status_updates( - trading_pair="COIN-ALPHA", - chain="kujira", - network="mainnet", - connector="kujira", - address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock - exchange_order_id="0x66b533792f45780fc38573bfd60d6043ab266471607848fb71284cd0d9eecff9", # noqa: mock - ) - - self.assertEqual(1, len(result["orders"])) - self.assertEqual("EOID1", result["orders"][0]["exchangeID"]) + self.assertGreater(len(result["id"]), 0) + self.assertEqual(result["market"]["name"], "KUJI/DEMO") + self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") + self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["status"], "OPEN") + self.assertEqual(result["type"], "LIMIT") + self.assertGreater(result["creationTimestamp"], 0) + self.assertEqual(result["connectorOrder"]["original_offer_amount"], "100000000") @async_test(loop=ev_loop) - async def test_get_clob_all_markets(self): - result = await GatewayHttpClient.get_instance().get_clob_markets( - connector="kujira", chain="kujira", network="mainnet" - ) - - self.assertEqual(2, len(result["markets"])) - self.assertEqual("COIN-ALPHA", result["markets"][1]["tradingPair"]) + async def test_kujira_get_market(self): + payload = { + "chain": "kujira", + "network": "testnet", + "id": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", + } - @async_test(loop=ev_loop) - async def test_get_clob_single_market(self): - result = await GatewayHttpClient.get_instance().get_clob_markets( - connector="kujira", chain="kujira", network="mainnet", trading_pair="COIN-ALPHA" - ) + result = await GatewayHttpClient.get_instance().kujira_get_market(payload=payload) - self.assertEqual(1, len(result["markets"])) - self.assertEqual("COIN-ALPHA", result["markets"][0]["tradingPair"]) + self.assertEqual(result["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") + self.assertEqual(result["name"], "KUJI/DEMO") + self.assertEqual(result["baseToken"], {"id": "ukuji", "name": "KUJI", "symbol": "KUJI", "decimals": 6}) + self.assertEqual(result["quoteToken"], + {"id": "factory/kujira1ltvwg69sw3c5z99c6rr08hal7v0kdzfxz07yj5/demo", "name": "DEMO", + "symbol": "DEMO", "decimals": 6}) + self.assertEqual(result["minimumOrderSize"], "0.001") + self.assertEqual(result["minimumPriceIncrement"], "0.001") + self.assertEqual(result["minimumBaseAmountIncrement"], "0.001") + self.assertEqual(result["minimumQuoteAmountIncrement"], "0.001") + self.assertEqual(result["fees"], {"maker": "0.075", "taker": "0.15", "serviceProvider": "0"}) @async_test(loop=ev_loop) - async def test_get_clob_orderbook(self): - result = await GatewayHttpClient.get_instance().get_clob_orderbook_snapshot( - trading_pair="COIN-ALPHA", connector="kujira", chain="kujira", network="mainnet" - ) - - expected_orderbook = { - "bids": [[1, 2], [3, 4]], - "asks": [[5, 6]], + async def test_kujira_get_orderbook(self): + payload = { + "chain": "kujira", + "network": "testnet", + "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", } - self.assertEqual(expected_orderbook, result["orderbook"]) + + result = await GatewayHttpClient.get_instance().kujira_get_order_book(payload=payload) + + self.assertEqual(result["market"]["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") + self.assertEqual(len(result["bids"]), 3) + self.assertEqual(len(result["asks"]), 3) + self.assertGreater(Decimal(result["bestBid"]["price"]), 0) + self.assertGreater(Decimal(result["bestAsk"]["price"]), 0) + self.assertEqual(len(result["connectorOrderBook"]["base"]), 3) + self.assertEqual(len(result["connectorOrderBook"]["quote"]), 3) @async_test(loop=ev_loop) - async def test_get_clob_ticker(self): + async def test_kujira_get_ticker(self): result = await GatewayHttpClient.get_instance().get_clob_ticker( connector="kujira", chain="kujira", network="mainnet" ) @@ -184,7 +189,7 @@ async def test_get_clob_ticker(self): self.assertEqual(expected_markets, result["markets"]) @async_test(loop=ev_loop) - async def test_clob_batch_order_update(self): + async def test_kujira_batch_order_update(self): trading_pair = combine_to_hb_trading_pair(base="COIN", quote="ALPHA") order_to_create = GatewayInFlightOrder( client_order_id="someOrderIDCreate", @@ -218,3 +223,12 @@ async def test_clob_batch_order_update(self): self.assertEqual(1647066456595, result["timestamp"]) self.assertEqual(3, result["latency"]) self.assertEqual("0x7E5F4552091A69125d5DfCb7b8C2659029395Ceg", result["txHash"]) # noqa: mock + + @async_test(loop=ev_loop) + async def test_kujira_get_all_markets(self): + result = await GatewayHttpClient.get_instance().get_clob_markets( + connector="kujira", chain="kujira", network="mainnet" + ) + + self.assertEqual(2, len(result["markets"])) + self.assertEqual("COIN-ALPHA", result["markets"][1]["tradingPair"]) diff --git a/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db b/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db index dcdb0ec1fcfddd84a22b1d2760f47e705c238db1..f5542cffeca411c019da17f9e916664100309a8c 100644 GIT binary patch delta 2193 zcmbVMZA=?w9KUNR1-xtRplnWrahU{XfqU;AA9O6)D1kdcO= z2{CNGkSF_qMl+2u@r#K${p?pim_=j!>^DvPw!~>7zWtw4+N;o+dC6U#=eg(i`~BZ< z-SgbK=Xv{SI!O>jGrUdkdiHvwWb(85kAeYj@BthU{@_9I*Wd%^)RR91pND;88+?2r z_%sAss1JxR)k9Dp(+O&V>Y+BMpXk9rFCC%}oQ`ull>a-zmx_4j&`Xg{q~3Yr%vt&l z(U!99Y<_THAY&!8Ov=hX=beQMPoejQ{Vgk6F0I>bz20l(BdVd*wLuGg7aBm@LfyOP zePLMT(RP0a`o6End#HnHsHRJnl@7ab&Q$;Bq_@QrbNuX(r{UG}fq*l{e?im0;3cn< 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zYE%+MDHiYvXsoI!o5*1xG#tmoi}TOTUrby)M`T6@$ZTGD1Vm4aO_Tk`=w98fRNj&8 z$ajwLJ%xO4(S)xxm^NT1l7uOoBV5udQRbd|5LfrDr{rS})5}%wpT?iko<}M0zqo;*s;fBi)dV zvJN*}k7G+O)I6=#|F1+TU(nGKBCe5Zj4X;#sh}*BvPA8{^>_gdWwfj1k{rt9!yD1C z9FMKV2IJ9~l#*hpXe6bmiX_FOk{XZ1)&`VD;c}^@YR1`YURh6;b1AiSiVPqk#)rh{ zAokMmx^JlC4OnA10vSZ5marX?w&NkvEaDMqMt)t@j!5f#p27wzTY|osOXV9P$Y?=M zwn2H@|HhiCWO8zr41GYV1n_V75=cgjlw|nin&dwUT&?hUS?#uV%KoQ)&wiTyjeVE( v+rG1H*xL7te_QJxU-^cH^z9Yse(wULcbDsLkF{GlJVPE6E^D1DJoWwu|5bB+ From 134f110b53ae1f1301d49f1e4aae3882e469d93a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Tue, 20 Jun 2023 12:41:20 -0300 Subject: [PATCH 117/359] Working at Client unittests --- .../kujira/test_gateway_http_client_clob.py | 167 ++++++++++-------- .../gateway_http_client_clob_fixture.db | Bin 36864 -> 45056 bytes 2 files changed, 97 insertions(+), 70 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index b651cceef2..e05620d0be 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -10,8 +10,6 @@ from aiohttp import ClientSession from aiounittest import async_test -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.data_type.common import OrderType from hummingbot.core.event.events import TradeType from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient @@ -51,10 +49,10 @@ async def test_kujira_place_order(self): "network": "testnet", "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", - "side": "BUY", + "side": TradeType.BUY.name, "price": 0.001, "amount": 1.0, - "type": "LIMIT", + "type": OrderType.LIMIT.name, "payerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" } @@ -67,9 +65,9 @@ async def test_kujira_place_order(self): self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") self.assertEqual(result["price"], "0.001") self.assertEqual(result["amount"], "100") - self.assertEqual(result["side"], "BUY") + self.assertEqual(result["side"], TradeType.BUY.name) self.assertEqual(result["status"], "OPEN") - self.assertEqual(result["type"], "LIMIT") + self.assertEqual(result["type"], OrderType.LIMIT.name) self.assertGreater(Decimal(result["fee"]), 0) self.assertEqual(len(result["hashes"]["creation"]), 64) @@ -92,7 +90,7 @@ async def test_kujira_cancel_order(self): self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") self.assertEqual(result["status"], "CANCELLED") - self.assertEqual(result["type"], "LIMIT") + self.assertEqual(result["type"], OrderType.LIMIT.name) self.assertGreater(Decimal(result["fee"]), 0) self.assertEqual(len(result["hashes"]["cancellation"]), 64) @@ -114,7 +112,7 @@ async def test_kujira_get_order_status_update(self): self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") self.assertEqual(result["status"], "OPEN") - self.assertEqual(result["type"], "LIMIT") + self.assertEqual(result["type"], OrderType.LIMIT.name) self.assertGreater(result["creationTimestamp"], 0) self.assertEqual(result["connectorOrder"]["original_offer_amount"], "100000000") @@ -160,75 +158,104 @@ async def test_kujira_get_orderbook(self): @async_test(loop=ev_loop) async def test_kujira_get_ticker(self): - result = await GatewayHttpClient.get_instance().get_clob_ticker( - connector="kujira", chain="kujira", network="mainnet" - ) - expected_markets = [ - { - "pair": "COIN-ALPHA", - "lastPrice": 9, - }, - { - "pair": "BTC-USDT", - "lastPrice": 10, - } - ] - - self.assertEqual(expected_markets, result["markets"]) - - result = await GatewayHttpClient.get_instance().get_clob_ticker( - connector="kujira", chain="", network="mainnet", trading_pair="COIN-ALPHA" - ) - expected_markets = [ - { - "pair": "COIN-ALPHA", - "lastPrice": 9, - }, - ] + payload = { + "chain": "kujira", + "network": "testnet", + "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", + } - self.assertEqual(expected_markets, result["markets"]) + result = await GatewayHttpClient.get_instance().kujira_get_ticker(payload=payload) + + self.assertEqual(result["market"]["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") + self.assertEqual(result["market"]["name"], "KUJI/DEMO") + self.assertGreater(Decimal(result["price"]), 0) + self.assertIsNot(result["timestamp"], 0) + self.assertGreater(Decimal(result["price"]), 0) + self.assertEqual(Decimal(result["ticker"]["price"]), Decimal(result["price"])) @async_test(loop=ev_loop) async def test_kujira_batch_order_update(self): - trading_pair = combine_to_hb_trading_pair(base="COIN", quote="ALPHA") - order_to_create = GatewayInFlightOrder( - client_order_id="someOrderIDCreate", - trading_pair=trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - creation_timestamp=123123123, - amount=Decimal("10"), - price=Decimal("100"), - ) - order_to_cancel = GatewayInFlightOrder( - client_order_id="someOrderIDCancel", - trading_pair=trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.SELL, - creation_timestamp=123123123, - price=Decimal("90"), - amount=Decimal("9"), - exchange_order_id="someExchangeOrderID", - ) - result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_batch_order_modify( - connector="kujira", - chain="kujira", - network="mainnet", - address="0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock - orders_to_create=[order_to_create], - orders_to_cancel=[order_to_cancel], - ) + payload = { + "chain": "kujira", + "network": "testnet", + "ids": ["5680", "5681"], + "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", + "status": "OPEN" + } + + result = await GatewayHttpClient.get_instance().kujira_get_orders(payload=payload) + + self.assertEqual(len(result), 2) + + self.assertIsNotNone(result.get("5680")) + self.assertEqual(result["5680"]["marketName"], "KUJI/DEMO") + self.assertEqual(result["5680"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["5680"]["side"], TradeType.BUY.name) + self.assertEqual(result["5680"]["type"], OrderType.LIMIT.name) + self.assertEqual(result["5680"]["status"], "OPEN") + self.assertEqual(result["5680"]["creationTimestamp"], 1685739617894166000) - self.assertEqual("mainnet", result["network"]) - self.assertEqual(1647066456595, result["timestamp"]) - self.assertEqual(3, result["latency"]) - self.assertEqual("0x7E5F4552091A69125d5DfCb7b8C2659029395Ceg", result["txHash"]) # noqa: mock + self.assertIsNotNone(result.get("5681")) + self.assertEqual(result["5681"]["marketName"], "KUJI/DEMO") + self.assertEqual(result["5681"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["5681"]["side"], TradeType.SELL.name) + self.assertEqual(result["5681"]["type"], OrderType.LIMIT.name) + self.assertEqual(result["5681"]["status"], "OPEN") + self.assertEqual(result["5681"]["creationTimestamp"], 1685739617894166000) + + @async_test(loop=ev_loop) + async def test_kujira_cancel_orders(self): + payload = { + "chain": "kujira", + "network": "testnet", + "ids": ["5680", "5681"], + "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", + "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" + } + + result = await GatewayHttpClient.get_instance().kujira_delete_orders(payload=payload) + + self.assertEqual(len(result), 2) + + self.assertIsNotNone(result.get("5680")) + self.assertEqual(result["5680"]["marketName"], "KUJI/DEMO") + self.assertEqual(result["5680"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["5680"]["status"], "CANCELLED") + self.assertEqual(result["5680"]["type"], OrderType.LIMIT.name) + self.assertEqual(len(result["5680"]["hashes"]['cancellation']), 64) + + self.assertIsNotNone(result.get("5681")) + self.assertEqual(result["5681"]["marketName"], "KUJI/DEMO") + self.assertEqual(result["5681"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") + self.assertEqual(result["5681"]["status"], "CANCELLED") + self.assertEqual(result["5681"]["type"], OrderType.LIMIT.name) + self.assertEqual(len(result["5681"]["hashes"]['cancellation']), 64) @async_test(loop=ev_loop) async def test_kujira_get_all_markets(self): - result = await GatewayHttpClient.get_instance().get_clob_markets( - connector="kujira", chain="kujira", network="mainnet" + payload = { + "chain": "kujira", + "network": "testnet" + } + + result = await GatewayHttpClient.get_instance().kujira_get_markets_all(payload=payload) + + self.assertEqual(len(result), 3) + + self.assertIsNotNone(result.get("kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh")) + self.assertEqual( + result.get("kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh")["name"], + "KUJI/DEMO" ) - self.assertEqual(2, len(result["markets"])) - self.assertEqual("COIN-ALPHA", result["markets"][1]["tradingPair"]) + self.assertIsNotNone(result.get("kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6")) + self.assertEqual( + result.get("kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6")["name"], + "KUJI/USK" + ) + + self.assertIsNotNone(result.get("kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg")) + self.assertEqual( + result.get("kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg")["name"], + "DEMO/USK" + ) diff --git a/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db b/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db index f5542cffeca411c019da17f9e916664100309a8c..21410b71254cdd0613cc1834a76a7a634be98c1a 100644 GIT binary patch delta 3793 zcmeHKTWlOx8J-!h?bf@Swd1>E9A}zJLO}v0-3K0kO7H?yh{7`xYWva`1Vk$EfIytt_}Uf;Iq4fK z?X2dX|9t=b`)99i5m(*w~)gtfUsp z7P5dB?Y$!bpM_%k>hu`08R(elkoKE=yzSY@K5fDp_OM$EGxtt-NhEyz*kg{bzZF=x ziThAy{@D7~VvXqdlGNXNc`@t5kG`_}#qNP1QpE`gBP9F|K9BtkdkK5#mT{_!=)x{{ zuE4GJ54V$Hte@^iiofYx8-(9ke-esc2GG5^3O~92V}y-ef_*nuI=(qR(8^`Df~_|` z;}V-nb)#fTVMhgkuGbwywd<7vTTx6Im?{TYnE{+)YX)1;Yd|kFHYCm9L@i4xh6Xsf z!I6l7{BV%b8@W*m^?^R~cOZCBx|z%fk5vQ%}pTD25%7Zm}b8>^vZ$|^E~Zd>|=aXfPP z;Gr~k`KgEW4_=)c?eJoKEg6G9xHz=Q$#&6cFnMJ|=NnoMFml$W97i?yieszwoa@kT zfz@k{U}>6TDHbDI#zujrII`KC-l+p)NlcZYbV?EwO|5OvMpiZp8^s1!5GxkoOc$9E 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zymQO=!V&zh+bxIe{%mvC?t#7w9;hOGGZSz9BK8s7dvSg28}87y>;G?&53EJhjz=>d zp`DJ{VXWEWFub#I(i<20e;XHy6)6Gr-|oB&Pm_mY!x4`Sy^bV^YnaaiErqR|*F zrjjW!#>5j$k`=iy73b-2lnPUcL=vr7Cdwv-1f8IPkQ8b0{mEyCKHIi_n-Brucs8Dh yu@py#VcdL_ delta 3885 zcmd5!fufM?%|VNSHqXl z@p$hU-(MQ)SnV50yemZW<6YOd$Wf>0+mkj4oczVAORKffvLUOhxUd? zG|xL4<>q9#md5%E3ydz!|J`i5rT;AyU+9+uJuSaCWOvANbPY#0y5e83nYk-A9&*t(I z;_o+?e=~IZz`m3ay^tBpd~0sD#4#@?8h;BvTDtOq>L<6F-#ht3V2~Dn)54>zsk&uhrELON(+)j62W#g@EuUqZkDML)wmbkR zy9_A1H3cYpQQ|1O66GjM((9#3QY`wb1k%PThcX;#Cq5l%9f-n#zeLNI)=RcutbxhT zW;v9&K^$V&;I~$xWvFymYlCuk=r9aq!2V8jAVb@(5v>_S!N|qBiq2@xELJT;wcJ@{ z3cESS)*KyMvx;Um5ke}Js(+n?hTf=$7IL7=*sv62T8e6@vMyU#QvhKA7L1Uon}&r9 z6RQfu+|+a(>l)%iwKQx@aBL#Ol2uu;bk(v{%zY1I@F}V<{4ct1-hBCj1o>Rx`LrOP zuUv+F_MUu`=d(Y|XXs;_H};lI6lRmBYKtHql00y)g*A0IiBwHPQ8P2% zCOz>(q268HZPvR7_3o;6XT1~0-Kuw&2f1ZiJ>0n`9DGvApF!^HJCfgy4%pa29C&vl z8?0A2VJa~1 zQY^wDFw^3dklUMt75H5F-iQ_|Xr;;gJPmH01f;11S(p;TR@;{Dc=#koP?_FVt$K=s zU9wfH9&3BAr{g+$ChJR`kR$Le|T!5zPAX#^0$F#8L8bsDYNVm*048u_@3WY;d%XT$K)3B;h+tCz- zI@Beeq7qlLZBy3v%N};Iry<#L9h=yyf?1<}Vd&+#REsIT&}NEk`m;7_5Wge*Q;1#~9Lr>&%5KfD&7T~C7V9K?e)J6c;-Ji)PoIbLQrnxKc=BE02ThNdJkm0@e`^c3=E=@J zh}~br;^0oj><+ocE|O>12aC@@&l)+!+orM1i#dqV#?3HB_ZJ^yUw^uf-F-67)VZUv PrIl|Ms-!{YekA?}ixMZh From 5a219e528f5b067c7640e93e2a418153a361c907 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 20 Jun 2023 13:47:04 -0300 Subject: [PATCH 118/359] Removed cancel_all_orders from kujira data source start --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 28e2b01321..cc245a89bf 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -113,7 +113,7 @@ async def start(self): await self._update_markets() - await self.cancel_all_orders() + # await self.cancel_all_orders() await self.settle_market_funds() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( @@ -126,7 +126,7 @@ async def stop(self): self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None - await self.cancel_all_orders() + # await self.cancel_all_orders() await self.settle_market_funds() self.logger().debug("stop: end") @@ -449,7 +449,7 @@ async def cancel_all_orders(self) -> List[CancellationResult]: transaction_hash = "".join(hashes) - if transaction_hash in (None, ""): + if transaction_hash in (None, "") and ids: raise RuntimeError( f"""Cancellation of orders "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) From 4b8f7f1c18a2c32e93998d66f99f3559d4b532a2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 20 Jun 2023 17:20:05 -0300 Subject: [PATCH 119/359] Small fixes --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index cc245a89bf..1ce41dce88 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -113,7 +113,7 @@ async def start(self): await self._update_markets() - # await self.cancel_all_orders() + await self.cancel_all_orders() await self.settle_market_funds() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( @@ -181,7 +181,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti f"""Placement of order "{order.client_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" ) - order.exchange_order_id = placed_order.id + # order.exchange_order_id = placed_order.id misc_updates = DotMap({ "creation_transaction_hash": transaction_hash, @@ -189,7 +189,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug("place_order: end") - return placed_order.clientId, misc_updates + return placed_order.id, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: self.logger().debug("batch_order_create: start") From ede8ebd3cf2f02e3197936fa9080f5986d086162 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 21 Jun 2023 16:43:50 -0300 Subject: [PATCH 120/359] Skipping cancelled orders... --- .../kujira/kujira_api_data_source.py | 293 +++++++++--------- 1 file changed, 154 insertions(+), 139 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 1ce41dce88..7698c74e44 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -14,7 +14,7 @@ from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.data_type.cancellation_result import CancellationResult from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import OrderUpdate, TradeUpdate +from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent @@ -274,64 +274,69 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - self.logger().debug("cancel_order: start") + if self._gateway_order_tracker.active_orders.get(order.client_order_id).current_state != OrderState.CANCELED: + self.logger().debug("cancel_order: start") - self._check_markets_initialized() or await self._update_markets() + self._check_markets_initialized() or await self._update_markets() - await order.get_exchange_order_id() + await order.get_exchange_order_id() - transaction_hash = None + transaction_hash = None - async with self._locks.cancel_order: - try: - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "id": order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - } + async with self._locks.cancel_order: + try: + request = { + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "id": order.exchange_order_id, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + } - self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") + self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_delete_order(request) + response = await self._gateway.kujira_delete_order(request) - self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") + self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") - cancelled_order = DotMap(response, _dynamic=False) + cancelled_order = DotMap(response, _dynamic=False) - transaction_hash = cancelled_order.hashes.cancellation + transaction_hash = cancelled_order.hashes.cancellation - if transaction_hash in (None, ""): - raise Exception( - f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) + if transaction_hash in (None, ""): + raise Exception( + f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" + ) - self.logger().debug( - f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancellation}".""" - ) - except Exception as exception: - if 'No orders with the specified information exist' in str(exception.args): self.logger().debug( - f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" + f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancellation}".""" ) + except Exception as exception: + if 'No orders with the specified information exist' in str(exception.args): + self.logger().debug( + f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" + ) - transaction_hash = "0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock - else: - self.logger().debug( - f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed.""" - ) + transaction_hash = "0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock + else: + self.logger().debug( + f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed.""" + ) - raise exception + raise exception - misc_updates = DotMap({ - "cancelation_transaction_hash": transaction_hash, - }, _dynamic=False) + misc_updates = DotMap({ + "cancelation_transaction_hash": transaction_hash, + }, _dynamic=False) + + self.logger().debug("cancel_order: end") - self.logger().debug("cancel_order: end") + if self._gateway_order_tracker.active_orders.get(order.client_order_id): + order.current_state = OrderState.CANCELED - return True, misc_updates + return True, misc_updates + return True, DotMap({"No updates. The order is already cancelled."}, _dynamic=False) async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: self.logger().debug("batch_order_cancel: start") @@ -601,117 +606,127 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: return hb_balances async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: - self.logger().debug("get_order_status_update: start") - - await in_flight_order.get_exchange_order_id() - - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - } - self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") + if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id): - response = await self._gateway.kujira_get_order(request) + self.logger().debug("get_order_status_update: start") - self.logger().debug(f"""get_order_status_update response:\n "{self._dump(response)}".""") + if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id).current_state != OrderState.CANCELED: + await in_flight_order.get_exchange_order_id() - order = DotMap(response, _dynamic=False) + request = { + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "id": in_flight_order.exchange_order_id, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + } - if order: - order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.status)) - else: - order_status = in_flight_order.current_state + self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") - timestamp = time() + response = await self._gateway.kujira_get_order(request) - open_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=timestamp, - new_state=order_status, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates={ - "creation_transaction_hash": in_flight_order.creation_transaction_hash, - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, - }, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) + self.logger().debug(f"""get_order_status_update response:\n "{self._dump(response)}".""") - self.logger().debug("get_order_status_update: end") + order = DotMap(response, _dynamic=False) - return open_update + if order: + order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.status)) + else: + order_status = in_flight_order.current_state + + timestamp = time() + + open_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=timestamp, + new_state=order_status, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + }, + ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) - async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: - self.logger().debug("get_all_order_fills: start") + self.logger().debug("get_order_status_update: end") - trade_update = None + return open_update - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - "status": KujiraOrderStatus.FILLED.value[0] - } + self.logger().debug("get_order_status_update: end") + return self.gateway_order_tracker.all_orders.get(in_flight_order.client_order_id) - self.logger().debug(f"""get_all_order_fills request:\n "{self._dump(request)}".""") - - response = await self._gateway.kujira_get_order(request) - - self.logger().debug(f"""get_all_order_fills response:\n "{self._dump(response)}".""") - - filled_order = DotMap(response, _dynamic=False) - - if filled_order: - timestamp = time() - trade_id = str(timestamp) - - # Simplified approach - # is_taker = in_flight_order.order_type == OrderType.LIMIT - - # order_book_message = OrderBookMessage( - # message_type=OrderBookMessageType.TRADE, - # timestamp=timestamp, - # content={ - # "trade_id": trade_id, - # "trading_pair": in_flight_order.trading_pair, - # "trade_type": in_flight_order.trade_type, - # "amount": in_flight_order.amount, - # "price": in_flight_order.price, - # "is_taker": is_taker, - # }, - # ) - - trade_update = TradeUpdate( - trade_id=trade_id, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - trading_pair=in_flight_order.trading_pair, - fill_timestamp=timestamp, - fill_price=in_flight_order.price, - fill_base_amount=in_flight_order.amount, - fill_quote_amount=in_flight_order.price * in_flight_order.amount, - fee=TradeFeeBase.new_spot_fee( - fee_schema=TradeFeeSchema(), - trade_type=in_flight_order.trade_type, - flat_fees=[TokenAmount( - amount=Decimal(self._market.fees.taker), - token=self._market.quoteToken.symbol - )] - ), - ) - - self.logger().debug("get_all_order_fills: end") - - if trade_update: - return [trade_update] + async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: + if in_flight_order.exchange_order_id: + if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id): + if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id).current_state != OrderState.CANCELED: + self.logger().debug("get_all_order_fills: start") + + trade_update = None + + request = { + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "id": in_flight_order.exchange_order_id, + "marketId": self._market.id, + "ownerAddress": self._owner_address, + "status": KujiraOrderStatus.FILLED.value[0] + } + + self.logger().debug(f"""get_all_order_fills request:\n "{self._dump(request)}".""") + + response = await self._gateway.kujira_get_order(request) + + self.logger().debug(f"""get_all_order_fills response:\n "{self._dump(response)}".""") + + filled_order = DotMap(response, _dynamic=False) + + if filled_order: + timestamp = time() + trade_id = str(timestamp) + + # Simplified approach + # is_taker = in_flight_order.order_type == OrderType.LIMIT + + # order_book_message = OrderBookMessage( + # message_type=OrderBookMessageType.TRADE, + # timestamp=timestamp, + # content={ + # "trade_id": trade_id, + # "trading_pair": in_flight_order.trading_pair, + # "trade_type": in_flight_order.trade_type, + # "amount": in_flight_order.amount, + # "price": in_flight_order.price, + # "is_taker": is_taker, + # }, + # ) + + trade_update = TradeUpdate( + trade_id=trade_id, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + trading_pair=in_flight_order.trading_pair, + fill_timestamp=timestamp, + fill_price=in_flight_order.price, + fill_base_amount=in_flight_order.amount, + fill_quote_amount=in_flight_order.price * in_flight_order.amount, + fee=TradeFeeBase.new_spot_fee( + fee_schema=TradeFeeSchema(), + trade_type=in_flight_order.trade_type, + flat_fees=[TokenAmount( + amount=Decimal(self._market.fees.taker), + token=self._market.quoteToken.symbol + )] + ), + ) + + self.logger().debug("get_all_order_fills: end") + + if trade_update: + return [trade_update] return [] From 5ad272020c5883a9f9c728b43950450adcf74f19 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 22 Jun 2023 00:11:01 +0300 Subject: [PATCH 121/359] Updating the statement to avoid problems when the order update object does not exist. --- hummingbot/connector/client_order_tracker.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/client_order_tracker.py b/hummingbot/connector/client_order_tracker.py index ee58222de7..57ee3404cc 100644 --- a/hummingbot/connector/client_order_tracker.py +++ b/hummingbot/connector/client_order_tracker.py @@ -267,7 +267,7 @@ async def process_order_not_found(self, client_order_id: str): self.logger().debug(f"Order is not/no longer being tracked ({client_order_id})") async def _process_order_update(self, order_update: OrderUpdate): - if not order_update.client_order_id and not order_update.exchange_order_id: + if order_update is None or (not order_update.client_order_id and not order_update.exchange_order_id): self.logger().error("OrderUpdate does not contain any client_order_id or exchange_order_id", exc_info=True) return From 8ac496690053ba076657ff485e28dfc34c6e0f72 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 22 Jun 2023 00:11:22 +0300 Subject: [PATCH 122/359] Improving and fixing the cancel order method. --- .../data_sources/kujira/kujira_api_data_source.py | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 7698c74e44..14d491b0df 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -274,7 +274,9 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - if self._gateway_order_tracker.active_orders.get(order.client_order_id).current_state != OrderState.CANCELED: + active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) + + if active_order and active_order.current_state != OrderState.CANCELED: self.logger().debug("cancel_order: start") self._check_markets_initialized() or await self._update_markets() @@ -332,11 +334,10 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug("cancel_order: end") - if self._gateway_order_tracker.active_orders.get(order.client_order_id): - order.current_state = OrderState.CANCELED + order.current_state = OrderState.CANCELED return True, misc_updates - return True, DotMap({"No updates. The order is already cancelled."}, _dynamic=False) + return True, DotMap({}, _dynamic=False) async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: self.logger().debug("batch_order_cancel: start") From 649ddd1de24f9040d97f50f9f7e75da02abe0e37 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 21 Jun 2023 19:24:05 -0300 Subject: [PATCH 123/359] Returning an OrderUpdate even when there is no update. --- .../kujira/kujira_api_data_source.py | 33 ++++++++++++++----- 1 file changed, 24 insertions(+), 9 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 14d491b0df..4a4f19b53e 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -608,11 +608,13 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: - if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id): + active_order = self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id) + + if active_order: self.logger().debug("get_order_status_update: start") - if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id).current_state != OrderState.CANCELED: + if active_order.current_state != OrderState.CANCELED: await in_flight_order.get_exchange_order_id() request = { @@ -637,11 +639,9 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - else: order_status = in_flight_order.current_state - timestamp = time() - open_update = OrderUpdate( trading_pair=in_flight_order.trading_pair, - update_timestamp=timestamp, + update_timestamp=time(), new_state=order_status, client_order_id=in_flight_order.client_order_id, exchange_order_id=in_flight_order.exchange_order_id, @@ -656,13 +656,28 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - return open_update - self.logger().debug("get_order_status_update: end") - return self.gateway_order_tracker.all_orders.get(in_flight_order.client_order_id) + no_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=time(), + new_state=in_flight_order.current_state, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + }, + ) + self.logger().debug("get_order_status_update: end") + return no_update async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: + if in_flight_order.exchange_order_id: - if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id): - if self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id).current_state != OrderState.CANCELED: + + active_order = self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id) + + if active_order: + if active_order.current_state != OrderState.CANCELED: self.logger().debug("get_all_order_fills: start") trade_update = None From a9d122a5a27729853337ddd9f8abbcce9f585638 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 22 Jun 2023 22:07:33 +0300 Subject: [PATCH 124/359] Reverting to original code. --- hummingbot/connector/client_order_tracker.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/client_order_tracker.py b/hummingbot/connector/client_order_tracker.py index 57ee3404cc..ee58222de7 100644 --- a/hummingbot/connector/client_order_tracker.py +++ b/hummingbot/connector/client_order_tracker.py @@ -267,7 +267,7 @@ async def process_order_not_found(self, client_order_id: str): self.logger().debug(f"Order is not/no longer being tracked ({client_order_id})") async def _process_order_update(self, order_update: OrderUpdate): - if order_update is None or (not order_update.client_order_id and not order_update.exchange_order_id): + if not order_update.client_order_id and not order_update.exchange_order_id: self.logger().error("OrderUpdate does not contain any client_order_id or exchange_order_id", exc_info=True) return From ef32ffeb0b6569bde8eeb8799e4dd8ee9525dfdf Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 23 Jun 2023 12:14:14 +0300 Subject: [PATCH 125/359] Removing the quickstart guide from the client. --- docker/scripts/.gitignore | 21 - docker/scripts/client/Dockerfile | 182 --- docker/scripts/client/create-client.sh | 205 ---- docker/scripts/gateway/Dockerfile | 66 -- docker/scripts/gateway/create-gateway.sh | 223 ---- docker/scripts/how-to-install-docker.md | 76 -- docker/scripts/kujira/Dockerfile | 65 -- docker/scripts/readme.md | 156 --- .../kujira_pmm_strategy_example.yml | 147 --- docker/scripts/shared/client/data/.keep | 0 docker/scripts/shared/client/logs/.keep | 0 .../scripts/shared/client/pmm_scripts/.keep | 0 docker/scripts/shared/client/scripts/.keep | 0 .../scripts/kujira_pmm_script_example.py | 1011 ----------------- docker/scripts/shared/gateway/conf/.keep | 0 docker/scripts/shared/gateway/logs/.keep | 0 .../destroy-all-containers-and-images.sh | 12 - 17 files changed, 2164 deletions(-) delete mode 100644 docker/scripts/.gitignore delete mode 100644 docker/scripts/client/Dockerfile delete mode 100755 docker/scripts/client/create-client.sh delete mode 100644 docker/scripts/gateway/Dockerfile delete mode 100755 docker/scripts/gateway/create-gateway.sh delete mode 100644 docker/scripts/how-to-install-docker.md delete mode 100644 docker/scripts/kujira/Dockerfile delete mode 100644 docker/scripts/readme.md delete mode 100644 docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml delete mode 100644 docker/scripts/shared/client/data/.keep delete mode 100644 docker/scripts/shared/client/logs/.keep delete mode 100644 docker/scripts/shared/client/pmm_scripts/.keep delete mode 100644 docker/scripts/shared/client/scripts/.keep delete mode 100644 docker/scripts/shared/client/scripts/kujira_pmm_script_example.py delete mode 100644 docker/scripts/shared/gateway/conf/.keep delete mode 100644 docker/scripts/shared/gateway/logs/.keep delete mode 100755 docker/scripts/utils/destroy-all-containers-and-images.sh diff --git a/docker/scripts/.gitignore b/docker/scripts/.gitignore deleted file mode 100644 index f0790648b8..0000000000 --- a/docker/scripts/.gitignore +++ /dev/null @@ -1,21 +0,0 @@ -# Client -shared/client/conf/** -!shared/client/conf/connectors -!shared/client/conf/strategies -!/shared/client/conf/strategies/kujira_pmm_strategy_example.yml - -shared/client/logs/** -!shared/client/logs/.keep - -shared/client/data/** -!shared/client/data/.keep - -# Common -shared/common/certs/** - -# Gateway -shared/gateway/conf/** -!shared/gateway/conf/.keep - -shared/gateway/logs/** -!shared/gateway/logs/.keep diff --git a/docker/scripts/client/Dockerfile b/docker/scripts/client/Dockerfile deleted file mode 100644 index 563d885f6e..0000000000 --- a/docker/scripts/client/Dockerfile +++ /dev/null @@ -1,182 +0,0 @@ -# syntax=docker/dockerfile-upstream:1-labs -FROM ubuntu:20.04 - -ARG BRANCH="" -ARG COMMIT="" -ARG BUILD_DATE="" -LABEL branch=${BRANCH} -LABEL commit=${COMMIT} -LABEL date=${BUILD_DATE} - -# Set ENV variables -ENV COMMIT_SHA=${COMMIT} -ENV COMMIT_BRANCH=${BRANCH} -ENV BUILD_DATE=${DATE} - -ENV STRATEGY=${STRATEGY} -ENV CONFIG_FILE_NAME=${CONFIG_FILE_NAME} -ENV WALLET=${WALLET} -ENV CONFIG_PASSWORD=${CONFIG_PASSWORD} - -ENV INSTALLATION_TYPE=docker - -ARG DEBIAN_FRONTEND=noninteractive -ARG TZ="Etc/GMT" - -WORKDIR /root - -# Dropping default /root/.bashrc because it will return if not running as interactive shell, thus not invoking PATH settings -RUN :> /root/.bashrc - -SHELL [ "/bin/bash", "-lc" ] - -RUN <<-EOF - apt-get update - - apt-get install --no-install-recommends -y \ - ca-certificates \ - openssh-server \ - gcc \ - libusb-1.0 \ - build-essential \ - pkg-config \ - libusb-1.0 \ - libsecret-1-0 \ - libssl-dev \ - curl \ - python3 \ - git -EOF - -RUN <<-EOF - git clone -b development https://github.com/Team-Kujira/hummingbot.git temporary - cp -r temporary/* . - rm -rf temporary -EOF -# COPY . . - -# Install miniconda -RUN <<-EOF - ARCHITECTURE="$(uname -m)" - - case $(uname | tr '[:upper:]' '[:lower:]') in - linux*) - OS="Linux" - FILE_EXTENSION="sh" - case $(uname -r | tr '[:upper:]' '[:lower:]') in - *raspi*) - IS_RASPBERRY="TRUE" - ;; - *) - IS_RASPBERRY="FALSE" - ;; - esac - ;; - darwin*) - OS="MacOSX" - FILE_EXTENSION="sh" - ;; - msys*) - OS="Windows" - FILE_EXTENSION="exe" - ;; - *) - echo "Unrecognized OS" - exit 1 - ;; - esac - - echo "export ARCHITECTURE=$ARCHITECTURE" >> /root/.bashrc - echo "export OS=$OS" >> /root/.bashrc - echo "export FILE_EXTENSION=$FILE_EXTENSION" >> /root/.bashrc - echo "export IS_RASPBERRY=$IS_RASPBERRY" >> /root/.bashrc - - if [ "$ARCHITECTURE" == "aarch64" ] - then - echo "export ARCHITECTURE_SUFFIX=\"-$ARCHITECTURE\"" >> /root/.bashrc - MINICONDA_VERSION="Mambaforge-$(uname)-$(uname -m).sh" - MINICONDA_URL="https://github.com/conda-forge/miniforge/releases/latest/download/$MINICONDA_VERSION" - ln -s /root/mambaforge /root/miniconda3 - else - MINICONDA_VERSION="Miniconda3-py38_4.10.3-$OS-$ARCHITECTURE.$FILE_EXTENSION" - MINICONDA_URL="https://repo.anaconda.com/miniconda/$MINICONDA_VERSION" - fi - - curl -L "$MINICONDA_URL" -o "/root/miniconda.$MINICONDA_EXTENSION" - /bin/bash "/root/miniconda.$MINICONDA_EXTENSION" -b - rm "/root/miniconda.$MINICONDA_EXTENSION" - /root/miniconda3/bin/conda update -n base conda -y - /root/miniconda3/bin/conda clean -tipy - - echo "export MINICONDA_VERSION=$MINICONDA_VERSION" >> /root/.bashrc - echo "export MINICONDA_URL=$MINICONDA_URL" >> /root/.bashrc -EOF - -# Install nvm and CeloCLI; note: nvm adds own section to /root/.bashrc -RUN <<-EOF - curl -o- https://raw.githubusercontent.com/nvm-sh/nvm/v0.39.1/install.sh | bash - NVM_DIR="$([ -z "${XDG_CONFIG_HOME-}" ] && printf %s "${HOME}/.nvm" || printf %s "${XDG_CONFIG_HOME}/nvm")" - [ -s "$NVM_DIR/nvm.sh" ] && \. "$NVM_DIR/nvm.sh" - - nvm install 10 - - if [ ! "$ARCHITECTURE" == "aarch64" ] - then - npm install --unsafe-perm --only=production -g @celo/celocli@1.0.3 - fi - - nvm cache clear - npm cache clean --force - rm -rf /root/.cache -EOF - -# ./install | create hummingbot environment -RUN <<-EOF - MINICONDA_ENVIRONMENT=$(head -1 /root/setup/environment.yml | cut -d' ' -f2) - if [ -z "$MINICONDA_ENVIRONMENT" ] - then - echo "The MINICONDA_ENVIRONMENT environment variable could not be defined." - exit 1 - fi - echo "export MINICONDA_ENVIRONMENT=$MINICONDA_ENVIRONMENT" >> /root/.bashrc - - /root/miniconda3/bin/conda env create -f /root/setup/environment.yml - /root/miniconda3/bin/conda clean -tipy - rm -rf /root/.cache -EOF - -SHELL [ "/bin/bash", "-lc" ] -# activate hummingbot env when entering the CT -# ./compile + cleanup build folder -RUN <<-EOF - echo "source /root/miniconda3/etc/profile.d/conda.sh && conda activate $MINICONDA_ENVIRONMENT" >> /root/.bashrc - /root/miniconda3/envs/$MINICONDA_ENVIRONMENT/bin/python3 setup.py build_ext --inplace -j 8 - rm -rf /root/build/ - find . -type f -name "*.cpp" -delete -EOF - -RUN <<-EOF - mkdir -p \ - /root/certs \ - /root/conf/connectors \ - /root/conf/strategies \ - /root/conf/scripts \ - /root/logs \ - /root/data \ - /root/scripts \ - /root/pmm_scripts \ - /var/lib/gateway -EOF - -#RUN <<-EOF -# apt autoremove -y -# -# apt clean autoclean -# -# rm -rf \ -# /var/lib/apt/lists/* \ -# /etc/apt/sources.list \ -# /etc/apt/sources.list.d/* -#EOF - -CMD /root/miniconda3/envs/hummingbot/bin/python3 /root/bin/hummingbot_quickstart.py diff --git a/docker/scripts/client/create-client.sh b/docker/scripts/client/create-client.sh deleted file mode 100755 index 3e7972d3c8..0000000000 --- a/docker/scripts/client/create-client.sh +++ /dev/null @@ -1,205 +0,0 @@ -#!/bin/bash - -echo -echo -echo "=============== CREATE A NEW HUMMINGBOT CLIENT INSTANCE ===============" -echo -echo -echo "ℹ️ Press [ENTER] for default values:" -echo - -if [ ! "$DEBUG" == "" ] -then - docker stop temp-hb-client - docker rm temp-hb-client - docker rmi temp-hb-client - docker commit hummingbot-client temp-hb-client -fi - -CUSTOMIZE=$1 - -# Customize the Client image to be used? -if [ "$CUSTOMIZE" == "--customize" ] -then - RESPONSE="$IMAGE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot image you want to use (default = \"hummingbot-client\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - IMAGE_NAME="hummingbot-client" - else - IMAGE_NAME="$RESPONSE" - fi - - # Specify a Hummingbot version? - RESPONSE="$TAG" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " TAG - fi - if [ "$RESPONSE" == "" ] - then - TAG="latest" - else - TAG=$RESPONSE - fi - - # Create a new Client image? - RESPONSE="$BUILD_CACHE" - if [ "$RESPONSE" == "" ] - then - read -p " Do you want to use an existing Hummingbot Client image (\"y/N\") >>> " RESPONSE - fi - if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] - then - echo " A new image will be created..." - BUILD_CACHE="--no-cache" - else - BUILD_CACHE="" - fi - - # Create a new Client instance? - RESPONSE="$INSTANCE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter a name for your new Hummingbot instance (default = \"hummingbot-client\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - INSTANCE_NAME="hummingbot-client" - else - INSTANCE_NAME=$RESPONSE - fi - - # Location to save files? - RESPONSE="$FOLDER" - if [ "$RESPONSE" == "" ] - then - FOLDER_SUFFIX="shared" - read -p " Enter a folder name where your Hummingbot files will be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - FOLDER=$PWD/$FOLDER_SUFFIX - elif [[ ${RESPONSE::1} != "/" ]]; then - FOLDER=$PWD/$RESPONSE - else - FOLDER=$RESPONSE - fi -else - if [ ! "$DEBUG" == "" ] - then - IMAGE_NAME="temp-hb-client" - TAG="latest" - BUILD_CACHE="--no-cache" - INSTANCE_NAME="temp-hb-client" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX - ENTRYPOINT="--entrypoint=/bin/bash" - else - IMAGE_NAME="hummingbot-client" - TAG="latest" - BUILD_CACHE="--no-cache" - INSTANCE_NAME="hummingbot-client" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX - fi -fi - -CONF_FOLDER="$FOLDER/client/conf" -LOGS_FOLDER="$FOLDER/client/logs" -DATA_FOLDER="$FOLDER/client/data" -SCRIPTS_FOLDER="$FOLDER/client/scripts" -PMM_SCRIPTS_FOLDER="$FOLDER/client/pmm_scripts" -CERTS_FOLDER="$FOLDER/common/certs" - -echo -echo "ℹ️ Confirm below if the instance and its folders are correct:" -echo -printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" -printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" -echo -printf "%30s %5s\n" "Main folder:" "$FOLDER" -printf "%30s %5s\n" "Config files:" "├── $CONF_FOLDER" -printf "%30s %5s\n" "Log files:" "├── $LOGS_FOLDER" -printf "%30s %5s\n" "Trade and data files:" "├── $DATA_FOLDER" -printf "%30s %5s\n" "PMM scripts files:" "├── $PMM_SCRIPTS_FOLDER" -printf "%30s %5s\n" "Scripts files:" "├── $SCRIPTS_FOLDER" -printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" -echo - -prompt_proceed () { - RESPONSE="" - read -p " Do you want to proceed? [Y/n] >>> " RESPONSE - if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] - then - PROCEED="Y" - fi -} - -# Execute docker commands -create_instance () { - echo - echo "Creating Hummingbot instance..." - echo - # 1) Create main folder for your new instance - mkdir -p $FOLDER - # 2) Create subfolders for hummingbot files - mkdir -p $CONF_FOLDER - mkdir -p $CONF_FOLDER/connectors - mkdir -p $CONF_FOLDER/strategies - mkdir -p $LOGS_FOLDER - mkdir -p $DATA_FOLDER - mkdir -p $PMM_SCRIPTS_FOLDER - mkdir -p $CERTS_FOLDER - mkdir -p $SCRIPTS_FOLDER - - # 3) Set required permissions to save hummingbot password the first time - chmod a+rw $CONF_FOLDER - - # 4) Create a new image for hummingbot - BUILT=true - if [ ! "$BUILD_CACHE" == "" ] - then - BUILT=$(DOCKER_BUILDKIT=1 docker build $BUILD_CACHE -t $IMAGE_NAME -f client/Dockerfile .) - fi - - # 5) Launch a new gateway instance of hummingbot - $BUILT \ - && docker run \ - -it \ - --log-opt max-size=10m \ - --log-opt max-file=5 \ - --name $INSTANCE_NAME \ - --network host \ - --mount type=bind,source=$CONF_FOLDER,target=/root/conf \ - --mount type=bind,source=$LOGS_FOLDER,target=/root/logs \ - --mount type=bind,source=$DATA_FOLDER,target=/root/data \ - --mount type=bind,source=$SCRIPTS_FOLDER,target=/root/scripts \ - --mount type=bind,source=$PMM_SCRIPTS_FOLDER,target=/root/pmm_scripts \ - --mount type=bind,source=$CERTS_FOLDER,target=/root/certs \ - --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ - -e CONF_FOLDER="/root/conf" \ - -e DATA_FOLDER="/root/data" \ - -e SCRIPTS_FOLDER="/root/scripts" \ - -e PMM_SCRIPTS_FOLDER="/root/pmm_scripts" \ - -e CERTS_FOLDER="/root/certs" \ - $ENTRYPOINT \ - $IMAGE_NAME:$TAG -} - -if [ "$CUSTOMIZE" == "--customize" ] -then - prompt_proceed - if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] - then - create_instance - else - echo " Aborted" - echo - fi -else - create_instance -fi diff --git a/docker/scripts/gateway/Dockerfile b/docker/scripts/gateway/Dockerfile deleted file mode 100644 index efc1b6b055..0000000000 --- a/docker/scripts/gateway/Dockerfile +++ /dev/null @@ -1,66 +0,0 @@ -# syntax=docker/dockerfile-upstream:1-labs -FROM node:16.3.0 - -# Set labels -LABEL application="gateway-v2" -LABEL branch=${BRANCH} -LABEL commit=${COMMIT} -LABEL date=${BUILD_DATE} - -# Set ENV variables -ENV COMMIT_BRANCH=${BRANCH} -ENV COMMIT_SHA=${COMMIT} -ENV BUILD_DATE=${DATE} -ENV GATEWAY_PASSPHRASE="" - -ARG DEBIAN_FRONTEND=noninteractive -ARG TZ="Etc/GMT" - -WORKDIR /root - -# Dropping default /root/.bashrc because it will return if not running as interactive shell, thus not invoking PATH settings -RUN :> /root/.bashrc - -SHELL [ "/bin/bash", "-lc" ] - -RUN \ - apt-get update \ - && apt-get install --no-install-recommends -y \ - ca-certificates \ - openssh-server \ - git - -RUN <<-EOF - git clone -b development https://github.com/Team-Kujira/gateway.git temporary - cp -r temporary/* . - rm -rf temporary -EOF -# COPY . . - -EXPOSE 15888 - -RUN \ - mkdir -p \ - /root/certs \ - /root/db \ - /root/conf \ - /root/logs \ - /var/lib - -RUN cp -R /root/src/templates/* /root/conf/ - -RUN yarn -RUN yarn build - -#RUN <<-EOF -# apt autoremove -y -# -# apt clean autoclean -# -# rm -rf \ -# /var/lib/apt/lists/* \ -# /etc/apt/sources.list \ -# /etc/apt/sources.list.d/* -#EOF - -CMD ["yarn", "start"] diff --git a/docker/scripts/gateway/create-gateway.sh b/docker/scripts/gateway/create-gateway.sh deleted file mode 100755 index efc22def9b..0000000000 --- a/docker/scripts/gateway/create-gateway.sh +++ /dev/null @@ -1,223 +0,0 @@ -#!/bin/bash - -echo -echo -echo "=============== CREATE A NEW HUMMINGBOT GATEWAY INSTANCE ===============" -echo -echo -echo "ℹ️ Press [ENTER] for default values:" -echo - -if [ ! "$DEBUG" == "" ] -then - docker stop temp-hb-gateway - docker rm temp-hb-gateway - docker rmi temp-hb-gateway - docker commit hummingbot-gateway temp-hb-gateway -fi - -CUSTOMIZE=$1 - -# Customize the Gateway image to be used? -if [ "$CUSTOMIZE" == "--customize" ] -then - # Specify hummingbot image - RESPONSE="$IMAGE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot image you want to use (default = \"hummingbot-gateway\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - IMAGE_NAME="hummingbot-gateway" - else - IMAGE_NAME="$RESPONSE" - fi - - # Specify a Hummingbot version? - RESPONSE="$TAG" - if [ "$RESPONSE" == "" ] - then - read -p " Enter Hummingbot version you want to use [latest/development] (default = \"latest\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - TAG="latest" - else - TAG=$RESPONSE - fi - - # Create a new Gateway image? - RESPONSE="$BUILD_CACHE" - if [ "$RESPONSE" == "" ] - then - read -p " Do you want to use an existing Hummingbot Gateway image (\"y/N\") >>> " RESPONSE - fi - if [[ "$RESPONSE" == "N" || "$RESPONSE" == "n" || "$RESPONSE" == "" ]] - then - echo " A new image will be created..." - BUILD_CACHE="--no-cache" - else - BUILD_CACHE="" - fi - - # Create a new Gateway instance? - RESPONSE="$INSTANCE_NAME" - if [ "$RESPONSE" == "" ] - then - read -p " Enter a name for your new Hummingbot Gateway instance (default = \"hummingbot-gateway\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - INSTANCE_NAME="hummingbot-gateway" - else - INSTANCE_NAME=$RESPONSE - fi - - # Location to save files? - RESPONSE="$FOLDER" - if [ "$RESPONSE" == "" ] - then - FOLDER_SUFFIX="shared" - read -p " Enter a folder path where do you want your Hummingbot Gateway files to be saved (default = \"$FOLDER_SUFFIX\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - FOLDER=$PWD/$FOLDER_SUFFIX - elif [[ ${RESPONSE::1} != "/" ]]; then - FOLDER=$PWD/$RESPONSE - else - FOLDER=$RESPONSE - fi - - # Gateawu exposed port? - RESPONSE="$PORT" - if [ "$RESPONSE" == "" ] - then - read -p " Enter a port for expose your new Hummingbot Gateway (default = \"15888\") >>> " RESPONSE - fi - if [ "$RESPONSE" == "" ] - then - PORT=15888 - else - PORT=$RESPONSE - fi - - # Prompts user for a password for gateway certificates - RESPONSE="$GATEWAY_PASSPHRASE" - while [ "$RESPONSE" == "" ] - do - read -sp " Define a passphrase for the Gateway certificate >>> " RESPONSE - echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." - done - GATEWAY_PASSPHRASE=$RESPONSE -else - if [ ! "$DEBUG" == "" ] - then - IMAGE_NAME="temp-hb-gateway" - TAG="latest" - BUILD_CACHE="--no-cache" - INSTANCE_NAME="temp-hb-gateway" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX - PORT=15888 - ENTRYPOINT="--entrypoint=/bin/bash" - else - IMAGE_NAME="hummingbot-gateway" - TAG="latest" - BUILD_CACHE="--no-cache" - INSTANCE_NAME="hummingbot-gateway" - FOLDER_SUFFIX="shared" - FOLDER=$PWD/$FOLDER_SUFFIX - PORT=15888 - fi - - # Prompts user for a password for gateway certificates - while [ "$GATEWAY_PASSPHRASE" == "" ] - do - read -sp " Define a passphrase for the Gateway certificate >>> " GATEWAY_PASSPHRASE - echo " It is necessary to define a password for the certificate, which is the same as the one entered when executing the \"gateway generate-certs\" command on the client. Try again." - done -fi - -CERTS_FOLDER="$FOLDER/common/certs" -CONF_FOLDER="$FOLDER/gateway/conf" -LOGS_FOLDER="$FOLDER/gateway/logs" - -echo -echo "ℹ️ Confirm below if the instance and its folders are correct:" -echo -printf "%30s %5s\n" "Instance name:" "$INSTANCE_NAME" -printf "%30s %5s\n" "Version:" "hummingbot/hummingbot:$TAG" -echo -printf "%30s %5s\n" "Main folder:" "$FOLDER" -printf "%30s %5s\n" "Cert files:" "├── $CERTS_FOLDER" -printf "%30s %5s\n" "Gateway config files:" "└── $CONF_FOLDER" -printf "%30s %5s\n" "Gateway log files:" "└── $LOGS_FOLDER" -printf "%30s %5s\n" "Gateway exposed port:" "└── $PORT" -echo - -prompt_proceed () { - RESPONSE="" - read -p " Do you want to proceed? [Y/n] >>> " RESPONSE - if [[ "$RESPONSE" == "Y" || "$RESPONSE" == "y" || "$RESPONSE" == "" ]] - then - PROCEED="Y" - fi -} - -# Execute docker commands -create_instance () { - echo - echo "Creating Hummingbot instance ..." - echo - # 1) Create main folder for your new gateway instance - mkdir -p $FOLDER - # 2) Create subfolders for hummingbot files - mkdir -p $CERTS_FOLDER - mkdir -p $CONF_FOLDER - mkdir -p $LOGS_FOLDER - - # 3) Set required permissions to save hummingbot password the first time - chmod a+rw $CONF_FOLDER - - # 4) Create a new image for gateway - BUILT=true - if [ ! "$BUILD_CACHE" == "" ] - then - BUILT=$(DOCKER_BUILDKIT=1 docker build $BUILD_CACHE -t $IMAGE_NAME -f gateway/Dockerfile .) - fi - - # 5) Launch a new gateway instance of hummingbot - $BUILT && docker run \ - -it \ - --log-opt max-size=10m \ - --log-opt max-file=5 \ - -p $PORT:15888 \ - --name $INSTANCE_NAME \ - --network host \ - --mount type=bind,source=$CERTS_FOLDER,target=/root/certs \ - --mount type=bind,source=$CONF_FOLDER,target=/root/conf \ - --mount type=bind,source=$LOGS_FOLDER,target=/root/logs \ - --mount type=bind,source=/var/run/docker.sock,target=/var/run/docker.sock \ - -e CERTS_FOLDER="/root/certs" \ - -e CONF_FOLDER="/root/conf" \ - -e LOGS_FOLDER="/root/logs" \ - -e GATEWAY_PASSPHRASE="$GATEWAY_PASSPHRASE" \ - $ENTRYPOINT \ - $IMAGE_NAME:$TAG -} - -if [ "$CUSTOMIZE" == "--customize" ] -then - prompt_proceed - if [[ "$PROCEED" == "Y" || "$PROCEED" == "y" ]] - then - create_instance - else - echo " Aborted" - echo - fi -else - create_instance -fi diff --git a/docker/scripts/how-to-install-docker.md b/docker/scripts/how-to-install-docker.md deleted file mode 100644 index 02d9383f65..0000000000 --- a/docker/scripts/how-to-install-docker.md +++ /dev/null @@ -1,76 +0,0 @@ -Official guide: https://docs.docker.com/get-docker/ - -You can try to official guide above or one of the procedures below. - -The installation process for Docker varies based on the operating system. Here are some basic scripts to install Docker on Linux, MacOS, and Windows. Please note that these scripts may not work for all versions of these operating systems, and may require administrator or sudo privileges. - -For Linux (Debian-based distributions): - -```bash -#!/bin/bash - -# Update existing packages -sudo apt-get update - -# Install packages to allow apt to use a repository over HTTPS -sudo apt-get install \ - apt-transport-https \ - ca-certificates \ - curl \ - gnupg \ - lsb-release - -# Add Docker’s official GPG key -curl -fsSL https://download.docker.com/linux/ubuntu/gpg | sudo gpg --dearmor -o /usr/share/keyrings/docker-archive-keyring.gpg - -# Setup the Docker stable repository -echo \ - "deb [arch=amd64 signed-by=/usr/share/keyrings/docker-archive-keyring.gpg] https://download.docker.com/linux/ubuntu \ - $(lsb_release -cs) stable" | sudo tee /etc/apt/sources.list.d/docker.list > /dev/null - -# Update the package index and install Docker Engine and Docker Compose -sudo apt-get update -sudo apt-get install docker-ce docker-ce-cli containerd.io docker-compose - -# Verify installation -sudo docker run hello-world -``` - -For other Linux distributions, refer to Docker's official documentation for installation instructions. - -For MacOS: - -Docker on MacOS is usually installed as a GUI application from a DMG, not via a terminal script. However, you can install Docker using Homebrew, a package manager for MacOS: - -```bash -#!/bin/bash - -# Install Homebrew if not already installed -/bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)" - -# Install Docker -brew install --cask docker - -# Start Docker -open /Applications/Docker.app - -# Test installation -docker run hello-world -``` - -For Windows: - -Docker installation on Windows is best done through the Docker Desktop installer, which is a GUI application. However, if you require a CLI-based installation, you can do so with Chocolatey, a package manager for Windows. Firstly, you need to install Chocolatey. This should be done from an administrator-privileged command prompt: - -```powershell -# Install Chocolatey -@"%SystemRoot%\System32\WindowsPowerShell\v1.0\powershell.exe" -NoProfile -InputFormat None -ExecutionPolicy Bypass -Command "iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))" && SET "PATH=%PATH%;%ALLUSERSPROFILE%\chocolatey\bin" - -# Install Docker Desktop -choco install docker-desktop - -# Test installation -docker run hello-world -``` - -Please note, these scripts are for development environments and are not recommended for production environments. Always consult the official documentation for best practices. Additionally, ensure that Docker Desktop is set to run at startup after installation on Windows and MacOS. \ No newline at end of file diff --git a/docker/scripts/kujira/Dockerfile b/docker/scripts/kujira/Dockerfile deleted file mode 100644 index 967a03d370..0000000000 --- a/docker/scripts/kujira/Dockerfile +++ /dev/null @@ -1,65 +0,0 @@ -# syntax=docker/dockerfile-upstream:1-labs -FROM ubuntu:latest - -WORKDIR /root - -# Dropping default /root/.bashrc because it will return if not running as interactive shell, thus not invoking PATH settings -RUN :> /root/.bashrc - -SHELL [ "/bin/bash", "-lc" ] - -RUN \ - apt-get update \ - && apt-get install --no-install-recommends -y \ - ca-certificates \ - openssh-server \ - build-essential \ - git \ - unzip \ - curl \ - wget - -RUN <<-EOF - useradd -m -s /bin/bash kuji - - # remove old go version - rm -rvf /usr/local/go/ - - # download and install recent go version - curl -fsSL https://golang.org/dl/go1.18.5.linux-amd64.tar.gz | tar -xzC /usr/local - - # remove unneeded installer - rm go1.18.5.linux-amd64.tar.gz - - su -l kuji - - # source go - cat <> ~/.profile - export GOROOT=/usr/local/go - export GOPATH=$HOME/go - export GO111MODULE=on - export PATH=$PATH:/usr/local/go/bin:$HOME/go/bin - FILE - source ~/.profile - go version - - git clone https://github.com/Team-Kujira/core $HOME/kujira-core - cd $HOME/kujira-core - git checkout v0.8.5 - make install - - kujirad version -EOF - -#RUN <<-EOF -# apt autoremove -y -# -# apt clean autoclean -# -# rm -rf \ -# /var/lib/apt/lists/* \ -# /etc/apt/sources.list \ -# /etc/apt/sources.list.d/* -#EOF - -CMD ["yarn", "start"] diff --git a/docker/scripts/readme.md b/docker/scripts/readme.md deleted file mode 100644 index 6748c8fd59..0000000000 --- a/docker/scripts/readme.md +++ /dev/null @@ -1,156 +0,0 @@ -# Docker - -## Hummingbot Installation Guide -It's very recommended to watch this video from the Hummingbot Foundation and their installation guide: - - https://www.youtube.com/watch?v=t3Su_F_SY_0 - - https://docs.hummingbot.org/installation/ - - https://docs.hummingbot.org/quickstart/ - -## Prerequisites: -- Docker - -## Client - -### Creation - -Run: - -> ./client/create-client.sh - -to create a Client instance. Follow the instructions on the screen. - -Important: it is needed to be located in the scripts folders, seeing the client folder, otherwise the Dockerfile -will not be able to copy the required files. - -### Configuration - -#### Generate Certificates -From the Hummingbot Client command line type: - -> gateway generate-certs - -for creating the certificates. Take note about the passphrase used, it is needed for configuring the Gateway. - -## Gateway - -### Creation - -Run: - -> ./gateway/create-gateway.sh - -to create a Gateway instance. Follow the instructions on the screen -and enter the same passphrase created when configuring the Client. - -Important: it is needed to be located in the scripts folders, seeing the gateway folder, otherwise the Dockerfile -will not be able to copy the required files. - -### Configuration - -The Gateway will only start properly if the `./shared/common/certs` contains the certificates -and the informed passphrase is the correct one. - -## Running - -All the commands given here are for the Hummingbot Client command line. - -### Connecting the Wallet -Connect a Kujira wallet with: - -> gateway connect kujira - -follow the instructions on the screen. - -After the wallet configuration check if it is working with: - -> balance - -You should see the balances of each token you have in your wallet. - -Important: before running the script, check if you have a minimal balance in the two tokens -for the target market. For example, if the market is DEMO-USK, it is needed to have a minimal -amount in DEMO and USK tokens. Also, it is needed to have a minimum amount of KUJI tokens -to pay the transaction fees. - -### Adding funds to a Testnet Wallet (optional) - -In order to add funds to your wallet, you can use a faucet inside the Kujira Discord. - -To join their discord you can use this link: - -> https://discord.gg/teamkujira - -After joining and doing their verification process, you can look for this channel: - -> #public-testnet-faucet - -Or try this link: - -> https://discord.com/channels/970650215801569330/1009931570263629854 - -Then you can use the following command there: - -> !faucet - -After that you should receive some Kujira tokens on your balance. - -### How to use Testnet instead of Mainnet? (optional) - -If you would like to start with testnet, which is the recommended, instead of mainnet, -you can change this configuration in this file below: - -> shared/gateway/conf/kujira.yml - -You can also use your preferred RPC if you want. - -### Running a PMM Script - -Check if the - -> ./shared/client/scripts/kujira_pmm_example.py - -file has the appropriate configurations. - -Then you can start the script as the following: - -> start --script kujira_pmm_script_example.py - -After that the PMM script will start to run. - -It is possible to check the logs on the right side of the Client screen or by the command line with: - -> tail -f shared/client/logs/* shared/gateway/logs/* - -It's also a good idea to check from the Kujira Fin app if the orders are being created and replaced there -(make sure you're checking the correct RPC and network (mainnet or testnet)): - -> https://fin.kujira.app/ - -## Running a PMM Strategy - -Check if the - -> ./shared/client/strategies/kujira_pmm_strategy_example.yml - -file has the appropriate configurations. - -Import the strategy with: - -> import kujira_pmm_strategy_example - -And start the strategy with: - -> start - -Hummingbot might ask if you want to start the strategy, type "Yes". - -After that the PMM strategy will start to run. - -It is possible to check the logs on the right side of the Client screen or by the command line with: - -> tail -f shared/client/logs/* shared/gateway/logs/* - -It's also a good idea to check from the Kujira Fin app if the orders are being created and replaced there -(make sure you're checking the correct RPC and network (mainnet or testnet)): - -> https://fin.kujira.app/ diff --git a/docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml b/docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml deleted file mode 100644 index 041970c1fb..0000000000 --- a/docker/scripts/shared/client/conf/strategies/kujira_pmm_strategy_example.yml +++ /dev/null @@ -1,147 +0,0 @@ -######################################################## -### Pure market making strategy config ### -######################################################## - -template_version: 24 -strategy: pure_market_making - -# Exchange and token parameters. -exchange: kujira_kujira_testnet - -# Token trading pair for the exchange, e.g. BTC-USDT -market: KUJI-DEMO - -# How far away from mid price to place the bid order. -# Spread of 1 = 1% away from mid price at that time. -# Example if mid price is 100 and bid_spread is 1. -# Your bid is placed at 99. -bid_spread: 5.0 - -# How far away from mid price to place the ask order. -# Spread of 1 = 1% away from mid price at that time. -# Example if mid price is 100 and ask_spread is 1. -# Your bid is placed at 101. -ask_spread: 5.0 - -# Minimum Spread -# How far away from the mid price to cancel active orders -minimum_spread: -100.0 - -# Time in seconds before cancelling and placing new orders. -# If the value is 60, the bot cancels active orders and placing new ones after a minute. -order_refresh_time: 15.0 - -# Time in seconds before replacing existing order with new orders at the same price. -max_order_age: 30.0 - -# The spread (from mid price) to defer order refresh process to the next cycle. -# (Enter 1 to indicate 1%), value below 0, e.g. -1, is to disable this feature - not recommended. -order_refresh_tolerance_pct: 0.0 - -# Size of your bid and ask order. -order_amount: 0.1 - -# Price band ceiling. -price_ceiling: -1.0 - -# Price band floor. -price_floor: -1.0 - -# enable moving price floor and ceiling. -moving_price_band_enabled: false - -# Price band ceiling pct. -price_ceiling_pct: 1.0 - -# Price band floor pct. -price_floor_pct: -1.0 - -# price_band_refresh_time. -price_band_refresh_time: 86400.0 - -# Whether to alternate between buys and sells (true/false). -ping_pong_enabled: false - -# Whether to enable Inventory skew feature (true/false). -inventory_skew_enabled: false - -# Target base asset inventory percentage target to be maintained (for Inventory skew feature). -inventory_target_base_pct: 50.0 - -# The range around the inventory target base percent to maintain, expressed in multiples of total order size (for -# inventory skew feature). -inventory_range_multiplier: 1.0 - -# Initial price of the base asset. Note: this setting is not affects anything, the price is kept in the database. -inventory_price: 1.0 - -# Number of levels of orders to place on each side of the order book. -order_levels: 1 - -# Increase or decrease size of consecutive orders after the first order (if order_levels > 1). -order_level_amount: 0.0 - -# Order price space between orders (if order_levels > 1). -order_level_spread: 1.0 - -# How long to wait before placing the next order in case your order gets filled. -filled_order_delay: 60.0 - -# Whether to stop cancellations of orders on the other side (of the order book), -# when one side is filled (hanging orders feature) (true/false). -hanging_orders_enabled: false - -# Spread (from mid price, in percentage) hanging orders will be canceled (Enter 1 to indicate 1%) -hanging_orders_cancel_pct: 10.0 - -# Whether to enable order optimization mode (true/false). -order_optimization_enabled: false - -# The depth in base asset amount to be used for finding top ask (for order optimization mode). -ask_order_optimization_depth: 0.0 - -# The depth in base asset amount to be used for finding top bid (for order optimization mode). -bid_order_optimization_depth: 0.0 - -# Whether to enable adding transaction costs to order price calculation (true/false). -add_transaction_costs: false - -# The price source (current_market/external_market/custom_api). -price_source: current_market - -# The price type (mid_price/last_price/last_own_trade_price/best_bid/best_ask/inventory_cost). -price_type: mid_price - -# An external exchange name (for external exchange pricing source). -price_source_exchange: - -# A trading pair for the external exchange, e.g. BTC-USDT (for external exchange pricing source). -price_source_market: - -# An external api that returns price (for custom_api pricing source). -price_source_custom_api: - -# An interval time in second to update the price from custom api (for custom_api pricing source). -custom_api_update_interval: 5.0 - -#Take order if they cross order book when external price source is enabled -take_if_crossed: - -# Use user provided orders to directly override the orders placed by order_amount and order_level_parameter -# This is an advanced feature and user is expected to directly edit this field in config file -# Below is an sample input, the format is a dictionary, the key is user-defined order name, the value is a list which includes buy/sell, order spread, and order amount -# order_override: -# order_1: [buy, 0.5, 100] -# order_2: [buy, 0.75, 200] -# order_3: [sell, 0.1, 500] -# Please make sure there is a space between : and [ -order_override: - -# Simpler override config for separate bid and order level spreads -split_order_levels_enabled: false -bid_order_level_spreads: -ask_order_level_spreads: -bid_order_level_amounts: -ask_order_level_amounts: -# If the strategy should wait to receive cancellations confirmation before creating new orders during refresh time -should_wait_order_cancel_confirmation: true diff --git a/docker/scripts/shared/client/data/.keep b/docker/scripts/shared/client/data/.keep deleted file mode 100644 index e69de29bb2..0000000000 diff --git a/docker/scripts/shared/client/logs/.keep b/docker/scripts/shared/client/logs/.keep deleted file mode 100644 index e69de29bb2..0000000000 diff --git a/docker/scripts/shared/client/pmm_scripts/.keep b/docker/scripts/shared/client/pmm_scripts/.keep deleted file mode 100644 index e69de29bb2..0000000000 diff --git a/docker/scripts/shared/client/scripts/.keep b/docker/scripts/shared/client/scripts/.keep deleted file mode 100644 index e69de29bb2..0000000000 diff --git a/docker/scripts/shared/client/scripts/kujira_pmm_script_example.py b/docker/scripts/shared/client/scripts/kujira_pmm_script_example.py deleted file mode 100644 index e87fd34e85..0000000000 --- a/docker/scripts/shared/client/scripts/kujira_pmm_script_example.py +++ /dev/null @@ -1,1011 +0,0 @@ -import asyncio -import copy -import math -import os -import time -import traceback -from decimal import Decimal -from enum import Enum -from logging import DEBUG, ERROR, INFO, WARNING -from os import path -from pathlib import Path -from typing import Any, Dict, List, Union - -import jsonpickle -import numpy as np - -from hummingbot.client.hummingbot_application import HummingbotApplication -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import KUJIRA_NATIVE_TOKEN -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( - convert_hb_trading_pair_to_market_name, -) -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderSide, OrderStatus, OrderType -from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT -from hummingbot.core.clock import Clock -from hummingbot.core.data_type.common import TradeType -from hummingbot.core.data_type.order_candidate import OrderCandidate -from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient -from hummingbot.strategy.script_strategy_base import ScriptStrategyBase - - -# noinspection DuplicatedCode -class KujiraPMMExample(ScriptStrategyBase): - - class MiddlePriceStrategy(Enum): - SAP = 'SIMPLE_AVERAGE_PRICE' - WAP = 'WEIGHTED_AVERAGE_PRICE' - VWAP = 'VOLUME_WEIGHTED_AVERAGE_PRICE' - - def __init__(self): - try: - # self._log(DEBUG, """__init__... start""") - - super().__init__() - - self._can_run: bool = True - self._script_name = path.basename(Path(__file__)) - self._configuration = { - "chain": "kujira", - "network": "testnet", - "connector": "kujira", - "owner_address": os.environ["TEST_KUJIRA_WALLET_PUBLIC_KEY"], - "markets": { - "kujira_kujira_testnet": [ # Only one market can be used for now - # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" - "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" - # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" - ] - }, - "strategy": { - "layers": [ - { - "bid": { - "quantity": 1, - "spread_percentage": 1, - "max_liquidity_in_dollars": 100 - }, - "ask": { - "quantity": 1, - "spread_percentage": 1, - "max_liquidity_in_dollars": 100 - } - }, - { - "bid": { - "quantity": 1, - "spread_percentage": 5, - "max_liquidity_in_dollars": 100 - }, - "ask": { - "quantity": 1, - "spread_percentage": 5, - "max_liquidity_in_dollars": 100 - } - }, - { - "bid": { - "quantity": 1, - "spread_percentage": 10, - "max_liquidity_in_dollars": 100 - }, - "ask": { - "quantity": 1, - "spread_percentage": 10, - "max_liquidity_in_dollars": 100 - } - }, - ], - "tick_interval": 59, - "kujira_order_type": OrderType.LIMIT, - "price_strategy": "middle", - "middle_price_strategy": "SAP", - "cancel_all_orders_on_start": True, - "cancel_all_orders_on_stop": True, - "run_only_once": False - }, - "logger": { - "level": "DEBUG" - } - } - self._owner_address = None - self._connector_id = None - self._quote_token_name = None - self._base_token_name = None - self._hb_trading_pair = None - self._is_busy: bool = False - self._refresh_timestamp: int - self._gateway: GatewayHttpClient - self._connector: GatewayCLOBSPOT - self._market: Dict[str, Any] - self._balances: Dict[str, Any] = {} - self._tickers: Dict[str, Any] - self._currently_tracked_orders_ids: [str] = [] - self._tracked_orders_ids: [str] = [] - self._open_orders: Dict[str, Any] - self._filled_orders: Dict[str, Any] - self._vwap_threshold = 50 - self._int_zero = int(0) - self._float_zero = float(0) - self._float_infinity = float('inf') - self._decimal_zero = Decimal(0) - self._decimal_infinity = Decimal("Infinity") - finally: - pass - # self._log(DEBUG, """__init__... end""") - - def get_markets_definitions(self) -> Dict[str, List[str]]: - return self._configuration["markets"] - - # noinspection PyAttributeOutsideInit - async def initialize(self, start_command): - try: - self._log(DEBUG, """_initialize... start""") - - self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) - - # await super().initialize(start_command) - # self.initialized = False - - self._connector_id = next(iter(self._configuration["markets"])) - - self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] - self._market_name = convert_hb_trading_pair_to_market_name(self._hb_trading_pair) - - # noinspection PyTypeChecker - # self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] - self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() - - # self._owner_address = self._connector.address - self._owner_address = self._configuration["owner_address"] - - self._market = await self._get_market() - - self._base_token = self._market["baseToken"] - self._quote_token = self._market["quoteToken"] - - self._base_token_name = self._market["baseToken"]["name"] - self._quote_token_name = self._market["quoteToken"]["name"] - - if self._configuration["strategy"]["cancel_all_orders_on_start"]: - await self._cancel_all_orders() - - await self._market_withdraw() - - waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) - self._log(DEBUG, f"""Waiting for {waiting_time}s.""") - self._refresh_timestamp = waiting_time + self.current_timestamp - - self.initialized = True - except Exception as exception: - self._handle_error(exception) - - HummingbotApplication.main_application().stop() - finally: - self._log(DEBUG, """_initialize... end""") - - async def on_tick(self): - if (not self._is_busy) and (not self._can_run): - HummingbotApplication.main_application().stop() - - if self._is_busy or (self._refresh_timestamp > self.current_timestamp): - return - - try: - self._log(DEBUG, """on_tick... start""") - - self._is_busy = True - - try: - await self._market_withdraw() - except Exception as exception: - self._handle_error(exception) - - open_orders = await self._get_open_orders(use_cache=False) - await self._get_filled_orders(use_cache=False) - await self._get_balances(use_cache=False) - - open_orders_ids = list(open_orders.keys()) - await self._cancel_currently_untracked_orders(open_orders_ids) - - proposal: List[OrderCandidate] = await self._create_proposal() - candidate_orders: List[OrderCandidate] = await self._adjust_proposal_to_budget(proposal) - - await self._replace_orders(candidate_orders) - except Exception as exception: - self._handle_error(exception) - finally: - waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) - - # noinspection PyAttributeOutsideInit - self._refresh_timestamp = waiting_time + self.current_timestamp - self._is_busy = False - - self._log(DEBUG, f"""Waiting for {waiting_time}s.""") - - self._log(DEBUG, """on_tick... end""") - - if self._configuration["strategy"]["run_only_once"]: - HummingbotApplication.main_application().stop() - - def stop(self, clock: Clock): - asyncio.get_event_loop().run_until_complete(self.async_stop(clock)) - - async def async_stop(self, clock: Clock): - try: - self._log(DEBUG, """_stop... start""") - - self._can_run = False - - if self._configuration["strategy"]["cancel_all_orders_on_stop"]: - await self.retry_async_with_timeout(self._cancel_all_orders) - - await self.retry_async_with_timeout(self._market_withdraw) - - super().stop(clock) - finally: - self._log(DEBUG, """_stop... end""") - - async def _create_proposal(self) -> List[OrderCandidate]: - try: - self._log(DEBUG, """_create_proposal... start""") - - order_book = await self._get_order_book() - bids, asks = self._parse_order_book(order_book) - - ticker_price = await self._get_market_price() - try: - last_filled_order_price = await self._get_last_filled_order_price() - except Exception as exception: - self._handle_error(exception) - - last_filled_order_price = self._decimal_zero - - price_strategy = self._configuration["strategy"]["price_strategy"] - if price_strategy == "ticker": - used_price = ticker_price - elif price_strategy == "middle": - used_price = await self._get_market_mid_price( - bids, - asks, - self.MiddlePriceStrategy[ - self._configuration["strategy"].get( - "middle_price_strategy", - "VWAP" - ) - ] - ) - elif price_strategy == "last_fill": - used_price = last_filled_order_price - else: - raise ValueError("""Invalid "strategy.middle_price_strategy" configuration value.""") - - if used_price is None or used_price <= self._decimal_zero: - raise ValueError(f"Invalid price: {used_price}") - - tick_size = Decimal(self._market["tickSize"]) - min_order_size = Decimal(self._market["minimumOrderSize"]) - - client_id = 1 - proposal = [] - - bid_orders = [] - for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): - best_ask = Decimal(next(iter(asks), {"price": self._float_infinity})["price"]) - bid_quantity = int(layer["bid"]["quantity"]) - bid_spread_percentage = Decimal(layer["bid"]["spread_percentage"]) - bid_market_price = ((100 - bid_spread_percentage) / 100) * min(used_price, best_ask) - bid_max_liquidity_in_dollars = Decimal(layer["bid"]["max_liquidity_in_dollars"]) - bid_size = bid_max_liquidity_in_dollars / bid_market_price / bid_quantity if bid_quantity > 0 else 0 - - if bid_market_price < tick_size: - self._log( - WARNING, - f"""Skipping orders placement from layer {index}, bid price too low:\n\n{'{:^30}'.format(round(bid_market_price, 6))}""" - ) - elif bid_size < min_order_size: - self._log( - WARNING, - f"""Skipping orders placement from layer {index}, bid size too low:\n\n{'{:^30}'.format(round(bid_size, 9))}""" - ) - else: - for i in range(bid_quantity): - bid_order = OrderCandidate( - trading_pair=self._hb_trading_pair, - is_maker=True, - order_type=OrderType.LIMIT, - order_side=TradeType.BUY, - amount=bid_size, - price=bid_market_price - ) - - bid_order.client_id = str(client_id) - - bid_orders.append(bid_order) - - client_id += 1 - - ask_orders = [] - for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): - best_bid = Decimal(next(iter(bids), {"price": self._float_zero})["price"]) - ask_quantity = int(layer["ask"]["quantity"]) - ask_spread_percentage = Decimal(layer["ask"]["spread_percentage"]) - ask_market_price = ((100 + ask_spread_percentage) / 100) * max(used_price, best_bid) - ask_max_liquidity_in_dollars = Decimal(layer["ask"]["max_liquidity_in_dollars"]) - ask_size = ask_max_liquidity_in_dollars / ask_market_price / ask_quantity if ask_quantity > 0 else 0 - - if ask_market_price < tick_size: - self._log(WARNING, - f"""Skipping orders placement from layer {index}, ask price too low:\n\n{'{:^30}'.format(round(ask_market_price, 9))}""", - True) - elif ask_size < min_order_size: - self._log(WARNING, - f"""Skipping orders placement from layer {index}, ask size too low:\n\n{'{:^30}'.format(round(ask_size, 9))}""", - True) - else: - for i in range(ask_quantity): - ask_order = OrderCandidate( - trading_pair=self._hb_trading_pair, - is_maker=True, - order_type=OrderType.LIMIT, - order_side=TradeType.SELL, - amount=ask_size, - price=ask_market_price - ) - - ask_order.client_id = str(client_id) - - ask_orders.append(ask_order) - - client_id += 1 - - proposal = [*proposal, *bid_orders, *ask_orders] - - self._log(DEBUG, f"""proposal:\n{self._dump(proposal)}""") - - return proposal - finally: - self._log(DEBUG, """_create_proposal... end""") - - async def _adjust_proposal_to_budget(self, candidate_proposal: List[OrderCandidate]) -> List[OrderCandidate]: - try: - self._log(DEBUG, """_adjust_proposal_to_budget... start""") - - adjusted_proposal: List[OrderCandidate] = [] - - balances = await self._get_balances() - base_balance = Decimal(balances["tokens"][self._base_token["id"]]["free"]) - quote_balance = Decimal(balances["tokens"][self._quote_token["id"]]["free"]) - current_base_balance = base_balance - current_quote_balance = quote_balance - - for order in candidate_proposal: - if order.order_side == TradeType.BUY: - if current_quote_balance > order.amount: - current_quote_balance -= order.amount - adjusted_proposal.append(order) - else: - continue - elif order.order_side == TradeType.SELL: - if current_base_balance > order.amount: - current_base_balance -= order.amount - adjusted_proposal.append(order) - else: - continue - else: - raise ValueError(f"""Unrecognized order size "{order.order_side}".""") - - self._log(DEBUG, f"""adjusted_proposal:\n{self._dump(adjusted_proposal)}""") - - return adjusted_proposal - finally: - self._log(DEBUG, """_adjust_proposal_to_budget... end""") - - async def _get_base_ticker_price(self) -> Decimal: - try: - self._log(DEBUG, """_get_ticker_price... start""") - - return Decimal((await self._get_ticker(use_cache=False))["price"]) - finally: - self._log(DEBUG, """_get_ticker_price... end""") - - async def _get_last_filled_order_price(self) -> Decimal: - try: - self._log(DEBUG, """_get_last_filled_order_price... start""") - - last_filled_order = await self._get_last_filled_order() - - if last_filled_order: - return Decimal(last_filled_order["price"]) - else: - return None - finally: - self._log(DEBUG, """_get_last_filled_order_price... end""") - - async def _get_market_price(self) -> Decimal: - return await self._get_base_ticker_price() - - async def _get_market_mid_price(self, bids, asks, strategy: MiddlePriceStrategy = None) -> Decimal: - try: - self._log(DEBUG, """_get_market_mid_price... start""") - - if strategy: - return self._calculate_mid_price(bids, asks, strategy) - - try: - return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.VWAP) - except (Exception,): - try: - return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.WAP) - except (Exception,): - try: - return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.SAP) - except (Exception,): - return await self._get_market_price() - finally: - self._log(DEBUG, """_get_market_mid_price... end""") - - async def _get_base_balance(self) -> Decimal: - try: - self._log(DEBUG, """_get_base_balance... start""") - - base_balance = Decimal((await self._get_balances())[self._base_token["id"]]["free"]) - - return base_balance - finally: - self._log(DEBUG, """_get_base_balance... end""") - - async def _get_quote_balance(self) -> Decimal: - try: - self._log(DEBUG, """_get_quote_balance... start""") - - quote_balance = Decimal((await self._get_balances())[self._quote_token["id"]]["free"]) - - return quote_balance - finally: - self._log(DEBUG, """_get_quote_balance... start""") - - async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_balances... start""") - - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "ownerAddress": self._owner_address, - "tokenIds": [KUJIRA_NATIVE_TOKEN["id"], self._base_token["id"], self._quote_token["id"]] - } - - self._log(INFO, f"""gateway.kujira_get_balances:\nrequest:\n{self._dump(request)}""") - - if use_cache and self._balances is not None: - response = self._balances - else: - response = await self._gateway.kujira_get_balances(request) - - self._balances = copy.deepcopy(response) - - self._balances["total"]["free"] = Decimal(self._balances["total"]["free"]) - self._balances["total"]["lockedInOrders"] = Decimal(self._balances["total"]["lockedInOrders"]) - self._balances["total"]["unsettled"] = Decimal(self._balances["total"]["unsettled"]) - - for (token, balance) in dict(response["tokens"]).items(): - balance["free"] = Decimal(balance["free"]) - balance["lockedInOrders"] = Decimal(balance["lockedInOrders"]) - balance["unsettled"] = Decimal(balance["unsettled"]) - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, f"""gateway.kujira_get_balances:\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_balances... end""") - - async def _get_market(self): - try: - self._log(DEBUG, """_get_market... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "name": self._market_name - } - - response = await self._gateway.kujira_get_market(request) - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_get_market:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_market... end""") - - async def _get_order_book(self): - try: - self._log(DEBUG, """_get_order_book... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"] - } - - response = await self._gateway.kujira_get_order_book(request) - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(DEBUG, - f"""gateway.kujira_get_order_books:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_order_book... end""") - - async def _get_ticker(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_ticker... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"] - } - - if use_cache and self._tickers is not None: - response = self._tickers - else: - response = await self._gateway.kujira_get_ticker(request) - - self._tickers = response - - return response - except Exception as exception: - response = exception - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_get_ticker:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - - finally: - self._log(DEBUG, """_get_ticker... end""") - - async def _get_open_orders(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_open_orders... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - "status": OrderStatus.OPEN.value[0] - } - - if use_cache and self._open_orders is not None: - response = self._open_orders - else: - response = await self._gateway.kujira_get_orders(request) - self._open_orders = response - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_get_open_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_open_orders... end""") - - async def _get_last_filled_order(self) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_last_filled_order... start""") - - filled_orders = await self._get_filled_orders() - - if len((filled_orders or {})): - last_filled_order = list(dict(filled_orders).values())[0] - else: - last_filled_order = None - - return last_filled_order - finally: - self._log(DEBUG, """_get_last_filled_order... end""") - - async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_filled_orders... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - "status": OrderStatus.FILLED.value[0] - } - - if use_cache and self._filled_orders is not None: - response = self._filled_orders - else: - response = await self._gateway.kujira_get_orders(request) - self._filled_orders = response - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(DEBUG, f"""gateway.kujira_get_filled_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - - finally: - self._log(DEBUG, """_get_filled_orders... end""") - - async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any]: - try: - self._log(DEBUG, """_replace_orders... start""") - - response = None - try: - orders = [] - for candidate in proposal: - orders.append({ - "clientId": candidate.client_id, - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - "side": OrderSide.from_hummingbot(candidate.order_side).value[0], - "price": str(candidate.price), - "amount": str(candidate.amount), - "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value, - }) - - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "orders": orders - } - - self._log(INFO, f"""gateway.kujira_post_orders:\nrequest:\n{self._dump(request)}""") - - if len(orders): - response = await self._gateway.kujira_post_orders(request) - - self._currently_tracked_orders_ids = list(response.keys()) - self._tracked_orders_ids.extend(self._currently_tracked_orders_ids) - else: - self._log(WARNING, "No order was defined for placement/replacement. Skipping.", True) - response = [] - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, f"""gateway.kujira_post_orders:\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_replace_orders... end""") - - async def _cancel_currently_untracked_orders(self, open_orders_ids: List[str]): - try: - self._log(DEBUG, """_cancel_untracked_orders... start""") - - request = None - response = None - try: - untracked_orders_ids = list(set(self._tracked_orders_ids).intersection(set(open_orders_ids)) - set(self._currently_tracked_orders_ids)) - - if len(untracked_orders_ids) > 0: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "ids": untracked_orders_ids, - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - response = await self._gateway.kujira_delete_orders(request) - else: - self._log(INFO, "No order needed to be canceled.") - response = {} - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_cancel_untracked_orders... end""") - - async def _cancel_all_orders(self): - try: - self._log(DEBUG, """_cancel_all_orders... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - response = await self._gateway.kujira_delete_orders_all(request) - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.clob_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_cancel_all_orders... end""") - - async def _market_withdraw(self): - try: - self._log(DEBUG, """_market_withdraw... start""") - - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nrequest:\n{self._dump(request)}""") - - response = await self._gateway.kujira_post_market_withdraw(request) - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_post_market_withdraw:\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_market_withdraw... end""") - - async def _get_remaining_orders_ids(self, candidate_orders, created_orders) -> List[str]: - self._log(DEBUG, """_get_remaining_orders_ids... end""") - - try: - candidate_orders_client_ids = [order.client_id for order in candidate_orders] if len(candidate_orders) else [] - created_orders_client_ids = [order["clientId"] for order in created_orders.values()] if len(created_orders) else [] - remaining_orders_client_ids = list(set(candidate_orders_client_ids) - set(created_orders_client_ids)) - remaining_orders_ids = list(filter(lambda order: (order["clientId"] in remaining_orders_client_ids), created_orders.values())) - - self._log(INFO, f"""remaining_orders_ids:\n{self._dump(remaining_orders_ids)}""") - - return remaining_orders_ids - finally: - self._log(DEBUG, """_get_remaining_orders_ids... end""") - - async def _get_duplicated_orders_ids(self) -> List[str]: - self._log(DEBUG, """_get_duplicated_orders_ids... start""") - - try: - open_orders = (await self._get_open_orders()).values() - - open_orders_map = {} - duplicated_orders_ids = [] - - for open_order in open_orders: - if open_order["clientId"] == "0": # Avoid touching manually created orders. - continue - elif open_order["clientId"] not in open_orders_map: - open_orders_map[open_order["clientId"]] = [open_order] - else: - open_orders_map[open_order["clientId"]].append(open_order) - - for orders in open_orders_map.values(): - orders.sort(key=lambda order: order["id"]) - - duplicated_orders_ids = [ - *duplicated_orders_ids, - *[order["id"] for order in orders[:-1]] - ] - - self._log(INFO, f"""duplicated_orders_ids:\n{self._dump(duplicated_orders_ids)}""") - - return duplicated_orders_ids - finally: - self._log(DEBUG, """_get_duplicated_orders_ids... end""") - - # noinspection PyMethodMayBeStatic - def _parse_order_book(self, orderbook: Dict[str, Any]) -> List[Union[List[Dict[str, Any]], List[Dict[str, Any]]]]: - bids_list = [] - asks_list = [] - - bids: Dict[str, Any] = orderbook["bids"] - asks: Dict[str, Any] = orderbook["asks"] - - for value in bids.values(): - bids_list.append({'price': value["price"], 'amount': value["amount"]}) - - for value in asks.values(): - asks_list.append({'price': value["price"], 'amount': value["amount"]}) - - bids_list.sort(key=lambda x: x['price'], reverse=True) - asks_list.sort(key=lambda x: x['price'], reverse=False) - - return [bids_list, asks_list] - - def _split_percentage(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]]) -> List[Any]: - asks = asks[:math.ceil((self._vwap_threshold / 100) * len(asks))] - bids = bids[:math.ceil((self._vwap_threshold / 100) * len(bids))] - - return [bids, asks] - - # noinspection PyMethodMayBeStatic - def _compute_volume_weighted_average_price(self, book: [Dict[str, Any]]) -> np.array: - prices = [float(order['price']) for order in book] - amounts = [float(order['amount']) for order in book] - - prices = np.array(prices) - amounts = np.array(amounts) - - vwap = (np.cumsum(amounts * prices) / np.cumsum(amounts)) - - return vwap - - # noinspection PyMethodMayBeStatic - def _remove_outliers(self, order_book: [Dict[str, Any]], side: OrderSide) -> [Dict[str, Any]]: - prices = [order['price'] for order in order_book] - - q75, q25 = np.percentile(prices, [75, 25]) - - # https://www.askpython.com/python/examples/detection-removal-outliers-in-python - # intr_qr = q75-q25 - # max_threshold = q75+(1.5*intr_qr) - # min_threshold = q75-(1.5*intr_qr) # Error: Sometimes this function assigns negative value for min - - max_threshold = q75 * 1.5 - min_threshold = q25 * 0.5 - - orders = [] - if side == OrderSide.SELL: - orders = [order for order in order_book if order['price'] < max_threshold] - elif side == OrderSide.BUY: - orders = [order for order in order_book if order['price'] > min_threshold] - - return orders - - def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], strategy: MiddlePriceStrategy) -> Decimal: - if strategy == self.MiddlePriceStrategy.SAP: - bid_prices = [float(item['price']) for item in bids] - ask_prices = [float(item['price']) for item in asks] - - best_ask_price = 0 - best_bid_price = 0 - - if len(ask_prices) > 0: - best_ask_price = min(ask_prices) - - if len(bid_prices) > 0: - best_bid_price = max(bid_prices) - - return Decimal((best_ask_price + best_bid_price) / 2.0) - elif strategy == self.MiddlePriceStrategy.WAP: - bid_prices = [float(item['price']) for item in bids] - ask_prices = [float(item['price']) for item in asks] - - best_ask_price = 0 - best_ask_volume = 0 - best_bid_price = 0 - best_bid_amount = 0 - - if len(ask_prices) > 0: - best_ask_idx = ask_prices.index(min(ask_prices)) - best_ask_price = float(asks[best_ask_idx]['price']) - best_ask_volume = float(asks[best_ask_idx]['amount']) - - if len(bid_prices) > 0: - best_bid_idx = bid_prices.index(max(bid_prices)) - best_bid_price = float(bids[best_bid_idx]['price']) - best_bid_amount = float(bids[best_bid_idx]['amount']) - - if best_ask_volume + best_bid_amount > 0: - return Decimal( - (best_ask_price * best_ask_volume + best_bid_price * best_bid_amount) - / (best_ask_volume + best_bid_amount) - ) - else: - return self._decimal_zero - elif strategy == self.MiddlePriceStrategy.VWAP: - bids, asks = self._split_percentage(bids, asks) - - if len(bids) > 0: - bids = self._remove_outliers(bids, OrderSide.BUY) - - if len(asks) > 0: - asks = self._remove_outliers(asks, OrderSide.SELL) - - book = [*bids, *asks] - - if len(book) > 0: - vwap = self._compute_volume_weighted_average_price(book) - - return Decimal(vwap[-1]) - else: - return self._decimal_zero - else: - raise ValueError(f'Unrecognized mid price strategy "{strategy}".') - - # noinspection PyMethodMayBeStatic - def _calculate_waiting_time(self, number: int) -> int: - current_timestamp_in_milliseconds = int(time.time() * 1000) - result = number - (current_timestamp_in_milliseconds % number) - - return result - - async def retry_async_with_timeout(self, function, *arguments, number_of_retries=3, timeout_in_seconds=60, delay_between_retries_in_seconds=0.5): - for retry in range(number_of_retries): - try: - return await asyncio.wait_for(function(*arguments), timeout_in_seconds) - except asyncio.TimeoutError: - self._log(ERROR, f"TimeoutError in the attempt {retry+1} of {number_of_retries}.", True) - except Exception as exception: - message = f"""ERROR in the attempt {retry+1} of {number_of_retries}: {type(exception).__name__} {str(exception)}""" - self._log(ERROR, message, True) - await asyncio.sleep(delay_between_retries_in_seconds) - raise Exception(f"Operation failed with {number_of_retries} attempts.") - - def _log(self, level: int, message: str, *args, **kwargs): - # noinspection PyUnresolvedReferences - message = f"""{message}""" - - self.logger().log(level, message, *args, **kwargs) - - def _handle_error(self, exception: Exception): - message = f"""ERROR: {type(exception).__name__} {str(exception)}""" - self._log(ERROR, message, True) - - @staticmethod - def _dump(target: Any): - try: - return jsonpickle.encode(target, unpicklable=True, indent=2) - except (Exception,): - return target diff --git a/docker/scripts/shared/gateway/conf/.keep b/docker/scripts/shared/gateway/conf/.keep deleted file mode 100644 index e69de29bb2..0000000000 diff --git a/docker/scripts/shared/gateway/logs/.keep b/docker/scripts/shared/gateway/logs/.keep deleted file mode 100644 index e69de29bb2..0000000000 diff --git a/docker/scripts/utils/destroy-all-containers-and-images.sh b/docker/scripts/utils/destroy-all-containers-and-images.sh deleted file mode 100755 index 177ae4b1ae..0000000000 --- a/docker/scripts/utils/destroy-all-containers-and-images.sh +++ /dev/null @@ -1,12 +0,0 @@ -#!/usr/bin/env bash - -# Careful! This script will destroy all containers and images! - -docker kill $(docker ps -q) -docker rm $(docker ps -a -q) -docker rmi $(docker images -q) -docker system prune -af --volumes -docker builder prune -af - -#echo -n -e '\e[2J\e[3J\e[1;1H' -#clear From e0893fcee083489def3ec4b5d3f74172a67b0a5d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 23 Jun 2023 12:35:43 +0300 Subject: [PATCH 126/359] Removing unsed file. --- .../injective_kujira_api_data_source.py | 1169 ----------------- 1 file changed, 1169 deletions(-) delete mode 100644 hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py deleted file mode 100644 index 80869a0a04..0000000000 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/injective_kujira_api_data_source.py +++ /dev/null @@ -1,1169 +0,0 @@ -import asyncio -import json -import time -from asyncio import Lock -from collections import defaultdict -from decimal import Decimal -from enum import Enum -from math import floor -from typing import Any, Dict, List, Mapping, Optional, Tuple - -from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( - BACKEND_TO_CLIENT_ORDER_STATE_MAP, - CLIENT_TO_BACKEND_ORDER_TYPES_MAP, - CONNECTOR_NAME, - LOST_ORDER_COUNT_LIMIT, - MARKETS_UPDATE_INTERVAL, - MSG_BATCH_UPDATE_ORDERS, - MSG_CANCEL_SPOT_ORDER, - MSG_CREATE_SPOT_LIMIT_ORDER, - ORDER_CHAIN_PROCESSING_TIMEOUT, - REQUESTS_SKIP_STEP, -) -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import OrderHashManager -from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.connector.trading_rule import TradingRule -from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair -from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book import OrderBookMessage -from hummingbot.core.data_type.order_book_message import OrderBookMessageType -from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema -from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookDataSourceEvent -from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient -from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather -from hummingbot.logger import HummingbotLogger - -from .kujira_helpers import generate_hash -from .kujira_types import ( # AccountPortfolioResponse,; Coin,; Portfolio,; SubaccountBalanceV2,; SpotOrder, - GetTxByTxHashResponse, - MarketsResponse, - OrderStatus, - SpotMarketInfo, - SpotOrderHistory, - SpotTrade, - StreamAccountPortfolioResponse, - StreamOrderbookResponse, - StreamOrdersResponse, - StreamSubaccountBalanceResponse, - StreamTradesResponse, - StreamTxsResponse, - TokenMeta, -) - - -class KujiraAPIDataSource(CLOBAPIDataSourceBase): - """An interface class to the Kujira blockchain. - - Note — The same wallet address should not be used with different instances of the client as this will cause - issues with the account sequence management and may result in failed transactions, or worse, wrong locally computed - order hashes (exchange order IDs), which will in turn result in orphaned orders on the exchange. - """ - - _logger: Optional[HummingbotLogger] = None - - def __init__( - self, - trading_pairs: List[str], - connector_spec: Dict[str, Any], - client_config_map: ClientConfigAdapter, - ): - super().__init__( - trading_pairs=trading_pairs, connector_spec=connector_spec, client_config_map=client_config_map - ) - self._connector_name = CONNECTOR_NAME - self._chain = connector_spec["chain"] - self._network = connector_spec["network"] - self._sub_account_id = connector_spec["wallet_address"] - self._account_address: str = self._sub_account_id - # if self._network == "mainnet": - # self._network_obj = Network.mainnet() - # elif self._network == "testnet": - # self._network_obj = Network.testnet() - # else: - # raise ValueError(f"Invalid network: {self._network}") - # self._client = AsyncClient(network=self._network_obj) - # self._composer = ProtoMsgComposer(network=self._network_obj.string()) - self._order_hash_manager: Optional[OrderHashManager] = None - - self._markets_info: Dict[str, SpotMarketInfo] = {} - self._market_id_to_active_spot_markets: Dict[str, SpotMarketInfo] = {} - self._denom_to_token_meta: Dict[str, TokenMeta] = {} - self._markets_update_task: Optional[asyncio.Task] = None - - self._trades_stream_listener: Optional[asyncio.Task] = None - self._order_listeners: Dict[str, asyncio.Task] = {} - self._order_books_stream_listener: Optional[asyncio.Task] = None - self._bank_balances_stream_listener: Optional[asyncio.Task] = None - self._subaccount_balances_stream_listener: Optional[asyncio.Task] = None - self._transactions_stream_listener: Optional[asyncio.Task] = None - - self._order_placement_lock = Lock() - - # Local Balance - self._account_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) - self._account_available_balances: defaultdict[str, Decimal] = defaultdict(lambda: Decimal("0")) - - @property - def real_time_balance_update(self) -> bool: - return False - - @property - def events_are_streamed(self) -> bool: - return False - - @staticmethod - def supported_stream_events() -> List[Enum]: - return [ - MarketEvent.TradeUpdate, - MarketEvent.OrderUpdate, - AccountEvent.BalanceEvent, - OrderBookDataSourceEvent.TRADE_EVENT, - OrderBookDataSourceEvent.DIFF_EVENT, - OrderBookDataSourceEvent.SNAPSHOT_EVENT, - ] - - def get_supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT, OrderType.LIMIT_MAKER] - - @property - def _is_default_subaccount(self): - # return self._sub_account_id[-24:] == DEFAULT_SUB_ACCOUNT_SUFFIX - return True - - async def start(self): - """Starts the event streaming.""" - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - self._markets_update_task = self._markets_update_task or safe_ensure_future( - coro=self._update_markets_loop() - ) - await self._update_markets() # required for the streams - # await self._start_streams() - self._gateway_order_tracker.lost_order_count_limit = LOST_ORDER_COUNT_LIMIT - - async def stop(self): - """Stops the event streaming.""" - await self._stop_streams() - self._markets_update_task and self._markets_update_task.cancel() - self._markets_update_task = None - - async def check_network_status(self) -> NetworkStatus: - status = NetworkStatus.CONNECTED - try: - # await self._client.ping() - await self._get_gateway_instance().ping_gateway() - except asyncio.CancelledError: - raise - except Exception: - status = NetworkStatus.NOT_CONNECTED - return status - - async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: - market = self._markets_info[trading_pair] - # order_book_response = await self._client.get_spot_orderbooksV2(market_ids=[market.market_id]) - order_book_response = await self._get_gateway_instance().get_clob_orderbook_snapshot( - chain=self._chain, - network=self._network, - connector=self._connector_name, - trading_pair=trading_pair - ) - price_scale = self._get_backend_price_scaler(market=market) - size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) - last_update_timestamp_ms = 0 - bids = [] - orderbook = order_book_response - for bid in orderbook["buys"]: - bids.append((Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, bid["timestamp"]) - asks = [] - for ask in orderbook["sells"]: - asks.append((Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale)) - last_update_timestamp_ms = max(last_update_timestamp_ms, ask["timestamp"]) - snapshot_msg = OrderBookMessage( - message_type=OrderBookMessageType.SNAPSHOT, - content={ - "trading_pair": trading_pair, - "update_id": last_update_timestamp_ms, - "bids": bids, - "asks": asks, - }, - timestamp=last_update_timestamp_ms * 1e-3, - ) - return snapshot_msg - - def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - return str(status_update_exception).startswith("No update found for order") - - def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - return False - - async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: - status_update: Optional[OrderUpdate] = None - trading_pair = in_flight_order.trading_pair - order_hash = await in_flight_order.get_exchange_order_id() - misc_updates = { - "creation_transaction_hash": in_flight_order.creation_transaction_hash, - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, - } - - market = self._markets_info[trading_pair] - direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" - status_update = await self._get_booked_order_status_update( - trading_pair=trading_pair, - client_order_id=in_flight_order.client_order_id, - order_hash=order_hash, - market_id=market["id"], - direction=direction, - creation_timestamp=in_flight_order.creation_timestamp, - order_type=in_flight_order.order_type, - trade_type=in_flight_order.trade_type, - order_mist_updates=misc_updates, - ) - if status_update is None and in_flight_order.creation_transaction_hash is not None: - try: - tx_response = await self._get_transaction_by_hash( - transaction_hash=in_flight_order.creation_transaction_hash - ) - except Exception: - self.logger().debug( - f"Failed to fetch transaction {in_flight_order.creation_transaction_hash} for order" - f" {in_flight_order.exchange_order_id}.", - exc_info=True, - ) - tx_response = None - if tx_response is None: - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - elif await self._check_if_order_failed_based_on_transaction( - transaction=tx_response, order=in_flight_order - ): - status_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=tx_response.data.block_unix_timestamp * 1e-3, - new_state=OrderState.FAILED, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates=misc_updates, - ) - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - if status_update is None: - raise IOError(f"No update found for order {in_flight_order.client_order_id}") - - if in_flight_order.current_state == OrderState.PENDING_CREATE and status_update.new_state != OrderState.OPEN: - open_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=status_update.update_timestamp, - new_state=OrderState.OPEN, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=status_update.exchange_order_id, - misc_updates=misc_updates, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) - - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=status_update) - - return status_update - - async def place_order( - self, order: GatewayInFlightOrder, **kwargs - ) -> Tuple[Optional[str], Dict[str, Any]]: - # spot_order_to_create = [self._compose_spot_order_for_local_hash_computation(order=order)] - async with self._order_placement_lock: - # order_hashes = self._order_hash_manager.compute_order_hashes( - # spot_orders=spot_order_to_create, derivative_orders=[] - # ) - # order_hash = order_hashes.spot[0] - - # order_hash = generate_hash(order) - - try: - order_result: Dict[str, Any] = await self._get_gateway_instance().clob_place_order( - connector=self._connector_name, - chain=self._chain, - network=self._network, - trading_pair=order.trading_pair, - address=self._sub_account_id, - trade_type=order.trade_type, - order_type=order.order_type, - price=order.price, - size=order.amount, - ) - transaction_hash: Optional[str] = order_result.get("txHash") - order_id = order_result.get("id") - except Exception: - await self._update_account_address_and_create_order_hash_manager() - raise - - self.logger().debug( - # f"Placed order {order_hash} with nonce {self._order_hash_manager.current_nonce - 1}" - f"Placed order {order_id}" - f" and tx hash {transaction_hash}." - ) - - if transaction_hash in (None, ""): - await self._update_account_address_and_create_order_hash_manager() - raise ValueError( - f"The creation transaction for {order.client_order_id} failed. Please ensure there is sufficient" - f" INJ in the bank to cover transaction fees." - ) - - transaction_hash = f"0x{transaction_hash.lower()}" - - misc_updates = { - "creation_transaction_hash": transaction_hash, - } - - return order_id, misc_updates - - async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: - spot_orders_to_create = [ - # self._compose_spot_order_for_local_hash_computation(order=order) - generate_hash(order) - for order in orders_to_create - ] - - async with self._order_placement_lock: - order_hashes = self._order_hash_manager.compute_order_hashes( - spot_orders=spot_orders_to_create, derivative_orders=[] - ) - try: - update_result = await self._get_gateway_instance().clob_batch_order_modify( - connector=self._connector_name, - chain=self._chain, - network=self._network, - address=self._sub_account_id, - orders_to_create=orders_to_create, - orders_to_cancel=[], - ) - except Exception: - await self._update_account_address_and_create_order_hash_manager() - raise - - transaction_hash: Optional[str] = update_result.get("txHash") - exception = None - - if transaction_hash in (None, ""): - await self._update_account_address_and_create_order_hash_manager() - self.logger().error("The batch order update transaction failed.") - exception = RuntimeError("The creation transaction has failed on the Injective chain.") - - transaction_hash = f"0x{transaction_hash.lower()}" - - place_order_results = [ - PlaceOrderResult( - update_timestamp=self._time(), - client_order_id=order.client_order_id, - exchange_order_id=order_hash, - trading_pair=order.trading_pair, - misc_updates={ - "creation_transaction_hash": transaction_hash, - }, - exception=exception, - ) for order, order_hash in zip(orders_to_create, order_hashes.spot) - ] - - return place_order_results - - async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Dict[str, Any]]: - await order.get_exchange_order_id() - - cancelation_result = await self._get_gateway_instance().clob_cancel_order( - connector=self._connector_name, - chain=self._chain, - network=self._network, - trading_pair=order.trading_pair, - address=self._sub_account_id, - exchange_order_id=order.exchange_order_id, - ) - transaction_hash: Optional[str] = cancelation_result.get("txHash") - - if transaction_hash in (None, ""): - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - raise ValueError( - f"The cancelation transaction for {order.client_order_id} failed. Please ensure there is sufficient" - f" INJ in the bank to cover transaction fees." - ) - - transaction_hash = f"0x{transaction_hash.lower()}" - - misc_updates = { - "cancelation_transaction_hash": transaction_hash - } - - return True, misc_updates - - async def batch_order_cancel(self, orders_to_cancel: List[InFlightOrder]) -> List[CancelOrderResult]: - in_flight_orders_to_cancel = [ - self._gateway_order_tracker.fetch_tracked_order(client_order_id=order.client_order_id) - for order in orders_to_cancel - ] - exchange_order_ids_to_cancel = await safe_gather( - *[order.get_exchange_order_id() for order in in_flight_orders_to_cancel], - return_exceptions=True, - ) - found_orders_to_cancel = [ - order - for order, result in zip(orders_to_cancel, exchange_order_ids_to_cancel) - if not isinstance(result, asyncio.TimeoutError) - ] - - update_result = await self._get_gateway_instance().clob_batch_order_modify( - connector=self._connector_name, - chain=self._chain, - network=self._network, - address=self._sub_account_id, - orders_to_create=[], - orders_to_cancel=found_orders_to_cancel, - ) - - transaction_hash: Optional[str] = update_result.get("txHash") - exception = None - - if transaction_hash is None: - await self._update_account_address_and_create_order_hash_manager() - self.logger().error("The batch order update transaction failed.") - exception = RuntimeError("The cancelation transaction has failed on the Injective chain.") - - transaction_hash = f"0x{transaction_hash.lower()}" - - cancel_order_results = [ - CancelOrderResult( - client_order_id=order.client_order_id, - trading_pair=order.trading_pair, - misc_updates={ - "cancelation_transaction_hash": transaction_hash - }, - exception=exception, - ) for order in orders_to_cancel - ] - - return cancel_order_results - - async def get_last_traded_price(self, trading_pair: str) -> Decimal: - market = self._markets_info[trading_pair] - # trades = await self._client.get_spot_trades(market_id=market["id"]) - trades = await self._get_gateway_instance().kujira_get_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector_name, - "ownerAddress": self._sub_account_id, - "market": market["id"], - "status": OrderStatus.FILLED.value[0], - }) - if len(trades.values()) != 0: - price = self._convert_price_from_backend(price=trades.values()[0]["price"], market=market) - else: - price = Decimal("NaN") - return price - - async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - if self._account_address is None: - async with self._order_placement_lock: - await self._update_account_address_and_create_order_hash_manager() - self._check_markets_initialized() or await self._update_markets() - - # portfolio_response: AccountPortfolioResponse = await self._client.get_account_portfolio( - # account_address=self._account_address - # ) - # - # portfolio: Portfolio = portfolio_response.portfolio - # bank_balances: List[Coin] = portfolio.bank_balances - # sub_account_balances: List[SubaccountBalanceV2] = portfolio.subaccounts - - balances_dict: Dict[str, Dict[str, Decimal]] = {} - - bank_balances = (await self._get_gateway_instance().clob_kujira_balances( - chain=self._chain, - network=self._network, - address=self._account_address, - ))["balances"] - - if self._is_default_subaccount: - for bank_entry in bank_balances: - denom_meta = self._denom_to_token_meta.get(bank_entry["token"]) - if denom_meta is not None: - asset_name: str = denom_meta["symbol"] - # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - - # available_balance: Decimal = Decimal(bank_entry["amount"]) * denom_scaler - available_balance: Decimal = Decimal(bank_entry["amount"]) - total_balance: Decimal = available_balance - balances_dict[asset_name] = { - "total_balance": total_balance, - "available_balance": available_balance, - } - - # for entry in sub_account_balances: - # if entry.subaccount_id.casefold() != self._sub_account_id.casefold(): - # continue - # - # denom_meta = self._denom_to_token_meta.get(entry.denom) - # if denom_meta is not None: - # asset_name: str = denom_meta.symbol - # denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - # - # total_balance: Decimal = Decimal(entry.deposit.total_balance) * denom_scaler - # available_balance: Decimal = Decimal(entry.deposit.available_balance) * denom_scaler - # - # balance_element = balances_dict.get( - # asset_name, {"total_balance": Decimal("0"), "available_balance": Decimal("0")} - # ) - # balance_element["total_balance"] += total_balance - # balance_element["available_balance"] += available_balance - # balances_dict[asset_name] = balance_element - - self._update_local_balances(balances=balances_dict) - return balances_dict - - async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: - trading_pair = in_flight_order.trading_pair - market = self._markets_info[trading_pair] - exchange_order_id = await in_flight_order.get_exchange_order_id() - direction = "buy" if in_flight_order.trade_type == TradeType.BUY else "sell" - trades = await self._get_all_trades( - market_id=market["id"], - direction=direction, - created_at=int(in_flight_order.creation_timestamp * 1e3), - updated_at=int(in_flight_order.last_update_timestamp * 1e3) - ) - - client_order_id: str = in_flight_order.client_order_id - trade_updates = [] - - for trade in trades: - if trade.order_hash == exchange_order_id: - _, trade_update = self._parse_backend_trade(client_order_id=client_order_id, backend_trade=trade) - trade_updates.append(trade_update) - - return trade_updates - - async def _update_account_address_and_create_order_hash_manager(self): - if not self._order_placement_lock.locked(): - raise RuntimeError("The order-placement lock must be acquired before creating the order hash manager.") - # response: Dict[str, Any] = await self._get_gateway_instance().clob_kujira_balances( - # chain=self._chain, network=self._network, address=self._sub_account_id - # ) - # self._account_address: str = response["injectiveAddress"] - - # await self._client.get_account(self._account_address) - # await self._client.sync_timeout_height() - tasks_to_await_submitted_orders_to_be_processed_by_chain = [ - asyncio.wait_for(order.wait_until_processed_by_exchange(), timeout=ORDER_CHAIN_PROCESSING_TIMEOUT) - for order in self._gateway_order_tracker.active_orders.values() - if order.creation_transaction_hash is not None - ] # orders that have been sent to the chain but not yet added to a block will affect the order nonce - await safe_gather(*tasks_to_await_submitted_orders_to_be_processed_by_chain, return_exceptions=True) # await their processing - # self._order_hash_manager = OrderHashManager(network=self._network_obj, sub_account_id=self._sub_account_id) - # await self._order_hash_manager.start() - - def _check_markets_initialized(self) -> bool: - return ( - len(self._markets_info) != 0 - and len(self._market_id_to_active_spot_markets) != 0 - and len(self._denom_to_token_meta) != 0 - ) - - async def _update_markets_loop(self): - while True: - await self._sleep(delay=MARKETS_UPDATE_INTERVAL) - await self._update_markets() - - async def _update_markets(self): - markets = await self._get_spot_markets() - self._update_trading_pair_to_active_spot_markets(markets=markets) - self._update_market_id_to_active_spot_markets(markets=markets) - self._update_denom_to_token_meta(markets=markets) - - async def _get_spot_markets(self) -> MarketsResponse: - # market_status = "active" - # markets = await self._client.get_spot_markets(market_status=market_status) - # return markets - - markets = await self._get_gateway_instance().kujira_get_markets_all({ - "chain": self._chain, - "network": self._network, - "connector": self._connector_name - }) - - return markets - - def _update_local_balances(self, balances: Dict[str, Dict[str, Decimal]]): - # We need to keep local copy of total and available balance so we can trigger BalanceUpdateEvent with correct - # details. This is specifically for Injective during the processing of balance streams, where the messages does not - # detail the total_balance and available_balance across bank and subaccounts. - for asset_name, balance_entry in balances.items(): - if "total_balance" in balance_entry: - self._account_balances[asset_name] = balance_entry["total_balance"] - if "available_balance" in balance_entry: - self._account_available_balances[asset_name] = balance_entry["available_balance"] - - def _update_market_id_to_active_spot_markets(self, markets: MarketsResponse): - markets_dict = {market["id"]: market for market in markets.values()} - self._market_id_to_active_spot_markets.clear() - self._market_id_to_active_spot_markets.update(markets_dict) - - def _parse_trading_rule(self, trading_pair: str, market_info: SpotMarketInfo) -> TradingRule: - min_price_tick_size = self._convert_price_from_backend( - # price=market_info.min_price_tick_size, market=market_info - price=market_info["tickSize"], market=market_info - ) - min_quantity_tick_size = self._convert_size_from_backend( - # size=market_info.min_quantity_tick_size, market=market_info - size=market_info["minimumOrderSize"], market=market_info - ) - trading_rule = TradingRule( - trading_pair=trading_pair, - min_order_size=min_quantity_tick_size, - min_price_increment=min_price_tick_size, - min_base_amount_increment=min_quantity_tick_size, - min_quote_amount_increment=min_price_tick_size, - ) - return trading_rule - - # def _compose_spot_order_for_local_hash_computation(self, order: GatewayInFlightOrder) -> SpotOrder: - # market = self._markets_info[order.trading_pair] - # return self._composer.SpotOrder( - # market_id=market.market_id, - # subaccount_id=self._sub_account_id.lower(), - # fee_recipient=self._account_address, - # price=float(order.price), - # quantity=float(order.amount), - # is_buy=order.trade_type == TradeType.BUY, - # is_po=order.order_type == OrderType.LIMIT_MAKER, - # ) - - async def get_trading_fees(self) -> Mapping[str, MakerTakerExchangeFeeRates]: - self._check_markets_initialized() or await self._update_markets() - - trading_fees = {} - for trading_pair, market in self._markets_info.items(): - # fee_scaler = Decimal("1") - Decimal(market.service_provider_fee) - # maker_fee = Decimal(market.maker_fee_rate) * fee_scaler - # taker_fee = Decimal(market.taker_fee_rate) * fee_scaler - # trading_fees[trading_pair] = MakerTakerExchangeFeeRates( - # maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] - # ) - - maker_fee = Decimal("0") - taker_fee = Decimal("0") - - trading_fees[trading_pair] = MakerTakerExchangeFeeRates( - maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] - ) - - return trading_fees - - async def _get_booked_order_status_update( - self, - trading_pair: str, - client_order_id: str, - order_hash: str, - market_id: str, - direction: str, - creation_timestamp: float, - order_type: OrderType, - trade_type: TradeType, - order_mist_updates: Dict[str, str], - ) -> Optional[OrderUpdate]: - order_status = await self._get_backend_order_status( - market_id=market_id, - order_type=order_type, - trade_type=trade_type, - order_hash=order_hash, - direction=direction, - start_time=int(creation_timestamp * 1e3), - ) - - if order_status is not None: - status_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=order_status.updated_at * 1e-3, - new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order_status.state], - client_order_id=client_order_id, - exchange_order_id=order_status.order_hash, - misc_updates=order_mist_updates, - ) - else: - status_update = None - - return status_update - - def _update_trading_pair_to_active_spot_markets(self, markets: MarketsResponse): - markets_dict = {} - for market in markets.values(): - trading_pair = combine_to_hb_trading_pair( - base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] - ) - markets_dict[trading_pair] = market - self._markets_info.clear() - self._markets_info.update(markets_dict) - - def _update_denom_to_token_meta(self, markets: MarketsResponse): - self._denom_to_token_meta.clear() - for market in markets.values(): - if market["baseToken"]["symbol"] != "": # the meta is defined - self._denom_to_token_meta[market["baseToken"]["id"]] = market["baseToken"] - if market["quoteToken"]["symbol"] != "": # the meta is defined - self._denom_to_token_meta[market["quoteToken"]["id"]] = market["quoteToken"] - - async def _start_streams(self): - self._trades_stream_listener = ( - self._trades_stream_listener or safe_ensure_future(coro=self._listen_to_trades_stream()) - ) - market_ids = self._get_market_ids() - for market_id in market_ids: - if market_id not in self._order_listeners: - self._order_listeners[market_id] = safe_ensure_future( - coro=self._listen_to_orders_stream(market_id=market_id) - ) - self._order_books_stream_listener = ( - self._order_books_stream_listener or safe_ensure_future(coro=self._listen_to_order_books_stream()) - ) - if self._is_default_subaccount: - self._bank_balances_stream_listener = ( - self._bank_balances_stream_listener or safe_ensure_future(coro=self._listen_to_bank_balances_streams()) - ) - self._subaccount_balances_stream_listener = self._subaccount_balances_stream_listener or safe_ensure_future( - coro=self._listen_to_subaccount_balances_stream() - ) - self._transactions_stream_listener = self._transactions_stream_listener or safe_ensure_future( - coro=self._listen_to_transactions_stream() - ) - - async def _stop_streams(self): - self._trades_stream_listener and self._trades_stream_listener.cancel() - self._trades_stream_listener = None - for listener in self._order_listeners.values(): - listener.cancel() - self._order_listeners = {} - self._order_books_stream_listener and self._order_books_stream_listener.cancel() - self._order_books_stream_listener = None - self._subaccount_balances_stream_listener and self._subaccount_balances_stream_listener.cancel() - self._subaccount_balances_stream_listener = None - self._bank_balances_stream_listener and self._bank_balances_stream_listener.cancel() - self._bank_balances_stream_listener = None - self._transactions_stream_listener and self._transactions_stream_listener.cancel() - self._transactions_stream_listener = None - - # async def _listen_to_trades_stream(self): - # while True: - # market_ids: List[str] = self._get_market_ids() - # stream: UnaryStreamCall = await self._client.stream_spot_trades(market_ids=market_ids) - # try: - # async for trade_msg in stream: - # self._process_trade_stream_event(message=trade_msg) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in public trade listener loop.") - # self.logger().info("Restarting public trades stream.") - # stream.cancel() - - def _process_trade_stream_event(self, message: StreamTradesResponse): - trade_message: SpotTrade = message.trade - exchange_order_id = trade_message.order_hash - tracked_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(exchange_order_id) - client_order_id = "" if tracked_order is None else tracked_order.client_order_id - trade_ob_msg, trade_update = self._parse_backend_trade( - client_order_id=client_order_id, backend_trade=trade_message - ) - - self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_ob_msg) - self._publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=trade_update) - - # async def _listen_to_orders_stream(self, market_id: str): - # while True: - # stream: UnaryStreamCall = await self._client.stream_historical_spot_orders(market_id=market_id) - # try: - # async for order in stream: - # self._parse_order_stream_update(order=order) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in user stream listener loop.") - # self.logger().info("Restarting orders stream.") - # stream.cancel() - - def _parse_order_stream_update(self, order: StreamOrdersResponse): - order_hash = order.order.order_hash - in_flight_order = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get(order_hash) - if in_flight_order is not None: - market_id = order.order.market_id - trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) - order_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=order.order.updated_at * 1e-3, - new_state=BACKEND_TO_CLIENT_ORDER_STATE_MAP[order.order.state], - client_order_id=in_flight_order.client_order_id, - exchange_order_id=order.order.order_hash, - ) - if in_flight_order.current_state == OrderState.PENDING_CREATE and order_update.new_state != OrderState.OPEN: - open_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=order.order.updated_at * 1e-3, - new_state=OrderState.OPEN, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=order.order.order_hash, - ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=order_update) - - # async def _listen_to_order_books_stream(self): - # while True: - # market_ids = self._get_market_ids() - # stream: UnaryStreamCall = await self._client.stream_spot_orderbook_snapshot(market_ids=market_ids) - # try: - # async for order_book_update in stream: - # self._parse_order_book_event(order_book_update=order_book_update) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in user stream listener loop.") - # self.logger().info("Restarting order books stream.") - # stream.cancel() - - def _parse_order_book_event(self, order_book_update: StreamOrderbookResponse): - udpate_timestamp_ms = order_book_update.timestamp - market_id = order_book_update.market_id - trading_pair = self._get_trading_pair_from_market_id(market_id=market_id) - market = self._market_id_to_active_spot_markets[market_id] - price_scale = self._get_backend_price_scaler(market=market) - size_scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) - bids = [ - (Decimal(bid["price"]) * price_scale, Decimal(bid["quantity"]) * size_scale) - for bid in order_book_update.orderbook.buys - ] - asks = [ - (Decimal(ask["price"]) * price_scale, Decimal(ask["quantity"]) * size_scale) - for ask in order_book_update.orderbook.sells - ] - snapshot_msg = OrderBookMessage( - message_type=OrderBookMessageType.SNAPSHOT, - content={ - "trading_pair": trading_pair, - "update_id": udpate_timestamp_ms, - "bids": bids, - "asks": asks, - }, - timestamp=udpate_timestamp_ms * 1e-3, - ) - self._publisher.trigger_event(event_tag=OrderBookDataSourceEvent.SNAPSHOT_EVENT, message=snapshot_msg) - - def _parse_bank_balance_message(self, message: StreamAccountPortfolioResponse) -> BalanceUpdateEvent: - denom_meta: TokenMeta = self._denom_to_token_meta[message.denom] - denom_scaler: Decimal = Decimal(f"""1e-{denom_meta["decimals"]}""") - - available_balance: Decimal = Decimal(message.amount) * denom_scaler - total_balance: Decimal = available_balance - - balance_msg = BalanceUpdateEvent( - timestamp=self._time(), - asset_name=denom_meta.symbol, - total_balance=total_balance, - available_balance=available_balance, - ) - self._update_local_balances( - balances={denom_meta.symbol: {"total_balance": total_balance, "available_balance": available_balance}} - ) - return balance_msg - - # async def _listen_to_bank_balances_streams(self): - # while True: - # stream: UnaryStreamCall = await self._client.stream_account_portfolio( - # account_address=self._account_address, type="bank" - # ) - # try: - # async for bank_balance in stream: - # self._process_bank_balance_stream_event(message=bank_balance) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in account balance listener loop.") - # self.logger().info("Restarting account balances stream.") - # stream.cancel() - - def _process_bank_balance_stream_event(self, message: StreamAccountPortfolioResponse): - denom_meta = self._denom_to_token_meta[message.denom] - symbol = denom_meta.symbol - safe_ensure_future(self._issue_balance_update(token=symbol)) - - # async def _listen_to_subaccount_balances_stream(self): - # while True: - # # Uses InjectiveAccountsRPC since it provides both total_balance and available_balance in a single stream. - # stream: UnaryStreamCall = await self._client.stream_subaccount_balance(subaccount_id=self._sub_account_id) - # try: - # async for balance_msg in stream: - # self._process_subaccount_balance_stream_event(message=balance_msg) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in account balance listener loop.") - # self.logger().info("Restarting account balances stream.") - # stream.cancel() - - def _process_subaccount_balance_stream_event(self, message: StreamSubaccountBalanceResponse): - denom_meta = self._denom_to_token_meta[message.balance.denom] - symbol = denom_meta.symbol - safe_ensure_future(self._issue_balance_update(token=symbol)) - - async def _issue_balance_update(self, token: str): - account_balances = await self.get_account_balances() - token_balances = account_balances.get(token, {}) - total_balance = token_balances.get("total_balance", Decimal("0")) - available_balance = token_balances.get("available_balance", Decimal("0")) - balance_msg = BalanceUpdateEvent( - timestamp=self._time(), - asset_name=token, - total_balance=total_balance, - available_balance=available_balance, - ) - self._publisher.trigger_event(event_tag=AccountEvent.BalanceEvent, message=balance_msg) - - async def _get_backend_order_status( - self, - market_id: str, - order_type: OrderType, - trade_type: TradeType, - order_hash: Optional[str] = None, - direction: Optional[str] = None, - start_time: Optional[int] = None, - ) -> Optional[SpotOrderHistory]: - skip = 0 - order_status = None - search_completed = False - - while not search_completed: - # response = await self._client.get_historical_spot_orders( - # market_id=market_id, - # subaccount_id=self._sub_account_id, - # direction=direction, - # start_time=start_time, - # skip=skip, - # order_types=[CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(trade_type, order_type)]] - # ) - - response = await self._get_gateway_instance().kujira_get_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector_name, - "ownerAddress": self._sub_account_id, - "marketId": self._market_id_to_active_spot_markets[market_id]["id"], - "status": OrderStatus.FILLED.value[0], - }) - if len(response.values()) == 0: - search_completed = True - else: - skip += REQUESTS_SKIP_STEP - for response_order in response.values(): - if response_order["id"] == order_hash: - order_status = response_order - search_completed = True - break - - return order_status - - async def _get_all_trades( - self, - market_id: str, - direction: str, - created_at: int, - updated_at: int, - ) -> List[SpotTrade]: - skip = 0 - all_trades = [] - search_completed = False - - while not search_completed: - trades = await self._get_gateway_instance().kujira_get_orders({ - "chain": self._chain, - "network": self._network, - "connector": self._connector_name, - "ownerAddress": self._sub_account_id, - "marketId": self._market_id_to_active_spot_markets[market_id]["id"], - "status": OrderStatus.FILLED.value[0], - }) - # trades = await self._client.get_spot_trades( - # market_id=market_id, - # subaccount_id=self._sub_account_id, - # direction=direction, - # skip=skip, - # start_time=created_at, - # ) - if len(trades.values()) == 0: - search_completed = True - else: - all_trades.extend(trades.values()) - skip += len(trades.values()) - - return all_trades - - def _parse_backend_trade( - self, client_order_id: str, backend_trade: SpotTrade - ) -> Tuple[OrderBookMessage, TradeUpdate]: - exchange_order_id: str = backend_trade.order_hash - market = self._market_id_to_active_spot_markets[backend_trade.market_id] - trading_pair = self._get_trading_pair_from_market_id(market_id=backend_trade.market_id) - trade_id: str = backend_trade.trade_id - - price = self._convert_price_from_backend(price=backend_trade.price.price, market=market) - size = self._convert_size_from_backend(size=backend_trade.price.quantity, market=market) - trade_type = TradeType.BUY if backend_trade.trade_direction == "buy" else TradeType.SELL - is_taker: bool = backend_trade.execution_side == "taker" - - fee_amount = self._convert_quote_from_backend(quote_amount=backend_trade.fee, market=market) - _, quote = split_hb_trading_pair(trading_pair=trading_pair) - fee = TradeFeeBase.new_spot_fee( - fee_schema=TradeFeeSchema(), - trade_type=trade_type, - flat_fees=[TokenAmount(amount=fee_amount, token=quote)] - ) - - trade_msg_content = { - "trade_id": trade_id, - "trading_pair": trading_pair, - "trade_type": trade_type, - "amount": size, - "price": price, - "is_taker": is_taker, - } - trade_ob_msg = OrderBookMessage( - message_type=OrderBookMessageType.TRADE, - timestamp=backend_trade.executed_at * 1e-3, - content=trade_msg_content, - ) - - trade_update = TradeUpdate( - trade_id=trade_id, - client_order_id=client_order_id, - exchange_order_id=exchange_order_id, - trading_pair=trading_pair, - fill_timestamp=backend_trade.executed_at * 1e-3, - fill_price=price, - fill_base_amount=size, - fill_quote_amount=price * size, - fee=fee, - ) - return trade_ob_msg, trade_update - - # async def _listen_to_transactions_stream(self): - # while True: - # stream: UnaryStreamCall = await self._client.stream_txs() - # try: - # async for transaction in stream: - # await self._parse_transaction_event(transaction=transaction) - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().exception("Unexpected error in user stream listener loop.") - # self.logger().info("Restarting transactions stream.") - # stream.cancel() - - async def _parse_transaction_event(self, transaction: StreamTxsResponse): - order = self._gateway_order_tracker.get_fillable_order_by_hash(transaction_hash=transaction.hash) - if order is not None: - messages = json.loads(s=transaction.messages) - for message in messages: - if message["type"] in [MSG_CREATE_SPOT_LIMIT_ORDER, MSG_CANCEL_SPOT_ORDER, MSG_BATCH_UPDATE_ORDERS]: - safe_ensure_future(coro=self.get_order_status_update(in_flight_order=order)) - - def _get_trading_pair_from_market_id(self, market_id: str) -> str: - market = self._market_id_to_active_spot_markets[market_id] - trading_pair = combine_to_hb_trading_pair( - base=market["baseToken"]["symbol"], quote=market["quoteToken"]["symbol"] - ) - return trading_pair - - def _get_exchange_trading_pair_from_market_info(self, market_info: Any) -> str: - return market_info["id"] - - def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) -> MakerTakerExchangeFeeRates: - # fee_scaler = Decimal("1") - Decimal(market_info.service_provider_fee) - # maker_fee = Decimal(market_info.maker_fee_rate) * fee_scaler - # taker_fee = Decimal(market_info.taker_fee_rate) * fee_scaler - - maker_fee = Decimal("0") - taker_fee = Decimal("0") - - return MakerTakerExchangeFeeRates( - maker=maker_fee, taker=taker_fee, maker_flat_fees=[], taker_flat_fees=[] - ) - - def _convert_price_from_backend(self, price: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_price_scaler(market=market) - scaled_price = Decimal(price) * scale - return scaled_price - - async def _get_transaction_by_hash(self, transaction_hash: str) -> GetTxByTxHashResponse: - # return await self._client.get_tx_by_hash(tx_hash=transaction_hash) - - return await self._get_gateway_instance().kujira_get_transaction({ - "chain": self._chain, - "network": self._network, - "connector": self._connector_name, - "hash": transaction_hash.replace("0x", ""), - }) - - def _get_market_ids(self) -> List[str]: - market_ids = [ - self._markets_info[trading_pair]["id"] - for trading_pair in self._trading_pairs - ] - return market_ids - - async def _check_if_order_failed_based_on_transaction(self, transaction: GetTxByTxHashResponse, - order: GatewayInFlightOrder) -> bool: - order_hash = await order.get_exchange_order_id() - return order_hash.lower() not in transaction.data.data.decode().lower() - - @staticmethod - def _get_backend_price_scaler(market: SpotMarketInfo) -> Decimal: - scale = Decimal(f"""1e{market["baseToken"]["decimals"] - market["quoteToken"]["decimals"]}""") - return scale - - def _convert_quote_from_backend(self, quote_amount: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_denom_scaler(denom_meta=market["quoteToken"]) - scaled_quote_amount = Decimal(quote_amount) * scale - return scaled_quote_amount - - def _convert_size_from_backend(self, size: str, market: SpotMarketInfo) -> Decimal: - scale = self._get_backend_denom_scaler(denom_meta=market["baseToken"]) - size_tick_size = Decimal(market["minimumOrderSize"]) * scale - scaled_size = Decimal(size) * scale - return self._floor_to(scaled_size, size_tick_size) - - @staticmethod - def _get_backend_denom_scaler(denom_meta: TokenMeta): - scale = Decimal(f"""1e{-denom_meta["decimals"]}""") - return scale - - @staticmethod - def _floor_to(value: Decimal, target: Decimal) -> Decimal: - result = int(floor(value / target)) * target - return result - - @staticmethod - def _get_backend_order_type(in_flight_order: InFlightOrder) -> str: - return CLIENT_TO_BACKEND_ORDER_TYPES_MAP[(in_flight_order.trade_type, in_flight_order.order_type)] - - @staticmethod - async def _sleep(delay: float): - await asyncio.sleep(delay) - - @staticmethod - def _time() -> float: - return time.time() - - def _get_gateway_instance(self) -> GatewayHttpClient: - gateway_instance = GatewayHttpClient.get_instance(self._client_config) - return gateway_instance - - @property - def is_cancel_request_in_exchange_synchronous(self) -> bool: - return True From 1eabcc903f3214cfdbca19f3094b02883a14fdac Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 23 Jun 2023 16:06:02 -0300 Subject: [PATCH 127/359] Making a carefully revision --- hummingbot/connector/connector_status.py | 2 +- .../kujira/kujira_api_data_source.py | 18 +++++++++--------- .../data_sources/kujira/kujira_types.py | 4 ++-- scripts/kujira_pmm_example.py | 12 ++++++------ .../data_sources/kujira/kujira_mock_utils.py | 2 +- .../kujira/test_gateway_clob_spot.py | 2 +- ...way_clob_spot_api_order_book_data_source.py | 2 +- .../kujira/test_kujira_api_data_source.py | 2 +- 8 files changed, 22 insertions(+), 22 deletions(-) diff --git a/hummingbot/connector/connector_status.py b/hummingbot/connector/connector_status.py index c88ef61148..aff4aa87ce 100644 --- a/hummingbot/connector/connector_status.py +++ b/hummingbot/connector/connector_status.py @@ -66,7 +66,7 @@ 'phemex_perpetual': 'bronze', 'phemex_perpetual_testnet': 'bronze', 'polkadex': 'bronze', - 'kujira': 'bronze', + 'kujira': 'bronze', # TODO verify/fix !!! } warning_messages = { diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 4a4f19b53e..0dcdf6b096 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -126,7 +126,7 @@ async def stop(self): self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None - # await self.cancel_all_orders() + # await self.cancel_all_orders() # TODO verify/fix !!! await self.settle_market_funds() self.logger().debug("stop: end") @@ -181,7 +181,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti f"""Placement of order "{order.client_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" ) - # order.exchange_order_id = placed_order.id + # order.exchange_order_id = placed_order.id # TODO verify/fix !!! misc_updates = DotMap({ "creation_transaction_hash": transaction_hash, @@ -570,7 +570,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - # self.logger().debug("get_account_balances: start") + # self.logger().debug("get_account_balances: start") # TODO verify/fix !!! request = { "chain": self._chain, @@ -602,7 +602,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self._user_balances = balances - # self.logger().debug("get_account_balances: end") + # self.logger().debug("get_account_balances: end") # TODO verify/fix !!! return hb_balances @@ -704,7 +704,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li timestamp = time() trade_id = str(timestamp) - # Simplified approach + # Simplified approach # TODO verify/fix !!! # is_taker = in_flight_order.order_type == OrderType.LIMIT # order_book_message = OrderBookMessage( @@ -765,7 +765,7 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc return output async def check_network_status(self) -> NetworkStatus: - # self.logger().debug("check_network_status: start") + # self.logger().debug("check_network_status: start") # TODO verify/fix !!! try: await self._gateway.ping_gateway() @@ -778,7 +778,7 @@ async def check_network_status(self) -> NetworkStatus: output = NetworkStatus.NOT_CONNECTED - # self.logger().debug("check_network_status: end") + # self.logger().debug("check_network_status: end") # TODO verify/fix !!! return output @@ -793,11 +793,11 @@ def is_cancel_request_in_exchange_synchronous(self) -> bool: return output def _check_markets_initialized(self) -> bool: - # self.logger().debug("_check_markets_initialized: start") + # self.logger().debug("_check_markets_initialized: start") # TODO verify/fix !!! output = self._markets is not None and bool(self._markets) - # self.logger().debug("_check_markets_initialized: end") + # self.logger().debug("_check_markets_initialized: end") # TODO verify/fix !!! return output diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index c0f5824608..644571b6a9 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -72,7 +72,7 @@ def from_hummingbot(target: HummingBotOrderStatus): return OrderStatus.PARTIALLY_FILLED elif target == HummingBotOrderStatus.FILLED: return OrderStatus.FILLED - # elif target == HummingBotOrderStatus.FAILED: + # elif target == HummingBotOrderStatus.FAILED: # TODO verify/fix !!! # return OrderStatus.FAILED # elif target == HummingBotOrderStatus.PENDING_APPROVAL: # return OrderStatus.APPROVAL_PENDING @@ -99,7 +99,7 @@ def to_hummingbot(self): return HummingBotOrderStatus.PENDING_CREATE elif self == OrderStatus.CANCELLATION_PENDING: return HummingBotOrderStatus.PENDING_CANCEL - # elif self == OrderStatus.UNKNOWN: + # elif self == OrderStatus.UNKNOWN: # TODO verify/fix !!! # return HummingBotOrderStatus.UNKNOWN else: raise ValueError(f"Unknown order status: {self}") diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index e87fd34e85..53faf2d382 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -38,7 +38,7 @@ class MiddlePriceStrategy(Enum): def __init__(self): try: - # self._log(DEBUG, """__init__... start""") + # self._log(DEBUG, """__init__... start""") # TODO verify/fix !!! super().__init__() @@ -131,7 +131,7 @@ def __init__(self): self._decimal_infinity = Decimal("Infinity") finally: pass - # self._log(DEBUG, """__init__... end""") + # self._log(DEBUG, """__init__... end""") # TODO verify/fix !!! def get_markets_definitions(self) -> Dict[str, List[str]]: return self._configuration["markets"] @@ -143,7 +143,7 @@ async def initialize(self, start_command): self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) - # await super().initialize(start_command) + # await super().initialize(start_command) # TODO verify/fix !!! # self.initialized = False self._connector_id = next(iter(self._configuration["markets"])) @@ -152,10 +152,10 @@ async def initialize(self, start_command): self._market_name = convert_hb_trading_pair_to_market_name(self._hb_trading_pair) # noinspection PyTypeChecker - # self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] + # self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] # TODO verify/fix !!! self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() - # self._owner_address = self._connector.address + # self._owner_address = self._connector.address # TODO verify/fix !!! self._owner_address = self._configuration["owner_address"] self._market = await self._get_market() @@ -897,7 +897,7 @@ def _remove_outliers(self, order_book: [Dict[str, Any]], side: OrderSide) -> [Di q75, q25 = np.percentile(prices, [75, 25]) - # https://www.askpython.com/python/examples/detection-removal-outliers-in-python + # https://www.askpython.com/python/examples/detection-removal-outliers-in-python # TODO verify/fix !!! # intr_qr = q75-q25 # max_threshold = q75+(1.5*intr_qr) # min_threshold = q75-(1.5*intr_qr) # Error: Sometimes this function assigns negative value for min diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py index f80a95027e..c45e1cab36 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py @@ -1,4 +1,4 @@ -# import asyncio +# import asyncio # TODO verify/fix !!! # import json # from decimal import Decimal # from typing import Any, List, Optional, Tuple, Type diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py index c3fd55b860..48578b287c 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py @@ -1,4 +1,4 @@ -# import asyncio +# import asyncio # TODO verify/fix !!! # import unittest # from decimal import Decimal # from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py index 0ce6d7b46e..61342d1932 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py @@ -1,4 +1,4 @@ -# import asyncio +# import asyncio # TODO verify/fix !!! # import unittest # from decimal import Decimal # from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 3f8d12e63f..63166e4cf4 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -1,4 +1,4 @@ -# import asyncio +# import asyncio # TODO verify/fix !!! # import unittest # from contextlib import ExitStack # from decimal import Decimal From 6cbd241ea59f85d6ee0e904cf24a09c595cf41bd Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 26 Jun 2023 15:20:12 -0300 Subject: [PATCH 128/359] Removed some commented code and unused files --- .../kujira/kujira_api_data_source.py | 20 +- .../data_sources/kujira/kujira_types.py | 12 - scripts/kujira_pmm_example.py | 4 - .../clob_spot/data_sources/kujira/__init__.py | 0 .../data_sources/kujira/kujira_mock_utils.py | 1122 ----------- .../kujira/test_gateway_clob_spot.py | 1768 ----------------- ...ay_clob_spot_api_order_book_data_source.py | 184 -- .../kujira/test_kujira_api_data_source.py | 886 --------- 8 files changed, 1 insertion(+), 3995 deletions(-) delete mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py delete mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py delete mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py delete mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py delete mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 0dcdf6b096..66e1bc4a67 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -126,7 +126,7 @@ async def stop(self): self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None - # await self.cancel_all_orders() # TODO verify/fix !!! + await self.cancel_all_orders() await self.settle_market_funds() self.logger().debug("stop: end") @@ -181,8 +181,6 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti f"""Placement of order "{order.client_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" ) - # order.exchange_order_id = placed_order.id # TODO verify/fix !!! - misc_updates = DotMap({ "creation_transaction_hash": transaction_hash, }, _dynamic=False) @@ -704,22 +702,6 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li timestamp = time() trade_id = str(timestamp) - # Simplified approach # TODO verify/fix !!! - # is_taker = in_flight_order.order_type == OrderType.LIMIT - - # order_book_message = OrderBookMessage( - # message_type=OrderBookMessageType.TRADE, - # timestamp=timestamp, - # content={ - # "trade_id": trade_id, - # "trading_pair": in_flight_order.trading_pair, - # "trade_type": in_flight_order.trade_type, - # "amount": in_flight_order.amount, - # "price": in_flight_order.price, - # "is_taker": is_taker, - # }, - # ) - trade_update = TradeUpdate( trade_id=trade_id, client_order_id=in_flight_order.client_order_id, diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 644571b6a9..7fe52d1c2d 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -72,16 +72,6 @@ def from_hummingbot(target: HummingBotOrderStatus): return OrderStatus.PARTIALLY_FILLED elif target == HummingBotOrderStatus.FILLED: return OrderStatus.FILLED - # elif target == HummingBotOrderStatus.FAILED: # TODO verify/fix !!! - # return OrderStatus.FAILED - # elif target == HummingBotOrderStatus.PENDING_APPROVAL: - # return OrderStatus.APPROVAL_PENDING - # elif target == HummingBotOrderStatus.APPROVED: - # return OrderStatus.APPROVED - # elif target == HummingBotOrderStatus.CREATED: - # return OrderStatus.CREATED - # elif target == HummingBotOrderStatus.COMPLETED: - # return OrderStatus.COMPLETED else: raise ValueError(f"Unknown order status: {target}") @@ -99,8 +89,6 @@ def to_hummingbot(self): return HummingBotOrderStatus.PENDING_CREATE elif self == OrderStatus.CANCELLATION_PENDING: return HummingBotOrderStatus.PENDING_CANCEL - # elif self == OrderStatus.UNKNOWN: # TODO verify/fix !!! - # return HummingBotOrderStatus.UNKNOWN else: raise ValueError(f"Unknown order status: {self}") diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 53faf2d382..fad1206957 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -143,16 +143,12 @@ async def initialize(self, start_command): self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) - # await super().initialize(start_command) # TODO verify/fix !!! - # self.initialized = False - self._connector_id = next(iter(self._configuration["markets"])) self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] self._market_name = convert_hb_trading_pair_to_market_name(self._hb_trading_pair) # noinspection PyTypeChecker - # self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] # TODO verify/fix !!! self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() # self._owner_address = self._connector.address # TODO verify/fix !!! diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py deleted file mode 100644 index e69de29bb2..0000000000 diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py deleted file mode 100644 index c45e1cab36..0000000000 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_mock_utils.py +++ /dev/null @@ -1,1122 +0,0 @@ -# import asyncio # TODO verify/fix !!! -# import json -# from decimal import Decimal -# from typing import Any, List, Optional, Tuple, Type -# from unittest.mock import AsyncMock, patch -# -# import grpc -# import pandas as pd -# from pykujira.orderhash import OrderHashResponse -# from pykujira.proto.exchange.kujira_accounts_rpc_pb2 import ( -# StreamSubaccountBalanceResponse, -# SubaccountBalance, -# SubaccountDeposit as Account_SubaccountDeposit, -# ) -# from pykujira.proto.exchange.kujira_explorer_rpc_pb2 import ( -# CosmosCoin, -# GasFee, -# GetTxByTxHashResponse, -# StreamTxsResponse, -# TxDetailData, -# ) -# from pykujira.proto.exchange.kujira_portfolio_rpc_pb2 import ( -# AccountPortfolioResponse, -# Coin, -# Portfolio, -# SubaccountBalanceV2, -# SubaccountDeposit, -# ) -# from pykujira.proto.exchange.kujira_spot_exchange_rpc_pb2 import ( -# MarketsResponse, -# OrderbookResponse, -# OrdersHistoryResponse, -# Paging, -# PriceLevel, -# SpotLimitOrderbook, -# SpotMarketInfo, -# SpotOrderHistory, -# SpotTrade, -# StreamOrderbookResponse, -# StreamOrdersHistoryResponse, -# StreamTradesResponse, -# TokenMeta, -# TradesResponse, -# ) -# -# from hummingbot.connector.constants import s_decimal_0 -# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( -# BASE_GAS, -# GAS_BUFFER, -# SPOT_CANCEL_ORDER_GAS, -# SPOT_SUBMIT_ORDER_GAS, -# ) -# from hummingbot.core.data_type.common import OrderType, TradeType -# from hummingbot.core.data_type.in_flight_order import InFlightOrder -# from hummingbot.core.data_type.trade_fee import TradeFeeBase -# -# -# class StreamMock: -# def __init__(self): -# self.queue = asyncio.Queue() -# -# def add(self, item: Any): -# self.queue.put_nowait(item=item) -# -# def run_until_all_items_delivered(self, timeout: float = 1): -# asyncio.get_event_loop().run_until_complete(asyncio.wait_for(fut=self.queue.join(), timeout=timeout)) -# -# def cancel(self): -# pass -# -# def __aiter__(self): -# return self -# -# async def __anext__(self): -# el = await self.queue.get() -# self.queue.task_done() -# return el -# -# -# class KujiraClientMock: -# def __init__( -# self, initial_timestamp: float, sub_account_id: str, base: str, quote: str, -# ): -# self.initial_timestamp = initial_timestamp -# self.base = base -# self.base_coin_address = "someBaseCoinAddress" -# self.base_denom = self.base_coin_address -# self.base_decimals = 18 -# self.quote = quote -# self.quote_coin_address = "someQuoteCoinAddress" -# self.quote_denom = self.quote_coin_address -# self.quote_decimals = 8 # usually set to 6, but for the sake of differing minimum price/size increments -# self.market_id = "someMarketId" -# self.sub_account_id = sub_account_id -# self.service_provider_fee = Decimal("0.4") -# self.order_creation_gas_estimate = Decimal("0.0000825") -# self.order_cancelation_gas_estimate = Decimal("0.0000725") -# self.order_gas_estimate = Decimal("0.000155") # gas to both submit and cancel an order in INJ -# -# self.kujira_async_client_mock_patch = patch( -# target=( -# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source.AsyncClient" -# ), -# autospec=True, -# ) -# self.kujira_async_client_mock: Optional[AsyncMock] = None -# self.gateway_instance_mock_patch = patch( -# target=( -# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" -# ".GatewayHttpClient" -# ), -# autospec=True, -# ) -# self.gateway_instance_mock: Optional[AsyncMock] = None -# self.kujira_order_hash_manager_start_patch = patch( -# target=( -# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" -# ".OrderHashManager.start" -# ), -# autospec=True, -# ) -# self.kujira_composer_patch = patch( -# target="hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" -# ".ProtoMsgComposer", -# autospec=True, -# ) -# self.kujira_compute_order_hashes_patch = patch( -# target=( -# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" -# ".OrderHashManager.compute_order_hashes" -# ), -# autospec=True, -# ) -# self.kujira_compute_order_hashes_mock: Optional[AsyncMock] = None -# -# self.place_order_called_event = asyncio.Event() -# self.cancel_order_called_event = asyncio.Event() -# -# @property -# def min_quantity_tick_size(self) -> Decimal: -# return Decimal("0.001") -# -# @property -# def min_price_tick_size(self) -> Decimal: -# return Decimal("0.00001") -# -# @property -# def maker_fee_rate(self) -> Decimal: -# return Decimal("-0.0001") -# -# @property -# def taker_fee_rate(self) -> Decimal: -# return Decimal("0.001") -# -# @property -# def exchange_trading_pair(self) -> str: -# return self.market_id -# -# def start(self): -# self.kujira_async_client_mock = self.kujira_async_client_mock_patch.start() -# self.kujira_async_client_mock.return_value = self.kujira_async_client_mock -# self.gateway_instance_mock = self.gateway_instance_mock_patch.start() -# self.gateway_instance_mock.get_instance.return_value = self.gateway_instance_mock -# self.kujira_order_hash_manager_start_patch.start() -# self.kujira_composer_patch.start() -# self.kujira_compute_order_hashes_mock = self.kujira_compute_order_hashes_patch.start() -# -# self.kujira_async_client_mock.stream_spot_trades.return_value = StreamMock() -# self.kujira_async_client_mock.stream_historical_spot_orders.return_value = StreamMock() -# self.kujira_async_client_mock.stream_spot_orderbooks.return_value = StreamMock() -# self.kujira_async_client_mock.stream_account_portfolio.return_value = StreamMock() -# self.kujira_async_client_mock.stream_subaccount_balance.return_value = StreamMock() -# self.kujira_async_client_mock.stream_txs.return_value = StreamMock() -# -# self.configure_active_spot_markets_response(timestamp=self.initial_timestamp) -# -# def stop(self): -# self.kujira_async_client_mock_patch.stop() -# self.gateway_instance_mock_patch.stop() -# self.kujira_order_hash_manager_start_patch.stop() -# self.kujira_composer_patch.stop() -# self.kujira_compute_order_hashes_patch.stop() -# -# def run_until_all_items_delivered(self, timeout: float = 1): -# self.kujira_async_client_mock.stream_spot_trades.return_value.run_until_all_items_delivered(timeout=timeout) -# self.kujira_async_client_mock.stream_historical_spot_orders.return_value.run_until_all_items_delivered( -# timeout=timeout -# ) -# self.kujira_async_client_mock.stream_spot_orderbooks.return_value.run_until_all_items_delivered( -# timeout=timeout -# ) -# self.kujira_async_client_mock.stream_subaccount_balance.return_value.run_until_all_items_delivered( -# timeout=timeout -# ) -# self.kujira_async_client_mock.stream_txs.return_value.run_until_all_items_delivered( -# timeout=timeout -# ) -# -# def run_until_place_order_called(self, timeout: float = 1): -# asyncio.get_event_loop().run_until_complete( -# asyncio.wait_for(fut=self.place_order_called_event.wait(), timeout=timeout) -# ) -# -# def run_until_cancel_order_called(self, timeout: float = 1): -# asyncio.get_event_loop().run_until_complete( -# asyncio.wait_for(fut=self.cancel_order_called_event.wait(), timeout=timeout) -# ) -# -# def configure_batch_order_create_response( -# self, -# timestamp: int, -# transaction_hash: str, -# created_orders: List[InFlightOrder], -# ): -# def update_and_return(*_, **__): -# self.place_order_called_event.set() -# return { -# "network": "kujira", -# "timestamp": timestamp, -# "latency": 2, -# "txHash": transaction_hash if not transaction_hash.startswith("0x") else transaction_hash[2:], -# } -# -# self.gateway_instance_mock.clob_batch_order_modify.side_effect = update_and_return -# self.configure_get_tx_by_hash_creation_response( -# timestamp=timestamp, success=True, order_hashes=[order.exchange_order_id for order in created_orders] -# ) -# for order in created_orders: -# self.configure_get_historical_spot_orders_response_for_in_flight_order( -# timestamp=timestamp, -# in_flight_order=order, -# ) -# self.kujira_compute_order_hashes_mock.return_value = OrderHashResponse( -# spot=[order.exchange_order_id for order in created_orders], derivative=[] -# ) -# -# def configure_batch_order_cancel_response( -# self, -# timestamp: int, -# transaction_hash: str, -# canceled_orders: List[InFlightOrder], -# ): -# def update_and_return(*_, **__): -# self.place_order_called_event.set() -# return { -# "network": "kujira", -# "timestamp": timestamp, -# "latency": 2, -# "txHash": transaction_hash if not transaction_hash.startswith("0x") else transaction_hash[2:], -# } -# -# self.gateway_instance_mock.clob_batch_order_modify.side_effect = update_and_return -# for order in canceled_orders: -# self.configure_get_historical_spot_orders_response_for_in_flight_order( -# timestamp=timestamp, -# in_flight_order=order, -# is_canceled=True, -# ) -# -# def configure_place_order_response( -# self, -# timestamp: int, -# transaction_hash: str, -# exchange_order_id: str, -# trade_type: TradeType, -# price: Decimal, -# size: Decimal, -# ): -# -# def place_and_return(*_, **__): -# self.place_order_called_event.set() -# return { -# "network": "kujira", -# "timestamp": timestamp, -# "latency": 2, -# "txHash": transaction_hash[2:].lower(), -# } -# -# self.gateway_instance_mock.clob_place_order.side_effect = place_and_return -# self.configure_get_tx_by_hash_creation_response( -# timestamp=timestamp, success=True, order_hashes=[exchange_order_id] -# ) -# self.configure_get_historical_spot_orders_response( -# timestamp=timestamp, -# order_hash=exchange_order_id, -# state="booked", -# execution_type="limit", -# order_type="buy" if trade_type == TradeType.BUY else "sell", -# price=price, -# size=size, -# filled_size=Decimal("0"), -# direction="buy" if trade_type == TradeType.BUY else "sell", -# ) -# self.kujira_compute_order_hashes_mock.return_value = OrderHashResponse( -# spot=[exchange_order_id], derivative=[] -# ) -# -# def configure_place_order_fails_response(self, exception: Exception): -# -# def place_and_raise(*_, **__): -# self.place_order_called_event.set() -# raise exception -# -# self.gateway_instance_mock.clob_place_order.side_effect = place_and_raise -# -# def configure_cancel_order_response(self, timestamp: int, transaction_hash: str): -# -# def cancel_and_return(*_, **__): -# self.cancel_order_called_event.set() -# return { -# "network": "kujira", -# "timestamp": timestamp, -# "latency": 2, -# "txHash": transaction_hash if not transaction_hash.startswith("0x") else transaction_hash[2:], -# } -# -# self.gateway_instance_mock.clob_cancel_order.side_effect = cancel_and_return -# -# def configure_cancel_order_fails_response(self, exception: Exception): -# -# def cancel_and_raise(*_, **__): -# self.cancel_order_called_event.set() -# raise exception -# -# self.gateway_instance_mock.clob_cancel_order.side_effect = cancel_and_raise -# -# def configure_one_success_one_failure_order_cancelation_responses( -# self, success_timestamp: int, success_transaction_hash: str, failure_exception: Exception, -# ): -# called_once = False -# -# def cancel_and_return(*_, **__): -# nonlocal called_once -# if called_once: -# self.cancel_order_called_event.set() -# raise failure_exception -# called_once = True -# return { -# "network": "kujira", -# "timestamp": success_timestamp, -# "latency": 2, -# "txHash": success_transaction_hash, -# } -# -# self.gateway_instance_mock.clob_cancel_order.side_effect = cancel_and_return -# -# def configure_check_network_success(self): -# self.kujira_async_client_mock.ping.side_effect = None -# -# def configure_check_network_failure(self, exc: Type[Exception] = grpc.RpcError): -# self.kujira_async_client_mock.ping.side_effect = exc -# -# def configure_order_status_update_response( -# self, -# timestamp: int, -# order: InFlightOrder, -# creation_transaction_hash: Optional[str] = None, -# creation_transaction_success: bool = True, -# cancelation_transaction_hash: Optional[str] = None, -# filled_size: Decimal = s_decimal_0, -# is_canceled: bool = False, -# is_failed: bool = False, -# ): -# exchange_order_id = order.exchange_order_id -# if creation_transaction_hash is not None: -# if creation_transaction_success: -# self.configure_creation_transaction_stream_event( -# timestamp=timestamp, transaction_hash=creation_transaction_hash -# ) -# self.configure_get_tx_by_hash_creation_response( -# timestamp=timestamp, -# success=creation_transaction_success, -# order_hashes=[exchange_order_id], -# transaction_hash=creation_transaction_hash, -# is_order_failed=is_failed, -# ) -# if cancelation_transaction_hash is not None: -# self.configure_cancelation_transaction_stream_event( -# timestamp=timestamp, -# transaction_hash=cancelation_transaction_hash, -# order_hash=exchange_order_id, -# ) -# self.configure_get_tx_by_hash_cancelation_response( -# timestamp=timestamp, -# order_hash=exchange_order_id, -# transaction_hash=cancelation_transaction_hash, -# ) -# if is_failed: -# self.configure_get_historical_spot_orders_empty_response() -# elif not is_canceled: -# self.configure_get_historical_spot_orders_response_for_in_flight_order( -# timestamp=timestamp, -# in_flight_order=order, -# order_hash=exchange_order_id, -# filled_size=filled_size, -# ) -# else: -# self.configure_get_historical_spot_orders_response_for_in_flight_order( -# timestamp=timestamp, in_flight_order=order, is_canceled=True -# ) -# -# def configure_trades_response_with_exchange_order_id( -# self, -# timestamp: float, -# exchange_order_id: str, -# price: Decimal, -# size: Decimal, -# fee: TradeFeeBase, -# trade_id: str, -# ): -# """This method appends mocks if previously queued mocks already exist.""" -# timestamp_ms = int(timestamp * 1e3) -# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") -# scaled_size = size * Decimal(f"1e{self.base_decimals}") -# price_level = PriceLevel( -# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms -# ) -# scaled_fee = fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}") -# trade = SpotTrade( -# order_hash=exchange_order_id, -# subaccount_id=self.sub_account_id, -# market_id=self.market_id, -# trade_execution_type="limitMatchNewOrder", -# trade_direction="buy", -# price=price_level, -# fee=str(scaled_fee), -# executed_at=timestamp_ms, -# fee_recipient="anotherRecipientAddress", -# trade_id=trade_id, -# execution_side="taker", -# ) -# trades = TradesResponse() -# trades.trades.append(trade) -# -# if self.kujira_async_client_mock.get_spot_trades.side_effect is None: -# self.kujira_async_client_mock.get_spot_trades.side_effect = [trades, TradesResponse()] -# else: -# self.kujira_async_client_mock.get_spot_trades.side_effect = ( -# list(self.kujira_async_client_mock.get_spot_trades.side_effect) + [trades, TradesResponse()] -# ) -# -# def configure_trades_response_no_trades(self): -# """This method appends mocks if previously queued mocks already exist.""" -# trades = TradesResponse() -# -# if self.kujira_async_client_mock.get_spot_trades.side_effect is None: -# self.kujira_async_client_mock.get_spot_trades.side_effect = [trades, TradesResponse()] -# else: -# self.kujira_async_client_mock.get_spot_trades.side_effect = ( -# list(self.kujira_async_client_mock.get_spot_trades.side_effect) + [trades, TradesResponse()] -# ) -# -# def configure_trades_response_fails(self): -# self.kujira_async_client_mock.get_spot_trades.side_effect = RuntimeError -# -# def configure_order_stream_event_for_in_flight_order( -# self, -# timestamp: float, -# in_flight_order: InFlightOrder, -# filled_size: Decimal = Decimal("0"), -# is_canceled: bool = False, -# ): -# if is_canceled: -# state = "canceled" -# elif filled_size == Decimal("0"): -# state = "booked" -# elif filled_size == in_flight_order.amount: -# state = "filled" -# else: -# state = "partial_filled" -# self.configure_order_stream_event( -# timestamp=timestamp, -# order_hash=in_flight_order.exchange_order_id, -# state=state, -# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", -# order_type=( -# in_flight_order.trade_type.name.lower() -# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") -# ), -# price=in_flight_order.price, -# size=in_flight_order.amount, -# filled_size=filled_size, -# direction=in_flight_order.trade_type.name.lower(), -# ) -# -# def configure_trade_stream_event( -# self, -# timestamp: float, -# price: Decimal, -# size: Decimal, -# maker_fee: TradeFeeBase, -# taker_fee: TradeFeeBase, -# exchange_order_id: str = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7", # noqa: mock -# taker_trade_id: str = "19889401_someTradeId", -# ): -# """The taker is a buy.""" -# maker_trade, taker_trade = self.get_maker_taker_trades_pair( -# timestamp=timestamp, -# price=price, -# size=size, -# maker_fee=maker_fee.flat_fees[0].amount, -# taker_fee=taker_fee.flat_fees[0].amount, -# order_hash=exchange_order_id, -# taker_trade_id=taker_trade_id, -# ) -# maker_trade_response = StreamTradesResponse(trade=maker_trade) -# taker_trade_response = StreamTradesResponse(trade=taker_trade) -# self.kujira_async_client_mock.stream_spot_trades.return_value.add(maker_trade_response) -# self.kujira_async_client_mock.stream_spot_trades.return_value.add(taker_trade_response) -# -# def configure_account_base_balance_stream_event( -# self, timestamp: float, total_balance: Decimal, available_balance: Decimal -# ): -# timestamp_ms = int(timestamp * 1e3) -# deposit = Account_SubaccountDeposit( -# total_balance=str(total_balance * Decimal(f"1e{self.base_decimals}")), -# available_balance=str(available_balance * Decimal(f"1e{self.base_decimals}")), -# ) -# balance = SubaccountBalance( -# subaccount_id=self.sub_account_id, -# account_address="someAccountAddress", -# denom=self.base_denom, -# deposit=deposit, -# ) -# balance_event = StreamSubaccountBalanceResponse( -# balance=balance, -# timestamp=timestamp_ms, -# ) -# self.kujira_async_client_mock.stream_subaccount_balance.return_value.add(balance_event) -# -# def configure_faulty_base_balance_stream_event(self, timestamp: float): -# timestamp_ms = int(timestamp * 1e3) -# deposit = Account_SubaccountDeposit( -# total_balance="", -# available_balance="", -# ) -# balance = SubaccountBalance( -# subaccount_id=self.sub_account_id, -# account_address="someAccountAddress", -# denom="wrongCoinAddress", -# deposit=deposit, -# ) -# balance_event = StreamSubaccountBalanceResponse( -# balance=balance, -# timestamp=timestamp_ms, -# ) -# self.kujira_async_client_mock.stream_subaccount_balance.return_value.add(balance_event) -# -# def configure_spot_trades_response_to_request_without_exchange_order_id( -# self, -# timestamp: float, -# price: Decimal, -# size: Decimal, -# maker_fee: TradeFeeBase, -# taker_fee: TradeFeeBase, -# ): -# """The taker is a buy.""" -# maker_trade, taker_trade = self.get_maker_taker_trades_pair( -# timestamp=timestamp, -# price=price, -# size=size, -# maker_fee=maker_fee.flat_fees[0].amount, -# taker_fee=taker_fee.flat_fees[0].amount, -# ) -# trades = TradesResponse() -# trades.trades.append(maker_trade) -# trades.trades.append(taker_trade) -# -# self.kujira_async_client_mock.get_spot_trades.return_value = trades -# -# def configure_orderbook_snapshot( -# self, timestamp: float, bids: List[Tuple[float, float]], asks: List[Tuple[float, float]], -# ): -# timestamp_ms = int(timestamp * 1e3) -# orderbook = self.create_orderbook_mock(timestamp_ms=timestamp_ms, bids=bids, asks=asks) -# orderbook_response = OrderbookResponse(orderbook=orderbook) -# -# self.kujira_async_client_mock.get_spot_orderbook.return_value = orderbook_response -# -# def configure_orderbook_snapshot_stream_event( -# self, timestamp: float, bids: List[Tuple[float, float]], asks: List[Tuple[float, float]] -# ): -# timestamp_ms = int(timestamp * 1e3) -# orderbook = self.create_orderbook_mock(timestamp_ms=timestamp_ms, bids=bids, asks=asks) -# orderbook_response = StreamOrderbookResponse( -# orderbook=orderbook, -# operation_type="update", -# timestamp=timestamp_ms, -# market_id=self.market_id, -# ) -# -# self.kujira_async_client_mock.stream_spot_orderbooks.return_value.add(orderbook_response) -# -# def create_orderbook_mock( -# self, timestamp_ms: float, bids: List[Tuple[float, float]], asks: List[Tuple[float, float]] -# ) -> SpotLimitOrderbook: -# orderbook = SpotLimitOrderbook() -# -# for price, size in bids: -# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") -# scaled_size = size * Decimal(f"1e{self.base_decimals}") -# bid = PriceLevel( -# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms -# ) -# orderbook.buys.append(bid) -# -# for price, size in asks: -# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") -# scaled_size = size * Decimal(f"1e{self.base_decimals}") -# ask = PriceLevel( -# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms -# ) -# orderbook.sells.append(ask) -# -# return orderbook -# -# def get_maker_taker_trades_pair( -# self, -# timestamp: float, -# price: Decimal, -# size: Decimal, -# maker_fee: Decimal, -# taker_fee: Decimal, -# order_hash: str = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7", # noqa: mock -# taker_trade_id: str = "19889401_someTradeId", -# ) -> Tuple[SpotTrade, SpotTrade]: -# """The taker is a buy.""" -# timestamp_ms = int(timestamp * 1e3) -# scaled_price = price * Decimal(f"1e{self.quote_decimals - self.base_decimals}") -# scaled_size = size * Decimal(f"1e{self.base_decimals}") -# price_level = PriceLevel( -# price=str(scaled_price), quantity=str(scaled_size), timestamp=timestamp_ms -# ) -# scaled_maker_fee = maker_fee * Decimal(f"1e{self.quote_decimals}") -# scaled_taker_fee = taker_fee * Decimal(f"1e{self.quote_decimals}") -# assert len(taker_trade_id.split("_")) == 2 -# trade_id_prefix = taker_trade_id.split("_")[0] -# taker_trade = SpotTrade( -# order_hash=order_hash, -# subaccount_id="sumSubAccountId", -# market_id=self.market_id, -# trade_execution_type="limitMatchNewOrder", -# trade_direction="buy", -# price=price_level, -# fee=str(scaled_taker_fee), -# executed_at=timestamp_ms, -# fee_recipient="anotherRecipientAddress", -# trade_id=taker_trade_id, -# execution_side="taker", -# ) -# maker_trade = SpotTrade( -# order_hash="anotherOrderHash", -# subaccount_id="anotherSubAccountId", -# market_id=self.market_id, -# trade_execution_type="limitMatchRestingOrder", -# trade_direction="sell", -# price=price_level, -# fee=str(scaled_maker_fee), -# executed_at=timestamp_ms, -# fee_recipient="someRecipientAddress", -# trade_id=f"{trade_id_prefix}_anotherTradeId", # trade IDs for each side have same prefix, different suffix -# execution_side="maker", -# ) -# return maker_trade, taker_trade -# -# def configure_order_stream_event( -# self, -# timestamp: float, -# order_hash: str, -# state: str, -# execution_type: str, -# order_type: str, -# price: Decimal, -# size: Decimal, -# filled_size: Decimal, -# direction: str, -# ): -# """ -# order { -# order_hash: "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: documentation -# market_id: "0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034" # noqa: documentation -# subaccount_id: "0x32b16783ea9a08602dc792f24c3d78bba6e333d3000000000000000000000000" # noqa: documentation -# execution_type: "limit" -# order_type: "buy_po" -# price: "0.00000000116023" -# trigger_price: "0" -# quantity: "2000000000000000" -# filled_quantity: "0" -# state: "canceled" -# created_at: 1669198777253 -# updated_at: 1669198783253 -# direction: "buy" -# } -# operation_type: "update" -# timestamp: 1669198784000 -# """ -# order = self.get_spot_order_history( -# timestamp=timestamp, -# order_hash=order_hash, -# state=state, -# execution_type=execution_type, -# order_type=order_type, -# price=price, -# size=size, -# filled_size=filled_size, -# direction=direction, -# ) -# timestamp_ms = int(timestamp * 1e3) -# order_response = StreamOrdersHistoryResponse( -# order=order, -# operation_type="update", -# timestamp=timestamp_ms, -# ) -# self.kujira_async_client_mock.stream_historical_spot_orders.return_value.add(order_response) -# -# def configure_get_historical_spot_orders_response_for_in_flight_order( -# self, -# timestamp: float, -# in_flight_order: InFlightOrder, -# filled_size: Decimal = Decimal("0"), -# is_canceled: bool = False, -# order_hash: Optional[str] = None, # overwrites in_flight_order.exchange_order_id -# ): -# """ -# orders { -# order_hash: "0x0f62edfb64644762c20490d9573034c2f319e87e857401c41eea1fe373045dd7" # noqa: documentation -# market_id: "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0" # noqa: documentation -# subaccount_id: "0x1b99514e320ae0087be7f87b1e3057853c43b799000000000000000000000000" # noqa: documentation -# execution_type: "limit" -# order_type: "sell_po" -# price: "1887550000" -# trigger_price: "0" -# quantity: "14.66" -# filled_quantity: "0" -# state: "canceled" -# created_at: 1660245368028 -# updated_at: 1660245374789 -# direction: "sell" -# } -# paging { -# total: 1000 -# } -# """ -# if is_canceled: -# state = "canceled" -# elif filled_size == Decimal("0"): -# state = "booked" -# elif filled_size == in_flight_order.amount: -# state = "filled" -# else: -# state = "partial_filled" -# self.configure_get_historical_spot_orders_response( -# timestamp=timestamp, -# order_hash=order_hash or in_flight_order.exchange_order_id, -# state=state, -# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", -# order_type=( -# in_flight_order.trade_type.name.lower() -# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") -# ), -# price=in_flight_order.price, -# size=in_flight_order.amount, -# filled_size=filled_size, -# direction=in_flight_order.trade_type.name.lower(), -# ) -# -# def configure_get_historical_spot_orders_empty_response(self): -# paging = Paging(total=1) -# mock_response = OrdersHistoryResponse(paging=paging) -# self.kujira_async_client_mock.get_historical_spot_orders.return_value = mock_response -# -# def configure_get_historical_spot_orders_response( -# self, -# timestamp: float, -# order_hash: str, -# state: str, -# execution_type: str, -# order_type: str, -# price: Decimal, -# size: Decimal, -# filled_size: Decimal, -# direction: str, -# ): -# """ -# orders { -# order_hash: "0x0f62edfb64644762c20490d9573034c2f319e87e857401c41eea1fe373045dd7" # noqa: documentation -# market_id: "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0" # noqa: documentation -# subaccount_id: "0x1b99514e320ae0087be7f87b1e3057853c43b799000000000000000000000000" # noqa: documentation -# execution_type: "limit" -# order_type: "sell_po" -# price: "1887550000" -# trigger_price: "0" -# quantity: "14.66" -# filled_quantity: "0" -# state: "canceled" -# created_at: 1660245368028 -# updated_at: 1660245374789 -# direction: "sell" -# } -# paging { -# total: 1000 -# } -# """ -# order = self.get_spot_order_history( -# timestamp=timestamp, -# order_hash=order_hash, -# state=state, -# execution_type=execution_type, -# order_type=order_type, -# price=price, -# size=size, -# filled_size=filled_size, -# direction=direction, -# ) -# paging = Paging(total=1) -# mock_response = OrdersHistoryResponse(paging=paging) -# mock_response.orders.append(order) -# self.kujira_async_client_mock.get_historical_spot_orders.return_value = mock_response -# -# def get_spot_order_history( -# self, -# timestamp: float, -# order_hash: str, -# state: str, -# execution_type: str, -# order_type: str, -# price: Decimal, -# size: Decimal, -# filled_size: Decimal, -# direction: str, -# ) -> SpotOrderHistory: -# timestamp_ms = int(timestamp * 1e3) -# order = SpotOrderHistory( -# order_hash=order_hash, -# market_id=self.market_id, -# subaccount_id="someSubAccountId", -# execution_type=execution_type, -# order_type=order_type, -# price=str(price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), -# trigger_price="0", -# quantity=str(size * Decimal(f"1e{self.base_decimals}")), -# filled_quantity=str(filled_size * Decimal(f"1e{self.base_decimals}")), -# state=state, -# created_at=timestamp_ms, -# updated_at=timestamp_ms, -# direction=direction, -# ) -# return order -# -# def configure_get_account_portfolio_response( -# self, -# base_total_balance: Decimal, -# base_available_balance: Decimal, -# quote_total_balance: Decimal, -# quote_available_balance: Decimal, -# ): -# pass -# -# def configure_get_account_balances_response( -# self, -# base_bank_balance: Decimal = s_decimal_0, -# quote_bank_balance: Decimal = s_decimal_0, -# base_total_balance: Decimal = s_decimal_0, -# base_available_balance: Decimal = s_decimal_0, -# quote_total_balance: Decimal = s_decimal_0, -# quote_available_balance: Decimal = s_decimal_0, -# ): -# subaccount_list = [] -# bank_coin_list = [] -# -# if base_total_balance != s_decimal_0: -# base_deposit = SubaccountDeposit( -# total_balance=str(base_total_balance * Decimal(f"1e{self.base_decimals}")), -# available_balance=str(base_available_balance * Decimal(f"1e{self.base_decimals}")), -# ) -# base_balance = SubaccountBalanceV2( -# subaccount_id=self.sub_account_id, -# denom=self.base_denom, -# deposit=base_deposit -# ) -# subaccount_list.append(base_balance) -# -# if quote_total_balance != s_decimal_0: -# quote_deposit = SubaccountDeposit( -# total_balance = str(quote_total_balance * Decimal(f"1e{self.quote_decimals}")), -# available_balance = str(quote_available_balance * Decimal(f"1e{self.quote_decimals}")), -# ) -# quote_balance = SubaccountBalanceV2( -# subaccount_id=self.sub_account_id, -# denom=self.quote_denom, -# deposit=quote_deposit, -# ) -# subaccount_list.append(quote_balance) -# -# if base_bank_balance != s_decimal_0: -# base_scaled_amount = str(base_bank_balance * Decimal(f"1e{self.base_decimals}")) -# coin = Coin(amount=base_scaled_amount, denom=self.base_denom) -# bank_coin_list.append(coin) -# -# if quote_bank_balance != s_decimal_0: -# quote_scaled_amount = str(quote_bank_balance * Decimal(f"1e{self.quote_decimals}")) -# coin = Coin(amount=quote_scaled_amount, denom=self.quote_denom) -# bank_coin_list.append(coin) -# -# portfolio = Portfolio(account_address="someAccountAddress", bank_balances=bank_coin_list, -# subaccounts=subaccount_list) -# -# self.kujira_async_client_mock.get_account_portfolio.return_value = AccountPortfolioResponse(portfolio=portfolio) -# -# def configure_get_tx_by_hash_creation_response( -# self, -# timestamp: float, -# success: bool, -# order_hashes: Optional[List[str]] = None, -# transaction_hash: str = "", -# trade_type: TradeType = TradeType.BUY, -# is_order_failed: bool = False, -# ): -# order_hashes = order_hashes or [] -# data_data = "\n\275\001\n0/kujira.exchange.v1beta1.MsgBatchUpdateOrders" -# if success and not is_order_failed: -# data_data += "\022\210\001\032B" + "\032B".join(order_hashes) -# gas_wanted = int(BASE_GAS + SPOT_SUBMIT_ORDER_GAS + GAS_BUFFER) -# gas_amount_scaled = self.order_creation_gas_estimate * Decimal("1e18") -# gas_amount = CosmosCoin(denom="inj", amount=str(int(gas_amount_scaled))) -# gas_fee = GasFee(gas_limit=gas_wanted, payer="") -# gas_fee.amount.append(gas_amount) -# messages_data = [ -# { -# 'type': '/kujira.exchange.v1beta1.MsgBatchUpdateOrders', -# 'value': { -# 'order': { -# 'market_id': self.market_id, -# 'order_info': { -# 'fee_recipient': 'inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r', -# 'price': '0.000000000007523000', -# 'quantity': '10000000000000000.000000000000000000', -# 'subaccount_id': self.sub_account_id, -# }, -# 'order_type': "BUY" if trade_type == TradeType.BUY else "SELL", -# 'trigger_price': '0.000000000000000000', -# }, -# 'sender': 'inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r', -# }, -# } -# ] -# data = TxDetailData( -# hash=transaction_hash, -# data=data_data.encode(), -# gas_wanted=gas_wanted, -# gas_used=int(gas_wanted * Decimal("0.9")), -# gas_fee=gas_fee, -# code=0 if success else 6, -# block_unix_timestamp=int(timestamp * 1e3), -# messages=json.dumps(messages_data).encode(), -# ) -# self.kujira_async_client_mock.get_tx_by_hash.return_value = GetTxByTxHashResponse(data=data) -# -# def configure_get_tx_by_hash_cancelation_response( -# self, -# timestamp: float, -# order_hash: str = "", -# transaction_hash: str = "", -# ): -# data_data = "\n0\n./kujira.exchange.v1beta1.MsgCancelSpotOrder" -# gas_wanted = int(BASE_GAS + SPOT_CANCEL_ORDER_GAS + GAS_BUFFER) -# gas_amount_scaled = self.order_cancelation_gas_estimate * Decimal("1e18") -# gas_amount = CosmosCoin(denom="inj", amount=str(int(gas_amount_scaled))) -# gas_fee = GasFee(gas_limit=gas_wanted, payer="") -# gas_fee.amount.append(gas_amount) -# messages_data = [ -# { -# 'type': '/kujira.exchange.v1beta1.MsgCancelSpotOrder', -# 'value': { -# 'market_id': self.market_id, -# "order_hash": order_hash, -# 'sender': 'inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r', -# 'subaccount_id': self.sub_account_id, -# }, -# } -# ] -# data = TxDetailData( -# hash=transaction_hash, -# data=data_data.encode(), -# gas_wanted=gas_wanted, -# gas_used=int(gas_wanted * Decimal("0.9")), -# gas_fee=gas_fee, -# code=0, -# block_unix_timestamp=int(timestamp * 1e3), -# messages=json.dumps(messages_data).encode(), -# ) -# self.kujira_async_client_mock.get_tx_by_hash.return_value = GetTxByTxHashResponse(data=data) -# -# def configure_creation_transaction_stream_event( -# self, timestamp: float, transaction_hash: str, trade_type: TradeType = TradeType.BUY -# ): -# """ -# block_number: 21394573 -# block_timestamp: "2022-12-12 06:15:31.072 +0000 UTC" -# hash: "0x2956ee8cf58f2b19646d00d794bfa6a857fcb7a58f6cd0879de5b91e849f60bb" # noqa: documentation -# messages: "[{\"type\":\"/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder\",\"value\":{\"order\":{\"market_id\":\"0x572f05fd93a6c2c4611b2eba1a0a36e102b6a592781956f0128a27662d84f112\",\"order_info\":{\"fee_recipient\":\"inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx\",\"price\":\"0.000000000004500000\",\"quantity\":\"51110000000000000000.000000000000000000\",\"subaccount_id\":\"0x20b6c8f178dbcc6af6f09fbe4cb9e213641a8bce000000000000000000000000\"},\"order_type\":\"SELL_PO\",\"trigger_price\":null},\"sender\":\"inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx\"}}]" # noqa: documentation -# tx_number: 135730075 -# """ -# message = [ -# { -# "type": "/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder", -# "value": { -# "order": { -# "market_id": self.market_id, -# "order_info": { -# "fee_recipient": "inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx", -# "price": "0.000000000004500000", -# "quantity": "51110000000000000000.000000000000000000", -# "subaccount_id": self.sub_account_id, -# }, -# "order_type": "BUY" if trade_type == TradeType.BUY else "SELL", -# "trigger_price": None, -# }, -# "sender": "inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx", -# }, -# }, -# ] -# transaction_event = StreamTxsResponse( -# block_number=21393769, -# block_timestamp=f"{pd.Timestamp.utcfromtimestamp(timestamp / 1e3).strftime('%Y-%m-%d %H:%M:%S.%f')} +0000 UTC", -# hash=transaction_hash, -# messages=json.dumps(message), -# tx_number=135726991, -# ) -# self.kujira_async_client_mock.stream_txs.return_value.add(transaction_event) -# -# def configure_cancelation_transaction_stream_event(self, timestamp: float, transaction_hash: str, order_hash: str): -# """ -# block_number: 21393769 -# block_timestamp: "2022-12-12 06:00:22.878 +0000 UTC" -# hash: "0xa3dbf1340278ef5c9443b88c992e715cc72140a79c6a961a2513a9ed8774afb8" # noqa: documentation -# messages: "[{\"type\":\"/kujira.exchange.v1beta1.MsgCancelSpotOrder\",\"value\":{\"market_id\":\"0xd1956e20d74eeb1febe31cd37060781ff1cb266f49e0512b446a5fafa9a16034\",\"order_hash\":\"0x0b7c4b6753c938e6ea994d77d6b2fa40b60bd949317e8f5f7a8f290e1925d303\",\"sender\":\"inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx\",\"subaccount_id\":\"0x20b6c8f178dbcc6af6f09fbe4cb9e213641a8bce000000000000000000000000\"}}]" # noqa: documentation -# tx_number: 135726991 -# """ -# message = [ -# { -# "type": "/kujira.exchange.v1beta1.MsgCancelSpotOrder", -# "value": { -# "market_id": self.market_id, -# "order_hash": order_hash, -# "sender": "inj1yzmv3utcm0xx4ahsn7lyew0zzdjp4z7wlx44vx", -# "subaccount_id": self.sub_account_id, -# }, -# }, -# ] -# transaction_event = StreamTxsResponse( -# block_number=21393769, -# block_timestamp=f"{pd.Timestamp.utcfromtimestamp(timestamp / 1e3).strftime('%Y-%m-%d %H:%M:%S.%f')} +0000 UTC", -# hash=transaction_hash, -# messages=json.dumps(message), -# tx_number=135726991, -# ) -# self.kujira_async_client_mock.stream_txs.return_value.add(transaction_event) -# -# def configure_active_spot_markets_response(self, timestamp: float): -# base_token_meta = TokenMeta( -# name="Coin", -# address=self.base_coin_address, -# symbol=self.base, -# decimals=self.base_decimals, -# updated_at=int(timestamp * 1e3), -# ) -# quote_token_meta = TokenMeta( -# name="Alpha", -# address=self.quote_coin_address, -# symbol=self.quote, -# decimals=self.quote_decimals, -# updated_at=int(timestamp * 1e3), -# ) -# inj_token_meta = TokenMeta( -# name="Kujira Protocol", -# address="0xe28b3B32B6c345A34Ff64674606124Dd5Aceca30", # noqa: mock -# symbol="INJ", -# decimals=18, -# updated_at=int(timestamp * 1e3), -# ) -# min_price_tick_size = str( -# self.min_price_tick_size * Decimal(f"1e{self.quote_decimals - self.base_decimals}") -# ) -# min_quantity_tick_size = str(self.min_quantity_tick_size * Decimal(f"1e{self.base_decimals}")) -# market = SpotMarketInfo( -# market_id=self.market_id, -# market_status="active", -# ticker=f"{self.base}/{self.quote}", -# base_denom=self.base_denom, -# base_token_meta=base_token_meta, -# quote_denom=self.quote_denom, -# quote_token_meta=quote_token_meta, -# maker_fee_rate=str(self.maker_fee_rate), -# taker_fee_rate=str(self.taker_fee_rate), -# service_provider_fee="0.4", -# min_price_tick_size=min_price_tick_size, -# min_quantity_tick_size=min_quantity_tick_size, -# ) -# inj_pair_min_price_tick_size = str( -# self.min_price_tick_size * Decimal(f"1e{18 - self.base_decimals}") -# ) -# inj_pair_min_quantity_tick_size = str(self.min_quantity_tick_size * Decimal(f"1e{self.base_decimals}")) -# inj_pair_market = SpotMarketInfo( -# market_id="anotherMarketId", -# market_status="active", -# ticker=f"INJ/{self.quote}", -# base_denom="inj", -# base_token_meta=inj_token_meta, -# quote_denom=self.quote_denom, -# quote_token_meta=quote_token_meta, -# maker_fee_rate=str(self.maker_fee_rate), -# taker_fee_rate=str(self.taker_fee_rate), -# service_provider_fee="0.4", -# min_price_tick_size=inj_pair_min_price_tick_size, -# min_quantity_tick_size=inj_pair_min_quantity_tick_size, -# ) -# markets = MarketsResponse() -# markets.markets.append(market) -# markets.markets.append(inj_pair_market) -# -# self.kujira_async_client_mock.get_spot_markets.return_value = markets diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py deleted file mode 100644 index 48578b287c..0000000000 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot.py +++ /dev/null @@ -1,1768 +0,0 @@ -# import asyncio # TODO verify/fix !!! -# import unittest -# from decimal import Decimal -# from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock -# from typing import Awaitable, Dict, List, Mapping -# from unittest.mock import AsyncMock, MagicMock, patch -# -# from hummingbot.client.config.client_config_map import ClientConfigMap -# from hummingbot.client.config.config_helpers import ClientConfigAdapter -# from hummingbot.client.config.fee_overrides_config_map import init_fee_overrides_config -# from hummingbot.client.config.trade_fee_schema_loader import TradeFeeSchemaLoader -# from hummingbot.client.settings import AllConnectorSettings -# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( -# KujiraAPIDataSource, -# ) -# from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT -# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -# from hummingbot.connector.trading_rule import TradingRule -# from hummingbot.connector.utils import combine_to_hb_trading_pair -# from hummingbot.core.clock import Clock -# from hummingbot.core.clock_mode import ClockMode -# from hummingbot.core.data_type.cancellation_result import CancellationResult -# from hummingbot.core.data_type.common import OrderType, TradeType -# from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState -# from hummingbot.core.data_type.limit_order import LimitOrder -# from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase -# from hummingbot.core.event.event_logger import EventLogger -# from hummingbot.core.event.events import ( -# BuyOrderCompletedEvent, -# BuyOrderCreatedEvent, -# MarketEvent, -# MarketOrderFailureEvent, -# OrderCancelledEvent, -# OrderFilledEvent, -# SellOrderCreatedEvent, -# ) -# from hummingbot.core.network_iterator import NetworkStatus -# -# -# class GatewayCLOBSPOTTest(unittest.TestCase): -# # the level is required to receive logs from the data source logger -# level = 0 -# base_asset: str -# quote_asset: str -# trading_pair: str -# inj_trading_pair: str -# wallet_address: str -# clock_tick_size: float -# -# @classmethod -# def setUpClass(cls) -> None: -# super().setUpClass() -# cls.base_asset = "COINALPHA" -# cls.quote_asset = "HBOT" -# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base_asset, quote=cls.quote_asset) -# cls.inj_trading_pair = combine_to_hb_trading_pair(base="INJ", quote=cls.quote_asset) -# cls.wallet_address = "someWalletAddress" -# cls.clock_tick_size = 1 -# -# def setUp(self) -> None: -# super().setUp() -# -# self.log_records = [] -# self.async_tasks: List[asyncio.Task] = [] -# -# self.start_timestamp = 1669100347689 -# self.clob_data_source_mock = KujiraClientMock( -# initial_timestamp=self.start_timestamp, -# sub_account_id=self.wallet_address, -# base=self.base_asset, -# quote=self.quote_asset, -# ) -# self.clob_data_source_mock.start() -# -# client_config_map = ClientConfigAdapter(ClientConfigMap()) -# connector_spec = { -# "chain": "someChain", -# "network": "mainnet", -# "wallet_address": self.wallet_address, -# } -# api_data_source = KujiraAPIDataSource( -# trading_pairs=[self.trading_pair], -# connector_spec=connector_spec, -# client_config_map=client_config_map, -# ) -# self.exchange = GatewayCLOBSPOT( -# client_config_map=client_config_map, -# api_data_source=api_data_source, -# connector_name="kujira", -# chain="kujira", -# network="mainnet", -# address=self.wallet_address, -# trading_pairs=[self.trading_pair], -# ) -# -# self.end_timestamp = self.start_timestamp + self.exchange.LONG_POLL_INTERVAL + 1 -# self.clock: Clock = Clock(ClockMode.BACKTEST, self.clock_tick_size, self.start_timestamp, self.end_timestamp) -# self.clock.add_iterator(iterator=self.exchange) -# -# api_data_source.logger().setLevel(1) -# api_data_source.logger().addHandler(self) -# self.exchange.logger().setLevel(1) -# self.exchange.logger().addHandler(self) -# self.exchange._order_tracker.logger().setLevel(1) -# self.exchange._order_tracker.logger().addHandler(self) -# -# self.initialize_event_loggers() -# -# self.async_run_with_timeout(coroutine=self.exchange.start_network()) -# -# def tearDown(self) -> None: -# for task in self.async_tasks: -# task.cancel() -# self.clob_data_source_mock.stop() -# self.async_run_with_timeout(coroutine=self.exchange.stop_network()) -# super().tearDown() -# -# @property -# def expected_supported_order_types(self) -> List[OrderType]: -# return [OrderType.LIMIT, OrderType.LIMIT_MAKER] -# -# @property -# def expected_exchange_order_id(self) -> str: -# return "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock -# -# @property -# def expected_transaction_hash(self) -> str: -# return "0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18" # noqa: mock -# -# @property -# def expected_trade_id(self) -> str: -# return "19889401_someTradeId" -# -# @property -# def expected_latest_price(self) -> float: -# return 100 -# -# @property -# def expected_trading_rule(self) -> TradingRule: -# return TradingRule( -# trading_pair=self.trading_pair, -# min_order_size=self.clob_data_source_mock.min_quantity_tick_size, -# min_price_increment=self.clob_data_source_mock.min_price_tick_size, -# min_base_amount_increment=self.clob_data_source_mock.min_quantity_tick_size, -# min_quote_amount_increment=self.clob_data_source_mock.min_price_tick_size, -# ) -# -# @property -# def expected_order_price(self) -> Decimal: -# return Decimal("10_000") -# -# @property -# def expected_order_size(self) -> Decimal: -# return Decimal("2") -# -# @property -# def expected_partial_fill_size(self) -> Decimal: -# return self.expected_order_size / 2 -# -# @property -# def expected_full_fill_fee(self) -> TradeFeeBase: -# expected_fee = self.clob_data_source_mock.maker_fee_rate * self.expected_order_price -# return AddedToCostTradeFee( -# flat_fees=[TokenAmount(token=self.quote_asset, amount=expected_fee)] -# ) -# -# @property -# def expected_partial_fill_fee(self) -> TradeFeeBase: -# expected_fee = self.clob_data_source_mock.maker_fee_rate * self.expected_partial_fill_size -# return AddedToCostTradeFee( -# flat_fees=[TokenAmount(token=self.quote_asset, amount=expected_fee)] -# ) -# -# def handle(self, record): -# self.log_records.append(record) -# -# def is_logged(self, log_level: str, message: str) -> bool: -# return any(record.levelname == log_level and record.getMessage() == message for record in self.log_records) -# -# def is_logged_that_starts_with(self, log_level: str, message_starts_with: str): -# return any( -# record.levelname == log_level and record.getMessage().startswith(message_starts_with) -# for record in self.log_records -# ) -# -# @staticmethod -# def async_run_with_timeout(coroutine: Awaitable, timeout: int = 1): -# ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coroutine, timeout)) -# return ret -# -# def initialize_event_loggers(self): -# self.buy_order_completed_logger = EventLogger() -# self.buy_order_created_logger = EventLogger() -# self.order_cancelled_logger = EventLogger() -# self.order_failure_logger = EventLogger() -# self.order_filled_logger = EventLogger() -# self.sell_order_completed_logger = EventLogger() -# self.sell_order_created_logger = EventLogger() -# -# events_and_loggers = [ -# (MarketEvent.BuyOrderCompleted, self.buy_order_completed_logger), -# (MarketEvent.BuyOrderCreated, self.buy_order_created_logger), -# (MarketEvent.OrderCancelled, self.order_cancelled_logger), -# (MarketEvent.OrderFailure, self.order_failure_logger), -# (MarketEvent.OrderFilled, self.order_filled_logger), -# (MarketEvent.SellOrderCompleted, self.sell_order_completed_logger), -# (MarketEvent.SellOrderCreated, self.sell_order_created_logger)] -# -# for event, logger in events_and_loggers: -# self.exchange.add_listener(event, logger) -# -# @staticmethod -# def expected_initial_status_dict() -> Dict[str, bool]: -# return { -# "symbols_mapping_initialized": False, -# "order_books_initialized": False, -# "account_balance": False, -# "trading_rule_initialized": False, -# "user_stream_initialized": False, -# "api_data_source_initialized": False, -# } -# -# @staticmethod -# def expected_initialized_status_dict() -> Dict[str, bool]: -# return { -# "symbols_mapping_initialized": True, -# "order_books_initialized": True, -# "account_balance": True, -# "trading_rule_initialized": True, -# "user_stream_initialized": True, -# "api_data_source_initialized": True, -# } -# -# def place_buy_order(self, size: Decimal = Decimal("100"), price: Decimal = Decimal("10_000")): -# order_id = self.exchange.buy( -# trading_pair=self.trading_pair, -# amount=size, -# order_type=OrderType.LIMIT, -# price=price, -# ) -# return order_id -# -# def place_sell_order(self, size: Decimal = Decimal("100"), price: Decimal = Decimal("10_000")): -# order_id = self.exchange.sell( -# trading_pair=self.trading_pair, -# amount=size, -# order_type=OrderType.LIMIT, -# price=price, -# ) -# return order_id -# -# def test_supported_order_types(self): -# supported_types = self.exchange.supported_order_types() -# self.assertEqual(self.expected_supported_order_types, supported_types) -# -# def test_restore_tracking_states_only_registers_open_orders(self): -# orders = [] -# orders.append(GatewayInFlightOrder( -# client_order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# amount=Decimal("1000.0"), -# price=Decimal("1.0"), -# creation_timestamp=1640001112.223, -# )) -# orders.append(GatewayInFlightOrder( -# client_order_id="12", -# exchange_order_id="22", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# amount=Decimal("1000.0"), -# price=Decimal("1.0"), -# creation_timestamp=1640001112.223, -# initial_state=OrderState.CANCELED -# )) -# orders.append(GatewayInFlightOrder( -# client_order_id="13", -# exchange_order_id="23", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# amount=Decimal("1000.0"), -# price=Decimal("1.0"), -# creation_timestamp=1640001112.223, -# initial_state=OrderState.FILLED -# )) -# orders.append(GatewayInFlightOrder( -# client_order_id="14", -# exchange_order_id="24", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# amount=Decimal("1000.0"), -# price=Decimal("1.0"), -# creation_timestamp=1640001112.223, -# initial_state=OrderState.FAILED -# )) -# -# tracking_states = {order.client_order_id: order.to_json() for order in orders} -# -# self.exchange.restore_tracking_states(tracking_states) -# -# self.assertIn("11", self.exchange.in_flight_orders) -# self.assertNotIn("12", self.exchange.in_flight_orders) -# self.assertNotIn("13", self.exchange.in_flight_orders) -# self.assertNotIn("14", self.exchange.in_flight_orders) -# -# def test_all_trading_pairs(self): -# self.exchange._set_trading_pair_symbol_map(None) -# -# all_trading_pairs = self.async_run_with_timeout(coroutine=self.exchange.all_trading_pairs()) -# -# self.assertEqual(2, len(all_trading_pairs)) -# self.assertIn(self.trading_pair, all_trading_pairs) -# self.assertIn(self.inj_trading_pair, all_trading_pairs) -# -# def test_get_last_trade_prices(self): -# fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("0.001"))]) -# self.clob_data_source_mock.configure_spot_trades_response_to_request_without_exchange_order_id( -# timestamp=self.start_timestamp, -# price=Decimal(self.expected_latest_price), -# size=Decimal("2"), -# maker_fee=fee, -# taker_fee=fee, -# ) -# -# latest_prices: Dict[str, float] = self.async_run_with_timeout( -# self.exchange.get_last_traded_prices(trading_pairs=[self.trading_pair]) -# ) -# -# self.assertEqual(1, len(latest_prices)) -# self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) -# -# def test_check_network_success(self): -# self.clob_data_source_mock.configure_check_network_success() -# -# network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network(), timeout=2) -# -# self.assertEqual(NetworkStatus.CONNECTED, network_status) -# -# def test_check_network_failure(self): -# self.clob_data_source_mock.configure_check_network_failure() -# -# network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network(), timeout=2) -# -# self.assertEqual(NetworkStatus.NOT_CONNECTED, network_status) -# -# def test_check_network_raises_cancel_exception(self): -# self.clob_data_source_mock.configure_check_network_failure(exc=asyncio.CancelledError) -# -# with self.assertRaises(expected_exception=asyncio.CancelledError): -# self.async_run_with_timeout(coroutine=self.exchange.check_network()) -# -# def test_init_trading_pair_symbol_map(self): -# symbol_map = self.async_run_with_timeout(coroutine=self.exchange.trading_pair_symbol_map()) -# -# self.assertIsInstance(symbol_map, Mapping) -# self.assertEqual(2, len(symbol_map)) -# self.assertIn(self.clob_data_source_mock.exchange_trading_pair, symbol_map) -# self.assertIn(self.trading_pair, symbol_map.inverse) -# self.assertIn(self.inj_trading_pair, symbol_map.inverse) -# -# def test_initial_status_dict(self): -# client_config_map = ClientConfigAdapter(ClientConfigMap()) -# connector_spec = { -# "chain": "someChain", -# "network": "mainnet", -# "wallet_address": self.wallet_address, -# } -# api_data_source = KujiraAPIDataSource( -# trading_pairs=[self.trading_pair], -# connector_spec=connector_spec, -# client_config_map=client_config_map, -# ) -# exchange = GatewayCLOBSPOT( -# client_config_map=client_config_map, -# api_data_source=api_data_source, -# connector_name="kujira", -# chain="kujira", -# network="mainnet", -# address=self.wallet_address, -# trading_pairs=[self.trading_pair], -# ) -# -# status_dict = exchange.status_dict -# -# expected_initial_dict = self.expected_initial_status_dict() -# -# self.assertEqual(expected_initial_dict, status_dict) -# self.assertFalse(exchange.ready) -# -# @patch("hummingbot.core.data_type.order_book_tracker.OrderBookTracker._sleep") -# def test_full_initialization_and_de_initialization(self, _: AsyncMock): -# self.clob_data_source_mock.configure_trades_response_no_trades() -# self.clob_data_source_mock.configure_trades_response_no_trades() -# self.clob_data_source_mock.configure_get_account_balances_response( -# base_total_balance=Decimal("10"), -# base_available_balance=Decimal("9"), -# quote_total_balance=Decimal("200"), -# quote_available_balance=Decimal("150"), -# ) -# -# client_config_map = ClientConfigAdapter(ClientConfigMap()) -# connector_spec = { -# "chain": "someChain", -# "network": "mainnet", -# "wallet_address": self.wallet_address, -# } -# api_data_source = KujiraAPIDataSource( -# trading_pairs=[self.trading_pair], -# connector_spec=connector_spec, -# client_config_map=client_config_map, -# ) -# exchange = GatewayCLOBSPOT( -# client_config_map=client_config_map, -# api_data_source=api_data_source, -# connector_name="kujira", -# chain="kujira", -# network="mainnet", -# address=self.wallet_address, -# trading_pairs=[self.trading_pair], -# ) -# -# self.assertEqual(0, len(exchange.trading_fees)) -# -# self.async_run_with_timeout(coroutine=exchange.start_network()) -# -# self.clock.add_iterator(exchange) -# self.clock.backtest_til(self.start_timestamp + exchange.SHORT_POLL_INTERVAL) -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# status_dict = exchange.status_dict -# -# expected_initial_dict = self.expected_initialized_status_dict() -# -# self.assertEqual(expected_initial_dict, status_dict) -# self.assertTrue(exchange.ready) -# self.assertNotEqual(0, len(exchange.trading_fees)) -# self.assertIn(self.trading_pair, exchange.trading_fees) -# -# trading_fees_data = exchange.trading_fees[self.trading_pair] -# service_provider_rebate = Decimal("1") - self.clob_data_source_mock.service_provider_fee -# expected_maker_fee = self.clob_data_source_mock.maker_fee_rate * service_provider_rebate -# expected_taker_fee = self.clob_data_source_mock.taker_fee_rate * service_provider_rebate -# -# self.assertEqual(expected_maker_fee, trading_fees_data.maker) -# self.assertEqual(expected_taker_fee, trading_fees_data.taker) -# -# def test_update_trading_rules(self): -# self.async_run_with_timeout(coroutine=self.exchange._update_trading_rules()) -# -# trading_rule: TradingRule = self.exchange.trading_rules[self.trading_pair] -# -# self.assertTrue(self.trading_pair in self.exchange.trading_rules) -# self.assertEqual(repr(self.expected_trading_rule), repr(trading_rule)) -# -# trading_rule_with_default_values = TradingRule(trading_pair=self.trading_pair) -# -# # The following element can't be left with the default value because that breaks quantization in Cython -# self.assertNotEqual(trading_rule_with_default_values.min_base_amount_increment, -# trading_rule.min_base_amount_increment) -# self.assertNotEqual(trading_rule_with_default_values.min_price_increment, -# trading_rule.min_price_increment) -# -# def test_create_buy_limit_order_successfully(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.clob_data_source_mock.configure_place_order_response( -# timestamp=self.start_timestamp, -# transaction_hash=self.expected_transaction_hash, -# exchange_order_id=self.expected_exchange_order_id, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# size=self.expected_order_size, -# ) -# -# order_id = self.place_buy_order() -# self.clob_data_source_mock.run_until_all_items_delivered() -# order = self.exchange._order_tracker.active_orders[order_id] -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp + 1, -# creation_transaction_hash=self.expected_transaction_hash, -# order=order, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertIn(order_id, self.exchange.in_flight_orders) -# -# create_event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, create_event.timestamp) -# self.assertEqual(self.trading_pair, create_event.trading_pair) -# self.assertEqual(OrderType.LIMIT, create_event.type) -# self.assertEqual(Decimal("100"), create_event.amount) -# self.assertEqual(Decimal("10000"), create_event.price) -# self.assertEqual(order_id, create_event.order_id) -# self.assertEqual(str(self.expected_exchange_order_id), create_event.exchange_order_id) -# -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {order_id} for " -# f"{Decimal('100.000')} {self.trading_pair}." -# ) -# ) -# -# def test_create_sell_limit_order_successfully(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.clob_data_source_mock.configure_place_order_response( -# timestamp=self.start_timestamp, -# transaction_hash=self.expected_transaction_hash, -# exchange_order_id=self.expected_exchange_order_id, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# size=self.expected_order_size, -# ) -# -# order_id = self.place_sell_order() -# self.clob_data_source_mock.run_until_all_items_delivered() -# order = self.exchange._order_tracker.active_orders[order_id] -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp + 1, -# creation_transaction_hash=self.expected_transaction_hash, -# order=order, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertIn(order_id, self.exchange.in_flight_orders) -# -# create_event: SellOrderCreatedEvent = self.sell_order_created_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, create_event.timestamp) -# self.assertEqual(self.trading_pair, create_event.trading_pair) -# self.assertEqual(OrderType.LIMIT, create_event.type) -# self.assertEqual(Decimal("100"), create_event.amount) -# self.assertEqual(Decimal("10000"), create_event.price) -# self.assertEqual(order_id, create_event.order_id) -# self.assertEqual(str(self.expected_exchange_order_id), create_event.exchange_order_id) -# -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"Created {OrderType.LIMIT.name} {TradeType.SELL.name} order {order_id} for " -# f"{Decimal('100.000')} {self.trading_pair}." -# ) -# ) -# -# def test_create_order_fails_and_raises_failure_event(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.clob_data_source_mock.configure_place_order_fails_response(exception=RuntimeError("some error")) -# -# order_id = self.place_buy_order( -# size=self.expected_order_size, price=self.expected_order_price -# ) -# -# self.clob_data_source_mock.run_until_place_order_called() -# -# self.assertNotIn(order_id, self.exchange.in_flight_orders) -# -# self.assertEquals(0, len(self.buy_order_created_logger.event_log)) -# failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) -# self.assertEqual(OrderType.LIMIT, failure_event.order_type) -# self.assertEqual(order_id, failure_event.order_id) -# -# self.assertTrue( -# expr=self.is_logged_that_starts_with( -# log_level="NETWORK", -# message_starts_with=( -# f"Error submitting buy LIMIT order to {self.exchange.name_cap} for" -# ) -# ) -# ) -# self.assertTrue( -# expr=self.is_logged( -# log_level="INFO", -# message=( -# f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " -# f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " -# f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" -# ) -# ) -# ) -# -# def test_create_order_fails_when_trading_rule_error_and_raises_failure_event(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.clob_data_source_mock.configure_place_order_fails_response(exception=RuntimeError("some error")) -# -# order_id_for_invalid_order = self.place_buy_order( -# size=Decimal("0.0001"), price=Decimal("0.0000001") -# ) -# # The second order is used only to have the event triggered and avoid using timeouts for tests -# order_id = self.place_buy_order() -# self.clob_data_source_mock.run_until_place_order_called() -# -# self.assertNotIn(order_id_for_invalid_order, self.exchange.in_flight_orders) -# self.assertNotIn(order_id, self.exchange.in_flight_orders) -# -# self.assertEquals(0, len(self.buy_order_created_logger.event_log)) -# failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) -# self.assertEqual(OrderType.LIMIT, failure_event.order_type) -# self.assertEqual(order_id_for_invalid_order, failure_event.order_id) -# -# self.assertTrue( -# self.is_logged( -# "WARNING", -# "Buy order amount 0 is lower than the minimum order size 0.001. The order will not be created." -# ) -# ) -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " -# f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " -# f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" -# ) -# ) -# -# def test_cancel_order_successfully(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# order_type=OrderType.LIMIT, -# ) -# -# self.assertIn("11", self.exchange.in_flight_orders) -# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_cancel_order_response( -# timestamp=self.start_timestamp, transaction_hash=self.expected_transaction_hash -# ) -# -# self.exchange.cancel(trading_pair=order.trading_pair, order_id=order.client_order_id) -# self.clob_data_source_mock.run_until_cancel_order_called() -# -# if self.exchange.is_cancel_request_in_exchange_synchronous: -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue(order.is_cancelled) -# cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) -# self.assertEqual(order.client_order_id, cancel_event.order_id) -# -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"Successfully canceled order {order.client_order_id}." -# ) -# ) -# else: -# self.assertIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue(order.is_pending_cancel_confirmation) -# -# self.assertEqual(self.expected_transaction_hash, order.cancel_tx_hash) -# -# def test_cancel_order_raises_failure_event_when_request_fails(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# order_type=OrderType.LIMIT, -# ) -# -# self.assertIn("11", self.exchange.in_flight_orders) -# order = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_cancel_order_fails_response(exception=RuntimeError("some error")) -# -# self.exchange.cancel(trading_pair=self.trading_pair, order_id="11") -# self.clob_data_source_mock.run_until_cancel_order_called() -# -# self.assertEquals(0, len(self.order_cancelled_logger.event_log)) -# self.assertTrue(any(log.msg.startswith(f"Failed to cancel order {order.client_order_id}") -# for log in self.log_records)) -# -# def test_cancel_two_orders_with_cancel_all_and_one_fails(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# order_type=OrderType.LIMIT, -# ) -# -# self.assertIn("11", self.exchange.in_flight_orders) -# order1 = self.exchange.in_flight_orders["11"] -# -# self.exchange.start_tracking_order( -# order_id="12", -# exchange_order_id="5", -# trading_pair=self.trading_pair, -# trade_type=TradeType.SELL, -# price=Decimal("11000"), -# amount=Decimal("90"), -# order_type=OrderType.LIMIT, -# ) -# -# self.assertIn("12", self.exchange.in_flight_orders) -# order2 = self.exchange.in_flight_orders["12"] -# -# self.clob_data_source_mock.configure_one_success_one_failure_order_cancelation_responses( -# success_timestamp=self.start_timestamp, -# success_transaction_hash=self.expected_transaction_hash, -# failure_exception=RuntimeError("some error"), -# ) -# -# cancellation_results = self.async_run_with_timeout(self.exchange.cancel_all(10)) -# -# self.assertEqual(2, len(cancellation_results)) -# self.assertIn(CancellationResult(order1.client_order_id, True), cancellation_results) -# self.assertIn(CancellationResult(order2.client_order_id, False), cancellation_results) -# -# def test_batch_order_cancel(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# order_type=OrderType.LIMIT, -# ) -# self.exchange.start_tracking_order( -# order_id="12", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# trade_type=TradeType.SELL, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# order_type=OrderType.LIMIT, -# ) -# -# buy_order_to_cancel: InFlightOrder = self.exchange.in_flight_orders["11"] -# sell_order_to_cancel: InFlightOrder = self.exchange.in_flight_orders["12"] -# orders_to_cancel = [buy_order_to_cancel, sell_order_to_cancel] -# -# self.clob_data_source_mock.configure_batch_order_cancel_response( -# timestamp=self.start_timestamp, -# transaction_hash="somehash", -# canceled_orders=orders_to_cancel, -# ) -# -# self.exchange.batch_order_cancel(orders_to_cancel=self.exchange.limit_orders) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertIn(buy_order_to_cancel.client_order_id, self.exchange.in_flight_orders) -# self.assertIn(sell_order_to_cancel.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue(buy_order_to_cancel.is_pending_cancel_confirmation) -# self.assertTrue(sell_order_to_cancel.is_pending_cancel_confirmation) -# -# def test_batch_order_create(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# buy_order_to_create = LimitOrder( -# client_order_id="", -# trading_pair=self.trading_pair, -# is_buy=True, -# base_currency=self.base_asset, -# quote_currency=self.quote_asset, -# price=Decimal("10"), -# quantity=Decimal("2"), -# ) -# sell_order_to_create = LimitOrder( -# client_order_id="", -# trading_pair=self.trading_pair, -# is_buy=False, -# base_currency=self.base_asset, -# quote_currency=self.quote_asset, -# price=Decimal("11"), -# quantity=Decimal("3"), -# ) -# orders_to_create = [buy_order_to_create, sell_order_to_create] -# -# orders: List[LimitOrder] = self.exchange.batch_order_create(orders_to_create=orders_to_create) -# -# buy_order_to_create_in_flight = GatewayInFlightOrder( -# client_order_id=orders[0].client_order_id, -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.start_timestamp, -# price=orders[0].price, -# amount=orders[0].quantity, -# exchange_order_id="someEOID0", -# ) -# sell_order_to_create_in_flight = GatewayInFlightOrder( -# client_order_id=orders[1].client_order_id, -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.start_timestamp, -# price=orders[1].price, -# amount=orders[1].quantity, -# exchange_order_id="someEOID1", -# ) -# orders_to_create_in_flight = [buy_order_to_create_in_flight, sell_order_to_create_in_flight] -# self.clob_data_source_mock.configure_batch_order_create_response( -# timestamp=self.start_timestamp, -# transaction_hash="somehash", -# created_orders=orders_to_create_in_flight, -# ) -# -# self.assertEqual(2, len(orders)) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertIn(buy_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) -# self.assertIn(sell_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) -# -# buy_create_event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, buy_create_event.timestamp) -# self.assertEqual(self.trading_pair, buy_create_event.trading_pair) -# self.assertEqual(OrderType.LIMIT, buy_create_event.type) -# self.assertEqual(buy_order_to_create_in_flight.amount, buy_create_event.amount) -# self.assertEqual(buy_order_to_create_in_flight.price, buy_create_event.price) -# self.assertEqual(buy_order_to_create_in_flight.client_order_id, buy_create_event.order_id) -# self.assertEqual(buy_order_to_create_in_flight.exchange_order_id, buy_create_event.exchange_order_id) -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"Created {OrderType.LIMIT.name} {TradeType.BUY.name}" -# f" order {buy_order_to_create_in_flight.client_order_id} for " -# f"{buy_create_event.amount} {self.trading_pair}." -# ) -# ) -# -# def test_update_balances(self): -# expected_base_total_balance = Decimal("100") -# expected_base_available_balance = Decimal("90") -# expected_quote_total_balance = Decimal("10") -# expected_quote_available_balance = Decimal("8") -# self.clob_data_source_mock.configure_get_account_balances_response( -# base_total_balance=expected_base_total_balance, -# base_available_balance=expected_base_available_balance, -# quote_total_balance=expected_quote_total_balance, -# quote_available_balance=expected_quote_available_balance, -# ) -# -# self.async_run_with_timeout(self.exchange._update_balances()) -# -# available_balances = self.exchange.available_balances -# total_balances = self.exchange.get_all_balances() -# -# self.assertEqual(expected_base_available_balance, available_balances[self.base_asset]) -# self.assertEqual(expected_quote_available_balance, available_balances[self.quote_asset]) -# self.assertEqual(expected_base_total_balance, total_balances[self.base_asset]) -# self.assertEqual(expected_quote_total_balance, total_balances[self.quote_asset]) -# -# expected_base_total_balance = Decimal("100") -# expected_base_available_balance = Decimal("90") -# expected_quote_total_balance = Decimal("0") -# expected_quote_available_balance = Decimal("0") -# self.clob_data_source_mock.configure_get_account_balances_response( -# base_total_balance=expected_base_total_balance, -# base_available_balance=expected_base_available_balance, -# quote_total_balance=expected_quote_total_balance, -# quote_available_balance=expected_quote_available_balance, -# ) -# -# self.async_run_with_timeout(self.exchange._update_balances()) -# -# available_balances = self.exchange.available_balances -# total_balances = self.exchange.get_all_balances() -# -# self.assertNotIn(self.quote_asset, available_balances) -# self.assertNotIn(self.quote_asset, total_balances) -# self.assertEqual(expected_base_available_balance, available_balances[self.base_asset]) -# self.assertEqual(expected_base_total_balance, total_balances[self.base_asset]) -# -# def test_update_order_status_when_filled(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# creation_transaction_hash = "someHash" -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] -# order.creation_transaction_hash = creation_transaction_hash -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, -# creation_transaction_hash=creation_transaction_hash, -# order=order, -# filled_size=self.expected_order_size, -# ) -# -# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( -# timestamp=self.start_timestamp, -# exchange_order_id=self.expected_exchange_order_id, -# price=self.expected_order_price, -# size=self.expected_order_size, -# fee=self.expected_full_fill_fee, -# trade_id=self.expected_trade_id, -# ) -# -# self.async_run_with_timeout(self.exchange._update_order_status()) -# # Execute one more synchronization to ensure the async task that processes the update is finished -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.async_run_with_timeout(order.wait_until_completely_filled()) -# self.assertTrue(order.is_done) -# -# self.assertTrue(order.is_filled) -# -# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[-1] -# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) -# self.assertEqual(order.client_order_id, fill_event.order_id) -# self.assertEqual(order.trading_pair, fill_event.trading_pair) -# self.assertEqual(order.trade_type, fill_event.trade_type) -# self.assertEqual(order.order_type, fill_event.order_type) -# self.assertEqual(order.price, fill_event.price) -# self.assertEqual(order.amount, fill_event.amount) -# self.assertEqual(self.expected_full_fill_fee, fill_event.trade_fee) -# -# buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) -# self.assertEqual(order.client_order_id, buy_event.order_id) -# self.assertEqual(order.base_asset, buy_event.base_asset) -# self.assertEqual(order.quote_asset, buy_event.quote_asset) -# self.assertEqual(order.amount, buy_event.base_asset_amount) -# self.assertEqual(order.amount * order.price, buy_event.quote_asset_amount) -# self.assertEqual(order.order_type, buy_event.order_type) -# self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"BUY order {order.client_order_id} completely filled." -# ) -# ) -# -# def test_update_order_status_when_canceled(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, order=order, is_canceled=True -# ) -# -# self.async_run_with_timeout(self.exchange._update_order_status()) -# -# cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) -# self.assertEqual(order.client_order_id, cancel_event.order_id) -# self.assertEqual(order.exchange_order_id, cancel_event.exchange_order_id) -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue( -# self.is_logged("INFO", f"Successfully canceled order {order.client_order_id}.") -# ) -# -# def test_update_order_status_when_cancel_transaction_minted(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# creation_transaction_hash = "someHash" -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] -# order.creation_transaction_hash = creation_transaction_hash -# order.cancel_tx_hash = self.expected_transaction_hash -# -# self.assertEqual(OrderState.PENDING_CREATE, order.current_state) -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp + 1, -# order=order, -# creation_transaction_hash=creation_transaction_hash, -# cancelation_transaction_hash=self.expected_transaction_hash, -# is_canceled=True, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertEqual(OrderState.CANCELED, order.current_state) -# self.assertEqual(self.expected_transaction_hash, order.cancel_tx_hash) -# -# buy_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] -# self.assertEqual("11", buy_event.order_id) -# self.assertEqual(self.expected_exchange_order_id, buy_event.exchange_order_id) -# -# def test_update_order_status_when_order_has_not_changed(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: InFlightOrder = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, -# order=order, -# filled_size=Decimal("0"), -# ) -# -# self.assertTrue(order.is_open) -# -# self.async_run_with_timeout(self.exchange._update_order_status()) -# -# self.assertTrue(order.is_open) -# self.assertFalse(order.is_filled) -# self.assertFalse(order.is_done) -# -# def test_update_order_status_when_request_fails_marks_order_as_not_found(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: InFlightOrder = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, order=order, is_failed=True -# ) -# -# self.async_run_with_timeout(self.exchange._update_order_status()) -# -# self.assertTrue(order.is_open) -# self.assertFalse(order.is_filled) -# self.assertFalse(order.is_done) -# -# self.assertEqual(1, self.exchange._order_tracker._order_not_found_records[order.client_order_id]) -# -# def test_update_order_status_when_order_has_not_changed_and_one_partial_fill(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# creation_transaction_hash = "someHash" -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] -# order.creation_transaction_hash = creation_transaction_hash -# order.order_fills[creation_transaction_hash] = None # tod prevent creation transaction request -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, order=order, filled_size=self.expected_partial_fill_size -# ) -# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( -# timestamp=self.start_timestamp + 1, -# exchange_order_id=order.exchange_order_id, -# price=order.price, -# size=self.expected_partial_fill_size, -# fee=self.expected_partial_fill_fee, -# trade_id=self.expected_trade_id, -# ) -# -# self.assertTrue(order.is_open) -# -# self.async_run_with_timeout(self.exchange._update_order_status()) -# -# self.assertTrue(order.is_open) -# self.assertEqual(OrderState.PARTIALLY_FILLED, order.current_state) -# -# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) -# self.assertEqual(order.client_order_id, fill_event.order_id) -# self.assertEqual(order.trading_pair, fill_event.trading_pair) -# self.assertEqual(order.trade_type, fill_event.trade_type) -# self.assertEqual(order.order_type, fill_event.order_type) -# self.assertEqual(self.expected_order_price, fill_event.price) -# self.assertEqual(self.expected_partial_fill_size, fill_event.amount) -# self.assertEqual(self.expected_partial_fill_fee, fill_event.trade_fee) -# -# def test_update_order_status_when_filled_correctly_processed_even_when_trade_fill_update_fails(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# creation_transaction_hash = "someHash" -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] -# order.creation_transaction_hash = creation_transaction_hash -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, -# order=order, -# creation_transaction_hash=creation_transaction_hash, -# filled_size=order.amount, -# ) -# self.clob_data_source_mock.configure_trades_response_fails() -# -# # Since the trade fill update will fail we need to manually set the event -# # to allow the ClientOrderTracker to process the last status update -# order.completely_filled_event.set() -# self.async_run_with_timeout(self.exchange._update_order_status()) -# # Execute one more synchronization to ensure the async task that processes the update is finished -# self.async_run_with_timeout(order.wait_until_completely_filled()) -# -# self.assertTrue(order.is_filled) -# self.assertTrue(order.is_done) -# -# self.assertEqual(0, len(self.order_filled_logger.event_log)) -# -# buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) -# self.assertEqual(order.client_order_id, buy_event.order_id) -# self.assertEqual(order.base_asset, buy_event.base_asset) -# self.assertEqual(order.quote_asset, buy_event.quote_asset) -# self.assertEqual(Decimal(0), buy_event.base_asset_amount) -# self.assertEqual(Decimal(0), buy_event.quote_asset_amount) -# self.assertEqual(order.order_type, buy_event.order_type) -# self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"BUY order {order.client_order_id} completely filled." -# ) -# ) -# -# def test_update_order_status_when_order_partially_filled_and_cancelled(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# creation_transaction_hash = "someHash" -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: GatewayInFlightOrder = self.exchange.in_flight_orders["11"] -# order.creation_transaction_hash = creation_transaction_hash -# order.order_fills[creation_transaction_hash] = None # to prevent creation transaction request -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, order=order, filled_size=self.expected_partial_fill_size -# ) -# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( -# timestamp=self.start_timestamp, -# exchange_order_id=order.exchange_order_id, -# price=order.price, -# size=self.expected_partial_fill_size, -# fee=self.expected_partial_fill_fee, -# trade_id=self.expected_trade_id, -# ) -# -# self.assertTrue(order.is_open) -# -# self.clock.backtest_til(self.start_timestamp + self.clock.tick_size * 1) -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertTrue(order.is_open) -# self.assertEqual(OrderState.PARTIALLY_FILLED, order.current_state) -# -# order_partially_filled_event: OrderFilledEvent = self.order_filled_logger.event_log[0] -# self.assertEqual(order.client_order_id, order_partially_filled_event.order_id) -# self.assertEqual(order.trading_pair, order_partially_filled_event.trading_pair) -# self.assertEqual(order.trade_type, order_partially_filled_event.trade_type) -# self.assertEqual(order.order_type, order_partially_filled_event.order_type) -# self.assertEqual(self.expected_trade_id, order_partially_filled_event.exchange_trade_id) -# self.assertEqual(self.expected_order_price, order_partially_filled_event.price) -# self.assertEqual(self.expected_partial_fill_size, order_partially_filled_event.amount) -# self.assertEqual(self.expected_partial_fill_fee, order_partially_filled_event.trade_fee) -# self.assertEqual(self.exchange.current_timestamp, order_partially_filled_event.timestamp) -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, -# order=order, -# filled_size=self.expected_partial_fill_size, -# is_canceled=True, -# ) -# -# self.async_run_with_timeout(self.exchange._update_order_status(), timeout=2) -# -# self.assertTrue(order.is_cancelled) -# self.assertEqual(OrderState.CANCELED, order.current_state) -# -# def test_user_stream_update_for_new_order(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp, in_flight_order=order, filled_size=Decimal("0"), -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, event.timestamp) -# self.assertEqual(order.order_type, event.type) -# self.assertEqual(order.trading_pair, event.trading_pair) -# self.assertEqual(order.amount, event.amount) -# self.assertEqual(order.price, event.price) -# self.assertEqual(order.client_order_id, event.order_id) -# self.assertEqual(order.exchange_order_id, event.exchange_order_id) -# self.assertTrue(order.is_open) -# -# tracked_order: InFlightOrder = list(self.exchange.in_flight_orders.values())[0] -# -# self.assertTrue(self.is_logged("INFO", tracked_order.build_order_created_message())) -# -# def test_user_stream_update_for_canceled_order(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp, in_flight_order=order, is_canceled=True -# ) -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) -# self.assertEqual(order.client_order_id, cancel_event.order_id) -# self.assertEqual(order.exchange_order_id, cancel_event.exchange_order_id) -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue(order.is_cancelled) -# self.assertTrue(order.is_done) -# -# self.assertTrue( -# self.is_logged("INFO", f"Successfully canceled order {order.client_order_id}.") -# ) -# -# def test_user_stream_update_for_order_full_fill(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp, -# in_flight_order=order, -# filled_size=self.expected_order_size, -# ) -# self.clob_data_source_mock.configure_trade_stream_event( -# timestamp=self.start_timestamp, -# price=self.expected_order_price, -# size=self.expected_order_size, -# maker_fee=self.expected_full_fill_fee, -# taker_fee=self.expected_full_fill_fee, -# exchange_order_id=self.expected_exchange_order_id, -# taker_trade_id=self.expected_trade_id, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# # Execute one more synchronization to ensure the async task that processes the update is finished -# self.async_run_with_timeout(order.wait_until_completely_filled()) -# -# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) -# self.assertEqual(order.client_order_id, fill_event.order_id) -# self.assertEqual(order.trading_pair, fill_event.trading_pair) -# self.assertEqual(order.trade_type, fill_event.trade_type) -# self.assertEqual(order.order_type, fill_event.order_type) -# self.assertEqual(order.price, fill_event.price) -# self.assertEqual(order.amount, fill_event.amount) -# expected_fee = self.expected_full_fill_fee -# self.assertEqual(expected_fee, fill_event.trade_fee) -# -# buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) -# self.assertEqual(order.client_order_id, buy_event.order_id) -# self.assertEqual(order.base_asset, buy_event.base_asset) -# self.assertEqual(order.quote_asset, buy_event.quote_asset) -# self.assertEqual(order.amount, buy_event.base_asset_amount) -# self.assertEqual(order.amount * fill_event.price, buy_event.quote_asset_amount) -# self.assertEqual(order.order_type, buy_event.order_type) -# self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertTrue(order.is_filled) -# self.assertTrue(order.is_done) -# -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"BUY order {order.client_order_id} completely filled." -# ) -# ) -# -# def test_user_stream_update_for_partially_cancelled_order(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: InFlightOrder = self.exchange.in_flight_orders["11"] -# -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp, in_flight_order=order -# ) -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp + 1, in_flight_order=order, filled_size=self.expected_partial_fill_size -# ) -# self.clob_data_source_mock.configure_trade_stream_event( -# timestamp=self.start_timestamp + 1, -# price=self.expected_order_price, -# size=self.expected_partial_fill_size, -# maker_fee=self.expected_partial_fill_fee, -# taker_fee=self.expected_partial_fill_fee, -# exchange_order_id=self.expected_exchange_order_id, -# taker_trade_id=self.expected_trade_id, -# ) -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp + 2, -# in_flight_order=order, -# filled_size=self.expected_partial_fill_size, -# is_canceled=True, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# order_created_event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, order_created_event.timestamp) -# self.assertEqual(order.order_type, order_created_event.type) -# self.assertEqual(order.trading_pair, order_created_event.trading_pair) -# self.assertEqual(order.amount, order_created_event.amount) -# self.assertEqual(order.price, order_created_event.price) -# self.assertEqual(order.client_order_id, order_created_event.order_id) -# self.assertEqual(order.exchange_order_id, order_created_event.exchange_order_id) -# -# self.assertTrue(self.is_logged("INFO", order.build_order_created_message())) -# -# order_partially_filled_event: OrderFilledEvent = self.order_filled_logger.event_log[0] -# self.assertEqual(order.order_type, order_partially_filled_event.order_type) -# self.assertEqual(order.trading_pair, order_partially_filled_event.trading_pair) -# self.assertEqual(self.expected_trade_id, order_partially_filled_event.exchange_trade_id) -# self.assertEqual(self.expected_order_price, order_partially_filled_event.price) -# self.assertEqual(self.expected_partial_fill_size, order_partially_filled_event.amount) -# self.assertEqual(order.client_order_id, order_partially_filled_event.order_id) -# -# self.assertTrue( -# self.is_logged_that_starts_with( -# log_level="INFO", -# message_starts_with=f"The {order.trade_type.name.upper()} order {order.client_order_id} amounting to ", -# ) -# ) -# -# order_partially_cancelled_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] -# self.assertEqual(order.client_order_id, order_partially_cancelled_event.order_id) -# self.assertEqual(order.exchange_order_id, order_partially_cancelled_event.exchange_order_id) -# self.assertEqual(self.exchange.current_timestamp, order_partially_cancelled_event.timestamp) -# -# self.assertTrue( -# self.is_logged( -# "INFO", -# f"Successfully canceled order {order.client_order_id}." -# ) -# ) -# -# self.assertTrue(order.is_cancelled) -# -# def test_user_stream_balance_update(self): -# if self.exchange.real_time_balance_update: -# target_total_balance = Decimal("15") -# target_available_balance = Decimal("10") -# self.clob_data_source_mock.configure_account_base_balance_stream_event( -# timestamp=self.start_timestamp, -# total_balance=target_total_balance, -# available_balance=target_available_balance, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertEqual(target_total_balance, self.exchange.get_balance(self.base_asset)) -# self.assertEqual(target_available_balance, self.exchange.available_balances[self.base_asset]) -# -# def test_user_stream_logs_errors(self): -# self.clob_data_source_mock.configure_faulty_base_balance_stream_event(timestamp=self.start_timestamp) -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertTrue(self.is_logged("INFO", "Restarting account balances stream.")) -# -# def test_lost_order_included_in_order_fills_update_and_not_in_order_status_update(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order: InFlightOrder = self.exchange.in_flight_orders["11"] -# -# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): -# self.async_run_with_timeout( -# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id) -# ) -# -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, -# order=order, -# creation_transaction_hash=self.expected_transaction_hash, -# ) -# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( -# timestamp=self.start_timestamp, -# exchange_order_id=self.expected_exchange_order_id, -# price=self.expected_order_price, -# size=self.expected_order_size, -# fee=self.expected_full_fill_fee, -# trade_id=self.expected_trade_id, -# ) -# -# self.clock.backtest_til(self.start_timestamp + self.exchange.SHORT_POLL_INTERVAL) -# self.async_run_with_timeout(order.wait_until_completely_filled()) -# -# self.assertTrue(order.is_done) -# self.assertTrue(order.is_failure) -# -# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[-1] -# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) -# self.assertEqual(order.client_order_id, fill_event.order_id) -# self.assertEqual(order.trading_pair, fill_event.trading_pair) -# self.assertEqual(order.trade_type, fill_event.trade_type) -# self.assertEqual(order.order_type, fill_event.order_type) -# self.assertEqual(order.price, fill_event.price) -# self.assertEqual(order.amount, fill_event.amount) -# self.assertEqual(self.expected_full_fill_fee, fill_event.trade_fee) -# -# self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) -# self.assertIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) -# self.assertFalse( -# self.is_logged( -# "INFO", -# f"BUY order {order.client_order_id} completely filled." -# ) -# ) -# -# # Configure again the response to the order fills request since it is required by lost orders update logic -# self.clob_data_source_mock.configure_get_historical_spot_orders_response_for_in_flight_order( -# timestamp=self.start_timestamp, -# in_flight_order=order, -# filled_size=self.expected_order_size, -# ) -# self.clob_data_source_mock.configure_trades_response_with_exchange_order_id( -# timestamp=self.start_timestamp, -# exchange_order_id=self.expected_exchange_order_id, -# price=self.expected_order_price, -# size=self.expected_order_size, -# fee=self.expected_full_fill_fee, -# trade_id=self.expected_trade_id, -# ) -# -# self.async_run_with_timeout(self.exchange._update_lost_orders_status()) -# -# self.assertTrue(order.is_done) -# self.assertTrue(order.is_failure) -# -# self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) -# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) -# self.assertFalse( -# self.is_logged( -# "INFO", -# f"BUY order {order.client_order_id} completely filled." -# ) -# ) -# -# def test_cancel_lost_order_successfully(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# order_type=OrderType.LIMIT, -# ) -# -# self.assertIn("11", self.exchange.in_flight_orders) -# order: InFlightOrder = self.exchange.in_flight_orders["11"] -# -# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): -# self.async_run_with_timeout( -# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) -# -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# -# self.clob_data_source_mock.configure_cancel_order_response( -# timestamp=self.start_timestamp, transaction_hash=self.expected_transaction_hash -# ) -# -# self.async_run_with_timeout(self.exchange._cancel_lost_orders()) -# -# if self.exchange.is_cancel_request_in_exchange_synchronous: -# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) -# self.assertFalse(order.is_cancelled) -# self.assertTrue(order.is_failure) -# self.assertEqual(0, len(self.order_cancelled_logger.event_log)) -# else: -# self.assertIn(order.client_order_id, self.exchange._order_tracker.lost_orders) -# self.assertTrue(order.is_failure) -# -# self.assertFalse( -# self.is_logged_that_starts_with(log_level="WARNING", message_starts_with="Failed to cancel the order ") -# ) -# self.assertFalse( -# self.is_logged_that_starts_with(log_level="ERROR", message_starts_with="Failed to cancel order ") -# ) -# -# def test_cancel_lost_order_raises_failure_event_when_request_fails(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=self.expected_exchange_order_id, -# trading_pair=self.trading_pair, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# order_type=OrderType.LIMIT, -# ) -# -# self.assertIn("11", self.exchange.in_flight_orders) -# order = self.exchange.in_flight_orders["11"] -# -# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): -# self.async_run_with_timeout( -# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) -# -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# -# self.clob_data_source_mock.configure_cancel_order_fails_response(exception=RuntimeError("some error")) -# -# self.async_run_with_timeout(self.exchange._cancel_lost_orders()) -# -# self.assertIn(order.client_order_id, self.exchange._order_tracker.lost_orders) -# self.assertEquals(0, len(self.order_cancelled_logger.event_log)) -# self.assertTrue(any(log.msg.startswith(f"Failed to cancel order {order.client_order_id}") -# for log in self.log_records)) -# -# def test_lost_order_removed_after_cancel_status_user_event_received(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order = self.exchange.in_flight_orders["11"] -# -# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): -# self.async_run_with_timeout( -# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) -# -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp, -# in_flight_order=order, -# is_canceled=True, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# -# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) -# self.assertEqual(0, len(self.order_cancelled_logger.event_log)) -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertFalse(order.is_cancelled) -# self.assertTrue(order.is_failure) -# -# def test_lost_order_user_stream_full_fill_events_are_processed(self): -# self.exchange._set_current_timestamp(self.start_timestamp) -# self.exchange.start_tracking_order( -# order_id="11", -# exchange_order_id=str(self.expected_exchange_order_id), -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=self.expected_order_price, -# amount=self.expected_order_size, -# ) -# order = self.exchange.in_flight_orders["11"] -# -# for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): -# self.async_run_with_timeout( -# self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) -# -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# -# self.clob_data_source_mock.configure_order_stream_event_for_in_flight_order( -# timestamp=self.start_timestamp, -# in_flight_order=order, -# filled_size=self.expected_order_size, -# ) -# self.clob_data_source_mock.configure_trade_stream_event( -# timestamp=self.start_timestamp, -# price=self.expected_order_price, -# size=self.expected_order_size, -# maker_fee=self.expected_full_fill_fee, -# taker_fee=self.expected_full_fill_fee, -# exchange_order_id=self.expected_exchange_order_id, -# taker_trade_id=self.expected_trade_id, -# ) -# self.clob_data_source_mock.configure_order_status_update_response( -# timestamp=self.start_timestamp, -# order=order, -# filled_size=self.expected_order_size, -# ) -# -# self.clob_data_source_mock.run_until_all_items_delivered() -# # Execute one more synchronization to ensure the async task that processes the update is finished -# self.async_run_with_timeout(order.wait_until_completely_filled()) -# -# fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] -# self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) -# self.assertEqual(order.client_order_id, fill_event.order_id) -# self.assertEqual(order.trading_pair, fill_event.trading_pair) -# self.assertEqual(order.trade_type, fill_event.trade_type) -# self.assertEqual(order.order_type, fill_event.order_type) -# self.assertEqual(order.price, fill_event.price) -# self.assertEqual(order.amount, fill_event.amount) -# expected_fee = self.expected_full_fill_fee -# self.assertEqual(expected_fee, fill_event.trade_fee) -# -# self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) -# self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) -# self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) -# self.assertTrue(order.is_filled) -# self.assertTrue(order.is_failure) -# -# @patch("hummingbot.client.settings.GatewayConnectionSetting.load") -# def test_estimated_fee_calculation(self, gateway_settings_load_mock: MagicMock): -# AllConnectorSettings.all_connector_settings = {} -# gateway_settings_load_mock.return_value = [ -# { -# "connector": "kujira", -# "chain": "kujira", -# "network": "mainnet", -# "trading_type": "CLOB_SPOT", -# "wallet_address": "0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18", # noqa: mock -# "additional_spenders": [], -# }, -# ] -# init_fee_overrides_config() -# fee_schema = TradeFeeSchemaLoader.configured_schema_for_exchange(exchange_name=self.exchange.name) -# -# self.assertFalse(fee_schema.buy_percent_fee_deducted_from_returns) -# self.assertEqual(0, len(fee_schema.maker_fixed_fees)) -# self.assertEqual(0, fee_schema.maker_percent_fee_decimal) -# self.assertIsNone(fee_schema.percent_fee_token) -# self.assertEqual(0, len(fee_schema.taker_fixed_fees)) -# self.assertEqual(0, fee_schema.taker_percent_fee_decimal) -# -# fee = self.exchange.get_fee( -# base_currency=self.base_asset, -# quote_currency=self.quote_asset, -# order_type=OrderType.LIMIT, -# order_side=TradeType.BUY, -# amount=Decimal(100), -# price=Decimal(1000), -# is_maker=True -# ) -# -# self.assertEqual(self.quote_asset, fee.percent_token) -# self.assertEqual(Decimal("-0.00006"), fee.percent) # factoring in Kujira service-provider rebate -# -# fee = self.exchange.get_fee( -# base_currency=self.base_asset, -# quote_currency=self.quote_asset, -# order_type=OrderType.LIMIT, -# order_side=TradeType.BUY, -# amount=Decimal(100), -# price=Decimal(1000), -# is_maker=False -# ) -# -# self.assertEqual(self.quote_asset, fee.percent_token) -# self.assertEqual(Decimal("0.0006"), fee.percent) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py deleted file mode 100644 index 61342d1932..0000000000 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_gateway_clob_spot_api_order_book_data_source.py +++ /dev/null @@ -1,184 +0,0 @@ -# import asyncio # TODO verify/fix !!! -# import unittest -# from decimal import Decimal -# from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock -# from typing import Awaitable -# from unittest.mock import MagicMock -# -# from hummingbot.client.config.client_config_map import ClientConfigMap -# from hummingbot.client.config.config_helpers import ClientConfigAdapter -# from hummingbot.connector.exchange_base import ExchangeBase -# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( -# KujiraAPIDataSource, -# ) -# from hummingbot.connector.gateway.clob_spot.gateway_clob_api_order_book_data_source import ( -# GatewayCLOBSPOTAPIOrderBookDataSource, -# ) -# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker -# from hummingbot.connector.utils import combine_to_hb_trading_pair -# from hummingbot.core.data_type.order_book import OrderBook -# from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType -# from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount -# -# -# class MockExchange(ExchangeBase): -# pass -# -# -# class GatewayCLOBSPOTAPIOrderBookDataSourceTest(unittest.TestCase): -# @classmethod -# def setUpClass(cls) -> None: -# super().setUpClass() -# cls.ev_loop = asyncio.get_event_loop() -# cls.base = "COIN" -# cls.quote = "ALPHA" -# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) -# cls.sub_account_id = "someSubAccountId" -# -# def setUp(self) -> None: -# super().setUp() -# self.listening_tasks = [] -# -# self.initial_timestamp = 1669100347689 -# self.kujira_async_client_mock = KujiraClientMock( -# initial_timestamp=self.initial_timestamp, -# sub_account_id=self.sub_account_id, -# base=self.base, -# quote=self.quote, -# ) -# self.kujira_async_client_mock.start() -# -# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) -# self.api_data_source = KujiraAPIDataSource( -# trading_pairs=[self.trading_pair], -# connector_spec={ -# "chain": "someChain", -# "network": "mainnet", -# "wallet_address": self.sub_account_id, -# }, -# client_config_map=client_config_map, -# ) -# self.connector = MockExchange(client_config_map=client_config_map) -# self.tracker = GatewayOrderTracker(connector=self.connector) -# self.api_data_source.gateway_order_tracker = self.tracker -# self.ob_data_source = GatewayCLOBSPOTAPIOrderBookDataSource( -# trading_pairs=[self.trading_pair], api_data_source=self.api_data_source -# ) -# self.async_run_with_timeout(coro=self.api_data_source.start()) -# -# def tearDown(self) -> None: -# self.kujira_async_client_mock.stop() -# self.async_run_with_timeout(coro=self.api_data_source.stop()) -# for task in self.listening_tasks: -# task.cancel() -# super().tearDown() -# -# @staticmethod -# def async_run_with_timeout(coro: Awaitable, timeout: float = 1): -# ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coro, timeout)) -# return ret -# -# def test_get_new_order_book_successful(self): -# self.kujira_async_client_mock.configure_orderbook_snapshot( -# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] -# ) -# order_book: OrderBook = self.async_run_with_timeout( -# self.ob_data_source.get_new_order_book(self.trading_pair) -# ) -# -# self.assertEqual(self.initial_timestamp * 1e3, order_book.snapshot_uid) -# -# bids = list(order_book.bid_entries()) -# asks = list(order_book.ask_entries()) -# -# self.assertEqual(2, len(bids)) -# self.assertEqual(9, bids[0].price) -# self.assertEqual(1, bids[0].amount) -# self.assertEqual(1, len(asks)) -# self.assertEqual(11, asks[0].price) -# self.assertEqual(3, asks[0].amount) -# -# def test_listen_for_trades_cancelled_when_listening(self): -# mock_queue = MagicMock() -# mock_queue.get.side_effect = asyncio.CancelledError() -# self.ob_data_source._message_queue[self.ob_data_source._trade_messages_queue_key] = mock_queue -# -# with self.assertRaises(asyncio.CancelledError): -# listening_task = self.ev_loop.create_task( -# self.ob_data_source.listen_for_trades(self.ev_loop, asyncio.Queue()) -# ) -# self.listening_tasks.append(listening_task) -# self.async_run_with_timeout(listening_task) -# -# def test_listen_for_trades_successful(self): -# target_price = Decimal("1.157") -# target_size = Decimal("0.001") -# target_maker_fee = Decimal("0.0001157") -# target_taker_fee = Decimal("0.00024") -# target_maker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.0001157"))]) -# target_taker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.00024"))]) -# target_trade_id = "19889401_someTradeId" -# -# def configure_trade(): -# self.kujira_async_client_mock.configure_trade_stream_event( -# timestamp=self.initial_timestamp, -# price=target_price, -# size=target_size, -# maker_fee=target_maker_fee, -# taker_fee=target_taker_fee, -# taker_trade_id=target_trade_id, -# ) -# -# msg_queue: asyncio.Queue = asyncio.Queue() -# -# subs_listening_task = self.ev_loop.create_task(coro=self.ob_data_source.listen_for_subscriptions()) -# self.listening_tasks.append(subs_listening_task) -# trades_listening_task = self.ev_loop.create_task( -# coro=self.ob_data_source.listen_for_trades(self.ev_loop, msg_queue) -# ) -# self.listening_tasks.append(trades_listening_task) -# self.ev_loop.call_soon(callback=configure_trade) -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) -# -# self.assertTrue(msg_queue.empty()) # only the taker update was forwarded by the ob data source -# self.assertEqual(OrderBookMessageType.TRADE, msg.type) -# self.assertEqual(target_trade_id, msg.trade_id) -# self.assertEqual(self.initial_timestamp, msg.timestamp) -# -# def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(self): -# mock_queue = MagicMock() -# mock_queue.get.side_effect = asyncio.CancelledError() -# self.ob_data_source._message_queue[self.ob_data_source._snapshot_messages_queue_key] = mock_queue -# -# with self.assertRaises(asyncio.CancelledError): -# self.async_run_with_timeout( -# self.ob_data_source.listen_for_order_book_snapshots(self.ev_loop, asyncio.Queue()) -# ) -# -# def test_listen_for_order_book_snapshots_successful(self): -# def configure_snapshot(): -# self.kujira_async_client_mock.configure_orderbook_snapshot_stream_event( -# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] -# ) -# -# subs_listening_task = self.ev_loop.create_task(coro=self.ob_data_source.listen_for_subscriptions()) -# self.listening_tasks.append(subs_listening_task) -# msg_queue: asyncio.Queue = asyncio.Queue() -# listening_task = self.ev_loop.create_task( -# self.ob_data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue) -# ) -# self.listening_tasks.append(listening_task) -# self.ev_loop.call_soon(callback=configure_snapshot) -# -# snapshot_msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) -# -# self.assertEqual(OrderBookMessageType.SNAPSHOT, snapshot_msg.type) -# self.assertEqual(self.initial_timestamp, snapshot_msg.timestamp) -# self.assertEqual(2, len(snapshot_msg.bids)) -# self.assertEqual(9, snapshot_msg.bids[0].price) -# self.assertEqual(1, snapshot_msg.bids[0].amount) -# self.assertEqual(1, len(snapshot_msg.asks)) -# self.assertEqual(11, snapshot_msg.asks[0].price) -# self.assertEqual(3, snapshot_msg.asks[0].amount) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py deleted file mode 100644 index 63166e4cf4..0000000000 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ /dev/null @@ -1,886 +0,0 @@ -# import asyncio # TODO verify/fix !!! -# import unittest -# from contextlib import ExitStack -# from decimal import Decimal -# from pathlib import Path -# from test.hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_mock_utils import KujiraClientMock -# from test.mock.http_recorder import HttpPlayer -# from typing import Awaitable, List -# from unittest.mock import patch -# -# from bidict import bidict -# -# from hummingbot.client.config.client_config_map import ClientConfigMap -# from hummingbot.client.config.config_helpers import ClientConfigAdapter -# from hummingbot.connector.exchange_base import ExchangeBase -# from hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base import ( -# CancelOrderResult, -# PlaceOrderResult, -# ) -# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( -# KujiraAPIDataSource, -# ) -# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker -# from hummingbot.connector.trading_rule import TradingRule -# from hummingbot.connector.utils import combine_to_hb_trading_pair -# from hummingbot.core.data_type.common import OrderType, TradeType -# from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate -# from hummingbot.core.data_type.order_book_message import OrderBookMessage -# from hummingbot.core.data_type.trade_fee import ( -# AddedToCostTradeFee, -# DeductedFromReturnsTradeFee, -# MakerTakerExchangeFeeRates, -# TokenAmount, -# ) -# from hummingbot.core.event.event_logger import EventLogger -# from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookDataSourceEvent -# from hummingbot.core.network_iterator import NetworkStatus -# -# -# class MockExchange(ExchangeBase): -# pass -# -# -# class KujiraAPIDataSourceTest(unittest.TestCase): -# base: str -# quote: str -# trading_pair: str -# sub_account_id: str -# db_path: Path -# http_player: HttpPlayer -# patch_stack: ExitStack -# -# @classmethod -# def setUpClass(cls) -> None: -# super().setUpClass() -# cls.base = "COIN" -# cls.quote = "ALPHA" -# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) -# cls.inj_trading_pair = combine_to_hb_trading_pair(base="INJ", quote=cls.quote) -# cls.sub_account_id = "0xc7287236f64484b476cfbec0fd21bc49d85f8850c8885665003928a122041e18" # noqa: mock -# -# def setUp(self) -> None: -# super().setUp() -# self.initial_timestamp = 1669100347689 -# self.kujira_async_client_mock = KujiraClientMock( -# initial_timestamp=self.initial_timestamp, -# sub_account_id=self.sub_account_id, -# base=self.base, -# quote=self.quote, -# ) -# self.kujira_async_client_mock.start() -# -# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) -# -# self.connector = MockExchange(client_config_map=ClientConfigAdapter(ClientConfigMap())) -# self.tracker = GatewayOrderTracker(connector=self.connector) -# connector_spec = { -# "chain": "kujira", -# "network": "mainnet", -# "wallet_address": self.sub_account_id -# } -# self.data_source = KujiraAPIDataSource( -# trading_pairs=[self.trading_pair], -# connector_spec=connector_spec, -# client_config_map=client_config_map, -# ) -# self.data_source.gateway_order_tracker = self.tracker -# -# self.trades_logger = EventLogger() -# self.order_updates_logger = EventLogger() -# self.trade_updates_logger = EventLogger() -# self.snapshots_logger = EventLogger() -# self.balance_logger = EventLogger() -# -# self.data_source.add_listener(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, listener=self.trades_logger) -# self.data_source.add_listener(event_tag=MarketEvent.OrderUpdate, listener=self.order_updates_logger) -# self.data_source.add_listener(event_tag=MarketEvent.TradeUpdate, listener=self.trade_updates_logger) -# self.data_source.add_listener(event_tag=OrderBookDataSourceEvent.SNAPSHOT_EVENT, listener=self.snapshots_logger) -# self.data_source.add_listener(event_tag=AccountEvent.BalanceEvent, listener=self.balance_logger) -# -# self.async_run_with_timeout(coro=self.data_source.start()) -# -# @staticmethod -# def async_run_with_timeout(coro: Awaitable, timeout: float = 1): -# ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coro, timeout)) -# return ret -# -# def tearDown(self) -> None: -# self.kujira_async_client_mock.stop() -# self.async_run_with_timeout(coro=self.data_source.stop()) -# super().tearDown() -# -# def test_place_order(self): -# expected_exchange_order_id = "someEOID" -# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock -# self.kujira_async_client_mock.configure_place_order_response( -# timestamp=self.initial_timestamp, -# transaction_hash=expected_transaction_hash, -# exchange_order_id=expected_exchange_order_id, -# trade_type=TradeType.BUY, -# price=Decimal("10"), -# size=Decimal("2"), -# ) -# order = GatewayInFlightOrder( -# client_order_id="someClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# price=Decimal("10"), -# amount=Decimal("2"), -# ) -# exchange_order_id, misc_updates = self.async_run_with_timeout(coro=self.data_source.place_order(order=order)) -# -# self.assertEqual(expected_exchange_order_id, exchange_order_id) -# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) -# -# def test_batch_order_create(self): -# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock -# buy_expected_exchange_order_id = ( -# "0x7df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc8" # noqa: mock -# ) -# sell_expected_exchange_order_id = ( -# "0x8df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc9" # noqa: mock -# ) -# buy_order_to_create = GatewayInFlightOrder( -# client_order_id="someCOIDCancelCreate", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# price=Decimal("10"), -# amount=Decimal("2"), -# exchange_order_id=buy_expected_exchange_order_id, -# ) -# sell_order_to_create = GatewayInFlightOrder( -# client_order_id="someCOIDCancelCreate", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp, -# price=Decimal("11"), -# amount=Decimal("3"), -# exchange_order_id=sell_expected_exchange_order_id, -# ) -# orders_to_create = [buy_order_to_create, sell_order_to_create] -# self.kujira_async_client_mock.configure_batch_order_create_response( -# timestamp=self.initial_timestamp, -# transaction_hash=expected_transaction_hash, -# created_orders=orders_to_create, -# ) -# -# result: List[PlaceOrderResult] = self.async_run_with_timeout( -# coro=self.data_source.batch_order_create(orders_to_create=orders_to_create) -# ) -# -# self.assertEqual(2, len(result)) -# self.assertEqual(buy_expected_exchange_order_id, result[0].exchange_order_id) -# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, result[0].misc_updates) -# self.assertEqual(sell_expected_exchange_order_id, result[1].exchange_order_id) -# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, result[1].misc_updates) -# -# def test_cancel_order(self): -# creation_transaction_hash = "0x8f6g4552091a69125d5dfcb7b8c2659029395ceg" # noqa: mock -# expected_client_order_id = "someCOID" -# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock -# expected_exchange_order_id = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock -# order = GatewayInFlightOrder( -# client_order_id=expected_client_order_id, -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=Decimal("10"), -# amount=Decimal("1"), -# creation_timestamp=self.initial_timestamp, -# exchange_order_id=expected_exchange_order_id, -# creation_transaction_hash=creation_transaction_hash, -# ) -# order.order_fills[creation_transaction_hash] = None # to prevent requesting creation transaction -# self.kujira_async_client_mock.configure_cancel_order_response( -# timestamp=self.initial_timestamp, transaction_hash=expected_transaction_hash -# ) -# self.kujira_async_client_mock.configure_get_historical_spot_orders_response_for_in_flight_order( -# timestamp=self.initial_timestamp, -# in_flight_order=order, -# order_hash=expected_exchange_order_id, -# is_canceled=True, -# ) -# cancelation_success, misc_updates = self.async_run_with_timeout(coro=self.data_source.cancel_order(order=order)) -# -# self.assertTrue(cancelation_success) -# self.assertEqual({"cancelation_transaction_hash": expected_transaction_hash}, misc_updates) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# def test_batch_order_cancel(self): -# expected_transaction_hash = "0x7e5f4552091a69125d5dfcb7b8c2659029395bdf" # noqa: mock -# buy_expected_exchange_order_id = ( -# "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock -# ) -# sell_expected_exchange_order_id = ( -# "0x7df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc8" # noqa: mock -# ) -# creation_transaction_hash_for_cancel = "0x8f6g4552091a69125d5dfcb7b8c2659029395ceg" # noqa: mock -# buy_order_to_cancel = GatewayInFlightOrder( -# client_order_id="someCOIDCancel", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# price=Decimal("10"), -# amount=Decimal("1"), -# creation_timestamp=self.initial_timestamp, -# exchange_order_id=buy_expected_exchange_order_id, -# creation_transaction_hash=creation_transaction_hash_for_cancel, -# ) -# sell_order_to_cancel = GatewayInFlightOrder( -# client_order_id="someCOIDCancel", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# price=Decimal("11"), -# amount=Decimal("2"), -# creation_timestamp=self.initial_timestamp, -# exchange_order_id=sell_expected_exchange_order_id, -# creation_transaction_hash=creation_transaction_hash_for_cancel, -# ) -# self.data_source.gateway_order_tracker.start_tracking_order(order=buy_order_to_cancel) -# self.data_source.gateway_order_tracker.start_tracking_order(order=sell_order_to_cancel) -# orders_to_cancel = [buy_order_to_cancel, sell_order_to_cancel] -# self.kujira_async_client_mock.configure_batch_order_cancel_response( -# timestamp=self.initial_timestamp, -# transaction_hash=expected_transaction_hash, -# canceled_orders=orders_to_cancel, -# ) -# -# result: List[CancelOrderResult] = self.async_run_with_timeout( -# coro=self.data_source.batch_order_cancel(orders_to_cancel=orders_to_cancel) -# ) -# -# self.assertEqual(2, len(result)) -# self.assertEqual(buy_order_to_cancel.client_order_id, result[0].client_order_id) -# self.assertIsNone(result[0].exception) # i.e. success -# self.assertEqual({"cancelation_transaction_hash": expected_transaction_hash}, result[0].misc_updates) -# self.assertEqual(sell_order_to_cancel.client_order_id, result[1].client_order_id) -# self.assertIsNone(result[1].exception) # i.e. success -# self.assertEqual({"cancelation_transaction_hash": expected_transaction_hash}, result[1].misc_updates) -# -# def test_get_trading_rules(self): -# trading_rules = self.async_run_with_timeout(coro=self.data_source.get_trading_rules()) -# -# self.assertEqual(2, len(trading_rules)) -# self.assertIn(self.trading_pair, trading_rules) -# self.assertIn(self.inj_trading_pair, trading_rules) -# -# trading_rule: TradingRule = trading_rules[self.trading_pair] -# -# self.assertEqual(self.trading_pair, trading_rule.trading_pair) -# self.assertEqual(Decimal("0.00001"), trading_rule.min_price_increment) -# self.assertEqual(Decimal("0.00001"), trading_rule.min_quote_amount_increment) -# self.assertEqual(Decimal("0.001"), trading_rule.min_base_amount_increment) -# -# def test_get_symbol_map(self): -# symbol_map = self.async_run_with_timeout(coro=self.data_source.get_symbol_map()) -# -# self.assertIsInstance(symbol_map, bidict) -# self.assertEqual(2, len(symbol_map)) -# self.assertIn(self.kujira_async_client_mock.market_id, symbol_map) -# self.assertIn(self.trading_pair, symbol_map.inverse) -# self.assertIn(self.inj_trading_pair, symbol_map.inverse) -# -# def test_get_last_traded_price(self): -# target_price = Decimal("1.157") -# target_maker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.0001157"))]) -# target_taker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.00024"))]) -# self.kujira_async_client_mock.configure_spot_trades_response_to_request_without_exchange_order_id( -# timestamp=self.initial_timestamp, -# price=target_price, -# size=Decimal("0.001"), -# maker_fee=target_maker_fee, -# taker_fee=target_taker_fee, -# ) -# price = self.async_run_with_timeout(coro=self.data_source.get_last_traded_price(trading_pair=self.trading_pair)) -# -# self.assertEqual(target_price, price) -# -# def test_get_order_book_snapshot(self): -# self.kujira_async_client_mock.configure_orderbook_snapshot( -# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] -# ) -# order_book_snapshot: OrderBookMessage = self.async_run_with_timeout( -# coro=self.data_source.get_order_book_snapshot(trading_pair=self.trading_pair) -# ) -# -# self.assertEqual(self.initial_timestamp, order_book_snapshot.timestamp) -# self.assertEqual(2, len(order_book_snapshot.bids)) -# self.assertEqual(9, order_book_snapshot.bids[0].price) -# self.assertEqual(1, order_book_snapshot.bids[0].amount) -# self.assertEqual(1, len(order_book_snapshot.asks)) -# self.assertEqual(11, order_book_snapshot.asks[0].price) -# self.assertEqual(3, order_book_snapshot.asks[0].amount) -# -# def test_delivers_trade_events(self): -# target_price = Decimal("1.157") -# target_size = Decimal("0.001") -# target_maker_fee = DeductedFromReturnsTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.0001157"))]) -# target_taker_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.00024"))]) -# target_exchange_order_id = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock -# target_trade_id = "19889401_someTradeId" -# self.kujira_async_client_mock.configure_trade_stream_event( -# timestamp=self.initial_timestamp, -# price=target_price, -# size=target_size, -# maker_fee=target_maker_fee, -# taker_fee=target_taker_fee, -# exchange_order_id=target_exchange_order_id, -# taker_trade_id=target_trade_id, -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(2, len(self.trades_logger.event_log)) -# self.assertEqual(2, len(self.trade_updates_logger.event_log)) -# -# first_trade_event: OrderBookMessage = self.trades_logger.event_log[0] -# -# self.assertEqual(self.initial_timestamp, first_trade_event.timestamp) -# self.assertEqual(self.trading_pair, first_trade_event.content["trading_pair"]) -# self.assertEqual(TradeType.SELL, first_trade_event.content["trade_type"]) -# self.assertEqual(target_price, first_trade_event.content["price"]) -# self.assertEqual(target_size, first_trade_event.content["amount"]) -# self.assertFalse(first_trade_event.content["is_taker"]) -# -# second_trade_event: OrderBookMessage = self.trades_logger.event_log[1] -# -# self.assertEqual(self.initial_timestamp, second_trade_event.timestamp) -# self.assertEqual(self.trading_pair, second_trade_event.content["trading_pair"]) -# self.assertEqual(TradeType.BUY, second_trade_event.content["trade_type"]) -# self.assertEqual(target_price, second_trade_event.content["price"]) -# self.assertEqual(target_size, second_trade_event.content["amount"]) -# self.assertTrue(second_trade_event.content["is_taker"]) -# -# first_trade_update: TradeUpdate = self.trade_updates_logger.event_log[0] -# -# self.assertEqual(self.trading_pair, first_trade_update.trading_pair) -# self.assertEqual(self.initial_timestamp, first_trade_update.fill_timestamp) -# self.assertEqual(target_price, first_trade_update.fill_price) -# self.assertEqual(target_size, first_trade_update.fill_base_amount) -# self.assertEqual(target_price * target_size, first_trade_update.fill_quote_amount) -# self.assertEqual(target_maker_fee, first_trade_update.fee) -# -# second_order_event: TradeUpdate = self.trade_updates_logger.event_log[1] -# -# self.assertEqual(target_trade_id, second_order_event.trade_id) -# self.assertEqual(target_exchange_order_id, second_order_event.exchange_order_id) -# self.assertEqual(self.trading_pair, second_order_event.trading_pair) -# self.assertEqual(self.initial_timestamp, second_order_event.fill_timestamp) -# self.assertEqual(target_price, second_order_event.fill_price) -# self.assertEqual(target_size, second_order_event.fill_base_amount) -# self.assertEqual(target_price * target_size, second_order_event.fill_quote_amount) -# self.assertEqual(target_taker_fee, second_order_event.fee) -# -# def test_delivers_order_created_events(self): -# target_order_id = "someOrderHash" -# target_price = Decimal("100") -# target_size = Decimal("2") -# order = GatewayInFlightOrder( -# client_order_id="someOrderCID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# exchange_order_id=target_order_id, -# ) -# self.tracker.start_tracking_order(order=order) -# self.kujira_async_client_mock.configure_order_stream_event( -# timestamp=self.initial_timestamp, -# order_hash=target_order_id, -# state="booked", -# execution_type="limit", -# order_type="buy_po", -# price=target_price, -# size=target_size, -# filled_size=Decimal("0"), -# direction="buy", -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(1, len(self.order_updates_logger.event_log)) -# -# order_event: OrderUpdate = self.order_updates_logger.event_log[0] -# -# self.assertIsInstance(order_event, OrderUpdate) -# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) -# self.assertEqual(target_order_id, order_event.exchange_order_id) -# self.assertEqual(OrderState.OPEN, order_event.new_state) -# -# target_order_id = "anotherOrderHash" -# target_price = Decimal("50") -# target_size = Decimal("1") -# order = GatewayInFlightOrder( -# client_order_id="someOtherOrderCID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp, -# exchange_order_id=target_order_id, -# ) -# self.tracker.start_tracking_order(order=order) -# self.kujira_async_client_mock.configure_order_stream_event( -# timestamp=self.initial_timestamp, -# order_hash=target_order_id, -# state="booked", -# execution_type="limit", -# order_type="sell", -# price=target_price, -# size=target_size, -# filled_size=Decimal("0"), -# direction="sell", -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(2, len(self.order_updates_logger.event_log)) -# -# order_event: OrderUpdate = self.order_updates_logger.event_log[1] -# -# self.assertIsInstance(order_event, OrderUpdate) -# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) -# self.assertEqual(target_order_id, order_event.exchange_order_id) -# self.assertEqual(OrderState.OPEN, order_event.new_state) -# -# def test_delivers_order_fully_filled_events(self): -# target_order_id = "someOrderHash" -# target_price = Decimal("100") -# target_size = Decimal("2") -# order = GatewayInFlightOrder( -# client_order_id="someOrderCID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# exchange_order_id=target_order_id, -# ) -# self.tracker.start_tracking_order(order=order) -# self.kujira_async_client_mock.configure_order_stream_event( -# timestamp=self.initial_timestamp, -# order_hash=target_order_id, -# state="filled", -# execution_type="limit", -# order_type="buy", -# price=target_price, -# size=target_size, -# filled_size=target_size, -# direction="buy", -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(2, len(self.order_updates_logger.event_log)) -# -# order_event: OrderUpdate = self.order_updates_logger.event_log[1] -# -# self.assertIsInstance(order_event, OrderUpdate) -# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) -# self.assertEqual(target_order_id, order_event.exchange_order_id) -# self.assertEqual(OrderState.FILLED, order_event.new_state) -# -# self.kujira_async_client_mock.configure_order_stream_event( -# timestamp=self.initial_timestamp, -# order_hash=target_order_id, -# state="filled", -# execution_type="limit", -# order_type="sell_po", -# price=target_price, -# size=target_size, -# filled_size=target_size, -# direction="sell", -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(4, len(self.order_updates_logger.event_log)) -# -# order_event: OrderUpdate = self.order_updates_logger.event_log[3] -# -# self.assertIsInstance(order_event, OrderUpdate) -# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) -# self.assertEqual(target_order_id, order_event.exchange_order_id) -# self.assertEqual(OrderState.FILLED, order_event.new_state) -# -# def test_delivers_order_canceled_events(self): -# target_order_id = "0x6df823e0adc0d4811e8d25d7380c1b45e43b16b0eea6f109cc1fb31d31aeddc7" # noqa: mock -# target_price = Decimal("100") -# target_size = Decimal("2") -# order = GatewayInFlightOrder( -# client_order_id="someOrderCID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# exchange_order_id=target_order_id, -# ) -# self.tracker.start_tracking_order(order=order) -# self.kujira_async_client_mock.configure_order_stream_event( -# timestamp=self.initial_timestamp, -# order_hash=target_order_id, -# state="canceled", -# execution_type="limit", -# order_type="buy", -# price=target_price, -# size=target_size, -# filled_size=Decimal("0"), -# direction="buy", -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(2, len(self.order_updates_logger.event_log)) -# -# order_event: OrderUpdate = self.order_updates_logger.event_log[1] -# -# self.assertIsInstance(order_event, OrderUpdate) -# self.assertEqual(self.initial_timestamp, order_event.update_timestamp) -# self.assertEqual(target_order_id, order_event.exchange_order_id) -# self.assertEqual(OrderState.CANCELED, order_event.new_state) -# -# def test_delivers_order_book_snapshots(self): -# self.kujira_async_client_mock.configure_orderbook_snapshot_stream_event( -# timestamp=self.initial_timestamp, bids=[(9, 1), (8, 2)], asks=[(11, 3)] -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(1, len(self.snapshots_logger.event_log)) -# -# snapshot_event: OrderBookMessage = self.snapshots_logger.event_log[0] -# -# self.assertEqual(self.initial_timestamp, snapshot_event.timestamp) -# self.assertEqual(2, len(snapshot_event.bids)) -# self.assertEqual(9, snapshot_event.bids[0].price) -# self.assertEqual(1, snapshot_event.bids[0].amount) -# self.assertEqual(1, len(snapshot_event.asks)) -# self.assertEqual(11, snapshot_event.asks[0].price) -# self.assertEqual(3, snapshot_event.asks[0].amount) -# -# def test_get_account_balances(self): -# base_bank_balance = Decimal("75") -# base_total_balance = Decimal("10") -# base_available_balance = Decimal("9") -# quote_total_balance = Decimal("200") -# quote_available_balance = Decimal("150") -# self.kujira_async_client_mock.configure_get_account_balances_response( -# base_bank_balance=base_bank_balance, -# quote_bank_balance=Decimal("0"), -# base_total_balance=base_total_balance, -# base_available_balance=base_available_balance, -# quote_total_balance=quote_total_balance, -# quote_available_balance=quote_available_balance, -# ) -# -# subaccount_balances = self.async_run_with_timeout(coro=self.data_source.get_account_balances()) -# -# self.assertEqual(base_total_balance, subaccount_balances[self.base]["total_balance"]) -# self.assertEqual(base_available_balance, subaccount_balances[self.base]["available_balance"]) -# self.assertEqual(quote_total_balance, subaccount_balances[self.quote]["total_balance"]) -# self.assertEqual(quote_available_balance, subaccount_balances[self.quote]["available_balance"]) -# -# def test_get_order_status_update_success(self): -# creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock -# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock -# in_flight_order = GatewayInFlightOrder( -# client_order_id="someClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp, -# price=Decimal("10"), -# amount=Decimal("1"), -# creation_transaction_hash=creation_transaction_hash, -# exchange_order_id=target_order_hash, -# ) -# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( -# timestamp=self.initial_timestamp + 1, -# order_hash=target_order_hash, -# state="booked", -# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", -# order_type=( -# in_flight_order.trade_type.name.lower() -# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") -# ), -# price=in_flight_order.price, -# size=in_flight_order.amount, -# filled_size=Decimal("0"), -# direction=in_flight_order.trade_type.name.lower(), -# ) -# -# status_update: OrderUpdate = self.async_run_with_timeout( -# coro=self.data_source.get_order_status_update(in_flight_order=in_flight_order) -# ) -# -# self.assertEqual(self.trading_pair, status_update.trading_pair) -# self.assertEqual(self.initial_timestamp + 1, status_update.update_timestamp) -# self.assertEqual(OrderState.OPEN, status_update.new_state) -# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) -# self.assertEqual(target_order_hash, status_update.exchange_order_id) -# self.assertIn("creation_transaction_hash", status_update.misc_updates) -# self.assertEqual(creation_transaction_hash, status_update.misc_updates["creation_transaction_hash"]) -# -# def test_get_all_order_fills_no_fills(self): -# target_order_id = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock -# creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock -# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( -# timestamp=self.initial_timestamp, -# order_hash=target_order_id, -# state="booked", -# execution_type="limit", -# order_type="sell", -# price=Decimal("10"), -# size=Decimal("2"), -# filled_size=Decimal("0"), -# direction="sell", -# ) -# in_flight_order = GatewayInFlightOrder( -# client_order_id="someOrderId", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp - 10, -# price=Decimal("10"), -# amount=Decimal("2"), -# exchange_order_id=target_order_id, -# ) -# -# trade_updates = self.async_run_with_timeout( -# coro=self.data_source.get_all_order_fills(in_flight_order=in_flight_order) -# ) -# -# self.assertEqual(0, len(trade_updates)) -# -# def test_get_all_order_fills(self): -# target_client_order_id = "someOrderId" -# target_exchange_order_id = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock -# target_trade_id = "someTradeHash" -# target_price = Decimal("10") -# target_size = Decimal("2") -# target_trade_fee = AddedToCostTradeFee(flat_fees=[TokenAmount(token=self.quote, amount=Decimal("0.01"))]) -# target_partial_fill_size = target_size / 2 -# target_fill_ts = self.initial_timestamp + 10 -# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( -# timestamp=self.initial_timestamp, -# order_hash=target_exchange_order_id, -# state="partial_filled", -# execution_type="limit", -# order_type="sell", -# price=target_price, -# size=target_size, -# filled_size=target_partial_fill_size, -# direction="sell", -# ) -# self.kujira_async_client_mock.configure_trades_response_with_exchange_order_id( -# timestamp=target_fill_ts, -# exchange_order_id=target_exchange_order_id, -# price=target_price, -# size=target_partial_fill_size, -# fee=target_trade_fee, -# trade_id=target_trade_id, -# ) -# in_flight_order = GatewayInFlightOrder( -# client_order_id=target_client_order_id, -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp - 10, -# price=target_price, -# amount=target_size, -# exchange_order_id=target_exchange_order_id, -# ) -# -# trade_updates: List[TradeUpdate] = self.async_run_with_timeout( -# coro=self.data_source.get_all_order_fills(in_flight_order=in_flight_order) -# ) -# -# self.assertEqual(1, len(trade_updates)) -# -# trade_update = trade_updates[0] -# -# self.assertEqual(target_trade_id, trade_update.trade_id) -# self.assertEqual(target_client_order_id, trade_update.client_order_id) -# self.assertEqual(target_exchange_order_id, trade_update.exchange_order_id) -# self.assertEqual(self.trading_pair, trade_update.trading_pair) -# self.assertEqual(target_fill_ts, trade_update.fill_timestamp) -# self.assertEqual(target_price, trade_update.fill_price) -# self.assertEqual(target_partial_fill_size, trade_update.fill_base_amount) -# self.assertEqual(target_partial_fill_size * target_price, trade_update.fill_quote_amount) -# self.assertEqual(target_trade_fee, trade_update.fee) -# -# def test_check_network_status(self): -# self.kujira_async_client_mock.configure_check_network_failure() -# -# status = self.async_run_with_timeout(coro=self.data_source.check_network_status()) -# -# self.assertEqual(NetworkStatus.NOT_CONNECTED, status) -# -# self.kujira_async_client_mock.configure_check_network_success() -# -# status = self.async_run_with_timeout(coro=self.data_source.check_network_status()) -# -# self.assertEqual(NetworkStatus.CONNECTED, status) -# -# def test_get_trading_fees(self): -# all_trading_fees = self.async_run_with_timeout(coro=self.data_source.get_trading_fees()) -# -# self.assertIn(self.trading_pair, all_trading_fees) -# -# pair_trading_fees: MakerTakerExchangeFeeRates = all_trading_fees[self.trading_pair] -# -# service_provider_rebate = Decimal("1") - self.kujira_async_client_mock.service_provider_fee -# expected_maker_fee = self.kujira_async_client_mock.maker_fee_rate * service_provider_rebate -# expected_taker_fee = self.kujira_async_client_mock.taker_fee_rate * service_provider_rebate -# self.assertEqual(expected_maker_fee, pair_trading_fees.maker) -# self.assertEqual(expected_taker_fee, pair_trading_fees.taker) -# -# def test_delivers_balance_events(self): -# target_total_balance = Decimal("20") -# target_available_balance = Decimal("19") -# self.kujira_async_client_mock.configure_account_base_balance_stream_event( -# timestamp=self.initial_timestamp, -# total_balance=target_total_balance, -# available_balance=target_available_balance, -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# self.assertEqual(1, len(self.balance_logger.event_log)) -# -# balance_event: BalanceUpdateEvent = self.balance_logger.event_log[0] -# -# self.assertEqual(self.base, balance_event.asset_name) -# self.assertEqual(target_total_balance, balance_event.total_balance) -# self.assertEqual(target_available_balance, balance_event.available_balance) -# -# def test_parses_transaction_event_for_order_creation_success(self): -# creation_transaction_hash = "0x7cb1eafc389349f86da901cdcbfd9119435a2ea84d61c17b6ded778b6fd2f81d" # noqa: mock -# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock -# in_flight_order = GatewayInFlightOrder( -# client_order_id="someClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp, -# price=Decimal("10"), -# amount=Decimal("1"), -# creation_transaction_hash=creation_transaction_hash, -# exchange_order_id=target_order_hash, -# ) -# self.tracker.start_tracking_order(order=in_flight_order) -# self.kujira_async_client_mock.configure_creation_transaction_stream_event( -# timestamp=self.initial_timestamp + 1, transaction_hash=creation_transaction_hash -# ) -# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( -# timestamp=self.initial_timestamp + 1, -# order_hash=target_order_hash, -# state="booked", -# execution_type="market" if in_flight_order.order_type == OrderType.MARKET else "limit", -# order_type=( -# in_flight_order.trade_type.name.lower() -# + ("_po" if in_flight_order.order_type == OrderType.LIMIT_MAKER else "") -# ), -# price=in_flight_order.price, -# size=in_flight_order.amount, -# filled_size=Decimal("0"), -# direction=in_flight_order.trade_type.name.lower(), -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# status_update = self.order_updates_logger.event_log[0] -# -# self.assertEqual(self.trading_pair, status_update.trading_pair) -# self.assertEqual(self.initial_timestamp + 1, status_update.update_timestamp) -# self.assertEqual(OrderState.OPEN, status_update.new_state) -# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) -# self.assertEqual(target_order_hash, status_update.exchange_order_id) -# -# @patch( -# "hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source" -# ".KujiraAPIDataSource._time" -# ) -# def test_parses_transaction_event_for_order_creation_failure(self, time_mock): -# time_mock.return_value = self.initial_timestamp + 1 -# creation_transaction_hash = "0x7cb1eafc389349f86da901cdcbfd9119435a2ea84d61c17b6ded778b6fd2f81d" # noqa: mock -# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock -# in_flight_order = GatewayInFlightOrder( -# client_order_id="someClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp, -# price=Decimal("10"), -# amount=Decimal("1"), -# creation_transaction_hash=creation_transaction_hash, -# exchange_order_id=target_order_hash, -# ) -# self.tracker.start_tracking_order(order=in_flight_order) -# self.kujira_async_client_mock.configure_order_status_update_response( -# timestamp=self.initial_timestamp, -# order=in_flight_order, -# creation_transaction_hash=creation_transaction_hash, -# is_failed=True, -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# status_update = self.order_updates_logger.event_log[1] -# -# self.assertEqual(self.trading_pair, status_update.trading_pair) -# self.assertEqual(self.initial_timestamp, status_update.update_timestamp) -# self.assertEqual(OrderState.FAILED, status_update.new_state) -# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) -# self.assertEqual(0, len(self.trade_updates_logger.event_log)) -# -# def test_parses_transaction_event_for_order_cancelation(self): -# cancelation_transaction_hash = "0x7cb1eafc389349f86da901cdcbfd9119435a2ea84d61c17b6ded778b6fd2f81d" # noqa: mock -# target_order_hash = "0x6ba1eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2f70c" # noqa: mock -# in_flight_order = GatewayInFlightOrder( -# client_order_id="someClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.SELL, -# creation_timestamp=self.initial_timestamp, -# price=Decimal("10"), -# amount=Decimal("1"), -# creation_transaction_hash="someHash", -# exchange_order_id=target_order_hash, -# ) -# in_flight_order.order_fills["someHash"] = None # to prevent order creation transaction request -# self.tracker.start_tracking_order(order=in_flight_order) -# in_flight_order.cancel_tx_hash = cancelation_transaction_hash -# self.kujira_async_client_mock.configure_cancelation_transaction_stream_event( -# timestamp=self.initial_timestamp + 1, -# transaction_hash=cancelation_transaction_hash, -# order_hash=target_order_hash, -# ) -# self.kujira_async_client_mock.configure_get_historical_spot_orders_response( -# timestamp=self.initial_timestamp + 1, -# order_hash=target_order_hash, -# state="canceled", -# execution_type="limit", -# order_type=in_flight_order.trade_type.name.lower(), -# price=in_flight_order.price, -# size=in_flight_order.amount, -# filled_size=Decimal("0"), -# direction=in_flight_order.trade_type.name.lower(), -# ) -# -# self.kujira_async_client_mock.run_until_all_items_delivered() -# -# status_update = self.order_updates_logger.event_log[1] -# -# self.assertEqual(self.trading_pair, status_update.trading_pair) -# self.assertEqual(self.initial_timestamp + 1, status_update.update_timestamp) -# self.assertEqual(OrderState.CANCELED, status_update.new_state) -# self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) -# self.assertEqual(target_order_hash, status_update.exchange_order_id) From 0f8a68a9983991c9244fcbbed39970d24adb0c43 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 28 Jun 2023 00:21:51 +0300 Subject: [PATCH 129/359] Updating some error messages. --- scripts/kujira_pmm_example.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index fad1206957..e896bcd456 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -38,7 +38,7 @@ class MiddlePriceStrategy(Enum): def __init__(self): try: - # self._log(DEBUG, """__init__... start""") # TODO verify/fix !!! + # self._log(DEBUG, """__init__... start""") super().__init__() @@ -131,7 +131,7 @@ def __init__(self): self._decimal_infinity = Decimal("Infinity") finally: pass - # self._log(DEBUG, """__init__... end""") # TODO verify/fix !!! + # self._log(DEBUG, """__init__... end""") def get_markets_definitions(self) -> Dict[str, List[str]]: return self._configuration["markets"] @@ -151,7 +151,7 @@ async def initialize(self, start_command): # noinspection PyTypeChecker self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() - # self._owner_address = self._connector.address # TODO verify/fix !!! + # self._owner_address = self._connector.address self._owner_address = self._configuration["owner_address"] self._market = await self._get_market() @@ -893,7 +893,7 @@ def _remove_outliers(self, order_book: [Dict[str, Any]], side: OrderSide) -> [Di q75, q25 = np.percentile(prices, [75, 25]) - # https://www.askpython.com/python/examples/detection-removal-outliers-in-python # TODO verify/fix !!! + # https://www.askpython.com/python/examples/detection-removal-outliers-in-python # intr_qr = q75-q25 # max_threshold = q75+(1.5*intr_qr) # min_threshold = q75-(1.5*intr_qr) # Error: Sometimes this function assigns negative value for min From f242b80dcff81d289589a94ae8dbd6c086157cb6 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 29 Jun 2023 16:54:40 -0300 Subject: [PATCH 130/359] Fixed the kujira_pmm_example --- scripts/kujira_pmm_example.py | 11 ++++++++--- 1 file changed, 8 insertions(+), 3 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index e896bcd456..3b8ca7a38e 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -48,7 +48,7 @@ def __init__(self): "chain": "kujira", "network": "testnet", "connector": "kujira", - "owner_address": os.environ["TEST_KUJIRA_WALLET_PUBLIC_KEY"], + "owner_address": None, "markets": { "kujira_kujira_testnet": [ # Only one market can be used for now # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" @@ -151,8 +151,13 @@ async def initialize(self, start_command): # noinspection PyTypeChecker self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() - # self._owner_address = self._connector.address - self._owner_address = self._configuration["owner_address"] + request = { + "chain": self._configuration["chain"], + "network": self._configuration["network"], + "mnemonic": os.environ["TEST_KUJIRA_WALLET_MNEMONIC"], + "accountNumber": 0 + } + self._owner_address = await self._gateway.kujira_get_wallet_public_key(request) self._market = await self._get_market() From 47e121b440ac37680d8d4cf9b93b383eeb8ed313 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 29 Jun 2023 18:01:03 -0300 Subject: [PATCH 131/359] Resolving some todos --- hummingbot/connector/connector_status.py | 2 +- .../data_sources/kujira/kujira_api_data_source.py | 12 ++++++------ 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/hummingbot/connector/connector_status.py b/hummingbot/connector/connector_status.py index aff4aa87ce..c88ef61148 100644 --- a/hummingbot/connector/connector_status.py +++ b/hummingbot/connector/connector_status.py @@ -66,7 +66,7 @@ 'phemex_perpetual': 'bronze', 'phemex_perpetual_testnet': 'bronze', 'polkadex': 'bronze', - 'kujira': 'bronze', # TODO verify/fix !!! + 'kujira': 'bronze', } warning_messages = { diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 66e1bc4a67..85bd54ebfa 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -568,7 +568,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - # self.logger().debug("get_account_balances: start") # TODO verify/fix !!! + # self.logger().debug("get_account_balances: start") request = { "chain": self._chain, @@ -600,7 +600,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self._user_balances = balances - # self.logger().debug("get_account_balances: end") # TODO verify/fix !!! + # self.logger().debug("get_account_balances: end") return hb_balances @@ -747,7 +747,7 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc return output async def check_network_status(self) -> NetworkStatus: - # self.logger().debug("check_network_status: start") # TODO verify/fix !!! + # self.logger().debug("check_network_status: start") try: await self._gateway.ping_gateway() @@ -760,7 +760,7 @@ async def check_network_status(self) -> NetworkStatus: output = NetworkStatus.NOT_CONNECTED - # self.logger().debug("check_network_status: end") # TODO verify/fix !!! + # self.logger().debug("check_network_status: end") return output @@ -775,11 +775,11 @@ def is_cancel_request_in_exchange_synchronous(self) -> bool: return output def _check_markets_initialized(self) -> bool: - # self.logger().debug("_check_markets_initialized: start") # TODO verify/fix !!! + # self.logger().debug("_check_markets_initialized: start") output = self._markets is not None and bool(self._markets) - # self.logger().debug("_check_markets_initialized: end") # TODO verify/fix !!! + # self.logger().debug("_check_markets_initialized: end") return output From 246fbe835f1d284215df7080d7c8e821f83b7bb3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 30 Jun 2023 14:30:18 +0300 Subject: [PATCH 132/359] Fixing kujira pmm scripts. --- scripts/kujira_pmm_example.py | 18 ++++++++---------- 1 file changed, 8 insertions(+), 10 deletions(-) diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py index 3b8ca7a38e..803da2f763 100644 --- a/scripts/kujira_pmm_example.py +++ b/scripts/kujira_pmm_example.py @@ -1,7 +1,6 @@ import asyncio import copy import math -import os import time import traceback from decimal import Decimal @@ -143,21 +142,20 @@ async def initialize(self, start_command): self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) + await super().initialize(start_command) + self.initialized = False + self._connector_id = next(iter(self._configuration["markets"])) self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] self._market_name = convert_hb_trading_pair_to_market_name(self._hb_trading_pair) # noinspection PyTypeChecker + self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "mnemonic": os.environ["TEST_KUJIRA_WALLET_MNEMONIC"], - "accountNumber": 0 - } - self._owner_address = await self._gateway.kujira_get_wallet_public_key(request) + self._owner_address = self._connector.address + # self._owner_address = os.environ["TEST_KUJIRA_WALLET_PUBLIC_KEY"] self._market = await self._get_market() @@ -283,7 +281,7 @@ async def _create_proposal(self) -> List[OrderCandidate]: if used_price is None or used_price <= self._decimal_zero: raise ValueError(f"Invalid price: {used_price}") - tick_size = Decimal(self._market["tickSize"]) + tick_size = Decimal(self._market["minimumPriceIncrement"]) min_order_size = Decimal(self._market["minimumOrderSize"]) client_id = 1 @@ -690,7 +688,7 @@ async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any "side": OrderSide.from_hummingbot(candidate.order_side).value[0], "price": str(candidate.price), "amount": str(candidate.amount), - "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value, + "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value[0], }) request = { From 8a904ec114901f6fce268541b4b48972ece387a5 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Mon, 3 Jul 2023 18:40:39 -0300 Subject: [PATCH 133/359] Removing non-fundamental changes from core files. --- .gitignore | 1 - hummingbot/client/command/start_command.py | 10 +- hummingbot/strategy/script_strategy_base.py | 33 +- scripts/kujira_pmm_example.py | 1010 ------------------- 4 files changed, 10 insertions(+), 1044 deletions(-) delete mode 100644 scripts/kujira_pmm_example.py diff --git a/.gitignore b/.gitignore index 249bae2983..514e5661d0 100644 --- a/.gitignore +++ b/.gitignore @@ -3,7 +3,6 @@ # .idea /.idea -*.iml # CMake cmake-build-debug/ diff --git a/hummingbot/client/command/start_command.py b/hummingbot/client/command/start_command.py index c16ace3245..038ac48c95 100644 --- a/hummingbot/client/command/start_command.py +++ b/hummingbot/client/command/start_command.py @@ -7,7 +7,6 @@ import time from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Set -import nest_asyncio import pandas as pd import hummingbot.client.settings as settings @@ -26,8 +25,6 @@ from hummingbot.strategy.script_strategy_base import ScriptStrategyBase from hummingbot.user.user_balances import UserBalances -nest_asyncio.apply() - if TYPE_CHECKING: from hummingbot.client.hummingbot_application import HummingbotApplication # noqa: F401 @@ -200,8 +197,11 @@ async def start_check(self, # type: HummingbotApplication def start_script_strategy(self): script_strategy = self.load_script_class() - self.strategy = script_strategy() - asyncio.get_event_loop().run_until_complete(self.strategy.initialize(self)) + markets_list = [] + for conn, pairs in script_strategy.markets.items(): + markets_list.append((conn, list(pairs))) + self._initialize_markets(markets_list) + self.strategy = script_strategy(self.markets) def load_script_class(self): """ diff --git a/hummingbot/strategy/script_strategy_base.py b/hummingbot/strategy/script_strategy_base.py index 2c58a377eb..c15d874556 100644 --- a/hummingbot/strategy/script_strategy_base.py +++ b/hummingbot/strategy/script_strategy_base.py @@ -1,4 +1,3 @@ -import asyncio import logging from decimal import Decimal from typing import Any, Dict, List, Set @@ -33,19 +32,16 @@ def logger(cls) -> HummingbotLogger: lsb_logger = logging.getLogger(__name__) return lsb_logger - def __init__(self, connectors: Dict[str, ConnectorBase] = {}): + def __init__(self, connectors: Dict[str, ConnectorBase]): """ Initialising a new script strategy object. :param connectors: A dictionary of connector names and their corresponding connector. """ super().__init__() - self.ready_to_trade: bool = False - self.initialized: bool = False self.connectors: Dict[str, ConnectorBase] = connectors - - def get_markets_definitions(self): - return self.markets + self.ready_to_trade: bool = False + self.add_markets(list(connectors.values())) def tick(self, timestamp: float): """ @@ -61,27 +57,9 @@ def tick(self, timestamp: float): self.logger().warning(f"{con.name} is not ready. Please wait...") return else: - asyncio.get_event_loop().run_until_complete(self.on_tick()) - - async def initialize(self, start_command): - """ - An event which is called before starting the ticks, a subclass can override this method for custom logic. - """ - market_definitions = self.get_markets_definitions() - markets_list = [] - if market_definitions: - for connector, pairs in market_definitions.items(): - markets_list.append((connector, list(pairs))) - - # noinspection PyProtectedMember - start_command._initialize_markets(market_names=markets_list) - - self.connectors: Dict[str, ConnectorBase] = start_command.markets - self.add_markets(list(start_command.markets.values())) - - self.initialized = True + self.on_tick() - async def on_tick(self): + def on_tick(self): """ An event which is called on every tick, a sub class implements this to define what operation the strategy needs to operate on a regular tick basis. @@ -150,7 +128,6 @@ def cancel(self, """ market_pair = self._market_trading_pair_tuple(connector_name, trading_pair) self.cancel_order(market_trading_pair_tuple=market_pair, order_id=order_id) - self.logger().info(f"({market_pair}) Canceling the limit order {order_id}.") def get_active_orders(self, connector_name: str) -> List[LimitOrder]: """ diff --git a/scripts/kujira_pmm_example.py b/scripts/kujira_pmm_example.py deleted file mode 100644 index 803da2f763..0000000000 --- a/scripts/kujira_pmm_example.py +++ /dev/null @@ -1,1010 +0,0 @@ -import asyncio -import copy -import math -import time -import traceback -from decimal import Decimal -from enum import Enum -from logging import DEBUG, ERROR, INFO, WARNING -from os import path -from pathlib import Path -from typing import Any, Dict, List, Union - -import jsonpickle -import numpy as np - -from hummingbot.client.hummingbot_application import HummingbotApplication -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import KUJIRA_NATIVE_TOKEN -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( - convert_hb_trading_pair_to_market_name, -) -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderSide, OrderStatus, OrderType -from hummingbot.connector.gateway.clob_spot.gateway_clob_spot import GatewayCLOBSPOT -from hummingbot.core.clock import Clock -from hummingbot.core.data_type.common import TradeType -from hummingbot.core.data_type.order_candidate import OrderCandidate -from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient -from hummingbot.strategy.script_strategy_base import ScriptStrategyBase - - -# noinspection DuplicatedCode -class KujiraPMMExample(ScriptStrategyBase): - - class MiddlePriceStrategy(Enum): - SAP = 'SIMPLE_AVERAGE_PRICE' - WAP = 'WEIGHTED_AVERAGE_PRICE' - VWAP = 'VOLUME_WEIGHTED_AVERAGE_PRICE' - - def __init__(self): - try: - # self._log(DEBUG, """__init__... start""") - - super().__init__() - - self._can_run: bool = True - self._script_name = path.basename(Path(__file__)) - self._configuration = { - "chain": "kujira", - "network": "testnet", - "connector": "kujira", - "owner_address": None, - "markets": { - "kujira_kujira_testnet": [ # Only one market can be used for now - # "KUJI-DEMO", # "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" - "KUJI-USK", # "kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6" - # "DEMO-USK", # "kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg" - ] - }, - "strategy": { - "layers": [ - { - "bid": { - "quantity": 1, - "spread_percentage": 1, - "max_liquidity_in_dollars": 100 - }, - "ask": { - "quantity": 1, - "spread_percentage": 1, - "max_liquidity_in_dollars": 100 - } - }, - { - "bid": { - "quantity": 1, - "spread_percentage": 5, - "max_liquidity_in_dollars": 100 - }, - "ask": { - "quantity": 1, - "spread_percentage": 5, - "max_liquidity_in_dollars": 100 - } - }, - { - "bid": { - "quantity": 1, - "spread_percentage": 10, - "max_liquidity_in_dollars": 100 - }, - "ask": { - "quantity": 1, - "spread_percentage": 10, - "max_liquidity_in_dollars": 100 - } - }, - ], - "tick_interval": 59, - "kujira_order_type": OrderType.LIMIT, - "price_strategy": "middle", - "middle_price_strategy": "SAP", - "cancel_all_orders_on_start": True, - "cancel_all_orders_on_stop": True, - "run_only_once": False - }, - "logger": { - "level": "DEBUG" - } - } - self._owner_address = None - self._connector_id = None - self._quote_token_name = None - self._base_token_name = None - self._hb_trading_pair = None - self._is_busy: bool = False - self._refresh_timestamp: int - self._gateway: GatewayHttpClient - self._connector: GatewayCLOBSPOT - self._market: Dict[str, Any] - self._balances: Dict[str, Any] = {} - self._tickers: Dict[str, Any] - self._currently_tracked_orders_ids: [str] = [] - self._tracked_orders_ids: [str] = [] - self._open_orders: Dict[str, Any] - self._filled_orders: Dict[str, Any] - self._vwap_threshold = 50 - self._int_zero = int(0) - self._float_zero = float(0) - self._float_infinity = float('inf') - self._decimal_zero = Decimal(0) - self._decimal_infinity = Decimal("Infinity") - finally: - pass - # self._log(DEBUG, """__init__... end""") - - def get_markets_definitions(self) -> Dict[str, List[str]]: - return self._configuration["markets"] - - # noinspection PyAttributeOutsideInit - async def initialize(self, start_command): - try: - self._log(DEBUG, """_initialize... start""") - - self.logger().setLevel(self._configuration["logger"].get("level", "INFO")) - - await super().initialize(start_command) - self.initialized = False - - self._connector_id = next(iter(self._configuration["markets"])) - - self._hb_trading_pair = self._configuration["markets"][self._connector_id][0] - self._market_name = convert_hb_trading_pair_to_market_name(self._hb_trading_pair) - - # noinspection PyTypeChecker - self._connector: GatewayCLOBSPOT = self.connectors[self._connector_id] - self._gateway: GatewayHttpClient = GatewayHttpClient.get_instance() - - self._owner_address = self._connector.address - # self._owner_address = os.environ["TEST_KUJIRA_WALLET_PUBLIC_KEY"] - - self._market = await self._get_market() - - self._base_token = self._market["baseToken"] - self._quote_token = self._market["quoteToken"] - - self._base_token_name = self._market["baseToken"]["name"] - self._quote_token_name = self._market["quoteToken"]["name"] - - if self._configuration["strategy"]["cancel_all_orders_on_start"]: - await self._cancel_all_orders() - - await self._market_withdraw() - - waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) - self._log(DEBUG, f"""Waiting for {waiting_time}s.""") - self._refresh_timestamp = waiting_time + self.current_timestamp - - self.initialized = True - except Exception as exception: - self._handle_error(exception) - - HummingbotApplication.main_application().stop() - finally: - self._log(DEBUG, """_initialize... end""") - - async def on_tick(self): - if (not self._is_busy) and (not self._can_run): - HummingbotApplication.main_application().stop() - - if self._is_busy or (self._refresh_timestamp > self.current_timestamp): - return - - try: - self._log(DEBUG, """on_tick... start""") - - self._is_busy = True - - try: - await self._market_withdraw() - except Exception as exception: - self._handle_error(exception) - - open_orders = await self._get_open_orders(use_cache=False) - await self._get_filled_orders(use_cache=False) - await self._get_balances(use_cache=False) - - open_orders_ids = list(open_orders.keys()) - await self._cancel_currently_untracked_orders(open_orders_ids) - - proposal: List[OrderCandidate] = await self._create_proposal() - candidate_orders: List[OrderCandidate] = await self._adjust_proposal_to_budget(proposal) - - await self._replace_orders(candidate_orders) - except Exception as exception: - self._handle_error(exception) - finally: - waiting_time = self._calculate_waiting_time(self._configuration["strategy"]["tick_interval"]) - - # noinspection PyAttributeOutsideInit - self._refresh_timestamp = waiting_time + self.current_timestamp - self._is_busy = False - - self._log(DEBUG, f"""Waiting for {waiting_time}s.""") - - self._log(DEBUG, """on_tick... end""") - - if self._configuration["strategy"]["run_only_once"]: - HummingbotApplication.main_application().stop() - - def stop(self, clock: Clock): - asyncio.get_event_loop().run_until_complete(self.async_stop(clock)) - - async def async_stop(self, clock: Clock): - try: - self._log(DEBUG, """_stop... start""") - - self._can_run = False - - if self._configuration["strategy"]["cancel_all_orders_on_stop"]: - await self.retry_async_with_timeout(self._cancel_all_orders) - - await self.retry_async_with_timeout(self._market_withdraw) - - super().stop(clock) - finally: - self._log(DEBUG, """_stop... end""") - - async def _create_proposal(self) -> List[OrderCandidate]: - try: - self._log(DEBUG, """_create_proposal... start""") - - order_book = await self._get_order_book() - bids, asks = self._parse_order_book(order_book) - - ticker_price = await self._get_market_price() - try: - last_filled_order_price = await self._get_last_filled_order_price() - except Exception as exception: - self._handle_error(exception) - - last_filled_order_price = self._decimal_zero - - price_strategy = self._configuration["strategy"]["price_strategy"] - if price_strategy == "ticker": - used_price = ticker_price - elif price_strategy == "middle": - used_price = await self._get_market_mid_price( - bids, - asks, - self.MiddlePriceStrategy[ - self._configuration["strategy"].get( - "middle_price_strategy", - "VWAP" - ) - ] - ) - elif price_strategy == "last_fill": - used_price = last_filled_order_price - else: - raise ValueError("""Invalid "strategy.middle_price_strategy" configuration value.""") - - if used_price is None or used_price <= self._decimal_zero: - raise ValueError(f"Invalid price: {used_price}") - - tick_size = Decimal(self._market["minimumPriceIncrement"]) - min_order_size = Decimal(self._market["minimumOrderSize"]) - - client_id = 1 - proposal = [] - - bid_orders = [] - for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): - best_ask = Decimal(next(iter(asks), {"price": self._float_infinity})["price"]) - bid_quantity = int(layer["bid"]["quantity"]) - bid_spread_percentage = Decimal(layer["bid"]["spread_percentage"]) - bid_market_price = ((100 - bid_spread_percentage) / 100) * min(used_price, best_ask) - bid_max_liquidity_in_dollars = Decimal(layer["bid"]["max_liquidity_in_dollars"]) - bid_size = bid_max_liquidity_in_dollars / bid_market_price / bid_quantity if bid_quantity > 0 else 0 - - if bid_market_price < tick_size: - self._log( - WARNING, - f"""Skipping orders placement from layer {index}, bid price too low:\n\n{'{:^30}'.format(round(bid_market_price, 6))}""" - ) - elif bid_size < min_order_size: - self._log( - WARNING, - f"""Skipping orders placement from layer {index}, bid size too low:\n\n{'{:^30}'.format(round(bid_size, 9))}""" - ) - else: - for i in range(bid_quantity): - bid_order = OrderCandidate( - trading_pair=self._hb_trading_pair, - is_maker=True, - order_type=OrderType.LIMIT, - order_side=TradeType.BUY, - amount=bid_size, - price=bid_market_price - ) - - bid_order.client_id = str(client_id) - - bid_orders.append(bid_order) - - client_id += 1 - - ask_orders = [] - for index, layer in enumerate(self._configuration["strategy"]["layers"], start=1): - best_bid = Decimal(next(iter(bids), {"price": self._float_zero})["price"]) - ask_quantity = int(layer["ask"]["quantity"]) - ask_spread_percentage = Decimal(layer["ask"]["spread_percentage"]) - ask_market_price = ((100 + ask_spread_percentage) / 100) * max(used_price, best_bid) - ask_max_liquidity_in_dollars = Decimal(layer["ask"]["max_liquidity_in_dollars"]) - ask_size = ask_max_liquidity_in_dollars / ask_market_price / ask_quantity if ask_quantity > 0 else 0 - - if ask_market_price < tick_size: - self._log(WARNING, - f"""Skipping orders placement from layer {index}, ask price too low:\n\n{'{:^30}'.format(round(ask_market_price, 9))}""", - True) - elif ask_size < min_order_size: - self._log(WARNING, - f"""Skipping orders placement from layer {index}, ask size too low:\n\n{'{:^30}'.format(round(ask_size, 9))}""", - True) - else: - for i in range(ask_quantity): - ask_order = OrderCandidate( - trading_pair=self._hb_trading_pair, - is_maker=True, - order_type=OrderType.LIMIT, - order_side=TradeType.SELL, - amount=ask_size, - price=ask_market_price - ) - - ask_order.client_id = str(client_id) - - ask_orders.append(ask_order) - - client_id += 1 - - proposal = [*proposal, *bid_orders, *ask_orders] - - self._log(DEBUG, f"""proposal:\n{self._dump(proposal)}""") - - return proposal - finally: - self._log(DEBUG, """_create_proposal... end""") - - async def _adjust_proposal_to_budget(self, candidate_proposal: List[OrderCandidate]) -> List[OrderCandidate]: - try: - self._log(DEBUG, """_adjust_proposal_to_budget... start""") - - adjusted_proposal: List[OrderCandidate] = [] - - balances = await self._get_balances() - base_balance = Decimal(balances["tokens"][self._base_token["id"]]["free"]) - quote_balance = Decimal(balances["tokens"][self._quote_token["id"]]["free"]) - current_base_balance = base_balance - current_quote_balance = quote_balance - - for order in candidate_proposal: - if order.order_side == TradeType.BUY: - if current_quote_balance > order.amount: - current_quote_balance -= order.amount - adjusted_proposal.append(order) - else: - continue - elif order.order_side == TradeType.SELL: - if current_base_balance > order.amount: - current_base_balance -= order.amount - adjusted_proposal.append(order) - else: - continue - else: - raise ValueError(f"""Unrecognized order size "{order.order_side}".""") - - self._log(DEBUG, f"""adjusted_proposal:\n{self._dump(adjusted_proposal)}""") - - return adjusted_proposal - finally: - self._log(DEBUG, """_adjust_proposal_to_budget... end""") - - async def _get_base_ticker_price(self) -> Decimal: - try: - self._log(DEBUG, """_get_ticker_price... start""") - - return Decimal((await self._get_ticker(use_cache=False))["price"]) - finally: - self._log(DEBUG, """_get_ticker_price... end""") - - async def _get_last_filled_order_price(self) -> Decimal: - try: - self._log(DEBUG, """_get_last_filled_order_price... start""") - - last_filled_order = await self._get_last_filled_order() - - if last_filled_order: - return Decimal(last_filled_order["price"]) - else: - return None - finally: - self._log(DEBUG, """_get_last_filled_order_price... end""") - - async def _get_market_price(self) -> Decimal: - return await self._get_base_ticker_price() - - async def _get_market_mid_price(self, bids, asks, strategy: MiddlePriceStrategy = None) -> Decimal: - try: - self._log(DEBUG, """_get_market_mid_price... start""") - - if strategy: - return self._calculate_mid_price(bids, asks, strategy) - - try: - return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.VWAP) - except (Exception,): - try: - return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.WAP) - except (Exception,): - try: - return self._calculate_mid_price(bids, asks, self.MiddlePriceStrategy.SAP) - except (Exception,): - return await self._get_market_price() - finally: - self._log(DEBUG, """_get_market_mid_price... end""") - - async def _get_base_balance(self) -> Decimal: - try: - self._log(DEBUG, """_get_base_balance... start""") - - base_balance = Decimal((await self._get_balances())[self._base_token["id"]]["free"]) - - return base_balance - finally: - self._log(DEBUG, """_get_base_balance... end""") - - async def _get_quote_balance(self) -> Decimal: - try: - self._log(DEBUG, """_get_quote_balance... start""") - - quote_balance = Decimal((await self._get_balances())[self._quote_token["id"]]["free"]) - - return quote_balance - finally: - self._log(DEBUG, """_get_quote_balance... start""") - - async def _get_balances(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_balances... start""") - - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "ownerAddress": self._owner_address, - "tokenIds": [KUJIRA_NATIVE_TOKEN["id"], self._base_token["id"], self._quote_token["id"]] - } - - self._log(INFO, f"""gateway.kujira_get_balances:\nrequest:\n{self._dump(request)}""") - - if use_cache and self._balances is not None: - response = self._balances - else: - response = await self._gateway.kujira_get_balances(request) - - self._balances = copy.deepcopy(response) - - self._balances["total"]["free"] = Decimal(self._balances["total"]["free"]) - self._balances["total"]["lockedInOrders"] = Decimal(self._balances["total"]["lockedInOrders"]) - self._balances["total"]["unsettled"] = Decimal(self._balances["total"]["unsettled"]) - - for (token, balance) in dict(response["tokens"]).items(): - balance["free"] = Decimal(balance["free"]) - balance["lockedInOrders"] = Decimal(balance["lockedInOrders"]) - balance["unsettled"] = Decimal(balance["unsettled"]) - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, f"""gateway.kujira_get_balances:\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_balances... end""") - - async def _get_market(self): - try: - self._log(DEBUG, """_get_market... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "name": self._market_name - } - - response = await self._gateway.kujira_get_market(request) - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_get_market:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_market... end""") - - async def _get_order_book(self): - try: - self._log(DEBUG, """_get_order_book... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"] - } - - response = await self._gateway.kujira_get_order_book(request) - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(DEBUG, - f"""gateway.kujira_get_order_books:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_order_book... end""") - - async def _get_ticker(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_ticker... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"] - } - - if use_cache and self._tickers is not None: - response = self._tickers - else: - response = await self._gateway.kujira_get_ticker(request) - - self._tickers = response - - return response - except Exception as exception: - response = exception - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_get_ticker:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - - finally: - self._log(DEBUG, """_get_ticker... end""") - - async def _get_open_orders(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_open_orders... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - "status": OrderStatus.OPEN.value[0] - } - - if use_cache and self._open_orders is not None: - response = self._open_orders - else: - response = await self._gateway.kujira_get_orders(request) - self._open_orders = response - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_get_open_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_get_open_orders... end""") - - async def _get_last_filled_order(self) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_last_filled_order... start""") - - filled_orders = await self._get_filled_orders() - - if len((filled_orders or {})): - last_filled_order = list(dict(filled_orders).values())[0] - else: - last_filled_order = None - - return last_filled_order - finally: - self._log(DEBUG, """_get_last_filled_order... end""") - - async def _get_filled_orders(self, use_cache: bool = True) -> Dict[str, Any]: - try: - self._log(DEBUG, """_get_filled_orders... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - "status": OrderStatus.FILLED.value[0] - } - - if use_cache and self._filled_orders is not None: - response = self._filled_orders - else: - response = await self._gateway.kujira_get_orders(request) - self._filled_orders = response - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(DEBUG, f"""gateway.kujira_get_filled_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - - finally: - self._log(DEBUG, """_get_filled_orders... end""") - - async def _replace_orders(self, proposal: List[OrderCandidate]) -> Dict[str, Any]: - try: - self._log(DEBUG, """_replace_orders... start""") - - response = None - try: - orders = [] - for candidate in proposal: - orders.append({ - "clientId": candidate.client_id, - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - "side": OrderSide.from_hummingbot(candidate.order_side).value[0], - "price": str(candidate.price), - "amount": str(candidate.amount), - "type": self._configuration["strategy"].get("kujira_order_type", OrderType.LIMIT).value[0], - }) - - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "orders": orders - } - - self._log(INFO, f"""gateway.kujira_post_orders:\nrequest:\n{self._dump(request)}""") - - if len(orders): - response = await self._gateway.kujira_post_orders(request) - - self._currently_tracked_orders_ids = list(response.keys()) - self._tracked_orders_ids.extend(self._currently_tracked_orders_ids) - else: - self._log(WARNING, "No order was defined for placement/replacement. Skipping.", True) - response = [] - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, f"""gateway.kujira_post_orders:\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_replace_orders... end""") - - async def _cancel_currently_untracked_orders(self, open_orders_ids: List[str]): - try: - self._log(DEBUG, """_cancel_untracked_orders... start""") - - request = None - response = None - try: - untracked_orders_ids = list(set(self._tracked_orders_ids).intersection(set(open_orders_ids)) - set(self._currently_tracked_orders_ids)) - - if len(untracked_orders_ids) > 0: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "ids": untracked_orders_ids, - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - response = await self._gateway.kujira_delete_orders(request) - else: - self._log(INFO, "No order needed to be canceled.") - response = {} - - return response - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_cancel_untracked_orders... end""") - - async def _cancel_all_orders(self): - try: - self._log(DEBUG, """_cancel_all_orders... start""") - - request = None - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - response = await self._gateway.kujira_delete_orders_all(request) - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.clob_delete_orders:\nrequest:\n{self._dump(request)}\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_cancel_all_orders... end""") - - async def _market_withdraw(self): - try: - self._log(DEBUG, """_market_withdraw... start""") - - response = None - try: - request = { - "chain": self._configuration["chain"], - "network": self._configuration["network"], - "connector": self._configuration["connector"], - "marketId": self._market["id"], - "ownerAddress": self._owner_address, - } - - self._log(INFO, f"""gateway.kujira_post_market_withdraw:\nrequest:\n{self._dump(request)}""") - - response = await self._gateway.kujira_post_market_withdraw(request) - except Exception as exception: - response = traceback.format_exc() - - raise exception - finally: - self._log(INFO, - f"""gateway.kujira_post_market_withdraw:\nresponse:\n{self._dump(response)}""") - finally: - self._log(DEBUG, """_market_withdraw... end""") - - async def _get_remaining_orders_ids(self, candidate_orders, created_orders) -> List[str]: - self._log(DEBUG, """_get_remaining_orders_ids... end""") - - try: - candidate_orders_client_ids = [order.client_id for order in candidate_orders] if len(candidate_orders) else [] - created_orders_client_ids = [order["clientId"] for order in created_orders.values()] if len(created_orders) else [] - remaining_orders_client_ids = list(set(candidate_orders_client_ids) - set(created_orders_client_ids)) - remaining_orders_ids = list(filter(lambda order: (order["clientId"] in remaining_orders_client_ids), created_orders.values())) - - self._log(INFO, f"""remaining_orders_ids:\n{self._dump(remaining_orders_ids)}""") - - return remaining_orders_ids - finally: - self._log(DEBUG, """_get_remaining_orders_ids... end""") - - async def _get_duplicated_orders_ids(self) -> List[str]: - self._log(DEBUG, """_get_duplicated_orders_ids... start""") - - try: - open_orders = (await self._get_open_orders()).values() - - open_orders_map = {} - duplicated_orders_ids = [] - - for open_order in open_orders: - if open_order["clientId"] == "0": # Avoid touching manually created orders. - continue - elif open_order["clientId"] not in open_orders_map: - open_orders_map[open_order["clientId"]] = [open_order] - else: - open_orders_map[open_order["clientId"]].append(open_order) - - for orders in open_orders_map.values(): - orders.sort(key=lambda order: order["id"]) - - duplicated_orders_ids = [ - *duplicated_orders_ids, - *[order["id"] for order in orders[:-1]] - ] - - self._log(INFO, f"""duplicated_orders_ids:\n{self._dump(duplicated_orders_ids)}""") - - return duplicated_orders_ids - finally: - self._log(DEBUG, """_get_duplicated_orders_ids... end""") - - # noinspection PyMethodMayBeStatic - def _parse_order_book(self, orderbook: Dict[str, Any]) -> List[Union[List[Dict[str, Any]], List[Dict[str, Any]]]]: - bids_list = [] - asks_list = [] - - bids: Dict[str, Any] = orderbook["bids"] - asks: Dict[str, Any] = orderbook["asks"] - - for value in bids.values(): - bids_list.append({'price': value["price"], 'amount': value["amount"]}) - - for value in asks.values(): - asks_list.append({'price': value["price"], 'amount': value["amount"]}) - - bids_list.sort(key=lambda x: x['price'], reverse=True) - asks_list.sort(key=lambda x: x['price'], reverse=False) - - return [bids_list, asks_list] - - def _split_percentage(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]]) -> List[Any]: - asks = asks[:math.ceil((self._vwap_threshold / 100) * len(asks))] - bids = bids[:math.ceil((self._vwap_threshold / 100) * len(bids))] - - return [bids, asks] - - # noinspection PyMethodMayBeStatic - def _compute_volume_weighted_average_price(self, book: [Dict[str, Any]]) -> np.array: - prices = [float(order['price']) for order in book] - amounts = [float(order['amount']) for order in book] - - prices = np.array(prices) - amounts = np.array(amounts) - - vwap = (np.cumsum(amounts * prices) / np.cumsum(amounts)) - - return vwap - - # noinspection PyMethodMayBeStatic - def _remove_outliers(self, order_book: [Dict[str, Any]], side: OrderSide) -> [Dict[str, Any]]: - prices = [order['price'] for order in order_book] - - q75, q25 = np.percentile(prices, [75, 25]) - - # https://www.askpython.com/python/examples/detection-removal-outliers-in-python - # intr_qr = q75-q25 - # max_threshold = q75+(1.5*intr_qr) - # min_threshold = q75-(1.5*intr_qr) # Error: Sometimes this function assigns negative value for min - - max_threshold = q75 * 1.5 - min_threshold = q25 * 0.5 - - orders = [] - if side == OrderSide.SELL: - orders = [order for order in order_book if order['price'] < max_threshold] - elif side == OrderSide.BUY: - orders = [order for order in order_book if order['price'] > min_threshold] - - return orders - - def _calculate_mid_price(self, bids: [Dict[str, Any]], asks: [Dict[str, Any]], strategy: MiddlePriceStrategy) -> Decimal: - if strategy == self.MiddlePriceStrategy.SAP: - bid_prices = [float(item['price']) for item in bids] - ask_prices = [float(item['price']) for item in asks] - - best_ask_price = 0 - best_bid_price = 0 - - if len(ask_prices) > 0: - best_ask_price = min(ask_prices) - - if len(bid_prices) > 0: - best_bid_price = max(bid_prices) - - return Decimal((best_ask_price + best_bid_price) / 2.0) - elif strategy == self.MiddlePriceStrategy.WAP: - bid_prices = [float(item['price']) for item in bids] - ask_prices = [float(item['price']) for item in asks] - - best_ask_price = 0 - best_ask_volume = 0 - best_bid_price = 0 - best_bid_amount = 0 - - if len(ask_prices) > 0: - best_ask_idx = ask_prices.index(min(ask_prices)) - best_ask_price = float(asks[best_ask_idx]['price']) - best_ask_volume = float(asks[best_ask_idx]['amount']) - - if len(bid_prices) > 0: - best_bid_idx = bid_prices.index(max(bid_prices)) - best_bid_price = float(bids[best_bid_idx]['price']) - best_bid_amount = float(bids[best_bid_idx]['amount']) - - if best_ask_volume + best_bid_amount > 0: - return Decimal( - (best_ask_price * best_ask_volume + best_bid_price * best_bid_amount) - / (best_ask_volume + best_bid_amount) - ) - else: - return self._decimal_zero - elif strategy == self.MiddlePriceStrategy.VWAP: - bids, asks = self._split_percentage(bids, asks) - - if len(bids) > 0: - bids = self._remove_outliers(bids, OrderSide.BUY) - - if len(asks) > 0: - asks = self._remove_outliers(asks, OrderSide.SELL) - - book = [*bids, *asks] - - if len(book) > 0: - vwap = self._compute_volume_weighted_average_price(book) - - return Decimal(vwap[-1]) - else: - return self._decimal_zero - else: - raise ValueError(f'Unrecognized mid price strategy "{strategy}".') - - # noinspection PyMethodMayBeStatic - def _calculate_waiting_time(self, number: int) -> int: - current_timestamp_in_milliseconds = int(time.time() * 1000) - result = number - (current_timestamp_in_milliseconds % number) - - return result - - async def retry_async_with_timeout(self, function, *arguments, number_of_retries=3, timeout_in_seconds=60, delay_between_retries_in_seconds=0.5): - for retry in range(number_of_retries): - try: - return await asyncio.wait_for(function(*arguments), timeout_in_seconds) - except asyncio.TimeoutError: - self._log(ERROR, f"TimeoutError in the attempt {retry+1} of {number_of_retries}.", True) - except Exception as exception: - message = f"""ERROR in the attempt {retry+1} of {number_of_retries}: {type(exception).__name__} {str(exception)}""" - self._log(ERROR, message, True) - await asyncio.sleep(delay_between_retries_in_seconds) - raise Exception(f"Operation failed with {number_of_retries} attempts.") - - def _log(self, level: int, message: str, *args, **kwargs): - # noinspection PyUnresolvedReferences - message = f"""{message}""" - - self.logger().log(level, message, *args, **kwargs) - - def _handle_error(self, exception: Exception): - message = f"""ERROR: {type(exception).__name__} {str(exception)}""" - self._log(ERROR, message, True) - - @staticmethod - def _dump(target: Any): - try: - return jsonpickle.encode(target, unpicklable=True, indent=2) - except (Exception,): - return target From b9d5f2161b5804def4d7f9473bf59e10a3487cf0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 6 Jul 2023 01:28:53 -0300 Subject: [PATCH 134/359] Reverting removal of the 'clob_example.py' file. --- scripts/clob_example.py | 5 +++++ 1 file changed, 5 insertions(+) create mode 100644 scripts/clob_example.py diff --git a/scripts/clob_example.py b/scripts/clob_example.py new file mode 100644 index 0000000000..076ebc0606 --- /dev/null +++ b/scripts/clob_example.py @@ -0,0 +1,5 @@ +from hummingbot.strategy.script_strategy_base import ScriptStrategyBase + + +class CLOBSerumExample(ScriptStrategyBase): + pass From d98d87ad9cd74d401173fe203cb7eb1e11ed2e4d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 6 Jul 2023 20:17:34 +0300 Subject: [PATCH 135/359] Updating Kujira routes on gateway_http_client.py. --- .../core/gateway/gateway_http_client.py | 77 ++++++++----------- 1 file changed, 32 insertions(+), 45 deletions(-) diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 33bbd2c42c..203da964af 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1156,24 +1156,11 @@ async def clob_perp_cancel_order( } return await self.api_request("delete", "clob/perp/orders", request_payload, use_body=True) - async def clob_kujira_balances( - self, - chain: str, - network: str, - address: str - ): - request_payload = { - "chain": chain, - "network": network, - "address": address, - } - return await self.api_request("post", "kujira/injective/balances", request_payload) - async def kujira_get_status( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira", payload, use_body=True) + return await self.api_request("get", "chain/kujira", payload, use_body=True) async def kujira_get_token( self, @@ -1187,184 +1174,184 @@ async def kujira_get_token( **payload } - return await self.api_request("get", "kujira/token", request_payload, use_body=True) + return await self.api_request("get", "chain/kujira/token", request_payload, use_body=True) async def kujira_get_tokens( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/tokens", payload, use_body=True) + return await self.api_request("get", "chain/kujira/tokens", payload, use_body=True) async def kujira_get_tokens_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/tokens/all", payload, use_body=True) + return await self.api_request("get", "chain/kujira/tokens/all", payload, use_body=True) async def kujira_get_market( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/market", payload, use_body=True) + return await self.api_request("get", "chain/kujira/market", payload, use_body=True) async def kujira_get_markets( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/markets", payload, use_body=True) + return await self.api_request("get", "chain/kujira/markets", payload, use_body=True) async def kujira_get_markets_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/markets/all", payload, use_body=True) + return await self.api_request("get", "chain/kujira/markets/all", payload, use_body=True) async def kujira_get_order_book( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orderBook", payload, use_body=True) + return await self.api_request("get", "chain/kujira/orderBook", payload, use_body=True) async def kujira_get_order_books( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orderBooks", payload, use_body=True) + return await self.api_request("get", "chain/kujira/orderBooks", payload, use_body=True) async def kujira_get_order_books_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orderBooks/all", payload, use_body=True) + return await self.api_request("get", "chain/kujira/orderBooks/all", payload, use_body=True) async def kujira_get_ticker( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/ticker", payload, use_body=True) + return await self.api_request("get", "chain/kujira/ticker", payload, use_body=True) async def kujira_get_tickers( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/tickers", payload, use_body=True) + return await self.api_request("get", "chain/kujira/tickers", payload, use_body=True) async def kujira_get_tickers_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/tickers/all", payload, use_body=True) + return await self.api_request("get", "chain/kujira/tickers/all", payload, use_body=True) async def kujira_get_balance( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/balance", payload, use_body=True) + return await self.api_request("get", "chain/kujira/balance", payload, use_body=True) async def kujira_get_balances( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/balances", payload, use_body=True) + return await self.api_request("get", "chain/kujira/balances", payload, use_body=True) async def kujira_get_balances_all( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/balances/all", payload, use_body=True) + return await self.api_request("get", "chain/kujira/balances/all", payload, use_body=True) async def kujira_get_order( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/order", payload, use_body=True) + return await self.api_request("get", "chain/kujira/order", payload, use_body=True) async def kujira_get_orders( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/orders", payload, use_body=True) + return await self.api_request("get", "chain/kujira/orders", payload, use_body=True) async def kujira_post_order( self, payload: Dict[str, Any] ): - return await self.api_request("post", "kujira/order", payload) + return await self.api_request("post", "chain/kujira/order", payload) async def kujira_post_orders( self, payload: Dict[str, Any] ): - return await self.api_request("post", "kujira/orders", payload) + return await self.api_request("post", "chain/kujira/orders", payload) async def kujira_delete_order( self, payload: Dict[str, Any] ): - return await self.api_request("delete", "kujira/order", payload) + return await self.api_request("delete", "chain/kujira/order", payload) async def kujira_delete_orders( self, payload: Dict[str, Any] ): - return await self.api_request("delete", "kujira/orders", payload) + return await self.api_request("delete", "chain/kujira/orders", payload) async def kujira_delete_orders_all( self, payload: Dict[str, Any] ): - return await self.api_request("delete", "kujira/orders/all", payload) + return await self.api_request("delete", "chain/kujira/orders/all", payload) async def kujira_post_market_withdraw( self, payload: Dict[str, Any] ): - return await self.api_request("post", "kujira/market/withdraw", payload) + return await self.api_request("post", "chain/kujira/market/withdraw", payload) async def kujira_post_market_withdraws( self, payload: Dict[str, Any] ): - return await self.api_request("post", "kujira/market/withdraws", payload) + return await self.api_request("post", "chain/kujira/market/withdraws", payload) async def kujira_post_market_withdraws_all( self, payload: Dict[str, Any] ): - return await self.api_request("post", "kujira/market/withdraws/all", payload) + return await self.api_request("post", "chain/kujira/market/withdraws/all", payload) async def kujira_get_transaction( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/transaction", payload, use_body=True) + return await self.api_request("get", "chain/kujira/transaction", payload, use_body=True) async def kujira_get_transactions( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/transactions", payload, use_body=True) + return await self.api_request("get", "chain/kujira/transactions", payload, use_body=True) async def kujira_get_wallet_public_key( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/wallet/publicKey", payload, use_body=True) + return await self.api_request("get", "chain/kujira/wallet/publicKey", payload, use_body=True) async def kujira_get_wallet_public_keys( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/wallet/publicKeys", payload, use_body=True) + return await self.api_request("get", "chain/kujira/wallet/publicKeys", payload, use_body=True) async def kujira_get_block_current( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/block/current", payload, use_body=True) + return await self.api_request("get", "chain/kujira/block/current", payload, use_body=True) async def kujira_get_fees_estimated( self, payload: Dict[str, Any] ): - return await self.api_request("get", "kujira/fees/estimated", payload, use_body=True) + return await self.api_request("get", "chain/kujira/fees/estimated", payload, use_body=True) From a29ce6f4e2910ed3f439d83d4583b23e204b04ea Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 00:30:35 +0300 Subject: [PATCH 136/359] Updating the gateway_http_client.py --- .../data_sources/kujira/kujira_types.py | 43 ++++ .../core/gateway/gateway_http_client.py | 209 +----------------- 2 files changed, 52 insertions(+), 200 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 7fe52d1c2d..fd1213e5f9 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -32,6 +32,49 @@ from hummingbot.core.data_type.in_flight_order import OrderState as HummingBotOrderStatus +class HTTPMethod(Enum): + GET = 'get', + POST = 'post', + PATCH = 'patch', + UPDATE = 'update', + DELETE = 'delete' + + +class Route(Enum): + KUJIRA_GET_STATUS = 'kujira_get_status' + KUJIRA_GET_TOKEN = 'kujira_get_token' + KUJIRA_GET_TOKENS = 'kujira_get_tokens' + KUJIRA_GET_TOKENS_ALL = 'kujira_get_tokens_all' + KUJIRA_GET_MARKET = 'kujira_get_market' + KUJIRA_GET_MARKETS = 'kujira_get_markets' + KUJIRA_GET_MARKETS_ALL = 'kujira_get_markets_all' + KUJIRA_GET_ORDER_BOOK = 'kujira_get_order_book' + KUJIRA_GET_ORDER_BOOKS = 'kujira_get_order_books' + KUJIRA_GET_ORDER_BOOKS_ALL = 'kujira_get_order_books_all' + KUJIRA_GET_TICKER = 'kujira_get_ticker' + KUJIRA_GET_TICKERS = 'kujira_get_tickers' + KUJIRA_GET_TICKERS_ALL = 'kujira_get_tickers_all' + KUJIRA_GET_BALANCE = 'kujira_get_balance' + KUJIRA_GET_BALANCES = 'kujira_get_balances' + KUJIRA_GET_BALANCES_ALL = 'kujira_get_balances_all' + KUJIRA_GET_ORDER = 'kujira_get_order' + KUJIRA_GET_ORDERS = 'kujira_get_orders' + KUJIRA_POST_ORDER = 'kujira_post_order' + KUJIRA_POST_ORDERS = 'kujira_post_orders' + KUJIRA_DELETE_ORDER = 'kujira_delete_order' + KUJIRA_DELETE_ORDERS = 'kujira_delete_orders' + KUJIRA_DELETE_ORDERS_ALL = 'kujira_delete_orders_all' + KUJIRA_POST_MARKET_WITHDRAW = 'kujira_post_market_withdraw' + KUJIRA_POST_MARKET_WITHDRAWS = 'kujira_post_market_withdraws' + KUJIRA_POST_MARKET_WITHDRAWS_ALL = 'kujira_post_market_withdraws_all' + KUJIRA_GET_TRANSACTION = 'kujira_get_transaction' + KUJIRA_GET_TRANSACTIONS = 'kujira_get_transactions' + KUJIRA_GET_WALLET_PUBLIC_KEY = 'kujira_get_wallet_public_key' + KUJIRA_GET_WALLET_PUBLIC_KEYS = 'kujira_get_wallet_public_keys' + KUJIRA_GET_BLOCK_CURRENT = 'kujira_get_block_current' + KUJIRA_GET_FEES_ESTIMATED = 'kujira_get_fees_estimated' + + class OrderStatus(Enum): OPEN = "OPEN", CANCELLED = "CANCELLED", diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 23230869f2..1361d7d098 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -8,6 +8,7 @@ import aiohttp from hummingbot.client.config.security import Security +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import HTTPMethod, Route from hummingbot.core.data_type.common import OrderType, PositionSide from hummingbot.core.data_type.in_flight_order import InFlightOrder from hummingbot.core.event.events import TradeType @@ -1001,6 +1002,14 @@ async def clob_injective_balances( } return await self.get_balances(**request_payload) + async def clob_kujira_router( + self, + method: HTTPMethod, + route: Route, + payload: Dict[str, Any] + ): + return await self.api_request(method.value[0], route.value[0], payload, use_body=True) + async def clob_perp_funding_info( self, chain: str, @@ -1153,203 +1162,3 @@ async def clob_perp_cancel_order( "orderId": exchange_order_id } return await self.api_request("delete", "clob/perp/orders", request_payload, use_body=True) - - async def kujira_get_status( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira", payload, use_body=True) - - async def kujira_get_token( - self, - chain: str, - network: str, - payload: Dict[str, Any] - ): - request_payload = { - "chain": chain, - "network": network, - **payload - } - - return await self.api_request("get", "chain/kujira/token", request_payload, use_body=True) - - async def kujira_get_tokens( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/tokens", payload, use_body=True) - - async def kujira_get_tokens_all( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/tokens/all", payload, use_body=True) - - async def kujira_get_market( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/market", payload, use_body=True) - - async def kujira_get_markets( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/markets", payload, use_body=True) - - async def kujira_get_markets_all( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/markets/all", payload, use_body=True) - - async def kujira_get_order_book( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/orderBook", payload, use_body=True) - - async def kujira_get_order_books( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/orderBooks", payload, use_body=True) - - async def kujira_get_order_books_all( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/orderBooks/all", payload, use_body=True) - - async def kujira_get_ticker( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/ticker", payload, use_body=True) - - async def kujira_get_tickers( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/tickers", payload, use_body=True) - - async def kujira_get_tickers_all( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/tickers/all", payload, use_body=True) - - async def kujira_get_balance( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/balance", payload, use_body=True) - - async def kujira_get_balances( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/balances", payload, use_body=True) - - async def kujira_get_balances_all( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/balances/all", payload, use_body=True) - - async def kujira_get_order( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/order", payload, use_body=True) - - async def kujira_get_orders( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/orders", payload, use_body=True) - - async def kujira_post_order( - self, - payload: Dict[str, Any] - ): - return await self.api_request("post", "chain/kujira/order", payload) - - async def kujira_post_orders( - self, - payload: Dict[str, Any] - ): - return await self.api_request("post", "chain/kujira/orders", payload) - - async def kujira_delete_order( - self, - payload: Dict[str, Any] - ): - return await self.api_request("delete", "chain/kujira/order", payload) - - async def kujira_delete_orders( - self, - payload: Dict[str, Any] - ): - return await self.api_request("delete", "chain/kujira/orders", payload) - - async def kujira_delete_orders_all( - self, - payload: Dict[str, Any] - ): - return await self.api_request("delete", "chain/kujira/orders/all", payload) - - async def kujira_post_market_withdraw( - self, - payload: Dict[str, Any] - ): - return await self.api_request("post", "chain/kujira/market/withdraw", payload) - - async def kujira_post_market_withdraws( - self, - payload: Dict[str, Any] - ): - return await self.api_request("post", "chain/kujira/market/withdraws", payload) - - async def kujira_post_market_withdraws_all( - self, - payload: Dict[str, Any] - ): - return await self.api_request("post", "chain/kujira/market/withdraws/all", payload) - - async def kujira_get_transaction( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/transaction", payload, use_body=True) - - async def kujira_get_transactions( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/transactions", payload, use_body=True) - - async def kujira_get_wallet_public_key( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/wallet/publicKey", payload, use_body=True) - - async def kujira_get_wallet_public_keys( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/wallet/publicKeys", payload, use_body=True) - - async def kujira_get_block_current( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/block/current", payload, use_body=True) - - async def kujira_get_fees_estimated( - self, - payload: Dict[str, Any] - ): - return await self.api_request("get", "chain/kujira/fees/estimated", payload, use_body=True) From c1f7b031c55ca97618da08641b079dcd10605fe4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 00:54:20 +0300 Subject: [PATCH 137/359] Updating the gateway_http_client.py and related files. --- .../data_sources/kujira/kujira_types.py | 64 +++++++++---------- .../core/gateway/gateway_http_client.py | 10 ++- 2 files changed, 39 insertions(+), 35 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index fd1213e5f9..9bfdc8e01c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -41,38 +41,38 @@ class HTTPMethod(Enum): class Route(Enum): - KUJIRA_GET_STATUS = 'kujira_get_status' - KUJIRA_GET_TOKEN = 'kujira_get_token' - KUJIRA_GET_TOKENS = 'kujira_get_tokens' - KUJIRA_GET_TOKENS_ALL = 'kujira_get_tokens_all' - KUJIRA_GET_MARKET = 'kujira_get_market' - KUJIRA_GET_MARKETS = 'kujira_get_markets' - KUJIRA_GET_MARKETS_ALL = 'kujira_get_markets_all' - KUJIRA_GET_ORDER_BOOK = 'kujira_get_order_book' - KUJIRA_GET_ORDER_BOOKS = 'kujira_get_order_books' - KUJIRA_GET_ORDER_BOOKS_ALL = 'kujira_get_order_books_all' - KUJIRA_GET_TICKER = 'kujira_get_ticker' - KUJIRA_GET_TICKERS = 'kujira_get_tickers' - KUJIRA_GET_TICKERS_ALL = 'kujira_get_tickers_all' - KUJIRA_GET_BALANCE = 'kujira_get_balance' - KUJIRA_GET_BALANCES = 'kujira_get_balances' - KUJIRA_GET_BALANCES_ALL = 'kujira_get_balances_all' - KUJIRA_GET_ORDER = 'kujira_get_order' - KUJIRA_GET_ORDERS = 'kujira_get_orders' - KUJIRA_POST_ORDER = 'kujira_post_order' - KUJIRA_POST_ORDERS = 'kujira_post_orders' - KUJIRA_DELETE_ORDER = 'kujira_delete_order' - KUJIRA_DELETE_ORDERS = 'kujira_delete_orders' - KUJIRA_DELETE_ORDERS_ALL = 'kujira_delete_orders_all' - KUJIRA_POST_MARKET_WITHDRAW = 'kujira_post_market_withdraw' - KUJIRA_POST_MARKET_WITHDRAWS = 'kujira_post_market_withdraws' - KUJIRA_POST_MARKET_WITHDRAWS_ALL = 'kujira_post_market_withdraws_all' - KUJIRA_GET_TRANSACTION = 'kujira_get_transaction' - KUJIRA_GET_TRANSACTIONS = 'kujira_get_transactions' - KUJIRA_GET_WALLET_PUBLIC_KEY = 'kujira_get_wallet_public_key' - KUJIRA_GET_WALLET_PUBLIC_KEYS = 'kujira_get_wallet_public_keys' - KUJIRA_GET_BLOCK_CURRENT = 'kujira_get_block_current' - KUJIRA_GET_FEES_ESTIMATED = 'kujira_get_fees_estimated' + GET_STATUS = (HTTPMethod.GET, 'status'), + GET_TOKEN = (HTTPMethod.GET, 'token'), + GET_TOKENS = (HTTPMethod.GET, 'tokens'), + GET_TOKENS_ALL = (HTTPMethod.GET, 'tokens/all'), + GET_MARKET = (HTTPMethod.GET, 'market'), + GET_MARKETS = (HTTPMethod.GET, 'markets'), + GET_MARKETS_ALL = (HTTPMethod.GET, 'markets/all'), + GET_ORDER_BOOK = (HTTPMethod.GET, 'order/book'), + GET_ORDER_BOOKS = (HTTPMethod.GET, 'order/books'), + GET_ORDER_BOOKS_ALL = (HTTPMethod.GET, 'order/books/all'), + GET_TICKER = (HTTPMethod.GET, 'ticker'), + GET_TICKERS = (HTTPMethod.GET, 'tickers'), + GET_TICKERS_ALL = (HTTPMethod.GET, 'tickers/all'), + GET_BALANCE = (HTTPMethod.GET, 'balance'), + GET_BALANCES = (HTTPMethod.GET, 'balances'), + GET_BALANCES_ALL = (HTTPMethod.GET, 'balances/all'), + GET_ORDER = (HTTPMethod.GET, 'order'), + GET_ORDERS = (HTTPMethod.GET, 'orders'), + POST_ORDER = (HTTPMethod.POST, 'order'), + POST_ORDERS = (HTTPMethod.POST, 'orders'), + DELETE_ORDER = (HTTPMethod.DELETE, 'order'), + DELETE_ORDERS = (HTTPMethod.DELETE, 'orders'), + DELETE_ORDERS_ALL = (HTTPMethod.DELETE, 'orders/all'), + POST_MARKET_WITHDRAW = (HTTPMethod.POST, 'market/withdraw'), + POST_MARKET_WITHDRAWS = (HTTPMethod.POST, 'market/withdraws'), + POST_MARKET_WITHDRAWS_ALL = (HTTPMethod.POST, 'market/withdraws/all'), + GET_TRANSACTION = (HTTPMethod.GET, 'transaction'), + GET_TRANSACTIONS = (HTTPMethod.GET, 'transactions'), + GET_WALLET_PUBLIC_KEY = (HTTPMethod.GET, 'wallet/public/key'), + GET_WALLET_PUBLIC_KEYS = (HTTPMethod.GET, 'wallet/public/keys'), + GET_BLOCK_CURRENT = (HTTPMethod.GET, 'block/current'), + GET_FEES_ESTIMATED = (HTTPMethod.GET, 'fees/estimated'), class OrderStatus(Enum): diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 1361d7d098..54b8e3b640 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -8,7 +8,7 @@ import aiohttp from hummingbot.client.config.security import Security -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import HTTPMethod, Route +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import Route from hummingbot.core.data_type.common import OrderType, PositionSide from hummingbot.core.data_type.in_flight_order import InFlightOrder from hummingbot.core.event.events import TradeType @@ -1004,11 +1004,15 @@ async def clob_injective_balances( async def clob_kujira_router( self, - method: HTTPMethod, route: Route, payload: Dict[str, Any] ): - return await self.api_request(method.value[0], route.value[0], payload, use_body=True) + return await self.api_request( + route.value[0][0], + f"""chain/kujira/{route.value[0][1]}""", + payload, + use_body=True + ) async def clob_perp_funding_info( self, From da47669b631d9d2cf679e93b18825c00e7dfa417 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 00:58:31 +0300 Subject: [PATCH 138/359] Updating the gateway_http_client.py and related files. --- .../data_sources/kujira/kujira_types.py | 64 +++++++++---------- 1 file changed, 32 insertions(+), 32 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 9bfdc8e01c..74b47b0710 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -41,38 +41,38 @@ class HTTPMethod(Enum): class Route(Enum): - GET_STATUS = (HTTPMethod.GET, 'status'), - GET_TOKEN = (HTTPMethod.GET, 'token'), - GET_TOKENS = (HTTPMethod.GET, 'tokens'), - GET_TOKENS_ALL = (HTTPMethod.GET, 'tokens/all'), - GET_MARKET = (HTTPMethod.GET, 'market'), - GET_MARKETS = (HTTPMethod.GET, 'markets'), - GET_MARKETS_ALL = (HTTPMethod.GET, 'markets/all'), - GET_ORDER_BOOK = (HTTPMethod.GET, 'order/book'), - GET_ORDER_BOOKS = (HTTPMethod.GET, 'order/books'), - GET_ORDER_BOOKS_ALL = (HTTPMethod.GET, 'order/books/all'), - GET_TICKER = (HTTPMethod.GET, 'ticker'), - GET_TICKERS = (HTTPMethod.GET, 'tickers'), - GET_TICKERS_ALL = (HTTPMethod.GET, 'tickers/all'), - GET_BALANCE = (HTTPMethod.GET, 'balance'), - GET_BALANCES = (HTTPMethod.GET, 'balances'), - GET_BALANCES_ALL = (HTTPMethod.GET, 'balances/all'), - GET_ORDER = (HTTPMethod.GET, 'order'), - GET_ORDERS = (HTTPMethod.GET, 'orders'), - POST_ORDER = (HTTPMethod.POST, 'order'), - POST_ORDERS = (HTTPMethod.POST, 'orders'), - DELETE_ORDER = (HTTPMethod.DELETE, 'order'), - DELETE_ORDERS = (HTTPMethod.DELETE, 'orders'), - DELETE_ORDERS_ALL = (HTTPMethod.DELETE, 'orders/all'), - POST_MARKET_WITHDRAW = (HTTPMethod.POST, 'market/withdraw'), - POST_MARKET_WITHDRAWS = (HTTPMethod.POST, 'market/withdraws'), - POST_MARKET_WITHDRAWS_ALL = (HTTPMethod.POST, 'market/withdraws/all'), - GET_TRANSACTION = (HTTPMethod.GET, 'transaction'), - GET_TRANSACTIONS = (HTTPMethod.GET, 'transactions'), - GET_WALLET_PUBLIC_KEY = (HTTPMethod.GET, 'wallet/public/key'), - GET_WALLET_PUBLIC_KEYS = (HTTPMethod.GET, 'wallet/public/keys'), - GET_BLOCK_CURRENT = (HTTPMethod.GET, 'block/current'), - GET_FEES_ESTIMATED = (HTTPMethod.GET, 'fees/estimated'), + GET_STATUS = (HTTPMethod.GET.value[0], 'status'), + GET_TOKEN = (HTTPMethod.GET.value[0], 'token'), + GET_TOKENS = (HTTPMethod.GET.value[0], 'tokens'), + GET_TOKENS_ALL = (HTTPMethod.GET.value[0], 'tokens/all'), + GET_MARKET = (HTTPMethod.GET.value[0], 'market'), + GET_MARKETS = (HTTPMethod.GET.value[0], 'markets'), + GET_MARKETS_ALL = (HTTPMethod.GET.value[0], 'markets/all'), + GET_ORDER_BOOK = (HTTPMethod.GET.value[0], 'order/book'), + GET_ORDER_BOOKS = (HTTPMethod.GET.value[0], 'order/books'), + GET_ORDER_BOOKS_ALL = (HTTPMethod.GET.value[0], 'order/books/all'), + GET_TICKER = (HTTPMethod.GET.value[0], 'ticker'), + GET_TICKERS = (HTTPMethod.GET.value[0], 'tickers'), + GET_TICKERS_ALL = (HTTPMethod.GET.value[0], 'tickers/all'), + GET_BALANCE = (HTTPMethod.GET.value[0], 'balance'), + GET_BALANCES = (HTTPMethod.GET.value[0], 'balances'), + GET_BALANCES_ALL = (HTTPMethod.GET.value[0], 'balances/all'), + GET_ORDER = (HTTPMethod.GET.value[0], 'order'), + GET_ORDERS = (HTTPMethod.GET.value[0], 'orders'), + POST_ORDER = (HTTPMethod.POST.value[0], 'order'), + POST_ORDERS = (HTTPMethod.POST.value[0], 'orders'), + DELETE_ORDER = (HTTPMethod.DELETE.value[0], 'order'), + DELETE_ORDERS = (HTTPMethod.DELETE.value[0], 'orders'), + DELETE_ORDERS_ALL = (HTTPMethod.DELETE.value[0], 'orders/all'), + POST_MARKET_WITHDRAW = (HTTPMethod.POST.value[0], 'market/withdraw'), + POST_MARKET_WITHDRAWS = (HTTPMethod.POST.value[0], 'market/withdraws'), + POST_MARKET_WITHDRAWS_ALL = (HTTPMethod.POST.value[0], 'market/withdraws/all'), + GET_TRANSACTION = (HTTPMethod.GET.value[0], 'transaction'), + GET_TRANSACTIONS = (HTTPMethod.GET.value[0], 'transactions'), + GET_WALLET_PUBLIC_KEY = (HTTPMethod.GET.value[0], 'wallet/public/key'), + GET_WALLET_PUBLIC_KEYS = (HTTPMethod.GET.value[0], 'wallet/public/keys'), + GET_BLOCK_CURRENT = (HTTPMethod.GET.value[0], 'block/current'), + GET_FEES_ESTIMATED = (HTTPMethod.GET.value[0], 'fees/estimated'), class OrderStatus(Enum): From 24e1d5e9a6f5450d1858087feb7f50caaa9f12df Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 6 Jul 2023 22:55:47 -0300 Subject: [PATCH 139/359] Fixing some route paths at Route enum. --- .../data_sources/kujira/kujira_types.py | 17 +++++++++-------- 1 file changed, 9 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 74b47b0710..bb1d3442ee 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -48,9 +48,9 @@ class Route(Enum): GET_MARKET = (HTTPMethod.GET.value[0], 'market'), GET_MARKETS = (HTTPMethod.GET.value[0], 'markets'), GET_MARKETS_ALL = (HTTPMethod.GET.value[0], 'markets/all'), - GET_ORDER_BOOK = (HTTPMethod.GET.value[0], 'order/book'), - GET_ORDER_BOOKS = (HTTPMethod.GET.value[0], 'order/books'), - GET_ORDER_BOOKS_ALL = (HTTPMethod.GET.value[0], 'order/books/all'), + GET_ORDER_BOOK = (HTTPMethod.GET.value[0], 'orderBook'), + GET_ORDER_BOOKS = (HTTPMethod.GET.value[0], 'orderBooks'), + GET_ORDER_BOOKS_ALL = (HTTPMethod.GET.value[0], 'orderBooks/all'), GET_TICKER = (HTTPMethod.GET.value[0], 'ticker'), GET_TICKERS = (HTTPMethod.GET.value[0], 'tickers'), GET_TICKERS_ALL = (HTTPMethod.GET.value[0], 'tickers/all'), @@ -61,16 +61,16 @@ class Route(Enum): GET_ORDERS = (HTTPMethod.GET.value[0], 'orders'), POST_ORDER = (HTTPMethod.POST.value[0], 'order'), POST_ORDERS = (HTTPMethod.POST.value[0], 'orders'), - DELETE_ORDER = (HTTPMethod.DELETE.value[0], 'order'), - DELETE_ORDERS = (HTTPMethod.DELETE.value[0], 'orders'), - DELETE_ORDERS_ALL = (HTTPMethod.DELETE.value[0], 'orders/all'), + DELETE_ORDER = ('delete', 'order'), + DELETE_ORDERS = ('delete', 'orders'), + DELETE_ORDERS_ALL = ('delete', 'orders/all'), POST_MARKET_WITHDRAW = (HTTPMethod.POST.value[0], 'market/withdraw'), POST_MARKET_WITHDRAWS = (HTTPMethod.POST.value[0], 'market/withdraws'), POST_MARKET_WITHDRAWS_ALL = (HTTPMethod.POST.value[0], 'market/withdraws/all'), GET_TRANSACTION = (HTTPMethod.GET.value[0], 'transaction'), GET_TRANSACTIONS = (HTTPMethod.GET.value[0], 'transactions'), - GET_WALLET_PUBLIC_KEY = (HTTPMethod.GET.value[0], 'wallet/public/key'), - GET_WALLET_PUBLIC_KEYS = (HTTPMethod.GET.value[0], 'wallet/public/keys'), + GET_WALLET_PUBLIC_KEY = (HTTPMethod.GET.value[0], 'wallet/publicKey'), + GET_WALLET_PUBLIC_KEYS = (HTTPMethod.GET.value[0], 'wallet/publicKeys'), GET_BLOCK_CURRENT = (HTTPMethod.GET.value[0], 'block/current'), GET_FEES_ESTIMATED = (HTTPMethod.GET.value[0], 'fees/estimated'), @@ -277,4 +277,5 @@ class TickerSource(Enum): "Denom", "derivative_price_to_backend", "derivative_quantity_to_backend", + "Route" ] From c7acceca339d1138a446d17f5cdcf55e8e44a3fc Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 6 Jul 2023 22:58:44 -0300 Subject: [PATCH 140/359] Changes required due to the change made to gateway_http_client where the methods used to communicate with the Gateway were removed. --- .../kujira/kujira_api_data_source.py | 33 +++++++++++-------- 1 file changed, 19 insertions(+), 14 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 85bd54ebfa..94e17db774 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -28,7 +28,12 @@ convert_market_name_to_hb_trading_pair, generate_hash, ) -from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType +from .kujira_types import ( + OrderSide as KujiraOrderSide, + OrderStatus as KujiraOrderStatus, + OrderType as KujiraOrderType, + Route, +) class KujiraAPIDataSource(CLOBAPIDataSourceBase): @@ -157,7 +162,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug(f"""place order request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_post_orders(request) + response = await self._gateway.clob_kujira_router(Route.POST_ORDERS, request) self.logger().debug(f"""place order response:\n "{self._dump(response)}".""") @@ -225,7 +230,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) self.logger().debug(f"""batch_order_create request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_post_orders(request) + response = await self._gateway.clob_kujira_router(Route.POST_ORDERS, request) self.logger().debug(f"""batch_order_create response:\n "{self._dump(request)}".""") @@ -296,7 +301,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_delete_order(request) + response = await self._gateway.clob_kujira_router(Route.DELETE_ORDER, request) self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") @@ -374,7 +379,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) self.logger().debug(f"""batch_order_cancel request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_delete_orders(request) + response = await self._gateway.clob_kujira_router(Route.DELETE_ORDERS, request) self.logger().debug(f"""batch_order_cancel response:\n "{self._dump(response)}".""") @@ -431,7 +436,7 @@ async def cancel_all_orders(self) -> List[CancellationResult]: } self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_delete_orders_all(request) + response = await self._gateway.clob_kujira_router(Route.DELETE_ORDERS_ALL, request) self.logger().debug(f"""cancel_all_orders response:\n "{self._dump(response)}".""") @@ -481,7 +486,7 @@ async def settle_market_funds(self): self.logger().debug(f"""settle_market_funds request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_post_market_withdraw(request) + response = await self._gateway.clob_kujira_router(Route.POST_MARKET_WITHDRAW, request) self.logger().debug(f"""settle_market_funds response:\n "{self._dump(response)}".""") @@ -509,7 +514,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug(f"""get_last_traded_price request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_get_ticker(request) + response = await self._gateway.clob_kujira_router(Route.GET_TICKER, request) self.logger().debug(f"""get_last_traded_price response:\n "{self._dump(response)}".""") @@ -533,7 +538,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug(f"""get_order_book_snapshot request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_get_order_book(request) + response = await self._gateway.clob_kujira_router(Route.GET_ORDER_BOOK, request) self.logger().debug(f"""get_order_book_snapshot response:\n "{self._dump(response)}".""") @@ -579,7 +584,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self.logger().debug(f"""get_account_balances request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_get_balances_all(request) + response = await self._gateway.clob_kujira_router(Route.GET_BALANCES_ALL, request) self.logger().debug(f"""get_account_balances response:\n "{self._dump(response)}".""") @@ -626,7 +631,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_get_order(request) + response = await self._gateway.clob_kujira_router(Route.GET_ORDER, request) self.logger().debug(f"""get_order_status_update response:\n "{self._dump(response)}".""") @@ -692,7 +697,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li self.logger().debug(f"""get_all_order_fills request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_get_order(request) + response = await self._gateway.clob_kujira_router(Route.GET_ORDER, request) self.logger().debug(f"""get_all_order_fills response:\n "{self._dump(response)}".""") @@ -797,13 +802,13 @@ async def _update_markets(self): self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_get_markets(request) + response = await self._gateway.clob_kujira_router(Route.GET_MARKETS, request) self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") else: self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_get_markets_all(request) + response = await self._gateway.clob_kujira_router(Route.GET_MARKETS_ALL, request) self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") From ec6db3dd5d54d69db3dbc7c74cd19b3abd196fe1 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 17:04:35 +0300 Subject: [PATCH 141/359] Updating gateway_http_client.py and related files. --- .../kujira/kujira_api_data_source.py | 26 +++++++++---------- .../core/gateway/gateway_http_client.py | 2 +- 2 files changed, 14 insertions(+), 14 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 94e17db774..0beeda913c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -162,7 +162,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug(f"""place order request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.POST_ORDERS, request) + response = await self._gateway.kujira_router(Route.POST_ORDERS, request) self.logger().debug(f"""place order response:\n "{self._dump(response)}".""") @@ -230,7 +230,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) self.logger().debug(f"""batch_order_create request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.POST_ORDERS, request) + response = await self._gateway.kujira_router(Route.POST_ORDERS, request) self.logger().debug(f"""batch_order_create response:\n "{self._dump(request)}".""") @@ -301,7 +301,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.DELETE_ORDER, request) + response = await self._gateway.kujira_router(Route.DELETE_ORDER, request) self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") @@ -379,7 +379,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) self.logger().debug(f"""batch_order_cancel request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.DELETE_ORDERS, request) + response = await self._gateway.kujira_router(Route.DELETE_ORDERS, request) self.logger().debug(f"""batch_order_cancel response:\n "{self._dump(response)}".""") @@ -436,7 +436,7 @@ async def cancel_all_orders(self) -> List[CancellationResult]: } self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.DELETE_ORDERS_ALL, request) + response = await self._gateway.kujira_router(Route.DELETE_ORDERS_ALL, request) self.logger().debug(f"""cancel_all_orders response:\n "{self._dump(response)}".""") @@ -486,7 +486,7 @@ async def settle_market_funds(self): self.logger().debug(f"""settle_market_funds request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.POST_MARKET_WITHDRAW, request) + response = await self._gateway.kujira_router(Route.POST_MARKET_WITHDRAW, request) self.logger().debug(f"""settle_market_funds response:\n "{self._dump(response)}".""") @@ -514,7 +514,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug(f"""get_last_traded_price request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.GET_TICKER, request) + response = await self._gateway.kujira_router(Route.GET_TICKER, request) self.logger().debug(f"""get_last_traded_price response:\n "{self._dump(response)}".""") @@ -538,7 +538,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug(f"""get_order_book_snapshot request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.GET_ORDER_BOOK, request) + response = await self._gateway.kujira_router(Route.GET_ORDER_BOOK, request) self.logger().debug(f"""get_order_book_snapshot response:\n "{self._dump(response)}".""") @@ -584,7 +584,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self.logger().debug(f"""get_account_balances request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.GET_BALANCES_ALL, request) + response = await self._gateway.kujira_router(Route.GET_BALANCES_ALL, request) self.logger().debug(f"""get_account_balances response:\n "{self._dump(response)}".""") @@ -631,7 +631,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.GET_ORDER, request) + response = await self._gateway.kujira_router(Route.GET_ORDER, request) self.logger().debug(f"""get_order_status_update response:\n "{self._dump(response)}".""") @@ -697,7 +697,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li self.logger().debug(f"""get_all_order_fills request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.GET_ORDER, request) + response = await self._gateway.kujira_router(Route.GET_ORDER, request) self.logger().debug(f"""get_all_order_fills response:\n "{self._dump(response)}".""") @@ -802,13 +802,13 @@ async def _update_markets(self): self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.GET_MARKETS, request) + response = await self._gateway.kujira_router(Route.GET_MARKETS, request) self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") else: self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_kujira_router(Route.GET_MARKETS_ALL, request) + response = await self._gateway.kujira_router(Route.GET_MARKETS_ALL, request) self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 54b8e3b640..149cdadb06 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -1002,7 +1002,7 @@ async def clob_injective_balances( } return await self.get_balances(**request_payload) - async def clob_kujira_router( + async def kujira_router( self, route: Route, payload: Dict[str, Any] From a1f0ce2e7a65f6a5b0cdb7f574cd13c45e8e1cd6 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 17:08:30 +0300 Subject: [PATCH 142/359] Cleaning helpers. --- .../data_sources/kujira/kujira_helpers.py | 146 ------------------ 1 file changed, 146 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 608c967838..8ecd8bac7f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -1,29 +1,9 @@ import hashlib -import logging from datetime import datetime -from decimal import Decimal from typing import Any, List import jsonpickle -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler -from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory - -from .kujira_constants import ACC_NONCE_PATH_RATE_LIMIT_ID, NONCE_PATH, RATE_LIMITS -from .kujira_types import ( - Denom, - DerivativeOrder, - Network, - OrderHashResponse, - ProtoMsgComposer, - SpotOrder, - build_eip712_msg, - derivative_price_to_backend, - derivative_quantity_to_backend, - exchange_pb2, - hash_order, -) - def generate_hash(input: Any) -> str: return generate_hashes([input])[0] @@ -51,129 +31,3 @@ def convert_hb_trading_pair_to_market_name(trading_pair: str) -> str: def convert_market_name_to_hb_trading_pair(market_name: str) -> str: return market_name.replace("/", "-") - -########################## -# Injective related helpers: -########################## - - -class OrderHashManager: - def __init__(self, network: Network, sub_account_id: str): - self._sub_account_id = sub_account_id - self._network = network - self._sub_account_nonce = 0 - self._web_assistants_factory = WebAssistantsFactory(throttler=AsyncThrottler(rate_limits=RATE_LIMITS)) - - @property - def current_nonce(self) -> int: - return self._sub_account_nonce - - async def start(self): - url = f"{self._network.lcd_endpoint}/{NONCE_PATH}/{self._sub_account_id}" - rest_assistant = await self._web_assistants_factory.get_rest_assistant() - res = await rest_assistant.execute_request(url=url, throttler_limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID) - nonce = res["nonce"] - self._sub_account_nonce = nonce + 1 - - def compute_order_hashes( - self, spot_orders: List[SpotOrder], derivative_orders: List[DerivativeOrder] - ) -> OrderHashResponse: - order_hashes = OrderHashResponse(spot=[], derivative=[]) - - for o in spot_orders: - order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) - order_hashes.spot.append(order_hash) - self._sub_account_nonce += 1 - - for o in derivative_orders: - order_hash = hash_order(build_eip712_msg(o, self._sub_account_nonce)) - order_hashes.derivative.append(order_hash) - self._sub_account_nonce += 1 - - return order_hashes - - -class Composer(ProtoMsgComposer): - def DerivativeOrder( - self, - market_id: str, - subaccount_id: str, - fee_recipient: str, - price: float, - quantity: float, - trigger_price: float = 0, - **kwargs, - ): - """Changes the way the margin is computed to be synchronous with the approach used by Gateway.""" - # load denom metadata - denom = Denom.load_market(self.network, market_id) - logging.info("Loaded market metadata for:{}".format(denom.description)) - - if kwargs.get("is_reduce_only") is None: - margin = derivative_margin_to_backend_using_gateway_approach( - price, quantity, kwargs.get("leverage"), denom - ) - elif kwargs.get("is_reduce_only", True): - margin = 0 - else: - margin = derivative_margin_to_backend_using_gateway_approach( - price, quantity, kwargs.get("leverage"), denom - ) - - # prepare values - price = derivative_price_to_backend(price, denom) - trigger_price = derivative_price_to_backend(trigger_price, denom) - quantity = derivative_quantity_to_backend(quantity, denom) - - if kwargs.get("is_buy") and not kwargs.get("is_po"): - order_type = exchange_pb2.OrderType.BUY - - elif not kwargs.get("is_buy") and not kwargs.get("is_po"): - order_type = exchange_pb2.OrderType.SELL - - elif kwargs.get("is_buy") and kwargs.get("is_po"): - order_type = exchange_pb2.OrderType.BUY_PO - - elif not kwargs.get("is_buy") and kwargs.get("is_po"): - order_type = exchange_pb2.OrderType.SELL_PO - - elif kwargs.get("stop_buy"): - order_type = exchange_pb2.OrderType.STOP_BUY - - elif kwargs.get("stop_sell"): - order_type = exchange_pb2.OrderType.STOP_SEll - - elif kwargs.get("take_buy"): - order_type = exchange_pb2.OrderType.TAKE_BUY - - elif kwargs.get("take_sell"): - order_type = exchange_pb2.OrderType.TAKE_SELL - - return exchange_pb2.DerivativeOrder( - market_id=market_id, - order_info=exchange_pb2.OrderInfo( - subaccount_id=subaccount_id, - fee_recipient=fee_recipient, - price=str(price), - quantity=str(quantity), - ), - margin=str(margin), - order_type=order_type, - trigger_price=str(trigger_price), - ) - - -def derivative_margin_to_backend_using_gateway_approach( - price: float, quantity: float, leverage: float, denom: Denom -) -> int: - decimals = Decimal(18 + denom.quote) - price_big = Decimal(str(price)) * 10 ** decimals - quantity_big = Decimal(str(quantity)) * 10 ** decimals - leverage_big = Decimal(str(leverage)) * 10 ** decimals - decimals_big = 10 ** decimals - - numerator = price_big * quantity_big * decimals_big - denominator = leverage_big * decimals_big - res = int(numerator / denominator) - - return res From 7e38131d43b12900798c6633a53beb2721d01ff6 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 17:10:40 +0300 Subject: [PATCH 143/359] Cleaning constants. --- .../data_sources/kujira/kujira_constants.py | 51 ------------------- 1 file changed, 51 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 6e05dd4b10..a28b2f5e38 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -1,12 +1,5 @@ -from decimal import Decimal -from typing import Dict, Tuple - from dotmap import DotMap -from hummingbot.core.api_throttler.data_types import RateLimit -from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.data_type.in_flight_order import OrderState - KUJIRA_NATIVE_TOKEN = DotMap({ "id": "ukuji", "name": "Kuji", @@ -15,47 +8,3 @@ }, _dynamic=False) CONNECTOR = "kujira" - -########################## -# Injective related constants: -########################## - -NONCE_PATH = "kujira/exchange/v1beta1/exchange" - -CONNECTOR_NAME = "kujira" -REQUESTS_SKIP_STEP = 100 -LOST_ORDER_COUNT_LIMIT = 10 -ORDER_CHAIN_PROCESSING_TIMEOUT = 5 -MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 -DEFAULT_SUB_ACCOUNT_SUFFIX = "000000000000000000000000" -CLIENT_TO_BACKEND_ORDER_TYPES_MAP: Dict[Tuple[TradeType, OrderType], str] = { - (TradeType.BUY, OrderType.LIMIT): "buy", - (TradeType.BUY, OrderType.LIMIT_MAKER): "buy_po", - (TradeType.BUY, OrderType.MARKET): "take_buy", - (TradeType.SELL, OrderType.LIMIT): "sell", - (TradeType.SELL, OrderType.LIMIT_MAKER): "sell_po", - (TradeType.SELL, OrderType.MARKET): "take_sell", -} - -BACKEND_TO_CLIENT_ORDER_STATE_MAP = { - "booked": OrderState.OPEN, - "partial_filled": OrderState.PARTIALLY_FILLED, - "filled": OrderState.FILLED, - "canceled": OrderState.CANCELED, -} - -INJ_TOKEN_DENOM = "inj" -MIN_GAS_PRICE_IN_INJ = ( - 5 * Decimal("1e8") # https://api.kujira.exchange/#faq-3-how-can-i-calculate-the-gas-fees-in-inj -) -BASE_GAS = Decimal("100e3") -GAS_BUFFER = Decimal("20e3") -SPOT_SUBMIT_ORDER_GAS = Decimal("45e3") -SPOT_CANCEL_ORDER_GAS = Decimal("25e3") - -MSG_CREATE_SPOT_LIMIT_ORDER = "/kujira.exchange.v1beta1.MsgCreateSpotLimitOrder" -MSG_CANCEL_SPOT_ORDER = "/kujira.exchange.v1beta1.MsgCancelSpotOrder" -MSG_BATCH_UPDATE_ORDERS = "/kujira.exchange.v1beta1.MsgBatchUpdateOrders" - -ACC_NONCE_PATH_RATE_LIMIT_ID = "acc_nonce" -RATE_LIMITS = [RateLimit(limit_id=ACC_NONCE_PATH_RATE_LIMIT_ID, limit=100, time_interval=1)] From 8989bd1bb2645d41a1a08b531075bcc608899346 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 17:20:25 +0300 Subject: [PATCH 144/359] Readding needed constant. --- .../gateway/clob_spot/data_sources/kujira/kujira_constants.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index a28b2f5e38..3e1172ca3b 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -8,3 +8,5 @@ }, _dynamic=False) CONNECTOR = "kujira" + +MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 From ce37b7a21dec03ea4927a7a0eca3274d85eeff80 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 17:20:48 +0300 Subject: [PATCH 145/359] Cleaning types and removing unused injective types. --- .../data_sources/kujira/kujira_types.py | 100 ------------------ 1 file changed, 100 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index bb1d3442ee..c5c7f78465 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -1,33 +1,5 @@ from enum import Enum -from pyinjective.async_client import AsyncClient -from pyinjective.composer import Composer as ProtoMsgComposer -from pyinjective.constant import Denom, Network -from pyinjective.orderhash import OrderHashResponse, build_eip712_msg, hash_order -from pyinjective.proto.exchange.injective_accounts_rpc_pb2 import StreamSubaccountBalanceResponse, SubaccountBalance -from pyinjective.proto.exchange.injective_explorer_rpc_pb2 import GetTxByTxHashResponse, StreamTxsResponse -from pyinjective.proto.exchange.injective_portfolio_rpc_pb2 import ( - AccountPortfolioResponse, - Coin, - Portfolio, - StreamAccountPortfolioResponse, - SubaccountBalanceV2, -) -from pyinjective.proto.exchange.injective_spot_exchange_rpc_pb2 import ( - MarketsResponse, - SpotMarketInfo, - SpotOrderHistory, - SpotTrade, - StreamOrderbookResponse, - StreamOrdersResponse, - StreamTradesResponse, - TokenMeta, -) -from pyinjective.proto.injective.exchange.v1beta1 import exchange_pb2 -from pyinjective.proto.injective.exchange.v1beta1.exchange_pb2 import DerivativeOrder, SpotOrder -from pyinjective.utils import derivative_price_to_backend, derivative_quantity_to_backend -from pyinjective.wallet import Address - from hummingbot.core.data_type.common import OrderType as HummingBotOrderType, TradeType as HummingBotOrderSide from hummingbot.core.data_type.in_flight_order import OrderState as HummingBotOrderStatus @@ -207,75 +179,3 @@ class TickerSource(Enum): ORDER_BOOK_VWAP = "orderBookVolumeWeightedAveragePrice", LAST_FILLED_ORDER = "lastFilledOrder", NOMICS = "nomics", - - -########################## -# Injective related types: -########################## - - -AsyncClient = AsyncClient -ProtoMsgComposer = ProtoMsgComposer -Network = Network -OrderHashResponse = OrderHashResponse -build_eip712_msg = build_eip712_msg -hash_order = hash_order -StreamSubaccountBalanceResponse = StreamSubaccountBalanceResponse -SubaccountBalance = SubaccountBalance -GetTxByTxHashResponse = GetTxByTxHashResponse -StreamTxsResponse = StreamTxsResponse -AccountPortfolioResponse = AccountPortfolioResponse -Coin = Coin -Portfolio = Portfolio -StreamAccountPortfolioResponse = StreamAccountPortfolioResponse -SubaccountBalanceV2 = SubaccountBalanceV2 -MarketsResponse = MarketsResponse -SpotMarketInfo = SpotMarketInfo -SpotOrderHistory = SpotOrderHistory -SpotTrade = SpotTrade -StreamOrderbookResponse = StreamOrderbookResponse -StreamOrdersResponse = StreamOrdersResponse -StreamTradesResponse = StreamTradesResponse -TokenMeta = TokenMeta -exchange_pb2 = exchange_pb2 -DerivativeOrder = DerivativeOrder -SpotOrder = SpotOrder -Address = Address -Denom = Denom -derivative_price_to_backend = derivative_price_to_backend -derivative_quantity_to_backend = derivative_quantity_to_backend - - -__all__ = [ - "AsyncClient", - "ProtoMsgComposer", - "Network", - "OrderHashResponse", - "build_eip712_msg", - "hash_order", - "StreamSubaccountBalanceResponse", - "SubaccountBalance", - "GetTxByTxHashResponse", - "StreamTxsResponse", - "AccountPortfolioResponse", - "Coin", - "Portfolio", - "StreamAccountPortfolioResponse", - "SubaccountBalanceV2", - "MarketsResponse", - "SpotMarketInfo", - "SpotOrderHistory", - "SpotTrade", - "StreamOrderbookResponse", - "StreamOrdersResponse", - "StreamTradesResponse", - "TokenMeta", - "exchange_pb2", - "DerivativeOrder", - "SpotOrder", - "Address", - "Denom", - "derivative_price_to_backend", - "derivative_quantity_to_backend", - "Route" -] From 89bb13de9b9fbb85ee8c565c64190f05e1d22537 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 17:42:18 +0300 Subject: [PATCH 146/359] Improving tests to conform the new changes. --- .../kujira/test_gateway_http_client_clob.py | 19 ++++++++++--------- 1 file changed, 10 insertions(+), 9 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index e05620d0be..a704015fd1 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -10,6 +10,7 @@ from aiohttp import ClientSession from aiounittest import async_test +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import Route from hummingbot.core.data_type.common import OrderType from hummingbot.core.event.events import TradeType from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient @@ -56,7 +57,7 @@ async def test_kujira_place_order(self): "payerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" } - result: Dict[str, Any] = await GatewayHttpClient.get_instance().kujira_post_order(payload=payload) + result: Dict[str, Any] = await GatewayHttpClient.get_instance().kujira_router(Route.POST_ORDER, payload) self.assertGreater(Decimal(result["id"]), 0) self.assertEqual(result["marketName"], "KUJI/DEMO") @@ -82,7 +83,7 @@ async def test_kujira_cancel_order(self): "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" } - result = await GatewayHttpClient.get_instance().kujira_delete_order(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.DELETE_ORDER, payload) self.assertGreater(len(result["id"]), 0) self.assertEqual(result["market"]["name"], "KUJI/DEMO") @@ -104,7 +105,7 @@ async def test_kujira_get_order_status_update(self): "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" } - result = await GatewayHttpClient.get_instance().kujira_get_order(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_ORDER, payload) self.assertGreater(len(result["id"]), 0) self.assertEqual(result["market"]["name"], "KUJI/DEMO") @@ -124,7 +125,7 @@ async def test_kujira_get_market(self): "id": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", } - result = await GatewayHttpClient.get_instance().kujira_get_market(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_MARKET, payload) self.assertEqual(result["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") self.assertEqual(result["name"], "KUJI/DEMO") @@ -146,7 +147,7 @@ async def test_kujira_get_orderbook(self): "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", } - result = await GatewayHttpClient.get_instance().kujira_get_order_book(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_ORDER_BOOK, payload) self.assertEqual(result["market"]["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") self.assertEqual(len(result["bids"]), 3) @@ -164,7 +165,7 @@ async def test_kujira_get_ticker(self): "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", } - result = await GatewayHttpClient.get_instance().kujira_get_ticker(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_TICKER, payload) self.assertEqual(result["market"]["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") self.assertEqual(result["market"]["name"], "KUJI/DEMO") @@ -183,7 +184,7 @@ async def test_kujira_batch_order_update(self): "status": "OPEN" } - result = await GatewayHttpClient.get_instance().kujira_get_orders(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_ORDERS, payload) self.assertEqual(len(result), 2) @@ -213,7 +214,7 @@ async def test_kujira_cancel_orders(self): "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" } - result = await GatewayHttpClient.get_instance().kujira_delete_orders(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.DELETE_ORDERS, payload) self.assertEqual(len(result), 2) @@ -238,7 +239,7 @@ async def test_kujira_get_all_markets(self): "network": "testnet" } - result = await GatewayHttpClient.get_instance().kujira_get_markets_all(payload=payload) + result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_MARKETS_ALL, payload) self.assertEqual(len(result), 3) From c51713b31ad353c30e8c6bff4983d9e87951d6dd Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 7 Jul 2023 18:41:28 +0300 Subject: [PATCH 147/359] Updating kujira url references. --- .../gateway_http_client_clob_fixture.db | Bin 45056 -> 49152 bytes 1 file changed, 0 insertions(+), 0 deletions(-) diff --git a/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db b/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db index 21410b71254cdd0613cc1834a76a7a634be98c1a..a113ae9aa3f31e858633c676b235d64634e487ca 100644 GIT binary patch delta 723 zcmZp8z|_#dJVBbbo`HdZ2Z%X|k0S0BDI(d-&Dwt}7cxxH>GD=Dc zimmkZbMm1!il8Vg$xO~pEfNKpfW?^tyyqE|KsGQze1hs)utSQ)_%y(-m1oH{Va^3P zR~E$vh@Xn}6LWGTfMKc$G)`r6fZjGi4j)F|bL<(6J{t?|7}D5i2#*lPR>YzDeF%v} zxM~@gY8fW;2J(EFSlGIG>Vy}J?6Vofz#6-nV3uv16w1q1&A?R6C$OF|9LL|xyxG}i=1sef>#in_?jhDt7p=5}V2yC2L$sl2nBdMPuDChvpIDNT zStT<}bbE%NMJYshvmOZj!DG$n`M%Hle!supm?md_W9N^c zaR7isU;8PB+L-Z|1FKqK7nI9GKwdx}QM(e7H{~I82mM7JQdPSt70shiUI8IoXbjXO zQidKjGS>z(S&w`Rgp#@3jcj{3oHFEHaGW9t^ z+(di@oz?2D@pf(ey`h>m60Djq-~gfDVNNbJZFnQS4B8S#nO^t@uE0+2CpX8PWVhMv z{r$180N-7y`6jwG7EI+C0N7{yO0%ut*o^9>>TRbQrfQ9~6Fl3oq16VPPoFx`+7fIC z(xD%yUd6#KBuXrq?fAmGu6nFfY(zuWeX9|VGonjLd=3HfVqSCdO zc)shRAR;$l_RX%of)06i{R8i1zFdRLHus+f;b7-Nq|vI{#8uhC6DHRFye5QM!T2BDim^W z;)lNdQ%Xi@Gao4;F9f`f}h&z41AgoAhI~W!}#}{7G=Mc UPk-TL9j(1qT6Zn^v>K8A0Y0JW;s5{u From f1bdab5ec3169b9f9974d00f18b3c6760e48998d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 10 Jul 2023 22:34:57 +0300 Subject: [PATCH 148/359] Removing some kujira code and files. --- .../data_sources/kujira/kujira_types.py | 43 ------------------ .../core/gateway/gateway_http_client.py | 13 ------ .../gateway_http_client_clob_fixture.db | Bin 49152 -> 36864 bytes 3 files changed, 56 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index c5c7f78465..72c16d5482 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -4,49 +4,6 @@ from hummingbot.core.data_type.in_flight_order import OrderState as HummingBotOrderStatus -class HTTPMethod(Enum): - GET = 'get', - POST = 'post', - PATCH = 'patch', - UPDATE = 'update', - DELETE = 'delete' - - -class Route(Enum): - GET_STATUS = (HTTPMethod.GET.value[0], 'status'), - GET_TOKEN = (HTTPMethod.GET.value[0], 'token'), - GET_TOKENS = (HTTPMethod.GET.value[0], 'tokens'), - GET_TOKENS_ALL = (HTTPMethod.GET.value[0], 'tokens/all'), - GET_MARKET = (HTTPMethod.GET.value[0], 'market'), - GET_MARKETS = (HTTPMethod.GET.value[0], 'markets'), - GET_MARKETS_ALL = (HTTPMethod.GET.value[0], 'markets/all'), - GET_ORDER_BOOK = (HTTPMethod.GET.value[0], 'orderBook'), - GET_ORDER_BOOKS = (HTTPMethod.GET.value[0], 'orderBooks'), - GET_ORDER_BOOKS_ALL = (HTTPMethod.GET.value[0], 'orderBooks/all'), - GET_TICKER = (HTTPMethod.GET.value[0], 'ticker'), - GET_TICKERS = (HTTPMethod.GET.value[0], 'tickers'), - GET_TICKERS_ALL = (HTTPMethod.GET.value[0], 'tickers/all'), - GET_BALANCE = (HTTPMethod.GET.value[0], 'balance'), - GET_BALANCES = (HTTPMethod.GET.value[0], 'balances'), - GET_BALANCES_ALL = (HTTPMethod.GET.value[0], 'balances/all'), - GET_ORDER = (HTTPMethod.GET.value[0], 'order'), - GET_ORDERS = (HTTPMethod.GET.value[0], 'orders'), - POST_ORDER = (HTTPMethod.POST.value[0], 'order'), - POST_ORDERS = (HTTPMethod.POST.value[0], 'orders'), - DELETE_ORDER = ('delete', 'order'), - DELETE_ORDERS = ('delete', 'orders'), - DELETE_ORDERS_ALL = ('delete', 'orders/all'), - POST_MARKET_WITHDRAW = (HTTPMethod.POST.value[0], 'market/withdraw'), - POST_MARKET_WITHDRAWS = (HTTPMethod.POST.value[0], 'market/withdraws'), - POST_MARKET_WITHDRAWS_ALL = (HTTPMethod.POST.value[0], 'market/withdraws/all'), - GET_TRANSACTION = (HTTPMethod.GET.value[0], 'transaction'), - GET_TRANSACTIONS = (HTTPMethod.GET.value[0], 'transactions'), - GET_WALLET_PUBLIC_KEY = (HTTPMethod.GET.value[0], 'wallet/publicKey'), - GET_WALLET_PUBLIC_KEYS = (HTTPMethod.GET.value[0], 'wallet/publicKeys'), - GET_BLOCK_CURRENT = (HTTPMethod.GET.value[0], 'block/current'), - GET_FEES_ESTIMATED = (HTTPMethod.GET.value[0], 'fees/estimated'), - - class OrderStatus(Enum): OPEN = "OPEN", CANCELLED = "CANCELLED", diff --git a/hummingbot/core/gateway/gateway_http_client.py b/hummingbot/core/gateway/gateway_http_client.py index 149cdadb06..b8ba3791e6 100644 --- a/hummingbot/core/gateway/gateway_http_client.py +++ b/hummingbot/core/gateway/gateway_http_client.py @@ -8,7 +8,6 @@ import aiohttp from hummingbot.client.config.security import Security -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import Route from hummingbot.core.data_type.common import OrderType, PositionSide from hummingbot.core.data_type.in_flight_order import InFlightOrder from hummingbot.core.event.events import TradeType @@ -1002,18 +1001,6 @@ async def clob_injective_balances( } return await self.get_balances(**request_payload) - async def kujira_router( - self, - route: Route, - payload: Dict[str, Any] - ): - return await self.api_request( - route.value[0][0], - f"""chain/kujira/{route.value[0][1]}""", - payload, - use_body=True - ) - async def clob_perp_funding_info( self, chain: str, diff --git a/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db b/test/hummingbot/core/gateway/fixtures/gateway_http_client_clob_fixture.db index a113ae9aa3f31e858633c676b235d64634e487ca..574f14e8874efa4ad8bfe226b19479fcdcc0b761 100644 GIT binary patch literal 36864 zcmeHQOKcoRdLELN^{`3W@j8YBBp!?-uN7M}{eC!DY=*<3#5F}yB4ybT1fjaSnjCXp zJKaN3Q3i%2dxMrsqWt zAC_dNM;gvdcXf5uSO5Q4{g3*4>*iV|)cZ?~$+-*cr~<>GcZySlzy{xq8# zQ#zO3SkLB?*W|MAqn0aAXJ^j8b@}qlSJy)3RC%&Q^80Lbhwb9hT6v_ROBX91ZoXZ< zR=$;8-`LKs-(Fk$Fnj4@SgG+KWVL2?Y4sWk44lO6v)koQ2M^YGxZCiupA>JEt`~2; zuU#3qq{V;SMuqpohfUrqBg^9pHCc<*g6xmBHrA;v@wJ}^je6o>&}`HLepHQ7DYxPA 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zJ2w2+#WJ7mOh0{uU6cg?!LQIdW*-eW)4nSN-=SL1>2SdC%;58f`J83v7?c~*|LsiP z5D4XwWgtXJ-ZFrIpJSJSk>K3(3r#sW0xvwfIBQvy1z;APEfkB5Svx{;Rq&*DVxcEm s$HH?^aNXy);6zyfPMa=h!cgHr#+(~5A7ue}F|z;++;q`j&oc%7ALt5P3IG5A From d89496cc5117947edde121a692fdbe188b8bb315 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 11 Jul 2023 00:20:00 +0300 Subject: [PATCH 149/359] Updating kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 17 ++++++----------- 1 file changed, 6 insertions(+), 11 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 0beeda913c..c289ce3b7a 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -28,12 +28,7 @@ convert_market_name_to_hb_trading_pair, generate_hash, ) -from .kujira_types import ( - OrderSide as KujiraOrderSide, - OrderStatus as KujiraOrderStatus, - OrderType as KujiraOrderType, - Route, -) +from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType class KujiraAPIDataSource(CLOBAPIDataSourceBase): @@ -162,7 +157,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug(f"""place order request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.POST_ORDERS, request) + response = await self._gateway.clob_place_order(Route.POST_ORDERS, request) self.logger().debug(f"""place order response:\n "{self._dump(response)}".""") @@ -584,7 +579,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self.logger().debug(f"""get_account_balances request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.GET_BALANCES_ALL, request) + response = await self._gateway.get_balances(Route.GET_BALANCES_ALL, request) self.logger().debug(f"""get_account_balances response:\n "{self._dump(response)}".""") @@ -697,7 +692,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li self.logger().debug(f"""get_all_order_fills request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.GET_ORDER, request) + response = await self._gateway.get_clob_order_status_updates(Route.GET_ORDER, request) self.logger().debug(f"""get_all_order_fills response:\n "{self._dump(response)}".""") @@ -802,13 +797,13 @@ async def _update_markets(self): self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.GET_MARKETS, request) + response = await self._gateway.get_clob_markets(Route.GET_MARKETS, request) self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") else: self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.GET_MARKETS_ALL, request) + response = await self._gateway.get_clob_markets(Route.GET_MARKETS_ALL, request) self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") From b12816201396affa8dd8dde7961b90b415c7f3eb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Tue, 11 Jul 2023 01:54:25 -0300 Subject: [PATCH 150/359] Initial changes to using clob endpoints. --- .../kujira/kujira_api_data_source.py | 235 ++++++++++++------ 1 file changed, 154 insertions(+), 81 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index c289ce3b7a..a7282b307c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -12,6 +12,7 @@ from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type import in_flight_order from hummingbot.core.data_type.cancellation_result import CancellationResult from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate @@ -138,26 +139,37 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti async with self._locks.place_order: try: - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "orders": [{ - "clientId": order.client_order_id, - "marketId": self._market.id, - "marketName": self._market.name, - "ownerAddress": self._owner_address, - "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], - "price": str(order.price), - "amount": str(order.amount), - "type": KujiraOrderType.from_hummingbot(order.order_type).value[0], - "payerAddress": self._payer_address, - }] - } - - self.logger().debug(f"""place order request:\n "{self._dump(request)}".""") - - response = await self._gateway.clob_place_order(Route.POST_ORDERS, request) + # request = { + # "chain": self._chain, + # "network": self._network, + # "connector": self._connector, + # "orders": [{ + # "clientId": order.client_order_id, + # "marketId": self._market.id, + # "marketName": self._market.name, + # "ownerAddress": self._owner_address, + # "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], + # "price": str(order.price), + # "amount": str(order.amount), + # "type": KujiraOrderType.from_hummingbot(order.order_type).value[0], + # "payerAddress": self._payer_address, + # }] + # } + + # self.logger().debug(f"""place order request:\n "{self._dump(request)}".""") + + response = await self._gateway.clob_place_order( + connector=self._connector, + chain=self._chain, + network=self._network, + trading_pair=self._market.id, + address=self._owner_address, + trade_type=KujiraOrderSide.from_hummingbot(order.trade_type).value[0], + order_type=KujiraOrderType.from_hummingbot(order.order_type).value[0], + price=order.price, + size=order.amount, + client_order_id=order.client_order_id, + ) self.logger().debug(f"""place order response:\n "{self._dump(response)}".""") @@ -194,24 +206,32 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) self._check_markets_initialized() or await self._update_markets() - candidate_orders = [] + candidate_orders = [in_flight_order] client_ids = [] for order_to_create in orders_to_create: order_to_create.client_order_id = generate_hash(order_to_create) client_ids.append(order_to_create.client_order_id) - candidate_order = { - "clientId": order_to_create.client_order_id, - "marketId": self._market.id, - "marketName": self._market.name, - "ownerAddress": self._owner_address, - "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], - "price": str(order_to_create.price), - "amount": str(order_to_create.amount), - "type": KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], - "payerAddress": self._payer_address, - } - + # candidate_order = { + # "clientId": order_to_create.client_order_id, + # "marketId": self._market.id, + # "marketName": self._market.name, + # "ownerAddress": self._owner_address, + # "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], + # "price": str(order_to_create.price), + # "amount": str(order_to_create.amount), + # "type": KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], + # "payerAddress": self._payer_address, + # } + + candidate_order = in_flight_order.InFlightOrder( + amount=order_to_create.amount, + client_order_id=order_to_create.client_order_id, + creation_timestamp=0, # TODO + order_type=KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], + trade_type=KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], + trading_pair=self._market.id, + ) candidate_orders.append(candidate_order) async with self._locks.place_orders: @@ -225,9 +245,16 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) self.logger().debug(f"""batch_order_create request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.POST_ORDERS, request) + response = await self._gateway.clob_batch_order_modify( + connector=self._connector, + chain=self._chain, + network=self._network, + address=self._owner_address, + orders_to_create=candidate_orders, + orders_to_cancel=[], + ) - self.logger().debug(f"""batch_order_create response:\n "{self._dump(request)}".""") + self.logger().debug(f"""batch_order_create response:\n "{self._dump(response)}".""") placed_orders = DotMap(response.values(), _dynamic=False) @@ -285,18 +312,25 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona async with self._locks.cancel_order: try: - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "id": order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - } - - self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") - - response = await self._gateway.kujira_router(Route.DELETE_ORDER, request) + # request = { + # "chain": self._chain, + # "network": self._network, + # "connector": self._connector, + # "id": order.exchange_order_id, + # "marketId": self._market.id, + # "ownerAddress": self._owner_address, + # } + + # self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") + + response = await self._gateway.clob_cancel_order( + connector=self._connector, + chain=self._chain, + network=self._network, + trading_pair=order.trading_pair, + address=self._owner_address, + exchange_order_id=order.exchange_order_id, + ) self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") @@ -363,18 +397,25 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) async with self._locks.cancel_orders: try: - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "ids": ids, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - } - - self.logger().debug(f"""batch_order_cancel request:\n "{self._dump(request)}".""") - - response = await self._gateway.kujira_router(Route.DELETE_ORDERS, request) + # request = { + # "chain": self._chain, + # "network": self._network, + # "connector": self._connector, + # "ids": ids, + # "marketId": self._market.id, + # "ownerAddress": self._owner_address, + # } + + # self.logger().debug(f"""batch_order_cancel request:\n "{self._dump(request)}".""") + + response = await self._gateway.clob_batch_order_modify( + connector=self._connector, + chain=self._chain, + network=self._network, + address=self._owner_address, + orders_to_create=[], + orders_to_cancel=found_orders_to_cancel, + ) self.logger().debug(f"""batch_order_cancel response:\n "{self._dump(response)}".""") @@ -432,6 +473,10 @@ async def cancel_all_orders(self) -> List[CancellationResult]: self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") response = await self._gateway.kujira_router(Route.DELETE_ORDERS_ALL, request) + # TODO - There is no cancel_all_orders in gateway_http_client and it is not possible + # to filter orders belonging to an owner to iterate because canceling the GET /orderbook + # response does not allow returning the owner + self.logger().debug(f"""cancel_all_orders response:\n "{self._dump(response)}".""") @@ -524,16 +569,21 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug("get_order_book_snapshot: start") - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "marketId": self._market.id, - } + # request = { + # "chain": self._chain, + # "network": self._network, + # "connector": self._connector, + # "marketId": self._market.id, + # } - self.logger().debug(f"""get_order_book_snapshot request:\n "{self._dump(request)}".""") + # self.logger().debug(f"""get_order_book_snapshot request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.GET_ORDER_BOOK, request) + response = await self._gateway.get_clob_orderbook_snapshot( + trading_pair=self._market.id, + connector=self._connector, + chain=self._chain, + network=self._network, + ) self.logger().debug(f"""get_order_book_snapshot response:\n "{self._dump(response)}".""") @@ -579,7 +629,13 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self.logger().debug(f"""get_account_balances request:\n "{self._dump(request)}".""") - response = await self._gateway.get_balances(Route.GET_BALANCES_ALL, request) + response = await self._gateway.get_balances( + chain=self._chain, + network=self._network, + address=self._owner_address, + token_symbols=[self._market.name.split("-")[0], self._market.name.split("-")[1]], + connector=self._connector, + ) self.logger().debug(f"""get_account_balances response:\n "{self._dump(response)}".""") @@ -615,18 +671,25 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - if active_order.current_state != OrderState.CANCELED: await in_flight_order.get_exchange_order_id() - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - } - - self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") - - response = await self._gateway.kujira_router(Route.GET_ORDER, request) + # request = { + # "chain": self._chain, + # "network": self._network, + # "connector": self._connector, + # "id": in_flight_order.exchange_order_id, + # "marketId": self._market.id, + # "ownerAddress": self._owner_address, + # } + + # self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") + + response = await self._gateway.get_clob_order_status_updates( + connector=self._connector, + chain=self._chain, + network=self._network, + trading_pair=self._market.id, + address=self._owner_address, + exchange_order_id=in_flight_order.exchange_order_id, + ) self.logger().debug(f"""get_order_status_update response:\n "{self._dump(response)}".""") @@ -790,6 +853,7 @@ async def _update_markets(self): "chain": self._chain, "network": self._network, "connector": self._connector, + "trading_pair": self._market.id } if self._markets_names: @@ -797,7 +861,16 @@ async def _update_markets(self): self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_markets(Route.GET_MARKETS, request) + response = await self._gateway.get_clob_markets( + connector=self._connector, + chain=self._chain, + network=self._network, + trading_pair=self._market.name # + ) + # TODO - Market name not supported yet, because the CLOB /markets receives a string + # for market in the request, so that when we use the market id, we cannot use the market + # name. Obs.: It would be possible to put everything in the same string and then do the split. + self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") else: From 5c6f27d67631529ea79b509d8a999bb0ba259848 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 11 Jul 2023 17:47:21 +0300 Subject: [PATCH 151/359] Updating kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 448 +++++++----------- 1 file changed, 159 insertions(+), 289 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index a7282b307c..32a81a2a59 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -23,13 +23,13 @@ from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather -from .kujira_constants import CONNECTOR, MARKETS_UPDATE_INTERVAL +from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL from .kujira_helpers import ( convert_hb_trading_pair_to_market_name, convert_market_name_to_hb_trading_pair, generate_hash, ) -from .kujira_types import OrderSide as KujiraOrderSide, OrderStatus as KujiraOrderStatus, OrderType as KujiraOrderType +from .kujira_types import OrderStatus as KujiraOrderStatus class KujiraAPIDataSource(CLOBAPIDataSourceBase): @@ -115,7 +115,6 @@ async def start(self): await self._update_markets() await self.cancel_all_orders() - await self.settle_market_funds() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() @@ -128,7 +127,6 @@ async def stop(self): self._tasks.update_markets = None await self.cancel_all_orders() - await self.settle_market_funds() self.logger().debug("stop: end") @@ -139,45 +137,29 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti async with self._locks.place_order: try: - # request = { - # "chain": self._chain, - # "network": self._network, - # "connector": self._connector, - # "orders": [{ - # "clientId": order.client_order_id, - # "marketId": self._market.id, - # "marketName": self._market.name, - # "ownerAddress": self._owner_address, - # "side": KujiraOrderSide.from_hummingbot(order.trade_type).value[0], - # "price": str(order.price), - # "amount": str(order.amount), - # "type": KujiraOrderType.from_hummingbot(order.order_type).value[0], - # "payerAddress": self._payer_address, - # }] - # } - - # self.logger().debug(f"""place order request:\n "{self._dump(request)}".""") - - response = await self._gateway.clob_place_order( - connector=self._connector, - chain=self._chain, - network=self._network, - trading_pair=self._market.id, - address=self._owner_address, - trade_type=KujiraOrderSide.from_hummingbot(order.trade_type).value[0], - order_type=KujiraOrderType.from_hummingbot(order.order_type).value[0], - price=order.price, - size=order.amount, - client_order_id=order.client_order_id, - ) + request = { + "connector": self._connector, + "chain": self._chain, + "network": self._network, + "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), + "address": self._owner_address, + "trade_type": order.trade_type, + "order_type": order.order_type, + "price": order.price, + "size": order.amount, + "client_order_id": order.client_order_id, + } - self.logger().debug(f"""place order response:\n "{self._dump(response)}".""") + self.logger().debug(f"""clob_place_order request:\n "{self._dump(request)}".""") - placed_orders = list(response.values()) - placed_order = DotMap(placed_orders[0], _dynamic=False) + response = await self._gateway.clob_place_order(**request) + + self.logger().debug(f"""clob_place_order response:\n "{self._dump(response)}".""") + + transaction_hash = response self.logger().debug( - f"""Order "{order.client_order_id}" / "{placed_order.id}" successfully placed. Transaction hash: "{placed_order.hashes.creation}".""" + f"""Order "{order.client_order_id}" successfully placed. Transaction hash: "{transaction_hash}".""" ) except Exception as exception: self.logger().debug( @@ -186,8 +168,6 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti raise exception - transaction_hash = placed_order.hashes.creation - if transaction_hash in (None, ""): raise Exception( f"""Placement of order "{order.client_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" @@ -199,7 +179,8 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug("place_order: end") - return placed_order.id, misc_updates + # TODO this will always return None even when using super().batch_order_create like Dexalot does!!! + return order.exchange_order_id, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: self.logger().debug("batch_order_create: start") @@ -212,58 +193,37 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) order_to_create.client_order_id = generate_hash(order_to_create) client_ids.append(order_to_create.client_order_id) - # candidate_order = { - # "clientId": order_to_create.client_order_id, - # "marketId": self._market.id, - # "marketName": self._market.name, - # "ownerAddress": self._owner_address, - # "side": KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], - # "price": str(order_to_create.price), - # "amount": str(order_to_create.amount), - # "type": KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], - # "payerAddress": self._payer_address, - # } - candidate_order = in_flight_order.InFlightOrder( amount=order_to_create.amount, client_order_id=order_to_create.client_order_id, - creation_timestamp=0, # TODO - order_type=KujiraOrderType.from_hummingbot(order_to_create.order_type).value[0], - trade_type=KujiraOrderSide.from_hummingbot(order_to_create.trade_type).value[0], - trading_pair=self._market.id, + creation_timestamp=0, + order_type=order_to_create.order_type, + trade_type=order_to_create.trade_type, + trading_pair=convert_market_name_to_hb_trading_pair(self._market.name), ) candidate_orders.append(candidate_order) async with self._locks.place_orders: try: request = { + "connector": self._connector, "chain": self._chain, "network": self._network, - "connector": self._connector, - "orders": candidate_orders + "address": self._owner_address, + "orders_to_create": candidate_orders, + "orders_to_cancel": [], } - self.logger().debug(f"""batch_order_create request:\n "{self._dump(request)}".""") + self.logger().debug(f"""clob_batch_order_modify request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_batch_order_modify( - connector=self._connector, - chain=self._chain, - network=self._network, - address=self._owner_address, - orders_to_create=candidate_orders, - orders_to_cancel=[], - ) - - self.logger().debug(f"""batch_order_create response:\n "{self._dump(response)}".""") - - placed_orders = DotMap(response.values(), _dynamic=False) + response = await self._gateway.clob_batch_order_modify(**request) - ids = [order.id for order in placed_orders] + self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") - hashes = set([order.hashes.creation for order in placed_orders]) + transaction_hash = response self.logger().debug( - f"""Orders "{client_ids}" / "{ids}" successfully placed. Transaction hash(es): {hashes}.""" + f"""Orders "{client_ids}" successfully placed. Transaction hash: {transaction_hash}.""" ) except Exception as exception: self.logger().debug( @@ -272,21 +232,20 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) raise exception - transaction_hash = "".join(hashes) - if transaction_hash in (None, ""): raise RuntimeError( - f"""Placement of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + f"""Placement of orders "{client_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) + # TODO The exchange order id will always be None!!! place_order_results = [] - for order_to_create, placed_order in zip(orders_to_create, placed_orders): - order_to_create.exchange_order_id = placed_order.id + for order_to_create in orders_to_create: + order_to_create.exchange_order_id = None place_order_results.append(PlaceOrderResult( update_timestamp=time(), client_order_id=order_to_create.client_order_id, - exchange_order_id=placed_order.id, + exchange_order_id=None, trading_pair=order_to_create.trading_pair, misc_updates={ "creation_transaction_hash": transaction_hash, @@ -306,45 +265,37 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self._check_markets_initialized() or await self._update_markets() + # TODO How to make this to work?!!! await order.get_exchange_order_id() transaction_hash = None async with self._locks.cancel_order: try: - # request = { - # "chain": self._chain, - # "network": self._network, - # "connector": self._connector, - # "id": order.exchange_order_id, - # "marketId": self._market.id, - # "ownerAddress": self._owner_address, - # } - - # self.logger().debug(f"""cancel_order request:\n "{self._dump(request)}".""") - - response = await self._gateway.clob_cancel_order( - connector=self._connector, - chain=self._chain, - network=self._network, - trading_pair=order.trading_pair, - address=self._owner_address, - exchange_order_id=order.exchange_order_id, - ) + request = { + "connector": self._connector, + "chain": self._chain, + "network": self._network, + "trading_pair": order.trading_pair, + "address": self._owner_address, + "exchange_order_id": order.exchange_order_id, + } + + self.logger().debug(f"""clob_cancel_order request:\n "{self._dump(request)}".""") - self.logger().debug(f"""cancel_order response:\n "{self._dump(response)}".""") + response = await self._gateway.clob_cancel_order(**request) - cancelled_order = DotMap(response, _dynamic=False) + self.logger().debug(f"""clob_cancel_order response:\n "{self._dump(response)}".""") - transaction_hash = cancelled_order.hashes.cancellation + transaction_hash = response if transaction_hash in (None, ""): raise Exception( - f"""Cancellation of order "{order.client_order_id}" / "{cancelled_order.id}" failed. Invalid transaction hash: "{transaction_hash}".""" + f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" ) self.logger().debug( - f"""Order "{order.client_order_id}" / "{cancelled_order.id}" successfully cancelled. Transaction hash: "{cancelled_order.hashes.cancellation}".""" + f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" successfully cancelled. Transaction hash: "{transaction_hash}".""" ) except Exception as exception: if 'No orders with the specified information exist' in str(exception.args): @@ -397,34 +348,25 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) async with self._locks.cancel_orders: try: - # request = { - # "chain": self._chain, - # "network": self._network, - # "connector": self._connector, - # "ids": ids, - # "marketId": self._market.id, - # "ownerAddress": self._owner_address, - # } - - # self.logger().debug(f"""batch_order_cancel request:\n "{self._dump(request)}".""") - - response = await self._gateway.clob_batch_order_modify( - connector=self._connector, - chain=self._chain, - network=self._network, - address=self._owner_address, - orders_to_create=[], - orders_to_cancel=found_orders_to_cancel, - ) + request = { + "connector": self._connector, + "chain": self._chain, + "network": self._network, + "address": self._owner_address, + "orders_to_create": [], + "orders_to_cancel": found_orders_to_cancel, + } - self.logger().debug(f"""batch_order_cancel response:\n "{self._dump(response)}".""") + self.logger().debug(f"""clob_batch_order_modify request:\n "{self._dump(request)}".""") - cancelled_orders = DotMap(response.values(), _dynamic=False) + response = await self._gateway.clob_batch_order_modify(**request) - hashes = set([order.hashes.cancellation for order in cancelled_orders]) + self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") + + transaction_hash = response self.logger().debug( - f"""Orders "{client_ids}" / "{ids}" successfully cancelled. Transaction hash(es): "{hashes}".""" + f"""Orders "{client_ids}" / "{ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" ) except Exception as exception: self.logger().debug( @@ -433,15 +375,13 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) raise exception - transaction_hash = "".join(hashes) - if transaction_hash in (None, ""): raise RuntimeError( f"""Cancellation of orders "{client_ids}" / "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) cancel_order_results = [] - for order_to_cancel, cancelled_order in zip(orders_to_cancel, cancelled_orders): + for order_to_cancel in orders_to_cancel: cancel_order_results.append(CancelOrderResult( client_order_id=order_to_cancel.client_order_id, trading_pair=order_to_cancel.trading_pair, @@ -464,30 +404,36 @@ async def cancel_all_orders(self) -> List[CancellationResult]: try: request = { + "connector": self._connector, "chain": self._chain, "network": self._network, - "connector": self._connector, - "marketId": self._market.id, - "ownerAddress": self._owner_address, + "trading_pair": self._market.id, + "address": self._owner_address, } - self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.DELETE_ORDERS_ALL, request) - # TODO - There is no cancel_all_orders in gateway_http_client and it is not possible - # to filter orders belonging to an owner to iterate because canceling the GET /orderbook - # response does not allow returning the owner + # TODO We need to make our API answer with all orders when no one is informed!!! + response = await self._gateway.get_clob_order_status_updates(**request) + # TODO Extract the ids from the response!!! + all_open_orders_ids = [] - self.logger().debug(f"""cancel_all_orders response:\n "{self._dump(response)}".""") + request = { + "connector": self._connector, + "chain": self._chain, + "network": self._network, + "address": self._owner_address, + "orders_to_create": [], + "orders_to_cancel": all_open_orders_ids, + } - cancelled_orders = DotMap(response, _dynamic=False) + response = await self._gateway.clob_batch_order_modify(**request) - ids = [order.id for order in cancelled_orders.values()] + self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") - hashes = set([order.hashes.cancellation for order in cancelled_orders.values()]) + transaction_hash = response self.logger().debug( - f"""Orders "{ids}" successfully cancelled. Transaction hash(es): "{hashes}".""" + f"""Orders "{all_open_orders_ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" ) except Exception as exception: self.logger().debug( @@ -496,11 +442,9 @@ async def cancel_all_orders(self) -> List[CancellationResult]: raise exception - transaction_hash = "".join(hashes) - - if transaction_hash in (None, "") and ids: + if transaction_hash in (None, "") and all_open_orders_ids: raise RuntimeError( - f"""Cancellation of orders "{ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + f"""Cancellation of orders "{all_open_orders_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) cancel_order_results = [] @@ -509,56 +453,23 @@ async def cancel_all_orders(self) -> List[CancellationResult]: return cancel_order_results - async def settle_market_funds(self): - self.logger().debug("settle_market_funds: start") - - self._check_markets_initialized() or await self._update_markets() - - async with self._locks.settle_market_funds: - try: - request = { - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - } - - self.logger().debug(f"""settle_market_funds request:\n "{self._dump(request)}".""") - - response = await self._gateway.kujira_router(Route.POST_MARKET_WITHDRAW, request) - - self.logger().debug(f"""settle_market_funds response:\n "{self._dump(response)}".""") - - withdraw = DotMap(response, _dynamic=False) - - self.logger().debug( - f"""Settlement / withdraw of funds for market {self._market.name} successful. Transaction hash: "{withdraw.hash}".""" - ) - except Exception as exception: - self.logger().debug( - f"""Settlement / withdraw of funds for market {self._market.name} failed.""" - ) - - raise exception - async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") request = { + "connector": self._connector, "chain": self._chain, "network": self._network, - "connector": self._connector, - "marketId": self._market.id, + "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), } - self.logger().debug(f"""get_last_traded_price request:\n "{self._dump(request)}".""") + self.logger().debug(f"""get_clob_ticker request:\n "{self._dump(request)}".""") - response = await self._gateway.kujira_router(Route.GET_TICKER, request) + response = await self._gateway.get_clob_ticker(**request) - self.logger().debug(f"""get_last_traded_price response:\n "{self._dump(response)}".""") + self.logger().debug(f"""get_clob_ticker response:\n "{self._dump(response)}".""") - ticker = DotMap(response, _dynamic=False) + ticker = DotMap(response, _dynamic=False)[convert_market_name_to_hb_trading_pair(self._market.name)] ticker_price = Decimal(ticker.price) @@ -569,23 +480,18 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug("get_order_book_snapshot: start") - # request = { - # "chain": self._chain, - # "network": self._network, - # "connector": self._connector, - # "marketId": self._market.id, - # } + request = { + "trading_pair": self._market.id, + "connector": self._connector, + "chain": self._chain, + "network": self._network, + } - # self.logger().debug(f"""get_order_book_snapshot request:\n "{self._dump(request)}".""") + self.logger().debug(f"""get_clob_orderbook_snapshot request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_orderbook_snapshot( - trading_pair=self._market.id, - connector=self._connector, - chain=self._chain, - network=self._network, - ) + response = await self._gateway.get_clob_orderbook_snapshot(**request) - self.logger().debug(f"""get_order_book_snapshot response:\n "{self._dump(response)}".""") + self.logger().debug(f"""get_clob_orderbook_snapshot response:\n "{self._dump(response)}".""") order_book = DotMap(response, _dynamic=False) @@ -596,11 +502,11 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: bids = [] asks = [] - for bid in order_book.bids.values(): - bids.append((Decimal(bid.price) * price_scale, Decimal(bid.amount) * size_scale)) + for bid in order_book.bids: + bids.append((Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale)) - for ask in order_book.asks.values(): - asks.append((Decimal(ask.price) * price_scale, Decimal(ask.amount) * size_scale)) + for ask in order_book.asks: + asks.append((Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale)) snapshot = OrderBookMessage( message_type=OrderBookMessageType.SNAPSHOT, @@ -618,43 +524,29 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: - # self.logger().debug("get_account_balances: start") + self.logger().debug("get_account_balances: start") request = { "chain": self._chain, "network": self._network, + "address": self._owner_address, + "token_symbols": [self._market.name.split("-")[0], self._market.name.split("-")[1], KUJIRA_NATIVE_TOKEN], "connector": self._connector, - "ownerAddress": self._owner_address, } - self.logger().debug(f"""get_account_balances request:\n "{self._dump(request)}".""") + self.logger().debug(f"""get_balances request:\n "{self._dump(request)}".""") - response = await self._gateway.get_balances( - chain=self._chain, - network=self._network, - address=self._owner_address, - token_symbols=[self._market.name.split("-")[0], self._market.name.split("-")[1]], - connector=self._connector, - ) - - self.logger().debug(f"""get_account_balances response:\n "{self._dump(response)}".""") + response = await self._gateway.get_balances(**request) - balances = DotMap(response, _dynamic=False) + self.logger().debug(f"""get_balances response:\n "{self._dump(response)}".""") - balances.total.free = Decimal(balances.total.free) - balances.total.lockedInOrders = Decimal(balances.total.lockedInOrders) - balances.total.unsettled = Decimal(balances.total.unsettled) + balances = DotMap(response, _dynamic=False).balances hb_balances = {} - for balance in balances.tokens.values(): - balance.free = Decimal(balance.free) - balance.lockedInOrders = Decimal(balance.lockedInOrders) - balance.unsettled = Decimal(balance.unsettled) - hb_balances[balance.token.symbol] = DotMap({}, _dynamic=False) - hb_balances[balance.token.symbol]["total_balance"] = Decimal(balance.free + balance.lockedInOrders + balance.unsettled) - hb_balances[balance.token.symbol]["available_balance"] = Decimal(balance.free) - - self._user_balances = balances + for token, balance in balances.items(): + hb_balances[token] = DotMap({}, _dynamic=False) + hb_balances[token]["total_balance"] = balance + hb_balances[token]["available_balance"] = balance # self.logger().debug("get_account_balances: end") @@ -665,38 +557,30 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - active_order = self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id) if active_order: - self.logger().debug("get_order_status_update: start") if active_order.current_state != OrderState.CANCELED: await in_flight_order.get_exchange_order_id() - # request = { - # "chain": self._chain, - # "network": self._network, - # "connector": self._connector, - # "id": in_flight_order.exchange_order_id, - # "marketId": self._market.id, - # "ownerAddress": self._owner_address, - # } - - # self.logger().debug(f"""get_order_status_update request:\n "{self._dump(request)}".""") - - response = await self._gateway.get_clob_order_status_updates( - connector=self._connector, - chain=self._chain, - network=self._network, - trading_pair=self._market.id, - address=self._owner_address, - exchange_order_id=in_flight_order.exchange_order_id, - ) + request = { + "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "address": self._owner_address, + "exchange_order_id": in_flight_order.exchange_order_id, + } + + self.logger().debug(f"""get_clob_order_status_updates request:\n "{self._dump(request)}".""") - self.logger().debug(f"""get_order_status_update response:\n "{self._dump(response)}".""") + response = await self._gateway.get_clob_order_status_updates(**request) - order = DotMap(response, _dynamic=False) + self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") + + order = DotMap(response, _dynamic=False)["orders"][0] if order: - order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.status)) + order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.state)) else: order_status = in_flight_order.current_state @@ -732,7 +616,6 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - return no_update async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: - if in_flight_order.exchange_order_id: active_order = self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id) @@ -744,24 +627,28 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li trade_update = None request = { + "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), "chain": self._chain, "network": self._network, "connector": self._connector, - "id": in_flight_order.exchange_order_id, - "marketId": self._market.id, - "ownerAddress": self._owner_address, - "status": KujiraOrderStatus.FILLED.value[0] + "address": self._owner_address, + "exchange_order_id": in_flight_order.exchange_order_id, } - self.logger().debug(f"""get_all_order_fills request:\n "{self._dump(request)}".""") + self.logger().debug(f"""get_clob_order_status_updates request:\n "{self._dump(request)}".""") + + response = await self._gateway.get_clob_order_status_updates(**request) - response = await self._gateway.get_clob_order_status_updates(Route.GET_ORDER, request) + self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") - self.logger().debug(f"""get_all_order_fills response:\n "{self._dump(response)}".""") + order = DotMap(response, _dynamic=False)["orders"][0] - filled_order = DotMap(response, _dynamic=False) + if order: + order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.state)) + else: + order_status = in_flight_order.current_state - if filled_order: + if order and order_status == OrderState.FILLED: timestamp = time() trade_id = str(timestamp) @@ -850,41 +737,24 @@ async def _update_markets(self): self.logger().debug("_update_markets: start") request = { + "connector": self._connector, "chain": self._chain, "network": self._network, - "connector": self._connector, - "trading_pair": self._market.id } - if self._markets_names: - request["names"] = self._markets_names - - self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") - - response = await self._gateway.get_clob_markets( - connector=self._connector, - chain=self._chain, - network=self._network, - trading_pair=self._market.name # - ) - # TODO - Market name not supported yet, because the CLOB /markets receives a string - # for market in the request, so that when we use the market id, we cannot use the market - # name. Obs.: It would be possible to put everything in the same string and then do the split. - + if self._market_name: + request["trading_pair"] = convert_market_name_to_hb_trading_pair(self._market.name) - self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") - else: - self.logger().debug(f"""_update_markets request:\n "{self._dump(request)}".""") + self.logger().debug(f"""get_clob_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_markets(Route.GET_MARKETS_ALL, request) + response = await self._gateway.get_clob_markets(**request) - self.logger().debug(f"""_update_markets response:\n "{self._dump(response)}".""") + self.logger().debug(f"""get_clob_markets response:\n "{self._dump(response)}".""") - self._markets = DotMap(response, _dynamic=False) - self._markets_name_id_map = {market.name: market.id for market in self._markets.values()} + self._markets = DotMap(response, _dynamic=False)["markets"] if self._market_name: - self._market = self._markets[self._markets_name_id_map[self._market_name]] + self._market = self._markets[self._market_name] self.logger().debug("_update_markets: end") From 2f3e7546e7794a8890afc977b7c431cd18bec622 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 11 Jul 2023 18:28:51 +0300 Subject: [PATCH 152/359] Updating kujira_api_data_source.py. --- .../data_sources/kujira/kujira_api_data_source.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 32a81a2a59..bede7fbb75 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -411,11 +411,11 @@ async def cancel_all_orders(self) -> List[CancellationResult]: "address": self._owner_address, } - # TODO We need to make our API answer with all orders when no one is informed!!! response = await self._gateway.get_clob_order_status_updates(**request) - # TODO Extract the ids from the response!!! - all_open_orders_ids = [] + orders = DotMap(response, _dynamic=False).orders + + orders_ids = [order.id for order in orders] request = { "connector": self._connector, @@ -423,7 +423,7 @@ async def cancel_all_orders(self) -> List[CancellationResult]: "network": self._network, "address": self._owner_address, "orders_to_create": [], - "orders_to_cancel": all_open_orders_ids, + "orders_to_cancel": orders_ids, } response = await self._gateway.clob_batch_order_modify(**request) @@ -433,7 +433,7 @@ async def cancel_all_orders(self) -> List[CancellationResult]: transaction_hash = response self.logger().debug( - f"""Orders "{all_open_orders_ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" + f"""Orders "{orders_ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" ) except Exception as exception: self.logger().debug( @@ -442,9 +442,9 @@ async def cancel_all_orders(self) -> List[CancellationResult]: raise exception - if transaction_hash in (None, "") and all_open_orders_ids: + if transaction_hash in (None, "") and orders_ids: raise RuntimeError( - f"""Cancellation of orders "{all_open_orders_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" + f"""Cancellation of orders "{orders_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) cancel_order_results = [] From 942e8e745a11f6c54734071fa07e208f394978e3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 11 Jul 2023 19:12:37 +0300 Subject: [PATCH 153/359] Updating kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 22 +++++++++---------- 1 file changed, 10 insertions(+), 12 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index bede7fbb75..ef829e52ae 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -156,10 +156,12 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug(f"""clob_place_order response:\n "{self._dump(response)}".""") - transaction_hash = response + transaction_hash = response["txHash"] + + order.exchange_order_id = response["id"] self.logger().debug( - f"""Order "{order.client_order_id}" successfully placed. Transaction hash: "{transaction_hash}".""" + f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" successfully placed. Transaction hash: "{transaction_hash}".""" ) except Exception as exception: self.logger().debug( @@ -179,7 +181,6 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug("place_order: end") - # TODO this will always return None even when using super().batch_order_create like Dexalot does!!! return order.exchange_order_id, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: @@ -220,7 +221,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") - transaction_hash = response + transaction_hash = response["txHash"] self.logger().debug( f"""Orders "{client_ids}" successfully placed. Transaction hash: {transaction_hash}.""" @@ -237,15 +238,14 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) f"""Placement of orders "{client_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" ) - # TODO The exchange order id will always be None!!! place_order_results = [] - for order_to_create in orders_to_create: + for order_to_create, exchange_order_id in zip(orders_to_create, response["ids"]): order_to_create.exchange_order_id = None place_order_results.append(PlaceOrderResult( update_timestamp=time(), client_order_id=order_to_create.client_order_id, - exchange_order_id=None, + exchange_order_id=exchange_order_id, trading_pair=order_to_create.trading_pair, misc_updates={ "creation_transaction_hash": transaction_hash, @@ -265,7 +265,6 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self._check_markets_initialized() or await self._update_markets() - # TODO How to make this to work?!!! await order.get_exchange_order_id() transaction_hash = None @@ -287,7 +286,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug(f"""clob_cancel_order response:\n "{self._dump(response)}".""") - transaction_hash = response + transaction_hash = response["txHash"] if transaction_hash in (None, ""): raise Exception( @@ -363,7 +362,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") - transaction_hash = response + transaction_hash = response["txHash"] self.logger().debug( f"""Orders "{client_ids}" / "{ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" @@ -402,7 +401,6 @@ async def cancel_all_orders(self) -> List[CancellationResult]: async with self._locks.cancel_all_orders: try: - request = { "connector": self._connector, "chain": self._chain, @@ -430,7 +428,7 @@ async def cancel_all_orders(self) -> List[CancellationResult]: self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") - transaction_hash = response + transaction_hash = response["txHash"] self.logger().debug( f"""Orders "{orders_ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" From 764849e07674502d4b6bf7c68f333fb3d216ca2d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 11 Jul 2023 19:49:15 +0300 Subject: [PATCH 154/359] Updating kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 22 +++++++++---------- 1 file changed, 11 insertions(+), 11 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index ef829e52ae..1e9feeddb6 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -141,7 +141,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "connector": self._connector, "chain": self._chain, "network": self._network, - "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), + "trading_pair": self._market_name, "address": self._owner_address, "trade_type": order.trade_type, "order_type": order.order_type, @@ -200,7 +200,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) creation_timestamp=0, order_type=order_to_create.order_type, trade_type=order_to_create.trade_type, - trading_pair=convert_market_name_to_hb_trading_pair(self._market.name), + trading_pair=self._market_name, ) candidate_orders.append(candidate_order) @@ -402,10 +402,10 @@ async def cancel_all_orders(self) -> List[CancellationResult]: async with self._locks.cancel_all_orders: try: request = { - "connector": self._connector, + "trading_pair": self._market_name, "chain": self._chain, "network": self._network, - "trading_pair": self._market.id, + "connector": self._connector, "address": self._owner_address, } @@ -458,7 +458,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: "connector": self._connector, "chain": self._chain, "network": self._network, - "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), + "trading_pair": self._market_name, } self.logger().debug(f"""get_clob_ticker request:\n "{self._dump(request)}".""") @@ -467,7 +467,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug(f"""get_clob_ticker response:\n "{self._dump(response)}".""") - ticker = DotMap(response, _dynamic=False)[convert_market_name_to_hb_trading_pair(self._market.name)] + ticker = DotMap(response, _dynamic=False).markets[self._market_name] ticker_price = Decimal(ticker.price) @@ -479,7 +479,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug("get_order_book_snapshot: start") request = { - "trading_pair": self._market.id, + "trading_pair": self._market_name, "connector": self._connector, "chain": self._chain, "network": self._network, @@ -528,7 +528,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: "chain": self._chain, "network": self._network, "address": self._owner_address, - "token_symbols": [self._market.name.split("-")[0], self._market.name.split("-")[1], KUJIRA_NATIVE_TOKEN], + "token_symbols": [self._market_name.split("-")[0], self._market_name.split("-")[1], KUJIRA_NATIVE_TOKEN], "connector": self._connector, } @@ -561,7 +561,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - await in_flight_order.get_exchange_order_id() request = { - "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), + "trading_pair": self._market_name, "chain": self._chain, "network": self._network, "connector": self._connector, @@ -625,7 +625,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li trade_update = None request = { - "trading_pair": convert_market_name_to_hb_trading_pair(self._market.name), + "trading_pair": self._market_name, "chain": self._chain, "network": self._network, "connector": self._connector, @@ -741,7 +741,7 @@ async def _update_markets(self): } if self._market_name: - request["trading_pair"] = convert_market_name_to_hb_trading_pair(self._market.name) + request["trading_pair"] = self._market_name self.logger().debug(f"""get_clob_markets request:\n "{self._dump(request)}".""") From fd521690b0b2a5b00943eed0022566780e378a21 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 11 Jul 2023 20:53:23 +0300 Subject: [PATCH 155/359] Updating kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 46 ++++++++----------- 1 file changed, 19 insertions(+), 27 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 1e9feeddb6..a2b96568b4 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -24,11 +24,7 @@ from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL -from .kujira_helpers import ( - convert_hb_trading_pair_to_market_name, - convert_market_name_to_hb_trading_pair, - generate_hash, -) +from .kujira_helpers import convert_market_name_to_hb_trading_pair, generate_hash from .kujira_types import OrderStatus as KujiraOrderStatus @@ -56,14 +52,6 @@ def __init__( if self._trading_pairs: self._trading_pair = self._trading_pairs[0] - self._markets_names = [convert_hb_trading_pair_to_market_name(trading_pair) for trading_pair in trading_pairs] - - self._market_name = None - if self._markets_names: - self._market_name = self._markets_names[0] - - self._markets_name_id_map = None - self._markets = None self._market = None @@ -141,7 +129,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti "connector": self._connector, "chain": self._chain, "network": self._network, - "trading_pair": self._market_name, + "trading_pair": self._trading_pair, "address": self._owner_address, "trade_type": order.trade_type, "order_type": order.order_type, @@ -200,7 +188,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) creation_timestamp=0, order_type=order_to_create.order_type, trade_type=order_to_create.trade_type, - trading_pair=self._market_name, + trading_pair=self._trading_pair, ) candidate_orders.append(candidate_order) @@ -402,7 +390,7 @@ async def cancel_all_orders(self) -> List[CancellationResult]: async with self._locks.cancel_all_orders: try: request = { - "trading_pair": self._market_name, + "trading_pair": self._trading_pair, "chain": self._chain, "network": self._network, "connector": self._connector, @@ -458,7 +446,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: "connector": self._connector, "chain": self._chain, "network": self._network, - "trading_pair": self._market_name, + "trading_pair": self._trading_pair, } self.logger().debug(f"""get_clob_ticker request:\n "{self._dump(request)}".""") @@ -467,7 +455,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug(f"""get_clob_ticker response:\n "{self._dump(response)}".""") - ticker = DotMap(response, _dynamic=False).markets[self._market_name] + ticker = DotMap(response, _dynamic=False).markets[self._trading_pair] ticker_price = Decimal(ticker.price) @@ -479,7 +467,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug("get_order_book_snapshot: start") request = { - "trading_pair": self._market_name, + "trading_pair": self._trading_pair, "connector": self._connector, "chain": self._chain, "network": self._network, @@ -528,10 +516,14 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: "chain": self._chain, "network": self._network, "address": self._owner_address, - "token_symbols": [self._market_name.split("-")[0], self._market_name.split("-")[1], KUJIRA_NATIVE_TOKEN], "connector": self._connector, } + if self._trading_pair: + request["token_symbols"] = [self._trading_pair.split("-")[0], self._trading_pair.split("-")[1], KUJIRA_NATIVE_TOKEN] + else: + request["token_symbols"] = [] + self.logger().debug(f"""get_balances request:\n "{self._dump(request)}".""") response = await self._gateway.get_balances(**request) @@ -561,7 +553,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - await in_flight_order.get_exchange_order_id() request = { - "trading_pair": self._market_name, + "trading_pair": self._trading_pair, "chain": self._chain, "network": self._network, "connector": self._connector, @@ -625,7 +617,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li trade_update = None request = { - "trading_pair": self._market_name, + "trading_pair": self._trading_pair, "chain": self._chain, "network": self._network, "connector": self._connector, @@ -740,8 +732,8 @@ async def _update_markets(self): "network": self._network, } - if self._market_name: - request["trading_pair"] = self._market_name + if self._trading_pair: + request["trading_pair"] = self._trading_pair self.logger().debug(f"""get_clob_markets request:\n "{self._dump(request)}".""") @@ -749,10 +741,10 @@ async def _update_markets(self): self.logger().debug(f"""get_clob_markets response:\n "{self._dump(response)}".""") - self._markets = DotMap(response, _dynamic=False)["markets"] + self._markets = DotMap(response, _dynamic=False).markets - if self._market_name: - self._market = self._markets[self._market_name] + if self._trading_pair: + self._market = self._markets[self._trading_pair] self.logger().debug("_update_markets: end") From 7967e9768c7f72dc31038893f103e68ba5ea3adf Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 11 Jul 2023 21:35:41 +0300 Subject: [PATCH 156/359] Updating kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 19 ++++++++++++------- 1 file changed, 12 insertions(+), 7 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index a2b96568b4..83aa753eaf 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -102,7 +102,7 @@ async def start(self): await self._update_markets() - await self.cancel_all_orders() + # await self.cancel_all_orders() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() @@ -114,7 +114,7 @@ async def stop(self): self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None - await self.cancel_all_orders() + # await self.cancel_all_orders() self.logger().debug("stop: end") @@ -488,10 +488,10 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: bids = [] asks = [] - for bid in order_book.bids: + for bid in order_book.buys: bids.append((Decimal(bid.price) * price_scale, Decimal(bid.quantity) * size_scale)) - for ask in order_book.asks: + for ask in order_book.sells: asks.append((Decimal(ask.price) * price_scale, Decimal(ask.quantity) * size_scale)) snapshot = OrderBookMessage( @@ -631,9 +631,13 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") - order = DotMap(response, _dynamic=False)["orders"][0] + orders = DotMap(response, _dynamic=False)["orders"] - if order: + order = None + if len(orders): + order = orders[0] + + if order is not None: order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.state)) else: order_status = in_flight_order.current_state @@ -810,7 +814,8 @@ async def _update_markets_loop(self): self.logger().debug("_update_markets_loop: end loop") async def cancel_all(self, _timeout_seconds: float) -> List[CancellationResult]: - return await self.cancel_all_orders() + # return await self.cancel_all_orders() + pass async def _check_if_order_failed_based_on_transaction( self, From 446e942db5fde6e5ce400007227b27151aeac119 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 12 Jul 2023 00:18:40 +0300 Subject: [PATCH 157/359] Updating test_gateway_http_client_clob.py tests. --- .../kujira/test_gateway_http_client_clob.py | 257 +++++++----------- 1 file changed, 91 insertions(+), 166 deletions(-) diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py index a704015fd1..a92787f30f 100644 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py @@ -10,7 +10,7 @@ from aiohttp import ClientSession from aiounittest import async_test -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import Route +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.core.data_type.common import OrderType from hummingbot.core.event.events import TradeType from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient @@ -44,219 +44,144 @@ def tearDownClass(cls) -> None: @async_test(loop=ev_loop) async def test_kujira_place_order(self): - payload = { + request = { "connector": "kujira", "chain": "kujira", "network": "testnet", - "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", - "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", - "side": TradeType.BUY.name, - "price": 0.001, - "amount": 1.0, - "type": OrderType.LIMIT.name, - "payerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" + "trading_pair": "KUJI-DEMO", + "address": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock + "trade_type": TradeType.BUY, + "order_type": OrderType.LIMIT, + "price": Decimal("0.001"), + "size": Decimal("1.0"), } - result: Dict[str, Any] = await GatewayHttpClient.get_instance().kujira_router(Route.POST_ORDER, payload) + result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_place_order(**request) - self.assertGreater(Decimal(result["id"]), 0) - self.assertEqual(result["marketName"], "KUJI/DEMO") - self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") - self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["price"], "0.001") - self.assertEqual(result["amount"], "100") - self.assertEqual(result["side"], TradeType.BUY.name) - self.assertEqual(result["status"], "OPEN") - self.assertEqual(result["type"], OrderType.LIMIT.name) - self.assertGreater(Decimal(result["fee"]), 0) - self.assertEqual(len(result["hashes"]["creation"]), 64) + self.assertEqual("testnet", result["network"]) + self.assertEqual(1647066435595, result["timestamp"]) + self.assertEqual(2, result["latency"]) + self.assertEqual("D5C9B4FBD06482C1B40CEA3B1D10E445049F1F19CA5531265FC523973CC65EF9", result["txHash"]) # noqa: mock @async_test(loop=ev_loop) async def test_kujira_cancel_order(self): - payload = { + request = { "connector": "kujira", "chain": "kujira", "network": "testnet", - "id": "198462", - "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", - "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh" + "trading_pair": "KUJI-DEMO", + "address": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock + "exchange_order_id": "198462", } - result = await GatewayHttpClient.get_instance().kujira_router(Route.DELETE_ORDER, payload) + result = await GatewayHttpClient.get_instance().clob_cancel_order(**request) - self.assertGreater(len(result["id"]), 0) - self.assertEqual(result["market"]["name"], "KUJI/DEMO") - self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") - self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["status"], "CANCELLED") - self.assertEqual(result["type"], OrderType.LIMIT.name) - self.assertGreater(Decimal(result["fee"]), 0) - self.assertEqual(len(result["hashes"]["cancellation"]), 64) + self.assertEqual("testnet", result["network"]) + self.assertEqual(1647066436595, result["timestamp"]) + self.assertEqual(2, result["latency"]) + self.assertEqual("D5C9B4FBD06482C1B40CEA3B1D10E445049F1F19CA5531265FC523973CC65EF9", result["txHash"]) # noqa: mock @async_test(loop=ev_loop) async def test_kujira_get_order_status_update(self): - payload = { - "connector": "kujira", + request = { + "trading_pair": "KUJI-DEMO", "chain": "kujira", "network": "testnet", - "id": "198462", - "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" + "connector": "kujira", + "address": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock } - result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_ORDER, payload) + result = await GatewayHttpClient.get_instance().get_clob_order_status_updates(**request) - self.assertGreater(len(result["id"]), 0) - self.assertEqual(result["market"]["name"], "KUJI/DEMO") - self.assertEquals(result["marketId"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") - self.assertEqual(result["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["payerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["status"], "OPEN") - self.assertEqual(result["type"], OrderType.LIMIT.name) - self.assertGreater(result["creationTimestamp"], 0) - self.assertEqual(result["connectorOrder"]["original_offer_amount"], "100000000") + self.assertEqual(2, len(result["orders"])) + self.assertEqual("198462", result["orders"][0]["id"]) + self.assertEqual("198463", result["orders"][1]["id"]) @async_test(loop=ev_loop) async def test_kujira_get_market(self): - payload = { + request = { + "connector": "kujira", "chain": "kujira", "network": "testnet", - "id": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", } - result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_MARKET, payload) + result = await GatewayHttpClient.get_instance().get_clob_markets(**request) - self.assertEqual(result["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") - self.assertEqual(result["name"], "KUJI/DEMO") - self.assertEqual(result["baseToken"], {"id": "ukuji", "name": "KUJI", "symbol": "KUJI", "decimals": 6}) - self.assertEqual(result["quoteToken"], - {"id": "factory/kujira1ltvwg69sw3c5z99c6rr08hal7v0kdzfxz07yj5/demo", "name": "DEMO", - "symbol": "DEMO", "decimals": 6}) - self.assertEqual(result["minimumOrderSize"], "0.001") - self.assertEqual(result["minimumPriceIncrement"], "0.001") - self.assertEqual(result["minimumBaseAmountIncrement"], "0.001") - self.assertEqual(result["minimumQuoteAmountIncrement"], "0.001") - self.assertEqual(result["fees"], {"maker": "0.075", "taker": "0.15", "serviceProvider": "0"}) + self.assertEqual(2, len(result["markets"])) + self.assertEqual("KUJI/DEMO", result["markets"][1]["name"]) @async_test(loop=ev_loop) async def test_kujira_get_orderbook(self): - payload = { - "chain": "kujira", - "network": "testnet", - "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", - } - - result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_ORDER_BOOK, payload) - - self.assertEqual(result["market"]["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") - self.assertEqual(len(result["bids"]), 3) - self.assertEqual(len(result["asks"]), 3) - self.assertGreater(Decimal(result["bestBid"]["price"]), 0) - self.assertGreater(Decimal(result["bestAsk"]["price"]), 0) - self.assertEqual(len(result["connectorOrderBook"]["base"]), 3) - self.assertEqual(len(result["connectorOrderBook"]["quote"]), 3) - - @async_test(loop=ev_loop) - async def test_kujira_get_ticker(self): - payload = { + request = { + "trading_pair": "KUJI-DEMO", + "connector": "kujira", "chain": "kujira", - "network": "testnet", - "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", + "network": "testnet" } - result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_TICKER, payload) + result = await GatewayHttpClient.get_instance().get_clob_orderbook_snapshot(**request) - self.assertEqual(result["market"]["id"], "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh") - self.assertEqual(result["market"]["name"], "KUJI/DEMO") - self.assertGreater(Decimal(result["price"]), 0) - self.assertIsNot(result["timestamp"], 0) - self.assertGreater(Decimal(result["price"]), 0) - self.assertEqual(Decimal(result["ticker"]["price"]), Decimal(result["price"])) - - @async_test(loop=ev_loop) - async def test_kujira_batch_order_update(self): - payload = { - "chain": "kujira", - "network": "testnet", - "ids": ["5680", "5681"], - "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", - "status": "OPEN" + expected_orderbook = { + "bids": [[1, 2], [3, 4]], + "asks": [[5, 6]], } - - result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_ORDERS, payload) - - self.assertEqual(len(result), 2) - - self.assertIsNotNone(result.get("5680")) - self.assertEqual(result["5680"]["marketName"], "KUJI/DEMO") - self.assertEqual(result["5680"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["5680"]["side"], TradeType.BUY.name) - self.assertEqual(result["5680"]["type"], OrderType.LIMIT.name) - self.assertEqual(result["5680"]["status"], "OPEN") - self.assertEqual(result["5680"]["creationTimestamp"], 1685739617894166000) - - self.assertIsNotNone(result.get("5681")) - self.assertEqual(result["5681"]["marketName"], "KUJI/DEMO") - self.assertEqual(result["5681"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["5681"]["side"], TradeType.SELL.name) - self.assertEqual(result["5681"]["type"], OrderType.LIMIT.name) - self.assertEqual(result["5681"]["status"], "OPEN") - self.assertEqual(result["5681"]["creationTimestamp"], 1685739617894166000) + self.assertEqual(expected_orderbook, result["orderbook"]) @async_test(loop=ev_loop) - async def test_kujira_cancel_orders(self): - payload = { + async def test_kujira_get_ticker(self): + request = { + "connector": "kujira", "chain": "kujira", - "network": "testnet", - "ids": ["5680", "5681"], - "marketId": "kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh", - "ownerAddress": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" + "network": "testnet" } - result = await GatewayHttpClient.get_instance().kujira_router(Route.DELETE_ORDERS, payload) - - self.assertEqual(len(result), 2) + result = await GatewayHttpClient.get_instance().get_clob_ticker(**request) - self.assertIsNotNone(result.get("5680")) - self.assertEqual(result["5680"]["marketName"], "KUJI/DEMO") - self.assertEqual(result["5680"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["5680"]["status"], "CANCELLED") - self.assertEqual(result["5680"]["type"], OrderType.LIMIT.name) - self.assertEqual(len(result["5680"]["hashes"]['cancellation']), 64) + expected_markets = [ + { + "pair": "KUJI-DEMO", + "lastPrice": 9, + }, + { + "pair": "DEMO-USK", + "lastPrice": 10, + } + ] - self.assertIsNotNone(result.get("5681")) - self.assertEqual(result["5681"]["marketName"], "KUJI/DEMO") - self.assertEqual(result["5681"]["ownerAddress"], "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7") - self.assertEqual(result["5681"]["status"], "CANCELLED") - self.assertEqual(result["5681"]["type"], OrderType.LIMIT.name) - self.assertEqual(len(result["5681"]["hashes"]['cancellation']), 64) + self.assertEqual(expected_markets, result["markets"]) @async_test(loop=ev_loop) - async def test_kujira_get_all_markets(self): - payload = { - "chain": "kujira", - "network": "testnet" - } - - result = await GatewayHttpClient.get_instance().kujira_router(Route.GET_MARKETS_ALL, payload) - - self.assertEqual(len(result), 3) - - self.assertIsNotNone(result.get("kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh")) - self.assertEqual( - result.get("kujira1suhgf5svhu4usrurvxzlgn54ksxmn8gljarjtxqnapv8kjnp4nrsqq4jjh")["name"], - "KUJI/DEMO" + async def test_clob_batch_order_update(self): + trading_pair = "KUJI-DEMO" + order_to_create = GatewayInFlightOrder( + client_order_id="someOrderIDCreate", + trading_pair=trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=123123123, + amount=Decimal("10"), + price=Decimal("100"), ) - - self.assertIsNotNone(result.get("kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6")) - self.assertEqual( - result.get("kujira1wl003xxwqltxpg5pkre0rl605e406ktmq5gnv0ngyjamq69mc2kqm06ey6")["name"], - "KUJI/USK" + order_to_cancel = GatewayInFlightOrder( + client_order_id="someOrderIDCancel", + trading_pair=trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.SELL, + creation_timestamp=123123123, + price=Decimal("90"), + amount=Decimal("9"), + exchange_order_id="someExchangeOrderID", ) - - self.assertIsNotNone(result.get("kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg")) - self.assertEqual( - result.get("kujira14sa4u42n2a8kmlvj3qcergjhy6g9ps06rzeth94f2y6grlat6u6ssqzgtg")["name"], - "DEMO/USK" + result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_batch_order_modify( + connector="kujira", + chain="kujira", + network="testnet", + address="kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock + orders_to_create=[order_to_create], + orders_to_cancel=[order_to_cancel], ) + + self.assertEqual("testnet", result["network"]) + self.assertEqual(1647066456595, result["timestamp"]) + self.assertEqual(3, result["latency"]) + self.assertEqual("D5C9B4FBD06482C1B40CEA3B1D10E445049F1F19CA5531265FC523973CC65EF9", result["txHash"]) # noqa: mock From 0ed8eab50bd9132c117d2c1abac2317a3ceab1a3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 12 Jul 2023 00:57:43 +0300 Subject: [PATCH 158/359] Reverting changes. --- .../injective => }/test_gateway_clob_spot.py | 0 ...ay_clob_spot_api_order_book_data_source.py | 0 .../kujira/test_gateway_http_client_clob.py | 187 ------------------ .../test_gateway_http_client_clob.py | 2 +- 4 files changed, 1 insertion(+), 188 deletions(-) rename test/hummingbot/connector/gateway/clob_spot/{data_sources/injective => }/test_gateway_clob_spot.py (100%) rename test/hummingbot/connector/gateway/clob_spot/{data_sources/injective => }/test_gateway_clob_spot_api_order_book_data_source.py (100%) delete mode 100644 test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py rename test/hummingbot/core/gateway/{clob/injective => }/test_gateway_http_client_clob.py (98%) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot.py b/test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot.py similarity index 100% rename from test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot.py rename to test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot.py diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot_api_order_book_data_source.py b/test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot_api_order_book_data_source.py similarity index 100% rename from test/hummingbot/connector/gateway/clob_spot/data_sources/injective/test_gateway_clob_spot_api_order_book_data_source.py rename to test/hummingbot/connector/gateway/clob_spot/test_gateway_clob_spot_api_order_book_data_source.py diff --git a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py deleted file mode 100644 index a92787f30f..0000000000 --- a/test/hummingbot/core/gateway/clob/kujira/test_gateway_http_client_clob.py +++ /dev/null @@ -1,187 +0,0 @@ -import asyncio -import unittest -from contextlib import ExitStack -from decimal import Decimal -from os.path import join, realpath -from test.mock.http_recorder import HttpPlayer -from typing import Any, Dict -from unittest.mock import patch - -from aiohttp import ClientSession -from aiounittest import async_test - -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.core.data_type.common import OrderType -from hummingbot.core.event.events import TradeType -from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient - -ev_loop: asyncio.AbstractEventLoop = asyncio.get_event_loop() - - -class GatewayHttpClientUnitTest(unittest.TestCase): - _db_path: str - _http_player: HttpPlayer - _patch_stack: ExitStack - - @classmethod - def setUpClass(cls) -> None: - super().setUpClass() - cls._db_path = realpath(join(__file__, "../../../fixtures/gateway_http_client_clob_fixture.db")) - cls._http_player = HttpPlayer(cls._db_path) - cls._patch_stack = ExitStack() - cls._patch_stack.enter_context(cls._http_player.patch_aiohttp_client()) - cls._patch_stack.enter_context( - patch( - "hummingbot.core.gateway.gateway_http_client.GatewayHttpClient._http_client", - return_value=ClientSession(), - ) - ) - GatewayHttpClient.get_instance().base_url = "https://localhost:15888" - - @classmethod - def tearDownClass(cls) -> None: - cls._patch_stack.close() - - @async_test(loop=ev_loop) - async def test_kujira_place_order(self): - request = { - "connector": "kujira", - "chain": "kujira", - "network": "testnet", - "trading_pair": "KUJI-DEMO", - "address": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock - "trade_type": TradeType.BUY, - "order_type": OrderType.LIMIT, - "price": Decimal("0.001"), - "size": Decimal("1.0"), - } - - result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_place_order(**request) - - self.assertEqual("testnet", result["network"]) - self.assertEqual(1647066435595, result["timestamp"]) - self.assertEqual(2, result["latency"]) - self.assertEqual("D5C9B4FBD06482C1B40CEA3B1D10E445049F1F19CA5531265FC523973CC65EF9", result["txHash"]) # noqa: mock - - @async_test(loop=ev_loop) - async def test_kujira_cancel_order(self): - request = { - "connector": "kujira", - "chain": "kujira", - "network": "testnet", - "trading_pair": "KUJI-DEMO", - "address": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock - "exchange_order_id": "198462", - } - - result = await GatewayHttpClient.get_instance().clob_cancel_order(**request) - - self.assertEqual("testnet", result["network"]) - self.assertEqual(1647066436595, result["timestamp"]) - self.assertEqual(2, result["latency"]) - self.assertEqual("D5C9B4FBD06482C1B40CEA3B1D10E445049F1F19CA5531265FC523973CC65EF9", result["txHash"]) # noqa: mock - - @async_test(loop=ev_loop) - async def test_kujira_get_order_status_update(self): - request = { - "trading_pair": "KUJI-DEMO", - "chain": "kujira", - "network": "testnet", - "connector": "kujira", - "address": "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock - } - - result = await GatewayHttpClient.get_instance().get_clob_order_status_updates(**request) - - self.assertEqual(2, len(result["orders"])) - self.assertEqual("198462", result["orders"][0]["id"]) - self.assertEqual("198463", result["orders"][1]["id"]) - - @async_test(loop=ev_loop) - async def test_kujira_get_market(self): - request = { - "connector": "kujira", - "chain": "kujira", - "network": "testnet", - } - - result = await GatewayHttpClient.get_instance().get_clob_markets(**request) - - self.assertEqual(2, len(result["markets"])) - self.assertEqual("KUJI/DEMO", result["markets"][1]["name"]) - - @async_test(loop=ev_loop) - async def test_kujira_get_orderbook(self): - request = { - "trading_pair": "KUJI-DEMO", - "connector": "kujira", - "chain": "kujira", - "network": "testnet" - } - - result = await GatewayHttpClient.get_instance().get_clob_orderbook_snapshot(**request) - - expected_orderbook = { - "bids": [[1, 2], [3, 4]], - "asks": [[5, 6]], - } - self.assertEqual(expected_orderbook, result["orderbook"]) - - @async_test(loop=ev_loop) - async def test_kujira_get_ticker(self): - request = { - "connector": "kujira", - "chain": "kujira", - "network": "testnet" - } - - result = await GatewayHttpClient.get_instance().get_clob_ticker(**request) - - expected_markets = [ - { - "pair": "KUJI-DEMO", - "lastPrice": 9, - }, - { - "pair": "DEMO-USK", - "lastPrice": 10, - } - ] - - self.assertEqual(expected_markets, result["markets"]) - - @async_test(loop=ev_loop) - async def test_clob_batch_order_update(self): - trading_pair = "KUJI-DEMO" - order_to_create = GatewayInFlightOrder( - client_order_id="someOrderIDCreate", - trading_pair=trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - creation_timestamp=123123123, - amount=Decimal("10"), - price=Decimal("100"), - ) - order_to_cancel = GatewayInFlightOrder( - client_order_id="someOrderIDCancel", - trading_pair=trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.SELL, - creation_timestamp=123123123, - price=Decimal("90"), - amount=Decimal("9"), - exchange_order_id="someExchangeOrderID", - ) - result: Dict[str, Any] = await GatewayHttpClient.get_instance().clob_batch_order_modify( - connector="kujira", - chain="kujira", - network="testnet", - address="kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7", # noqa: mock - orders_to_create=[order_to_create], - orders_to_cancel=[order_to_cancel], - ) - - self.assertEqual("testnet", result["network"]) - self.assertEqual(1647066456595, result["timestamp"]) - self.assertEqual(3, result["latency"]) - self.assertEqual("D5C9B4FBD06482C1B40CEA3B1D10E445049F1F19CA5531265FC523973CC65EF9", result["txHash"]) # noqa: mock diff --git a/test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py b/test/hummingbot/core/gateway/test_gateway_http_client_clob.py similarity index 98% rename from test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py rename to test/hummingbot/core/gateway/test_gateway_http_client_clob.py index 158b128ee4..ab47c8e4ce 100644 --- a/test/hummingbot/core/gateway/clob/injective/test_gateway_http_client_clob.py +++ b/test/hummingbot/core/gateway/test_gateway_http_client_clob.py @@ -27,7 +27,7 @@ class GatewayHttpClientUnitTest(unittest.TestCase): @classmethod def setUpClass(cls) -> None: super().setUpClass() - cls._db_path = realpath(join(__file__, "../../../fixtures/gateway_http_client_clob_fixture.db")) + cls._db_path = realpath(join(__file__, "../fixtures/gateway_http_client_clob_fixture.db")) cls._http_player = HttpPlayer(cls._db_path) cls._patch_stack = ExitStack() cls._patch_stack.enter_context(cls._http_player.patch_aiohttp_client()) From 7ca2bf963f2fab9b9a9f3465dad58285a17aa3dc Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 12 Jul 2023 01:08:00 +0300 Subject: [PATCH 159/359] Cleaning code. --- hummingbot/core/data_type/order_candidate.py | 2 -- setup/environment.yml | 1 - 2 files changed, 3 deletions(-) diff --git a/hummingbot/core/data_type/order_candidate.py b/hummingbot/core/data_type/order_candidate.py index e851449c90..5da473f5fd 100644 --- a/hummingbot/core/data_type/order_candidate.py +++ b/hummingbot/core/data_type/order_candidate.py @@ -27,8 +27,6 @@ class OrderCandidate: It also provides logic to adjust the order size, the collateral values, and the return based on a dictionary of currently available assets in the user account. """ - id: Optional[str] = field(default=None, init=False) - client_id: Optional[str] = field(default=None, init=False) trading_pair: str is_maker: bool order_type: OrderType diff --git a/setup/environment.yml b/setup/environment.yml index 672091360f..57c048e26f 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -50,7 +50,6 @@ dependencies: - injective-py==0.6.0.7 - jsonpickle==3.0.1 - mypy-extensions==0.4.3 - - nest-asyncio==1.5.6 - pandas_ta==0.3.14b - yarl==1.* - pre-commit==2.18.1 From b9b9e6bd8431f837fb39121ef4b3067ec87593c4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 12 Jul 2023 15:16:53 +0300 Subject: [PATCH 160/359] Reverting changes. --- hummingbot/core/data_type/order_candidate.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/core/data_type/order_candidate.py b/hummingbot/core/data_type/order_candidate.py index 5da473f5fd..66c5e5a44d 100644 --- a/hummingbot/core/data_type/order_candidate.py +++ b/hummingbot/core/data_type/order_candidate.py @@ -5,8 +5,8 @@ from typing import Dict, List, Optional from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair -from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase +from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.utils.estimate_fee import build_perpetual_trade_fee, build_trade_fee if typing.TYPE_CHECKING: # avoid circular import problems From 33b2ae1b59ba9d6f93137f090f6167150db253c4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Wed, 12 Jul 2023 16:47:13 -0300 Subject: [PATCH 161/359] Fixed cancell_all_orders function --- .../kujira/kujira_api_data_source.py | 43 +++---------------- 1 file changed, 7 insertions(+), 36 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 83aa753eaf..6210c3132f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -102,7 +102,7 @@ async def start(self): await self._update_markets() - # await self.cancel_all_orders() + await self.cancel_all_orders() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() @@ -114,7 +114,7 @@ async def stop(self): self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None - # await self.cancel_all_orders() + await self.cancel_all_orders() self.logger().debug("stop: end") @@ -344,7 +344,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) "orders_to_cancel": found_orders_to_cancel, } - self.logger().debug(f"""clob_batch_order_modify request:\n "{self._dump(request)}".""") + self.logger().debug(f"""clob_batch_order_moodify request:\n "{self._dump(request)}".""") response = await self._gateway.clob_batch_order_modify(**request) @@ -395,32 +395,11 @@ async def cancel_all_orders(self) -> List[CancellationResult]: "network": self._network, "connector": self._connector, "address": self._owner_address, + "exchange_order_id": None, } - response = await self._gateway.get_clob_order_status_updates(**request) - - orders = DotMap(response, _dynamic=False).orders - - orders_ids = [order.id for order in orders] - - request = { - "connector": self._connector, - "chain": self._chain, - "network": self._network, - "address": self._owner_address, - "orders_to_create": [], - "orders_to_cancel": orders_ids, - } - - response = await self._gateway.clob_batch_order_modify(**request) - - self.logger().debug(f"""cancel_all_orders request:\n "{self._dump(request)}".""") - - transaction_hash = response["txHash"] + await self._gateway.clob_cancel_order(**request) - self.logger().debug( - f"""Orders "{orders_ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" - ) except Exception as exception: self.logger().debug( """Cancellation of all orders failed.""" @@ -428,16 +407,9 @@ async def cancel_all_orders(self) -> List[CancellationResult]: raise exception - if transaction_hash in (None, "") and orders_ids: - raise RuntimeError( - f"""Cancellation of orders "{orders_ids}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) - - cancel_order_results = [] - self.logger().debug("cancel_all_orders: end") - return cancel_order_results + return [] async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") @@ -814,8 +786,7 @@ async def _update_markets_loop(self): self.logger().debug("_update_markets_loop: end loop") async def cancel_all(self, _timeout_seconds: float) -> List[CancellationResult]: - # return await self.cancel_all_orders() - pass + return await self.cancel_all_orders() async def _check_if_order_failed_based_on_transaction( self, From d7f528f2f32f2dacb1c3c65c6b0b7716426079c0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 14 Jul 2023 18:10:38 -0300 Subject: [PATCH 162/359] Fixed cancel_order --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 6210c3132f..1f313bb52d 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -248,7 +248,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) - if active_order and active_order.current_state != OrderState.CANCELED: + if active_order and active_order.current_state != OrderState.CANCELED and active_order.current_state != OrderState.FILLED: self.logger().debug("cancel_order: start") self._check_markets_initialized() or await self._update_markets() From 71680796d8cdd470686a0c975a9cc352a44ff224 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 14 Jul 2023 18:25:04 -0300 Subject: [PATCH 163/359] Fixed cancel_order --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 1f313bb52d..c812f87750 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -307,7 +307,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona order.current_state = OrderState.CANCELED return True, misc_updates - return True, DotMap({}, _dynamic=False) + return False, DotMap({}, _dynamic=False) async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: self.logger().debug("batch_order_cancel: start") From 488c91f6bb06ec16eb7fe093bf441ecf2d06bbd9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Sat, 15 Jul 2023 01:21:54 -0300 Subject: [PATCH 164/359] Fixing trade history so that the correct number of filled orders is shown. --- .../kujira/kujira_api_data_source.py | 20 ++++++++++++++++++- 1 file changed, 19 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index c812f87750..8fbde985cb 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -148,6 +148,8 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti order.exchange_order_id = response["id"] + order.current_state = OrderState.CREATED + self.logger().debug( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" successfully placed. Transaction hash: "{transaction_hash}".""" ) @@ -248,7 +250,21 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) - if active_order and active_order.current_state != OrderState.CANCELED and active_order.current_state != OrderState.FILLED: + fillable = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get( + active_order.exchange_order_id + ) + + if order.is_open and ( + fillable is not None + ) and ( + active_order + ) and ( + active_order.current_state != OrderState.CANCELED + ) and ( + active_order.current_state != OrderState.FILLED + ) and ( + active_order.current_state != OrderState.PENDING_CREATE + ): self.logger().debug("cancel_order: start") self._check_markets_initialized() or await self._update_markets() @@ -306,6 +322,8 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona order.current_state = OrderState.CANCELED + # order.cancel_tx_hash = transaction_hash + return True, misc_updates return False, DotMap({}, _dynamic=False) From b1267be1a82baa5fcca6bb048fb8a95421d6831c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 17 Jul 2023 16:29:49 +0300 Subject: [PATCH 165/359] Disabling method to cancel all orders at once. --- .../kujira/kujira_api_data_source.py | 68 +++++++++---------- 1 file changed, 34 insertions(+), 34 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 8fbde985cb..5e6e2a35bf 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -13,7 +13,6 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.data_type import in_flight_order -from hummingbot.core.data_type.cancellation_result import CancellationResult from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType @@ -66,7 +65,7 @@ def __init__( "place_orders": asyncio.Lock(), "cancel_order": asyncio.Lock(), "cancel_orders": asyncio.Lock(), - "cancel_all_orders": asyncio.Lock(), + # "cancel_all_orders": asyncio.Lock(), "settle_market_funds": asyncio.Lock(), "settle_markets_funds": asyncio.Lock(), "settle_all_markets_funds": asyncio.Lock(), @@ -102,7 +101,7 @@ async def start(self): await self._update_markets() - await self.cancel_all_orders() + # await self.cancel_all_orders() self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() @@ -114,7 +113,7 @@ async def stop(self): self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None - await self.cancel_all_orders() + # await self.cancel_all_orders() self.logger().debug("stop: end") @@ -400,34 +399,34 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) return cancel_order_results - async def cancel_all_orders(self) -> List[CancellationResult]: - self.logger().debug("cancel_all_orders: start") - - self._check_markets_initialized() or await self._update_markets() - - async with self._locks.cancel_all_orders: - try: - request = { - "trading_pair": self._trading_pair, - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "address": self._owner_address, - "exchange_order_id": None, - } - - await self._gateway.clob_cancel_order(**request) - - except Exception as exception: - self.logger().debug( - """Cancellation of all orders failed.""" - ) - - raise exception - - self.logger().debug("cancel_all_orders: end") - - return [] + # async def cancel_all_orders(self) -> List[CancellationResult]: + # self.logger().debug("cancel_all_orders: start") + # + # self._check_markets_initialized() or await self._update_markets() + # + # async with self._locks.cancel_all_orders: + # try: + # request = { + # "trading_pair": self._trading_pair, + # "chain": self._chain, + # "network": self._network, + # "connector": self._connector, + # "address": self._owner_address, + # "exchange_order_id": None, + # } + # + # await self._gateway.clob_cancel_order(**request) + # + # except Exception as exception: + # self.logger().debug( + # """Cancellation of all orders failed.""" + # ) + # + # raise exception + # + # self.logger().debug("cancel_all_orders: end") + # + # return [] async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") @@ -803,8 +802,9 @@ async def _update_markets_loop(self): self.logger().debug("_update_markets_loop: end loop") - async def cancel_all(self, _timeout_seconds: float) -> List[CancellationResult]: - return await self.cancel_all_orders() + # async def cancel_all(self, _timeout_seconds: float) -> List[ + # ]: + # return await self.cancel_all_orders() async def _check_if_order_failed_based_on_transaction( self, From d5527af592993096ddf96b6c2faa02825548d92e Mon Sep 17 00:00:00 2001 From: nikspz <83953535+nikspz@users.noreply.github.com> Date: Mon, 17 Jul 2023 21:00:23 +0700 Subject: [PATCH 166/359] fix VERSION on staging --- hummingbot/VERSION | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/VERSION b/hummingbot/VERSION index 092afa15df..5be3165245 100644 --- a/hummingbot/VERSION +++ b/hummingbot/VERSION @@ -1 +1 @@ -1.17.0 +dev-1.18.0 From 9e367d7947589913aa2ade2e0eb4056e2c9fdb79 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 17 Jul 2023 18:04:02 +0300 Subject: [PATCH 167/359] Updating kujira_api_data_source.py to remove cancel all method. --- .../kujira/kujira_api_data_source.py | 40 +------------------ .../gateway/clob_spot/gateway_clob_spot.py | 6 --- 2 files changed, 1 insertion(+), 45 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 5e6e2a35bf..0e78b64008 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -65,7 +65,6 @@ def __init__( "place_orders": asyncio.Lock(), "cancel_order": asyncio.Lock(), "cancel_orders": asyncio.Lock(), - # "cancel_all_orders": asyncio.Lock(), "settle_market_funds": asyncio.Lock(), "settle_markets_funds": asyncio.Lock(), "settle_all_markets_funds": asyncio.Lock(), @@ -101,8 +100,6 @@ async def start(self): await self._update_markets() - # await self.cancel_all_orders() - self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() ) @@ -113,8 +110,6 @@ async def stop(self): self._tasks.update_markets and self._tasks.update_markets.cancel() self._tasks.update_markets = None - # await self.cancel_all_orders() - self.logger().debug("stop: end") async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: @@ -321,7 +316,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona order.current_state = OrderState.CANCELED - # order.cancel_tx_hash = transaction_hash + order.cancel_tx_hash = transaction_hash return True, misc_updates return False, DotMap({}, _dynamic=False) @@ -399,35 +394,6 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) return cancel_order_results - # async def cancel_all_orders(self) -> List[CancellationResult]: - # self.logger().debug("cancel_all_orders: start") - # - # self._check_markets_initialized() or await self._update_markets() - # - # async with self._locks.cancel_all_orders: - # try: - # request = { - # "trading_pair": self._trading_pair, - # "chain": self._chain, - # "network": self._network, - # "connector": self._connector, - # "address": self._owner_address, - # "exchange_order_id": None, - # } - # - # await self._gateway.clob_cancel_order(**request) - # - # except Exception as exception: - # self.logger().debug( - # """Cancellation of all orders failed.""" - # ) - # - # raise exception - # - # self.logger().debug("cancel_all_orders: end") - # - # return [] - async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") @@ -802,10 +768,6 @@ async def _update_markets_loop(self): self.logger().debug("_update_markets_loop: end loop") - # async def cancel_all(self, _timeout_seconds: float) -> List[ - # ]: - # return await self.cancel_all_orders() - async def _check_if_order_failed_based_on_transaction( self, transaction: Any, diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 57357c36cb..ac00e59eeb 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -722,9 +722,3 @@ def _get_poll_interval(self, timestamp: float) -> float: else self.LONG_POLL_INTERVAL ) return poll_interval - - async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: - if hasattr(self._api_data_source, 'cancel_all'): - return await self._api_data_source.cancel_all(timeout_seconds) - else: - await super().cancel_all(timeout_seconds) From 77611c5369f066648a597f42cdce6386720be041 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 17 Jul 2023 13:59:37 -0300 Subject: [PATCH 168/359] Fixed buy and sell filled order counter --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 1 - 1 file changed, 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 0e78b64008..4d39a750b8 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -540,7 +540,6 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, }, ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=open_update) self.logger().debug("get_order_status_update: end") From 253439abc5cabf8a6e2677b196fb99a0949363a2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Tue, 18 Jul 2023 20:24:18 -0300 Subject: [PATCH 169/359] Solving start and stop commands behaviors issues. --- .../kujira/kujira_api_data_source.py | 21 ++++++++++++------- 1 file changed, 13 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 4d39a750b8..3bfd7765cf 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -20,7 +20,7 @@ from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather +from hummingbot.core.utils.async_utils import safe_gather from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL from .kujira_helpers import convert_market_name_to_hb_trading_pair, generate_hash @@ -98,17 +98,22 @@ async def start(self): self.logger().setLevel("DEBUG") self.logger().debug("start: start") - await self._update_markets() + await super().start() - self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( - coro=self._update_markets_loop() - ) + # await self._update_markets() + + # self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( + # coro=self._update_markets_loop() + # ) self.logger().debug("start: end") async def stop(self): self.logger().debug("stop: start") - self._tasks.update_markets and self._tasks.update_markets.cancel() - self._tasks.update_markets = None + + await super().stop() + + # self._tasks.update_markets and self._tasks.update_markets.cancel() + # self._tasks.update_markets = None self.logger().debug("stop: end") @@ -706,7 +711,7 @@ async def _update_markets(self): self.logger().debug("_update_markets: end") - self._markets_info.clear() + self._markets_info.clear() # TODO - Verify for market in self._markets.values(): market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market.name) From 8d5c47f3999659de0888b26593463f306a2a0290 Mon Sep 17 00:00:00 2001 From: dardonacci <36869960+cardosofede@users.noreply.github.com> Date: Wed, 19 Jul 2023 17:09:10 +0200 Subject: [PATCH 170/359] (feat) update order amount to prevent failure of trading rules --- scripts/directional_strategy_bb_rsi_multi_timeframe.py | 2 +- scripts/directional_strategy_macd_bb.py | 2 +- scripts/directional_strategy_rsi.py | 2 +- scripts/directional_strategy_rsi_spot.py | 2 +- scripts/directional_strategy_trend_follower.py | 2 +- scripts/directional_strategy_widening_ema_bands.py | 2 +- 6 files changed, 6 insertions(+), 6 deletions(-) diff --git a/scripts/directional_strategy_bb_rsi_multi_timeframe.py b/scripts/directional_strategy_bb_rsi_multi_timeframe.py index 7b39cc591c..38d52198b4 100644 --- a/scripts/directional_strategy_bb_rsi_multi_timeframe.py +++ b/scripts/directional_strategy_bb_rsi_multi_timeframe.py @@ -39,7 +39,7 @@ class MultiTimeframeBBRSI(DirectionalStrategyBase): # Define the trading pair and exchange that we want to use and the csv where we are going to store the entries trading_pair: str = "ETH-USDT" exchange: str = "binance_perpetual" - order_amount_usd = Decimal("20") + order_amount_usd = Decimal("40") leverage = 10 # Configure the parameters for the position diff --git a/scripts/directional_strategy_macd_bb.py b/scripts/directional_strategy_macd_bb.py index e0ad856a19..7f2d3588a1 100644 --- a/scripts/directional_strategy_macd_bb.py +++ b/scripts/directional_strategy_macd_bb.py @@ -39,7 +39,7 @@ class MacdBB(DirectionalStrategyBase): # Define the trading pair and exchange that we want to use and the csv where we are going to store the entries trading_pair: str = "BTC-USDT" exchange: str = "binance_perpetual" - order_amount_usd = Decimal("20") + order_amount_usd = Decimal("40") leverage = 10 # Configure the parameters for the position diff --git a/scripts/directional_strategy_rsi.py b/scripts/directional_strategy_rsi.py index c9c9d829d6..e0d28cbc77 100644 --- a/scripts/directional_strategy_rsi.py +++ b/scripts/directional_strategy_rsi.py @@ -43,7 +43,7 @@ class RSI(DirectionalStrategyBase): # Define the trading pair and exchange that we want to use and the csv where we are going to store the entries trading_pair: str = "ETH-USDT" exchange: str = "binance_perpetual" - order_amount_usd = Decimal("20") + order_amount_usd = Decimal("40") leverage = 10 # Configure the parameters for the position diff --git a/scripts/directional_strategy_rsi_spot.py b/scripts/directional_strategy_rsi_spot.py index 22c54d2e76..723d5c1407 100644 --- a/scripts/directional_strategy_rsi_spot.py +++ b/scripts/directional_strategy_rsi_spot.py @@ -43,7 +43,7 @@ class RSISpot(DirectionalStrategyBase): # Define the trading pair and exchange that we want to use and the csv where we are going to store the entries trading_pair: str = "ETH-USDT" exchange: str = "binance" - order_amount_usd = Decimal("20") + order_amount_usd = Decimal("40") leverage = 10 # Configure the parameters for the position diff --git a/scripts/directional_strategy_trend_follower.py b/scripts/directional_strategy_trend_follower.py index 339f6fccdb..857750f42b 100644 --- a/scripts/directional_strategy_trend_follower.py +++ b/scripts/directional_strategy_trend_follower.py @@ -9,7 +9,7 @@ class TrendFollowingStrategy(DirectionalStrategyBase): directional_strategy_name = "trend_following" trading_pair = "DOGE-USDT" exchange = "binance_perpetual" - order_amount_usd = Decimal("20") + order_amount_usd = Decimal("40") leverage = 10 # Configure the parameters for the position diff --git a/scripts/directional_strategy_widening_ema_bands.py b/scripts/directional_strategy_widening_ema_bands.py index 9e6c2ba763..3a1946fea5 100644 --- a/scripts/directional_strategy_widening_ema_bands.py +++ b/scripts/directional_strategy_widening_ema_bands.py @@ -39,7 +39,7 @@ class WideningEMABands(DirectionalStrategyBase): # Define the trading pair and exchange that we want to use and the csv where we are going to store the entries trading_pair: str = "LINA-USDT" exchange: str = "binance_perpetual" - order_amount_usd = Decimal("20") + order_amount_usd = Decimal("40") leverage = 10 distance_pct_threshold = 0.02 From 0d2a4746cb25ccc918dd9f75810402feb8abe5c2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 19 Jul 2023 13:39:46 -0300 Subject: [PATCH 171/359] Reverting commit 253439abc5cabf8a6e2677b196fb99a0949363a2 --- .../kujira/kujira_api_data_source.py | 18 +++++++----------- 1 file changed, 7 insertions(+), 11 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 3bfd7765cf..f9c615fefb 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -20,7 +20,7 @@ from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_gather +from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL from .kujira_helpers import convert_market_name_to_hb_trading_pair, generate_hash @@ -98,22 +98,18 @@ async def start(self): self.logger().setLevel("DEBUG") self.logger().debug("start: start") - await super().start() + await self._update_markets() - # await self._update_markets() - - # self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( - # coro=self._update_markets_loop() - # ) + self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( + coro=self._update_markets_loop() + ) self.logger().debug("start: end") async def stop(self): self.logger().debug("stop: start") - await super().stop() - - # self._tasks.update_markets and self._tasks.update_markets.cancel() - # self._tasks.update_markets = None + self._tasks.update_markets and self._tasks.update_markets.cancel() + self._tasks.update_markets = None self.logger().debug("stop: end") From 70bfd514a99d9d2b0450320348c11a4b6cd63caa Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 19 Jul 2023 14:48:28 -0300 Subject: [PATCH 172/359] Fixing the bug that caused the _markets property not to receive the list of all markets correctly. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f9c615fefb..01d44f1fc5 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -700,7 +700,8 @@ async def _update_markets(self): self.logger().debug(f"""get_clob_markets response:\n "{self._dump(response)}".""") - self._markets = DotMap(response, _dynamic=False).markets + # self._markets = DotMap(response, _dynamic=False).markets + self._markets = response['markets'] if self._trading_pair: self._market = self._markets[self._trading_pair] @@ -709,7 +710,7 @@ async def _update_markets(self): self._markets_info.clear() # TODO - Verify for market in self._markets.values(): - market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market.name) + market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market['name']) self._markets_info[market["hb_trading_pair"]] = market From 9de86969796ad795811ae0dd691c0bf169e5f34a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 19 Jul 2023 15:22:39 -0300 Subject: [PATCH 173/359] Reverting commit 70bfd514a99d9d2b0450320348c11a4b6cd63caa --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 01d44f1fc5..f9c615fefb 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -700,8 +700,7 @@ async def _update_markets(self): self.logger().debug(f"""get_clob_markets response:\n "{self._dump(response)}".""") - # self._markets = DotMap(response, _dynamic=False).markets - self._markets = response['markets'] + self._markets = DotMap(response, _dynamic=False).markets if self._trading_pair: self._market = self._markets[self._trading_pair] @@ -710,7 +709,7 @@ async def _update_markets(self): self._markets_info.clear() # TODO - Verify for market in self._markets.values(): - market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market['name']) + market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market.name) self._markets_info[market["hb_trading_pair"]] = market From c613d8841f4defcf94e1b1a20fd26f8a1d954e0c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 19 Jul 2023 16:22:47 -0300 Subject: [PATCH 174/359] Improving '_update_markets' method. --- .../kujira/kujira_api_data_source.py | 22 +++++++++++-------- 1 file changed, 13 insertions(+), 9 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f9c615fefb..5559846e69 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -700,19 +700,23 @@ async def _update_markets(self): self.logger().debug(f"""get_clob_markets response:\n "{self._dump(response)}".""") - self._markets = DotMap(response, _dynamic=False).markets + if 'trading_pair' in request or self._trading_pair: + markets = DotMap(response, _dynamic=False).markets + self._markets = markets[request['trading_pair']] + self._market = self._markets + self._markets_info.clear() + self._market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(self._market.name) + self._markets_info[self._market["hb_trading_pair"]] = self._market + else: + self._markets = DotMap(response, _dynamic=False).markets - if self._trading_pair: - self._market = self._markets[self._trading_pair] + self._markets_info.clear() + for market in self._markets.values(): + market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market.name) + self._markets_info[market["hb_trading_pair"]] = market self.logger().debug("_update_markets: end") - self._markets_info.clear() # TODO - Verify - for market in self._markets.values(): - market["hb_trading_pair"] = convert_market_name_to_hb_trading_pair(market.name) - - self._markets_info[market["hb_trading_pair"]] = market - return self._markets def _parse_trading_rule(self, trading_pair: str, market_info: Any) -> TradingRule: From 179f9c0b83492fef982615d78f01de44e2a5821e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Wed, 19 Jul 2023 17:39:25 -0300 Subject: [PATCH 175/359] Fixed the filled order counter --- .../data_sources/kujira/kujira_api_data_source.py | 14 ++++++++------ 1 file changed, 8 insertions(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 5559846e69..981e50bc0c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -258,7 +258,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona ) and ( active_order.current_state != OrderState.FILLED ) and ( - active_order.current_state != OrderState.PENDING_CREATE + active_order.exchange_order_id ): self.logger().debug("cancel_order: start") @@ -288,14 +288,18 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona transaction_hash = response["txHash"] if transaction_hash in (None, ""): - raise Exception( - f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" - ) + if active_order.current_state == OrderState.PARTIALLY_FILLED or active_order.current_state == OrderState.PENDING_CREATE: + return True, DotMap({}, _dynamic=False) + return False, DotMap({}, _dynamic=False) + # raise Exception( + # f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" + # ) self.logger().debug( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" successfully cancelled. Transaction hash: "{transaction_hash}".""" ) except Exception as exception: + # await self.gateway_order_tracker.process_order_not_found(order.client_order_id) if 'No orders with the specified information exist' in str(exception.args): self.logger().debug( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" @@ -315,8 +319,6 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug("cancel_order: end") - order.current_state = OrderState.CANCELED - order.cancel_tx_hash = transaction_hash return True, misc_updates From ca135cab8f3d46012e13a441a5a2ecd6c6e96de1 Mon Sep 17 00:00:00 2001 From: rapcmia Date: Fri, 21 Jul 2023 18:29:06 +0800 Subject: [PATCH 176/359] updated version to 1.18.0 and setup.py date to 20230724 --- hummingbot/VERSION | 2 +- setup.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/hummingbot/VERSION b/hummingbot/VERSION index 5be3165245..744068368f 100644 --- a/hummingbot/VERSION +++ b/hummingbot/VERSION @@ -1 +1 @@ -dev-1.18.0 +1.18.0 \ No newline at end of file diff --git a/setup.py b/setup.py index 3847d6d7a6..5419d5ea4f 100644 --- a/setup.py +++ b/setup.py @@ -32,7 +32,7 @@ def build_extensions(self): def main(): cpu_count = os.cpu_count() or 8 - version = "20230626" + version = "20230724" packages = find_packages(include=["hummingbot", "hummingbot.*"]) package_data = { "hummingbot": [ From d954abb08101dd8d2a0cb24855872031d0733209 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Sat, 22 Jul 2023 01:29:55 -0300 Subject: [PATCH 177/359] Testing orders status update. --- .../kujira/kujira_api_data_source.py | 110 +++++++++++++++++- 1 file changed, 109 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 981e50bc0c..5ded862384 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -1,4 +1,5 @@ import asyncio +from asyncio import Task from enum import Enum from time import time from typing import Any, Dict, List, Optional, Tuple @@ -17,7 +18,13 @@ from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema -from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent +from hummingbot.core.event.events import ( + AccountEvent, + MarketEvent, + OrderBookDataSourceEvent, + OrderCancelledEvent, + OrderFilledEvent, +) from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather @@ -72,6 +79,8 @@ def __init__( self._gateway = GatewayHttpClient.get_instance(self._client_config) + self._all_active_orders = None + @property def real_time_balance_update(self) -> bool: return False @@ -103,6 +112,9 @@ async def start(self): self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( coro=self._update_markets_loop() ) + + self._update_all_active_orders() + self.logger().debug("start: end") async def stop(self): @@ -166,6 +178,8 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug("place_order: end") + self._update_all_active_orders() + return order.exchange_order_id, misc_updates async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: @@ -321,6 +335,8 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona order.cancel_tx_hash = transaction_hash + self._update_all_active_orders() + return True, misc_updates return False, DotMap({}, _dynamic=False) @@ -789,3 +805,95 @@ def _dump(target: Any): return jsonpickle.encode(target, unpicklable=True, indent=2) except (Exception,): return target + + @staticmethod + def _create_task(target: Any) -> Task: + return asyncio.ensure_future(target) + + @staticmethod + def _create_event_loop(): + return asyncio.get_event_loop() + + def _create_and_run_task(self, target: Any): + event_loop = self._create_event_loop() + task = self._create_task(target) + if not event_loop.is_running(): + event_loop.run_until_complete(task) + + async def _update_order_status(self): + if self._all_active_orders: + while True: + for order in self._all_active_orders.values(): + request = { + "trading_pair": self._trading_pair, + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "address": self._owner_address, + "exchange_order_id": order.exchange_order_id, + } + + response = await self._gateway.get_clob_order_status_updates(**request) + + try: + updated_order = response["orders"][0] + + if updated_order["state"] != order.current_state: + + message = { + "trading_pair": self._trading_pair, + "update_timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "new_state": updated_order["state"], + } + + if updated_order["state"] in { + OrderState.PENDING_CREATE, + OrderState.OPEN, + OrderState.PARTIALLY_FILLED, + OrderState.PENDING_CANCEL, + }: + + self._publisher.trigger_event(event_tag=OrderUpdate, message=message) + + elif updated_order["state"] == OrderState.FILLED.name: + + message = { + "timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "order_id": order.client_order_id, + "trading_pair": self._trading_pair, + "trade_type": order.trade_type, + "order_type": order.order_type, + "price": order.price, + "amount": order.amount, + "trade_fee": '', + "exchange_trade_id": "", + "exchange_order_id": order.exchange_order_id, + } + + self._publisher.trigger_event(event_tag=OrderFilledEvent, message=message) + + elif updated_order["state"] == OrderState.CANCELED.name: + + message = { + "timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "order_id": order.client_order_id, + "exchange_order_id": order.exchange_order_id, + } + + self._publisher.trigger_event(event_tag=OrderCancelledEvent, message=message) + + except Exception: + raise self.logger().exception(Exception) + + await asyncio.sleep(10) + + def _update_all_active_orders(self): + # while not self._all_active_orders: + self._all_active_orders = ( + self._gateway_order_tracker.active_orders if self._gateway_order_tracker else None + ) + if self._all_active_orders: + self._create_and_run_task(self._update_order_status()) From 34c83ddc49d8092572a4fe5cb52c9bf25ff996b3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Sat, 22 Jul 2023 02:07:07 -0300 Subject: [PATCH 178/359] Fixing event_tag. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 5ded862384..728d828a85 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -854,7 +854,7 @@ async def _update_order_status(self): OrderState.PENDING_CANCEL, }: - self._publisher.trigger_event(event_tag=OrderUpdate, message=message) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=message) elif updated_order["state"] == OrderState.FILLED.name: From f1b8a9024e5ff3b390e308c174136ab288da8133 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 24 Jul 2023 19:12:18 +0300 Subject: [PATCH 179/359] Increasing the timeout to wait for the orders cancellation. --- hummingbot/client/hummingbot_application.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/client/hummingbot_application.py b/hummingbot/client/hummingbot_application.py index cd9c5bdf83..c4b4b7b363 100644 --- a/hummingbot/client/hummingbot_application.py +++ b/hummingbot/client/hummingbot_application.py @@ -49,7 +49,7 @@ class HummingbotApplication(*commands): - KILL_TIMEOUT = 10.0 + KILL_TIMEOUT = 60.0 APP_WARNING_EXPIRY_DURATION = 3600.0 APP_WARNING_STATUS_LIMIT = 6 From 6c246c66d603af965688ef0bb74800d1e6854bdf Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 24 Jul 2023 19:13:20 +0300 Subject: [PATCH 180/359] Adding a new mechanism to start the network if the ready is called but not start process has been dispatched before (this is specially important to fix the problem with the stop/start commands). --- .../gateway/clob_spot/gateway_clob_spot.py | 19 +++++++++++++++++-- 1 file changed, 17 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index ac00e59eeb..34f40a92da 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -70,6 +70,8 @@ def __init__( self._add_forwarders() + self.has_started = False + super().__init__(client_config_map) @property @@ -156,12 +158,16 @@ def status_dict(self) -> Dict[str, bool]: return sd async def start_network(self): - await self._api_data_source.start() - await super().start_network() + if not self.has_started: + await self._api_data_source.start() + await super().start_network() + + self.has_started = True async def stop_network(self): await super().stop_network() await self._api_data_source.stop() + self.has_started = False def supported_order_types(self) -> List[OrderType]: return self._api_data_source.get_supported_order_types() @@ -722,3 +728,12 @@ def _get_poll_interval(self, timestamp: float) -> float: else self.LONG_POLL_INTERVAL ) return poll_interval + + @property + def ready(self) -> bool: + status = super().ready + + if not status and not self.has_started: + safe_ensure_future(self.start_network()) + + return status From ab2bf0708ee6bfedf695dcfe46b26aeda6e3a4c9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 24 Jul 2023 19:14:45 +0300 Subject: [PATCH 181/359] Changing the base of the class, implementing abstract methods, and fixing issues regarding the orderbook handling. --- .../kujira/kujira_api_data_source.py | 42 ++++++++++++------- 1 file changed, 27 insertions(+), 15 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 728d828a85..83422dfc13 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -9,7 +9,6 @@ from dotmap import DotMap from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.gateway.clob_spot.data_sources.clob_api_data_source_base import CLOBAPIDataSourceBase from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule @@ -27,14 +26,15 @@ ) from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather +from hummingbot.core.utils.async_utils import safe_gather +from ..gateway_clob_api_data_source_base import GatewayCLOBAPIDataSourceBase from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL from .kujira_helpers import convert_market_name_to_hb_trading_pair, generate_hash from .kujira_types import OrderStatus as KujiraOrderStatus -class KujiraAPIDataSource(CLOBAPIDataSourceBase): +class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): def __init__( self, @@ -64,7 +64,6 @@ def __init__( self._user_balances = None self._tasks = DotMap({ - "update_markets": None, }, _dynamic=False) self._locks = DotMap({ @@ -81,6 +80,13 @@ def __init__( self._all_active_orders = None + self._snapshots_min_update_interval = 30 + self._snapshots_max_update_interval = 60 + + @property + def connector_name(self) -> str: + return CONNECTOR + @property def real_time_balance_update(self) -> bool: return False @@ -107,21 +113,16 @@ async def start(self): self.logger().setLevel("DEBUG") self.logger().debug("start: start") - await self._update_markets() - - self._tasks.update_markets = self._tasks.update_markets or safe_ensure_future( - coro=self._update_markets_loop() - ) - self._update_all_active_orders() + await super().start() + self.logger().debug("start: end") async def stop(self): self.logger().debug("stop: start") - self._tasks.update_markets and self._tasks.update_markets.cancel() - self._tasks.update_markets = None + await super().stop() self.logger().debug("stop: end") @@ -645,6 +646,18 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li return [] + def _get_trading_pair_from_market_info(self, market_info: Dict[str, Any]) -> str: + return market_info["hb_trading_pair"] + + def _get_exchange_base_quote_tokens_from_market_info(self, market_info: Dict[str, Any]) -> Tuple[str, str]: + base = market_info["baseToken"]["symbol"] + quote = market_info["quoteToken"]["symbol"] + + return base, quote + + def _get_last_trade_price_from_ticker_data(self, ticker_data: List[Dict[str, Any]]) -> Decimal: + raise NotImplementedError + def is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: self.logger().debug("is_order_not_found_during_status_update_error: start") @@ -836,9 +849,8 @@ async def _update_order_status(self): response = await self._gateway.get_clob_order_status_updates(**request) try: - updated_order = response["orders"][0] - - if updated_order["state"] != order.current_state: + if response["orders"] is not None and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: + updated_order = response["orders"][0] message = { "trading_pair": self._trading_pair, From 34ff11de0f82f0c5bd09f94e7779ba0a7570ce48 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Jul 2023 00:28:28 +0300 Subject: [PATCH 182/359] Adding a decorator for easy retry with timeout and adding the decorator the main functions. --- .../kujira/kujira_api_data_source.py | 19 ++++++++++++++++-- .../data_sources/kujira/kujira_helpers.py | 20 +++++++++++++++++++ 2 files changed, 37 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 83422dfc13..7641ac3eb2 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -30,7 +30,7 @@ from ..gateway_clob_api_data_source_base import GatewayCLOBAPIDataSourceBase from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL -from .kujira_helpers import convert_market_name_to_hb_trading_pair, generate_hash +from .kujira_helpers import convert_market_name_to_hb_trading_pair, generate_hash, retry_decorator from .kujira_types import OrderStatus as KujiraOrderStatus @@ -109,6 +109,7 @@ def supported_stream_events() -> List[Enum]: def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] + @retry_decorator(retries=3, delay=3, timeout=60) async def start(self): self.logger().setLevel("DEBUG") self.logger().debug("start: start") @@ -119,6 +120,7 @@ async def start(self): self.logger().debug("start: end") + @retry_decorator(retries=3, delay=3, timeout=60) async def stop(self): self.logger().debug("stop: start") @@ -126,6 +128,7 @@ async def stop(self): self.logger().debug("stop: end") + @retry_decorator(retries=3, delay=3, timeout=60) async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: self.logger().debug("place_order: start") @@ -183,6 +186,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti return order.exchange_order_id, misc_updates + @retry_decorator(retries=3, delay=3, timeout=60) async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: self.logger().debug("batch_order_create: start") @@ -257,6 +261,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results + @retry_decorator(retries=3, delay=3, timeout=60) async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) @@ -341,6 +346,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona return True, misc_updates return False, DotMap({}, _dynamic=False) + @retry_decorator(retries=3, delay=3, timeout=60) async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: self.logger().debug("batch_order_cancel: start") @@ -414,6 +420,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) return cancel_order_results + @retry_decorator(retries=3, delay=3, timeout=60) async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") @@ -438,6 +445,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: return ticker_price + @retry_decorator(retries=3, delay=3, timeout=60) async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug("get_order_book_snapshot: start") @@ -484,6 +492,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot + @retry_decorator(retries=3, delay=3, timeout=60) async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self.logger().debug("get_account_balances: start") @@ -499,7 +508,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: else: request["token_symbols"] = [] - self.logger().debug(f"""get_balances request:\n "{self._dump(request)}".""") + # self.logger().debug(f"""get_balances request:\n "{self._dump(request)}".""") response = await self._gateway.get_balances(**request) @@ -517,6 +526,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: return hb_balances + @retry_decorator(retries=3, delay=3, timeout=60) async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: active_order = self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id) @@ -579,6 +589,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug("get_order_status_update: end") return no_update + @retry_decorator(retries=3, delay=3, timeout=60) async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: if in_flight_order.exchange_order_id: @@ -676,6 +687,7 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc return output + @retry_decorator(retries=3, delay=3, timeout=60) async def check_network_status(self) -> NetworkStatus: # self.logger().debug("check_network_status: start") @@ -713,6 +725,7 @@ def _check_markets_initialized(self) -> bool: return output + @retry_decorator(retries=3, delay=3, timeout=60) async def _update_markets(self): self.logger().debug("_update_markets: start") @@ -792,6 +805,7 @@ def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) return output + @retry_decorator(retries=3, delay=3, timeout=60) async def _update_markets_loop(self): self.logger().debug("_update_markets_loop: start") @@ -833,6 +847,7 @@ def _create_and_run_task(self, target: Any): if not event_loop.is_running(): event_loop.run_until_complete(task) + @retry_decorator(retries=3, delay=3, timeout=60) async def _update_order_status(self): if self._all_active_orders: while True: diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 8ecd8bac7f..8f4ce028c2 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -1,4 +1,6 @@ +import asyncio import hashlib +import traceback from datetime import datetime from typing import Any, List @@ -31,3 +33,21 @@ def convert_hb_trading_pair_to_market_name(trading_pair: str) -> str: def convert_market_name_to_hb_trading_pair(market_name: str) -> str: return market_name.replace("/", "-") + + +def retry_decorator(retries=1, delay=0, timeout=None): + def decorator(func): + async def wrapper(*args, **kwargs): + errors = [] + for i in range(retries): + try: + result = await asyncio.wait_for(func(*args, **kwargs), timeout=timeout) + return result + except Exception as e: + tb_str = traceback.format_exception(type(e), value=e, tb=e.__traceback__) + errors.append(''.join(tb_str)) + await asyncio.sleep(delay) + error_message = f"Function failed after {retries} attempts. Here are the errors:\n" + "\n".join(errors) + raise Exception(error_message) + return wrapper + return decorator From ae32a2c4ff89a92c67b0dfbcc6cf724aed390e22 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 25 Jul 2023 13:45:09 -0300 Subject: [PATCH 183/359] Fixed a bug on update_order_status --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 7641ac3eb2..11a7fa3a09 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -864,7 +864,7 @@ async def _update_order_status(self): response = await self._gateway.get_clob_order_status_updates(**request) try: - if response["orders"] is not None and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: + if response["orders"] is not None and len(response['orders']) and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: updated_order = response["orders"][0] message = { From af5eb83552357676dec06f971068b256f42d073d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 25 Jul 2023 14:31:17 -0300 Subject: [PATCH 184/359] Resolved a bug --- .../kujira/kujira_api_data_source.py | 137 +++++++++--------- 1 file changed, 70 insertions(+), 67 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 11a7fa3a09..e5053754b8 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -74,6 +74,7 @@ def __init__( "settle_market_funds": asyncio.Lock(), "settle_markets_funds": asyncio.Lock(), "settle_all_markets_funds": asyncio.Lock(), + "all_active_orders": asyncio.Lock(), }, _dynamic=False) self._gateway = GatewayHttpClient.get_instance(self._client_config) @@ -851,76 +852,78 @@ def _create_and_run_task(self, target: Any): async def _update_order_status(self): if self._all_active_orders: while True: - for order in self._all_active_orders.values(): - request = { - "trading_pair": self._trading_pair, - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "address": self._owner_address, - "exchange_order_id": order.exchange_order_id, - } - - response = await self._gateway.get_clob_order_status_updates(**request) - - try: - if response["orders"] is not None and len(response['orders']) and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: - updated_order = response["orders"][0] - - message = { - "trading_pair": self._trading_pair, - "update_timestamp": - updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), - "new_state": updated_order["state"], - } - - if updated_order["state"] in { - OrderState.PENDING_CREATE, - OrderState.OPEN, - OrderState.PARTIALLY_FILLED, - OrderState.PENDING_CANCEL, - }: - - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=message) - - elif updated_order["state"] == OrderState.FILLED.name: + async with self._locks.all_active_orders: + for order in self._all_active_orders.values(): + request = { + "trading_pair": self._trading_pair, + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "address": self._owner_address, + "exchange_order_id": order.exchange_order_id, + } + + response = await self._gateway.get_clob_order_status_updates(**request) + + try: + if response["orders"] is not None and len(response['orders']) and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: + updated_order = response["orders"][0] message = { - "timestamp": - updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), - "order_id": order.client_order_id, "trading_pair": self._trading_pair, - "trade_type": order.trade_type, - "order_type": order.order_type, - "price": order.price, - "amount": order.amount, - "trade_fee": '', - "exchange_trade_id": "", - "exchange_order_id": order.exchange_order_id, - } - - self._publisher.trigger_event(event_tag=OrderFilledEvent, message=message) - - elif updated_order["state"] == OrderState.CANCELED.name: - - message = { - "timestamp": + "update_timestamp": updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), - "order_id": order.client_order_id, - "exchange_order_id": order.exchange_order_id, + "new_state": updated_order["state"], } - self._publisher.trigger_event(event_tag=OrderCancelledEvent, message=message) - - except Exception: - raise self.logger().exception(Exception) - - await asyncio.sleep(10) - - def _update_all_active_orders(self): - # while not self._all_active_orders: - self._all_active_orders = ( - self._gateway_order_tracker.active_orders if self._gateway_order_tracker else None - ) - if self._all_active_orders: - self._create_and_run_task(self._update_order_status()) + if updated_order["state"] in { + OrderState.PENDING_CREATE, + OrderState.OPEN, + OrderState.PARTIALLY_FILLED, + OrderState.PENDING_CANCEL, + }: + + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=message) + + elif updated_order["state"] == OrderState.FILLED.name: + + message = { + "timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "order_id": order.client_order_id, + "trading_pair": self._trading_pair, + "trade_type": order.trade_type, + "order_type": order.order_type, + "price": order.price, + "amount": order.amount, + "trade_fee": '', + "exchange_trade_id": "", + "exchange_order_id": order.exchange_order_id, + } + + self._publisher.trigger_event(event_tag=OrderFilledEvent, message=message) + + elif updated_order["state"] == OrderState.CANCELED.name: + + message = { + "timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "order_id": order.client_order_id, + "exchange_order_id": order.exchange_order_id, + } + + self._publisher.trigger_event(event_tag=OrderCancelledEvent, message=message) + + except Exception: + raise self.logger().exception(Exception) + + await asyncio.sleep(10) + + async def _update_all_active_orders(self): + while not self._all_active_orders: + with self._locks.all_active_orders: + self._all_active_orders = ( + self._gateway_order_tracker.active_orders if self._gateway_order_tracker else None + ) + if self._all_active_orders: + self._create_and_run_task(self._update_order_status()) From ca6131a9285acc36b05e706b402ed83dae0fd175 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Jul 2023 22:13:40 +0300 Subject: [PATCH 185/359] Updating and improving kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 95 ++++++++++++------- .../data_sources/kujira/kujira_constants.py | 4 + .../data_sources/kujira/kujira_helpers.py | 2 +- 3 files changed, 67 insertions(+), 34 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index e5053754b8..5c4a8b70e3 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -29,8 +29,15 @@ from hummingbot.core.utils.async_utils import safe_gather from ..gateway_clob_api_data_source_base import GatewayCLOBAPIDataSourceBase -from .kujira_constants import CONNECTOR, KUJIRA_NATIVE_TOKEN, MARKETS_UPDATE_INTERVAL -from .kujira_helpers import convert_market_name_to_hb_trading_pair, generate_hash, retry_decorator +from .kujira_constants import ( + CONNECTOR, + DELAY_BETWEEN_RETRIES, + KUJIRA_NATIVE_TOKEN, + MARKETS_UPDATE_INTERVAL, + NUMBER_OF_RETRIES, + TIMEOUT, +) +from .kujira_helpers import automatic_retry_with_timeout, convert_market_name_to_hb_trading_pair, generate_hash from .kujira_types import OrderStatus as KujiraOrderStatus @@ -110,18 +117,18 @@ def supported_stream_events() -> List[Enum]: def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] - @retry_decorator(retries=3, delay=3, timeout=60) + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def start(self): self.logger().setLevel("DEBUG") self.logger().debug("start: start") - self._update_all_active_orders() + await self._update_all_active_orders() await super().start() self.logger().debug("start: end") - @retry_decorator(retries=3, delay=3, timeout=60) + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def stop(self): self.logger().debug("stop: start") @@ -129,7 +136,6 @@ async def stop(self): self.logger().debug("stop: end") - @retry_decorator(retries=3, delay=3, timeout=60) async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: self.logger().debug("place_order: start") @@ -152,7 +158,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug(f"""clob_place_order request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_place_order(**request) + response = await self._gateway_clob_place_order(**request) self.logger().debug(f"""clob_place_order response:\n "{self._dump(response)}".""") @@ -183,11 +189,10 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug("place_order: end") - self._update_all_active_orders() + await self._update_all_active_orders() return order.exchange_order_id, misc_updates - @retry_decorator(retries=3, delay=3, timeout=60) async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: self.logger().debug("batch_order_create: start") @@ -222,7 +227,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) self.logger().debug(f"""clob_batch_order_modify request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_batch_order_modify(**request) + response = await self._gateway_clob_batch_order_modify(**request) self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") @@ -262,7 +267,6 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results - @retry_decorator(retries=3, delay=3, timeout=60) async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) @@ -302,7 +306,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug(f"""clob_cancel_order request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_cancel_order(**request) + response = await self._gateway_clob_cancel_order(**request) self.logger().debug(f"""clob_cancel_order response:\n "{self._dump(response)}".""") @@ -342,12 +346,11 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona order.cancel_tx_hash = transaction_hash - self._update_all_active_orders() + await self._update_all_active_orders() return True, misc_updates return False, DotMap({}, _dynamic=False) - @retry_decorator(retries=3, delay=3, timeout=60) async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: self.logger().debug("batch_order_cancel: start") @@ -385,7 +388,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) self.logger().debug(f"""clob_batch_order_moodify request:\n "{self._dump(request)}".""") - response = await self._gateway.clob_batch_order_modify(**request) + response = await self._gateway_clob_batch_order_modify(**request) self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") @@ -421,7 +424,6 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) return cancel_order_results - @retry_decorator(retries=3, delay=3, timeout=60) async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug("get_last_traded_price: start") @@ -434,7 +436,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug(f"""get_clob_ticker request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_ticker(**request) + response = await self._gateway_get_clob_ticker(**request) self.logger().debug(f"""get_clob_ticker response:\n "{self._dump(response)}".""") @@ -446,7 +448,6 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: return ticker_price - @retry_decorator(retries=3, delay=3, timeout=60) async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug("get_order_book_snapshot: start") @@ -459,7 +460,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug(f"""get_clob_orderbook_snapshot request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_orderbook_snapshot(**request) + response = await self._gateway_get_clob_orderbook_snapshot(**request) self.logger().debug(f"""get_clob_orderbook_snapshot response:\n "{self._dump(response)}".""") @@ -493,7 +494,6 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot - @retry_decorator(retries=3, delay=3, timeout=60) async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: self.logger().debug("get_account_balances: start") @@ -511,7 +511,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: # self.logger().debug(f"""get_balances request:\n "{self._dump(request)}".""") - response = await self._gateway.get_balances(**request) + response = await self._gateway_get_balances(**request) self.logger().debug(f"""get_balances response:\n "{self._dump(response)}".""") @@ -527,9 +527,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: return hb_balances - @retry_decorator(retries=3, delay=3, timeout=60) async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) -> OrderUpdate: - active_order = self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id) if active_order: @@ -549,7 +547,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug(f"""get_clob_order_status_updates request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_order_status_updates(**request) + response = await self._gateway_get_clob_order_status_updates(**request) self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") @@ -590,7 +588,6 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug("get_order_status_update: end") return no_update - @retry_decorator(retries=3, delay=3, timeout=60) async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: if in_flight_order.exchange_order_id: @@ -613,7 +610,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li self.logger().debug(f"""get_clob_order_status_updates request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_order_status_updates(**request) + response = await self._gateway_get_clob_order_status_updates(**request) self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") @@ -688,12 +685,11 @@ def is_order_not_found_during_cancelation_error(self, cancelation_exception: Exc return output - @retry_decorator(retries=3, delay=3, timeout=60) async def check_network_status(self) -> NetworkStatus: # self.logger().debug("check_network_status: start") try: - await self._gateway.ping_gateway() + await self._gateway_ping_gateway() output = NetworkStatus.CONNECTED except asyncio.CancelledError: @@ -726,7 +722,6 @@ def _check_markets_initialized(self) -> bool: return output - @retry_decorator(retries=3, delay=3, timeout=60) async def _update_markets(self): self.logger().debug("_update_markets: start") @@ -741,7 +736,7 @@ async def _update_markets(self): self.logger().debug(f"""get_clob_markets request:\n "{self._dump(request)}".""") - response = await self._gateway.get_clob_markets(**request) + response = await self._gateway_get_clob_markets(**request) self.logger().debug(f"""get_clob_markets response:\n "{self._dump(response)}".""") @@ -806,7 +801,6 @@ def _get_maker_taker_exchange_fee_rates_from_market_info(self, market_info: Any) return output - @retry_decorator(retries=3, delay=3, timeout=60) async def _update_markets_loop(self): self.logger().debug("_update_markets_loop: start") @@ -848,7 +842,6 @@ def _create_and_run_task(self, target: Any): if not event_loop.is_running(): event_loop.run_until_complete(task) - @retry_decorator(retries=3, delay=3, timeout=60) async def _update_order_status(self): if self._all_active_orders: while True: @@ -863,7 +856,7 @@ async def _update_order_status(self): "exchange_order_id": order.exchange_order_id, } - response = await self._gateway.get_clob_order_status_updates(**request) + response = await self._gateway_get_clob_order_status_updates(**request) try: if response["orders"] is not None and len(response['orders']) and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: @@ -927,3 +920,39 @@ async def _update_all_active_orders(self): ) if self._all_active_orders: self._create_and_run_task(self._update_order_status()) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_ping_gateway(self, request): + await self._gateway.ping_gateway() + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_get_clob_markets(self, request): + await self._gateway.get_clob_markets(**request) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_get_clob_orderbook_snapshot(self, request): + return await self._gateway.get_clob_orderbook_snapshot(**request) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_get_clob_ticker(self, request): + return await self._gateway.get_clob_ticker(**request) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_get_balances(self, request): + return await self._gateway.get_balances(**request) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_clob_place_order(self, request): + await self._gateway.clob_place_order(**request) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_clob_cancel_order(self, request): + return await self._gateway.clob_cancel_order(**request) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_clob_batch_order_modify(self, request): + return await self._gateway.clob_batch_order_modify(**request) + + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) + async def _gateway_get_clob_order_status_updates(self, request): + await self._gateway.get_clob_order_status_updates(**request) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 3e1172ca3b..84eba6ed6b 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -10,3 +10,7 @@ CONNECTOR = "kujira" MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 + +NUMBER_OF_RETRIES = 3 +DELAY_BETWEEN_RETRIES = 3 +TIMEOUT = 60 diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 8f4ce028c2..740ff5317b 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -35,7 +35,7 @@ def convert_market_name_to_hb_trading_pair(market_name: str) -> str: return market_name.replace("/", "-") -def retry_decorator(retries=1, delay=0, timeout=None): +def automatic_retry_with_timeout(retries=1, delay=0, timeout=None): def decorator(func): async def wrapper(*args, **kwargs): errors = [] From 6e0ee3dc055911e8fa92ee381fbcab7380c9fe9b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Jul 2023 22:21:37 +0300 Subject: [PATCH 186/359] Updating and improving kujira_api_data_source.py. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 5c4a8b70e3..c1d36424c9 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -119,13 +119,13 @@ def get_supported_order_types(self) -> List[OrderType]: @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def start(self): - self.logger().setLevel("DEBUG") + self.logger().setLevel("ERROR") self.logger().debug("start: start") - await self._update_all_active_orders() - await super().start() + await self._update_all_active_orders() + self.logger().debug("start: end") @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) From 6a90cb5d83b4b061037b49721dd6d79b9bfdf3b9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Jul 2023 22:24:28 +0300 Subject: [PATCH 187/359] Updating and improving kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 22 +++++++++---------- 1 file changed, 11 insertions(+), 11 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index c1d36424c9..741cdbe064 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -158,7 +158,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug(f"""clob_place_order request:\n "{self._dump(request)}".""") - response = await self._gateway_clob_place_order(**request) + response = await self._gateway_clob_place_order(request) self.logger().debug(f"""clob_place_order response:\n "{self._dump(response)}".""") @@ -227,7 +227,7 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) self.logger().debug(f"""clob_batch_order_modify request:\n "{self._dump(request)}".""") - response = await self._gateway_clob_batch_order_modify(**request) + response = await self._gateway_clob_batch_order_modify(request) self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") @@ -306,7 +306,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona self.logger().debug(f"""clob_cancel_order request:\n "{self._dump(request)}".""") - response = await self._gateway_clob_cancel_order(**request) + response = await self._gateway_clob_cancel_order(request) self.logger().debug(f"""clob_cancel_order response:\n "{self._dump(response)}".""") @@ -388,7 +388,7 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) self.logger().debug(f"""clob_batch_order_moodify request:\n "{self._dump(request)}".""") - response = await self._gateway_clob_batch_order_modify(**request) + response = await self._gateway_clob_batch_order_modify(request) self.logger().debug(f"""clob_batch_order_modify response:\n "{self._dump(response)}".""") @@ -436,7 +436,7 @@ async def get_last_traded_price(self, trading_pair: str) -> Decimal: self.logger().debug(f"""get_clob_ticker request:\n "{self._dump(request)}".""") - response = await self._gateway_get_clob_ticker(**request) + response = await self._gateway_get_clob_ticker(request) self.logger().debug(f"""get_clob_ticker response:\n "{self._dump(response)}".""") @@ -460,7 +460,7 @@ async def get_order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: self.logger().debug(f"""get_clob_orderbook_snapshot request:\n "{self._dump(request)}".""") - response = await self._gateway_get_clob_orderbook_snapshot(**request) + response = await self._gateway_get_clob_orderbook_snapshot(request) self.logger().debug(f"""get_clob_orderbook_snapshot response:\n "{self._dump(response)}".""") @@ -511,7 +511,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: # self.logger().debug(f"""get_balances request:\n "{self._dump(request)}".""") - response = await self._gateway_get_balances(**request) + response = await self._gateway_get_balances(request) self.logger().debug(f"""get_balances response:\n "{self._dump(response)}".""") @@ -547,7 +547,7 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug(f"""get_clob_order_status_updates request:\n "{self._dump(request)}".""") - response = await self._gateway_get_clob_order_status_updates(**request) + response = await self._gateway_get_clob_order_status_updates(request) self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") @@ -610,7 +610,7 @@ async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> Li self.logger().debug(f"""get_clob_order_status_updates request:\n "{self._dump(request)}".""") - response = await self._gateway_get_clob_order_status_updates(**request) + response = await self._gateway_get_clob_order_status_updates(request) self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") @@ -736,7 +736,7 @@ async def _update_markets(self): self.logger().debug(f"""get_clob_markets request:\n "{self._dump(request)}".""") - response = await self._gateway_get_clob_markets(**request) + response = await self._gateway_get_clob_markets(request) self.logger().debug(f"""get_clob_markets response:\n "{self._dump(response)}".""") @@ -856,7 +856,7 @@ async def _update_order_status(self): "exchange_order_id": order.exchange_order_id, } - response = await self._gateway_get_clob_order_status_updates(**request) + response = await self._gateway_get_clob_order_status_updates(request) try: if response["orders"] is not None and len(response['orders']) and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: From 6698e2393591cb45f126d4437b9a481b2920e4ac Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Jul 2023 22:25:50 +0300 Subject: [PATCH 188/359] Small changes. --- hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py | 1 - 1 file changed, 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 34f40a92da..2ec9de524b 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -161,7 +161,6 @@ async def start_network(self): if not self.has_started: await self._api_data_source.start() await super().start_network() - self.has_started = True async def stop_network(self): From 4843f344d2f1953554486abc09d64b8813cb3297 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 25 Jul 2023 16:33:13 -0300 Subject: [PATCH 189/359] Fixed async lock --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 741cdbe064..3d53b98e9a 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -313,8 +313,8 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona transaction_hash = response["txHash"] if transaction_hash in (None, ""): - if active_order.current_state == OrderState.PARTIALLY_FILLED or active_order.current_state == OrderState.PENDING_CREATE: - return True, DotMap({}, _dynamic=False) + # if active_order.current_state == OrderState.PARTIALLY_FILLED or active_order.current_state == OrderState.PENDING_CREATE: + # return True, DotMap({}, _dynamic=False) return False, DotMap({}, _dynamic=False) # raise Exception( # f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" @@ -914,7 +914,7 @@ async def _update_order_status(self): async def _update_all_active_orders(self): while not self._all_active_orders: - with self._locks.all_active_orders: + async with self._locks.all_active_orders: self._all_active_orders = ( self._gateway_order_tracker.active_orders if self._gateway_order_tracker else None ) From 294cdf91b0c315e806be7192d76e8ccfd34702dc Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Tue, 25 Jul 2023 23:47:03 +0300 Subject: [PATCH 190/359] Updating and improving kujira_api_data_source.py. --- .../kujira/kujira_api_data_source.py | 144 +++++++++--------- .../data_sources/kujira/kujira_constants.py | 1 + 2 files changed, 75 insertions(+), 70 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 3d53b98e9a..f9da3e0235 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -26,7 +26,7 @@ ) from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_gather +from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather from ..gateway_clob_api_data_source_base import GatewayCLOBAPIDataSourceBase from .kujira_constants import ( @@ -36,6 +36,7 @@ MARKETS_UPDATE_INTERVAL, NUMBER_OF_RETRIES, TIMEOUT, + UPDATE_ORDER_STATUS_INTERVAL, ) from .kujira_helpers import automatic_retry_with_timeout, convert_market_name_to_hb_trading_pair, generate_hash from .kujira_types import OrderStatus as KujiraOrderStatus @@ -71,6 +72,7 @@ def __init__( self._user_balances = None self._tasks = DotMap({ + "update_order_status_loop": None }, _dynamic=False) self._locks = DotMap({ @@ -124,7 +126,10 @@ async def start(self): await super().start() - await self._update_all_active_orders() + self._tasks.update_order_status_loop = self._tasks.update_order_status_loop \ + or safe_ensure_future( + coro=self._update_all_active_orders() + ) self.logger().debug("start: end") @@ -134,6 +139,9 @@ async def stop(self): await super().stop() + self._tasks.update_order_status_loop and self._tasks.update_order_status_loop.cancel() + self._tasks.update_order_status_loop = None + self.logger().debug("stop: end") async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Optional[str], Optional[Dict[str, Any]]]: @@ -189,7 +197,7 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti self.logger().debug("place_order: end") - await self._update_all_active_orders() + await self._update_order_status() return order.exchange_order_id, misc_updates @@ -346,7 +354,7 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona order.cancel_tx_hash = transaction_hash - await self._update_all_active_orders() + await self._update_order_status() return True, misc_updates return False, DotMap({}, _dynamic=False) @@ -843,91 +851,87 @@ def _create_and_run_task(self, target: Any): event_loop.run_until_complete(task) async def _update_order_status(self): - if self._all_active_orders: - while True: - async with self._locks.all_active_orders: - for order in self._all_active_orders.values(): - request = { - "trading_pair": self._trading_pair, - "chain": self._chain, - "network": self._network, - "connector": self._connector, - "address": self._owner_address, - "exchange_order_id": order.exchange_order_id, - } + self._all_active_orders = ( + self._gateway_order_tracker.active_orders if self._gateway_order_tracker else {} + ) - response = await self._gateway_get_clob_order_status_updates(request) + async with self._locks.all_active_orders: + for order in self._all_active_orders.values(): + request = { + "trading_pair": self._trading_pair, + "chain": self._chain, + "network": self._network, + "connector": self._connector, + "address": self._owner_address, + "exchange_order_id": order.exchange_order_id, + } - try: - if response["orders"] is not None and len(response['orders']) and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: - updated_order = response["orders"][0] + response = await self._gateway_get_clob_order_status_updates(request) - message = { - "trading_pair": self._trading_pair, - "update_timestamp": - updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), - "new_state": updated_order["state"], - } + try: + if response["orders"] is not None and len(response['orders']) and response["orders"][0] is not None and response["orders"][0]["state"] != order.current_state: + updated_order = response["orders"][0] - if updated_order["state"] in { - OrderState.PENDING_CREATE, - OrderState.OPEN, - OrderState.PARTIALLY_FILLED, - OrderState.PENDING_CANCEL, - }: + message = { + "trading_pair": self._trading_pair, + "update_timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "new_state": updated_order["state"], + } - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=message) + if updated_order["state"] in { + OrderState.PENDING_CREATE, + OrderState.OPEN, + OrderState.PARTIALLY_FILLED, + OrderState.PENDING_CANCEL, + }: - elif updated_order["state"] == OrderState.FILLED.name: + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=message) - message = { - "timestamp": - updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), - "order_id": order.client_order_id, - "trading_pair": self._trading_pair, - "trade_type": order.trade_type, - "order_type": order.order_type, - "price": order.price, - "amount": order.amount, - "trade_fee": '', - "exchange_trade_id": "", - "exchange_order_id": order.exchange_order_id, - } + elif updated_order["state"] == OrderState.FILLED.name: - self._publisher.trigger_event(event_tag=OrderFilledEvent, message=message) + message = { + "timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "order_id": order.client_order_id, + "trading_pair": self._trading_pair, + "trade_type": order.trade_type, + "order_type": order.order_type, + "price": order.price, + "amount": order.amount, + "trade_fee": '', + "exchange_trade_id": "", + "exchange_order_id": order.exchange_order_id, + } - elif updated_order["state"] == OrderState.CANCELED.name: + self._publisher.trigger_event(event_tag=OrderFilledEvent, message=message) - message = { - "timestamp": - updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), - "order_id": order.client_order_id, - "exchange_order_id": order.exchange_order_id, - } + elif updated_order["state"] == OrderState.CANCELED.name: - self._publisher.trigger_event(event_tag=OrderCancelledEvent, message=message) + message = { + "timestamp": + updated_order["updatedAt"] if len(updated_order["updatedAt"]) else time(), + "order_id": order.client_order_id, + "exchange_order_id": order.exchange_order_id, + } - except Exception: - raise self.logger().exception(Exception) + self._publisher.trigger_event(event_tag=OrderCancelledEvent, message=message) - await asyncio.sleep(10) + except Exception: + raise self.logger().exception(Exception) async def _update_all_active_orders(self): - while not self._all_active_orders: - async with self._locks.all_active_orders: - self._all_active_orders = ( - self._gateway_order_tracker.active_orders if self._gateway_order_tracker else None - ) - if self._all_active_orders: - self._create_and_run_task(self._update_order_status()) + while True: + await self._update_order_status() + await asyncio.sleep(UPDATE_ORDER_STATUS_INTERVAL) @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def _gateway_ping_gateway(self, request): - await self._gateway.ping_gateway() + return await self._gateway.ping_gateway() @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def _gateway_get_clob_markets(self, request): - await self._gateway.get_clob_markets(**request) + return await self._gateway.get_clob_markets(**request) @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def _gateway_get_clob_orderbook_snapshot(self, request): @@ -943,7 +947,7 @@ async def _gateway_get_balances(self, request): @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def _gateway_clob_place_order(self, request): - await self._gateway.clob_place_order(**request) + return await self._gateway.clob_place_order(**request) @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def _gateway_clob_cancel_order(self, request): @@ -955,4 +959,4 @@ async def _gateway_clob_batch_order_modify(self, request): @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def _gateway_get_clob_order_status_updates(self, request): - await self._gateway.get_clob_order_status_updates(**request) + return await self._gateway.get_clob_order_status_updates(**request) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 84eba6ed6b..269cc43d94 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -10,6 +10,7 @@ CONNECTOR = "kujira" MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 +UPDATE_ORDER_STATUS_INTERVAL = 5 NUMBER_OF_RETRIES = 3 DELAY_BETWEEN_RETRIES = 3 From 321ecb0f25248adad5009869deff67735974b11e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 26 Jul 2023 00:04:58 +0300 Subject: [PATCH 191/359] Updating and improving kujira_api_data_source.py. --- .../data_sources/kujira/kujira_api_data_source.py | 11 +++-------- 1 file changed, 3 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f9da3e0235..86018d71bf 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -17,13 +17,7 @@ from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema -from hummingbot.core.event.events import ( - AccountEvent, - MarketEvent, - OrderBookDataSourceEvent, - OrderCancelledEvent, - OrderFilledEvent, -) +from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent, OrderCancelledEvent from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather @@ -110,6 +104,7 @@ def supported_stream_events() -> List[Enum]: return [ MarketEvent.TradeUpdate, MarketEvent.OrderUpdate, + MarketEvent.OrderFilled, AccountEvent.BalanceEvent, OrderBookDataSourceEvent.TRADE_EVENT, OrderBookDataSourceEvent.DIFF_EVENT, @@ -904,7 +899,7 @@ async def _update_order_status(self): "exchange_order_id": order.exchange_order_id, } - self._publisher.trigger_event(event_tag=OrderFilledEvent, message=message) + self._publisher.trigger_event(event_tag=MarketEvent.OrderFilled, message=message) elif updated_order["state"] == OrderState.CANCELED.name: From 59c5361c64e9e67e981e4d40e4481e02cdabbea0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 26 Jul 2023 16:54:40 +0300 Subject: [PATCH 192/359] Reverting changes. --- hummingbot/client/hummingbot_application.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/client/hummingbot_application.py b/hummingbot/client/hummingbot_application.py index c4b4b7b363..cd9c5bdf83 100644 --- a/hummingbot/client/hummingbot_application.py +++ b/hummingbot/client/hummingbot_application.py @@ -49,7 +49,7 @@ class HummingbotApplication(*commands): - KILL_TIMEOUT = 60.0 + KILL_TIMEOUT = 10.0 APP_WARNING_EXPIRY_DURATION = 3600.0 APP_WARNING_STATUS_LIMIT = 6 From bc565c73011017ac03835b36f4474f9fcce2a8f8 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 19:39:12 +0300 Subject: [PATCH 193/359] Updating log levels. --- .../kujira/kujira_api_data_source.py | 20 +++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 86018d71bf..392c173da5 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -116,7 +116,7 @@ def get_supported_order_types(self) -> List[OrderType]: @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def start(self): - self.logger().setLevel("ERROR") + self.logger().setLevel("INFO") self.logger().debug("start: start") await super().start() @@ -171,11 +171,11 @@ async def place_order(self, order: GatewayInFlightOrder, **kwargs) -> Tuple[Opti order.current_state = OrderState.CREATED - self.logger().debug( + self.logger().info( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" successfully placed. Transaction hash: "{transaction_hash}".""" ) except Exception as exception: - self.logger().debug( + self.logger().info( f"""Placement of order "{order.client_order_id}" failed.""" ) @@ -236,11 +236,11 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) transaction_hash = response["txHash"] - self.logger().debug( + self.logger().info( f"""Orders "{client_ids}" successfully placed. Transaction hash: {transaction_hash}.""" ) except Exception as exception: - self.logger().debug( + self.logger().info( f"""Placement of orders "{client_ids}" failed.""" ) @@ -323,19 +323,19 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona # f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" # ) - self.logger().debug( + self.logger().info( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" successfully cancelled. Transaction hash: "{transaction_hash}".""" ) except Exception as exception: # await self.gateway_order_tracker.process_order_not_found(order.client_order_id) if 'No orders with the specified information exist' in str(exception.args): - self.logger().debug( + self.logger().info( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" ) transaction_hash = "0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock else: - self.logger().debug( + self.logger().info( f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed.""" ) @@ -397,11 +397,11 @@ async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) transaction_hash = response["txHash"] - self.logger().debug( + self.logger().info( f"""Orders "{client_ids}" / "{ids}" successfully cancelled. Transaction hash(es): "{transaction_hash}".""" ) except Exception as exception: - self.logger().debug( + self.logger().info( f"""Cancellation of orders "{client_ids}" / "{ids}" failed.""" ) From 2b2f355f6605a3d8a727fdfb5ebd7a16e418b21a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 27 Jul 2023 14:03:01 -0300 Subject: [PATCH 194/359] Updated get_order_status_update and cancel order --- .../kujira/kujira_api_data_source.py | 60 +++++++++++-------- 1 file changed, 36 insertions(+), 24 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 392c173da5..9aa7843f8f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -315,13 +315,8 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona transaction_hash = response["txHash"] - if transaction_hash in (None, ""): - # if active_order.current_state == OrderState.PARTIALLY_FILLED or active_order.current_state == OrderState.PENDING_CREATE: - # return True, DotMap({}, _dynamic=False) + if transaction_hash in ("", None): return False, DotMap({}, _dynamic=False) - # raise Exception( - # f"""Cancellation of order "{order.client_order_id}" / "{order.exchange_order_id}" failed. Invalid transaction hash: "{transaction_hash}".""" - # ) self.logger().info( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" successfully cancelled. Transaction hash: "{transaction_hash}".""" @@ -554,28 +549,45 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - self.logger().debug(f"""get_clob_order_status_updates response:\n "{self._dump(response)}".""") - order = DotMap(response, _dynamic=False)["orders"][0] + order_response = DotMap(response, _dynamic=False)["orders"] + order_update: OrderUpdate + if order_response: + order = order_response[0] + if order: + order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.state)) + else: + order_status = in_flight_order.current_state + + open_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=time(), + new_state=order_status, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + }, + ) - if order: - order_status = KujiraOrderStatus.to_hummingbot(KujiraOrderStatus.from_name(order.state)) + order_update = open_update else: - order_status = in_flight_order.current_state - - open_update = OrderUpdate( - trading_pair=in_flight_order.trading_pair, - update_timestamp=time(), - new_state=order_status, - client_order_id=in_flight_order.client_order_id, - exchange_order_id=in_flight_order.exchange_order_id, - misc_updates={ - "creation_transaction_hash": in_flight_order.creation_transaction_hash, - "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, - }, - ) + canceled_update = OrderUpdate( + trading_pair=in_flight_order.trading_pair, + update_timestamp=time(), + new_state=OrderState.CANCELED, + client_order_id=in_flight_order.client_order_id, + exchange_order_id=in_flight_order.exchange_order_id, + misc_updates={ + "creation_transaction_hash": in_flight_order.creation_transaction_hash, + "cancelation_transaction_hash": in_flight_order.cancel_tx_hash, + }, + ) - self.logger().debug("get_order_status_update: end") + order_update = canceled_update - return open_update + self.logger().debug("get_order_status_update: end") + return order_update no_update = OrderUpdate( trading_pair=in_flight_order.trading_pair, From 7d910dc35a0a34c8df1dc16b6652156b5f74dee4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 20:54:29 +0300 Subject: [PATCH 195/359] Updating _update_order_status method. --- .../data_sources/kujira/kujira_api_data_source.py | 13 ++++++++----- 1 file changed, 8 insertions(+), 5 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 9aa7843f8f..7f4950ce43 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -1,4 +1,5 @@ import asyncio +import copy from asyncio import Task from enum import Enum from time import time @@ -858,12 +859,14 @@ def _create_and_run_task(self, target: Any): event_loop.run_until_complete(task) async def _update_order_status(self): - self._all_active_orders = ( - self._gateway_order_tracker.active_orders if self._gateway_order_tracker else {} - ) + async with self._locks["all_active_orders"]: + self._all_active_orders = ( + self._gateway_order_tracker.active_orders if self._gateway_order_tracker else {} + ) + + orders = copy.deepcopy(self._all_active_orders.values()) - async with self._locks.all_active_orders: - for order in self._all_active_orders.values(): + for order in orders: request = { "trading_pair": self._trading_pair, "chain": self._chain, From 9ee645a6923c18113de34d93537af11f6d48250a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 20:57:40 +0300 Subject: [PATCH 196/359] Updating _update_order_status method. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 7f4950ce43..822b63edd0 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -864,7 +864,7 @@ async def _update_order_status(self): self._gateway_order_tracker.active_orders if self._gateway_order_tracker else {} ) - orders = copy.deepcopy(self._all_active_orders.values()) + orders = copy.deepcopy(self._all_active_orders).values() for order in orders: request = { From b5c73aaa58415e36d6f4b41f2c43843cb6aa3914 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 21:02:28 +0300 Subject: [PATCH 197/359] Updating kujira_api_data_source.py --- .../kujira/kujira_api_data_source.py | 28 +++++++++++++------ 1 file changed, 20 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 822b63edd0..530d5c06bd 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -37,6 +37,18 @@ from .kujira_types import OrderStatus as KujiraOrderStatus +class AsyncLock: + def __init__(self): + self._lock = asyncio.Lock() + + async def __aenter__(self): + await self._lock.acquire() + return self + + async def __aexit__(self, exc_type, exc_value, traceback): + self._lock.release() + + class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): def __init__( @@ -71,14 +83,14 @@ def __init__( }, _dynamic=False) self._locks = DotMap({ - "place_order": asyncio.Lock(), - "place_orders": asyncio.Lock(), - "cancel_order": asyncio.Lock(), - "cancel_orders": asyncio.Lock(), - "settle_market_funds": asyncio.Lock(), - "settle_markets_funds": asyncio.Lock(), - "settle_all_markets_funds": asyncio.Lock(), - "all_active_orders": asyncio.Lock(), + "place_order": AsyncLock(), + "place_orders": AsyncLock(), + "cancel_order": AsyncLock(), + "cancel_orders": AsyncLock(), + "settle_market_funds": AsyncLock(), + "settle_markets_funds": AsyncLock(), + "settle_all_markets_funds": AsyncLock(), + "all_active_orders": AsyncLock(), }, _dynamic=False) self._gateway = GatewayHttpClient.get_instance(self._client_config) From febac48c68a6f85d9cddc28c7660adc41d81b976 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 21:17:09 +0300 Subject: [PATCH 198/359] Updating kujira_api_data_source.py --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 530d5c06bd..b56b90918b 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -871,12 +871,12 @@ def _create_and_run_task(self, target: Any): event_loop.run_until_complete(task) async def _update_order_status(self): - async with self._locks["all_active_orders"]: + async with self._locks.all_active_orders: self._all_active_orders = ( self._gateway_order_tracker.active_orders if self._gateway_order_tracker else {} ) - orders = copy.deepcopy(self._all_active_orders).values() + orders = copy.copy(self._all_active_orders).values() for order in orders: request = { From 57e444b8c45f60c436e48c4b2c334aedadc4186d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 22:34:07 +0300 Subject: [PATCH 199/359] Updating gateway_clob_spot.py --- .../gateway/clob_spot/gateway_clob_spot.py | 29 +++++++++++++------ 1 file changed, 20 insertions(+), 9 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 2ec9de524b..8be962348f 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -157,16 +157,26 @@ def status_dict(self) -> Dict[str, bool]: sd["api_data_source_initialized"] = self._api_data_source.ready return sd + def start(self, *args, **kwargs): + super().start(**kwargs) + safe_ensure_future(self.start_network()) + + def stop(self, *args, **kwargs): + super().stop(**kwargs) + safe_ensure_future(self.stop_network()) + async def start_network(self): - if not self.has_started: - await self._api_data_source.start() - await super().start_network() - self.has_started = True + await self._api_data_source.start() + await super().start_network() + # if not self.has_started: + # await self._api_data_source.start() + # await super().start_network() + # self.has_started = True async def stop_network(self): await super().stop_network() await self._api_data_source.stop() - self.has_started = False + # self.has_started = False def supported_order_types(self) -> List[OrderType]: return self._api_data_source.get_supported_order_types() @@ -730,9 +740,10 @@ def _get_poll_interval(self, timestamp: float) -> float: @property def ready(self) -> bool: - status = super().ready + # status = super().ready - if not status and not self.has_started: - safe_ensure_future(self.start_network()) + # if not status and not self.has_started: + # safe_ensure_future(self.start_network()) - return status + # return status + return super().ready From 45cb70bac53d7f98a5dd3d12d81b42a7098f3ae9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 23:13:24 +0300 Subject: [PATCH 200/359] Updating gateway_clob_spot.py --- .../gateway/clob_spot/gateway_clob_spot.py | 23 ++++++++----------- 1 file changed, 9 insertions(+), 14 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 8be962348f..53e4207424 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -158,25 +158,21 @@ def status_dict(self) -> Dict[str, bool]: return sd def start(self, *args, **kwargs): - super().start(**kwargs) safe_ensure_future(self.start_network()) def stop(self, *args, **kwargs): - super().stop(**kwargs) safe_ensure_future(self.stop_network()) async def start_network(self): - await self._api_data_source.start() - await super().start_network() - # if not self.has_started: - # await self._api_data_source.start() - # await super().start_network() - # self.has_started = True + if not self.has_started: + await self._api_data_source.start() + await super().start_network() + self.has_started = True async def stop_network(self): await super().stop_network() await self._api_data_source.stop() - # self.has_started = False + self.has_started = False def supported_order_types(self) -> List[OrderType]: return self._api_data_source.get_supported_order_types() @@ -740,10 +736,9 @@ def _get_poll_interval(self, timestamp: float) -> float: @property def ready(self) -> bool: - # status = super().ready + status = super().ready - # if not status and not self.has_started: - # safe_ensure_future(self.start_network()) + if not status and not self.has_started: + safe_ensure_future(self.start_network()) - # return status - return super().ready + return status From ce0744db04e5cbe4558dec43b6f2b51202c0bc57 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 23:20:08 +0300 Subject: [PATCH 201/359] Updating gateway_clob_spot.py --- .../connector/gateway/clob_spot/gateway_clob_spot.py | 7 +------ 1 file changed, 1 insertion(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 53e4207424..69eaef79f2 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -736,9 +736,4 @@ def _get_poll_interval(self, timestamp: float) -> float: @property def ready(self) -> bool: - status = super().ready - - if not status and not self.has_started: - safe_ensure_future(self.start_network()) - - return status + return super().ready From 7384b23ad41b27cdc8f3d27d96180692cabc696c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 23:36:50 +0300 Subject: [PATCH 202/359] Updating gateway_clob_spot.py --- hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py | 6 ------ 1 file changed, 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 69eaef79f2..ec6c37f0b3 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -157,12 +157,6 @@ def status_dict(self) -> Dict[str, bool]: sd["api_data_source_initialized"] = self._api_data_source.ready return sd - def start(self, *args, **kwargs): - safe_ensure_future(self.start_network()) - - def stop(self, *args, **kwargs): - safe_ensure_future(self.stop_network()) - async def start_network(self): if not self.has_started: await self._api_data_source.start() From 359f936b8793d1380339efe00ecae5585579b163 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 23:47:21 +0300 Subject: [PATCH 203/359] Updating gateway_clob_spot.py --- .../gateway/clob_spot/gateway_clob_spot.py | 13 ++----------- 1 file changed, 2 insertions(+), 11 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index ec6c37f0b3..ac00e59eeb 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -70,8 +70,6 @@ def __init__( self._add_forwarders() - self.has_started = False - super().__init__(client_config_map) @property @@ -158,15 +156,12 @@ def status_dict(self) -> Dict[str, bool]: return sd async def start_network(self): - if not self.has_started: - await self._api_data_source.start() - await super().start_network() - self.has_started = True + await self._api_data_source.start() + await super().start_network() async def stop_network(self): await super().stop_network() await self._api_data_source.stop() - self.has_started = False def supported_order_types(self) -> List[OrderType]: return self._api_data_source.get_supported_order_types() @@ -727,7 +722,3 @@ def _get_poll_interval(self, timestamp: float) -> float: else self.LONG_POLL_INTERVAL ) return poll_interval - - @property - def ready(self) -> bool: - return super().ready From b16e008912d76feb97baab75cf78283fd29b3ce9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 23:51:31 +0300 Subject: [PATCH 204/359] Updating kujira data source files. --- .../kujira/kujira_api_data_source.py | 19 ++++++------------- .../data_sources/kujira/kujira_helpers.py | 12 ++++++++++++ 2 files changed, 18 insertions(+), 13 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index b56b90918b..c9e1561537 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -33,22 +33,15 @@ TIMEOUT, UPDATE_ORDER_STATUS_INTERVAL, ) -from .kujira_helpers import automatic_retry_with_timeout, convert_market_name_to_hb_trading_pair, generate_hash +from .kujira_helpers import ( + AsyncLock, + automatic_retry_with_timeout, + convert_market_name_to_hb_trading_pair, + generate_hash, +) from .kujira_types import OrderStatus as KujiraOrderStatus -class AsyncLock: - def __init__(self): - self._lock = asyncio.Lock() - - async def __aenter__(self): - await self._lock.acquire() - return self - - async def __aexit__(self, exc_type, exc_value, traceback): - self._lock.release() - - class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): def __init__( diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 740ff5317b..21942f4d4f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -51,3 +51,15 @@ async def wrapper(*args, **kwargs): raise Exception(error_message) return wrapper return decorator + + +class AsyncLock: + def __init__(self): + self._lock = asyncio.Lock() + + async def __aenter__(self): + await self._lock.acquire() + return self + + async def __aexit__(self, exc_type, exc_value, traceback): + self._lock.release() From fa6b9c810c7687a46707067c505469380e7e2e72 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 27 Jul 2023 23:56:28 +0300 Subject: [PATCH 205/359] Reverting changes from gateway_clob_spot.py --- .../gateway/clob_spot/gateway_clob_spot.py | 19 +++++++++++++++++-- 1 file changed, 17 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index ac00e59eeb..69eaef79f2 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -70,6 +70,8 @@ def __init__( self._add_forwarders() + self.has_started = False + super().__init__(client_config_map) @property @@ -155,13 +157,22 @@ def status_dict(self) -> Dict[str, bool]: sd["api_data_source_initialized"] = self._api_data_source.ready return sd + def start(self, *args, **kwargs): + safe_ensure_future(self.start_network()) + + def stop(self, *args, **kwargs): + safe_ensure_future(self.stop_network()) + async def start_network(self): - await self._api_data_source.start() - await super().start_network() + if not self.has_started: + await self._api_data_source.start() + await super().start_network() + self.has_started = True async def stop_network(self): await super().stop_network() await self._api_data_source.stop() + self.has_started = False def supported_order_types(self) -> List[OrderType]: return self._api_data_source.get_supported_order_types() @@ -722,3 +733,7 @@ def _get_poll_interval(self, timestamp: float) -> float: else self.LONG_POLL_INTERVAL ) return poll_interval + + @property + def ready(self) -> bool: + return super().ready From 1f4d6126386d652131548c3230bd4300bf787ffc Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Jul 2023 00:17:35 +0300 Subject: [PATCH 206/359] Updating gateway_clob_spot.py --- hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py | 4 ---- 1 file changed, 4 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 69eaef79f2..683f80a7da 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -733,7 +733,3 @@ def _get_poll_interval(self, timestamp: float) -> float: else self.LONG_POLL_INTERVAL ) return poll_interval - - @property - def ready(self) -> bool: - return super().ready From 7466374ee9e4810e8f5438b1d01fbd82d7df2644 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 27 Jul 2023 18:33:39 -0300 Subject: [PATCH 207/359] Fixed bug with stop command right after order placed --- .../kujira/kujira_api_data_source.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index c9e1561537..c1aa521784 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -279,15 +279,11 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) - fillable = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get( - active_order.exchange_order_id - ) + # fillable = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get( + # active_order.exchange_order_id + # ) - if order.is_open and ( - fillable is not None - ) and ( - active_order - ) and ( + if active_order and ( active_order.current_state != OrderState.CANCELED ) and ( active_order.current_state != OrderState.FILLED @@ -353,6 +349,10 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona await self._update_order_status() return True, misc_updates + + if active_order.exchange_order_id is None: + return True, DotMap({}, _dynamic=False) + return False, DotMap({}, _dynamic=False) async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: From 5a958e8d0a5f8190e6ab6c3cd50c6eb2b0af3148 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Jul 2023 13:07:23 +0300 Subject: [PATCH 208/359] Updating kujira_api_data_source.py and related files. --- .../clob_spot/data_sources/clob_api_data_source_base.py | 2 ++ .../data_sources/kujira/kujira_api_data_source.py | 6 ++++++ .../connector/gateway/clob_spot/gateway_clob_spot.py | 7 +++++-- 3 files changed, 13 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py index 385337cdc8..6f309483a0 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py @@ -7,6 +7,7 @@ from bidict import bidict from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.exchange_py_base import ExchangePyBase from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker @@ -44,6 +45,7 @@ def __init__( self._forwarders_map: Dict[Tuple[Enum, Callable], EventForwarder] = {} self._gateway_order_tracker: Optional[GatewayOrderTracker] = None self._markets_info: Dict[str, Any] = {} + self.parent: Optional[ExchangePyBase] = None @property @abstractmethod diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index c1aa521784..3b079317cd 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -120,6 +120,12 @@ def supported_stream_events() -> List[Enum]: def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] + async def parent_start(self): + await self.parent.start_network() + + async def parent_stop(self): + await self.parent.stop_network() + @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def start(self): self.logger().setLevel("INFO") diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 683f80a7da..c06082cd6c 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -62,6 +62,7 @@ def __init__( self._trading_pairs = trading_pairs or [] self._trading_required = trading_required self._api_data_source = api_data_source + self._api_data_source.parent = self self._real_time_balance_update = self._api_data_source.real_time_balance_update self._trading_fees: Dict[str, MakerTakerExchangeFeeRates] = {} self._last_received_message_timestamp = 0 @@ -158,10 +159,12 @@ def status_dict(self) -> Dict[str, bool]: return sd def start(self, *args, **kwargs): - safe_ensure_future(self.start_network()) + if hasattr(self._api_data_source, 'parent_start'): + return safe_ensure_future(self._api_data_source.parent_start()) def stop(self, *args, **kwargs): - safe_ensure_future(self.stop_network()) + if hasattr(self._api_data_source, 'parent_stop'): + return safe_ensure_future(self._api_data_source.parent_stop()) async def start_network(self): if not self.has_started: From adecae759591ccd8c5d10252447925fe5a43ab31 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Jul 2023 16:02:21 +0300 Subject: [PATCH 209/359] Updating kujira_api_data_source.py --- .../data_sources/kujira/kujira_api_data_source.py | 11 +++++++++-- .../connector/gateway/clob_spot/gateway_clob_spot.py | 6 ++++++ 2 files changed, 15 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 3b079317cd..03365c9109 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -121,10 +121,17 @@ def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] async def parent_start(self): - await self.parent.start_network() + # await self.parent.start_network() + pass async def parent_stop(self): - await self.parent.stop_network() + # await self.parent.stop_network() + pass + + async def parent_ready(self): + # Because Kujira does not rely on client API to maintain the orderbook, + # it is needed to restart the network so the orderbook tracer is started again. + await self.parent.start_network() @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def start(self): diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index c06082cd6c..3a0a8b1911 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -177,6 +177,12 @@ async def stop_network(self): await self._api_data_source.stop() self.has_started = False + def ready(self) -> bool: + if not self.has_started and hasattr(self._api_data_source, 'parent_ready'): + safe_ensure_future(self._api_data_source.parent_ready()) + + return super().ready + def supported_order_types(self) -> List[OrderType]: return self._api_data_source.get_supported_order_types() From d7e04b89b2f101101d1776d3d1586e93991ef986 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Jul 2023 16:58:44 +0300 Subject: [PATCH 210/359] Updating kujira_api_data_source.py --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 03365c9109..11ba4ef691 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -121,12 +121,10 @@ def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] async def parent_start(self): - # await self.parent.start_network() - pass + await self.parent.start_network() async def parent_stop(self): - # await self.parent.stop_network() - pass + await self.parent.stop_network() async def parent_ready(self): # Because Kujira does not rely on client API to maintain the orderbook, From 9f33fe833581f7856598408024d8f122b3dd204d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Jul 2023 17:10:41 +0300 Subject: [PATCH 211/359] Updating kujira_constants.py --- .../gateway/clob_spot/data_sources/kujira/kujira_constants.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py index 269cc43d94..d7372da29c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_constants.py @@ -10,7 +10,7 @@ CONNECTOR = "kujira" MARKETS_UPDATE_INTERVAL = 8 * 60 * 60 -UPDATE_ORDER_STATUS_INTERVAL = 5 +UPDATE_ORDER_STATUS_INTERVAL = 1 NUMBER_OF_RETRIES = 3 DELAY_BETWEEN_RETRIES = 3 From b471943890696e7c331f1dccc52f601adec58bfd Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Jul 2023 17:17:13 +0300 Subject: [PATCH 212/359] Fixing override. --- hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 3a0a8b1911..a223838c81 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -177,6 +177,7 @@ async def stop_network(self): await self._api_data_source.stop() self.has_started = False + @property def ready(self) -> bool: if not self.has_started and hasattr(self._api_data_source, 'parent_ready'): safe_ensure_future(self._api_data_source.parent_ready()) From 218a7e933ccc91abb54e8aba0e31e4eb1e64e4fe Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 28 Jul 2023 23:13:51 +0300 Subject: [PATCH 213/359] Updating gateway_clob_spot.py so we can configure a customized timeout when cancelling all orders. --- .../clob_spot/data_sources/clob_api_data_source_base.py | 1 + .../data_sources/kujira/kujira_api_data_source.py | 1 + .../connector/gateway/clob_spot/gateway_clob_spot.py | 7 +++++++ 3 files changed, 9 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py index 6f309483a0..3f90b7519f 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py @@ -46,6 +46,7 @@ def __init__( self._gateway_order_tracker: Optional[GatewayOrderTracker] = None self._markets_info: Dict[str, Any] = {} self.parent: Optional[ExchangePyBase] = None + self.cancel_all_orders_timeout = None @property @abstractmethod diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 11ba4ef691..9dc7c88bdc 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -92,6 +92,7 @@ def __init__( self._snapshots_min_update_interval = 30 self._snapshots_max_update_interval = 60 + self.cancel_all_orders_timeout = TIMEOUT @property def connector_name(self) -> str: diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index a223838c81..4fbfe69589 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -743,3 +743,10 @@ def _get_poll_interval(self, timestamp: float) -> float: else self.LONG_POLL_INTERVAL ) return poll_interval + + async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: + timeout = self._api_data_source.cancel_all_orders_timeout \ + if self._api_data_source.cancel_all_orders_timeout is not None \ + else timeout_seconds + + return await super().cancel_all(timeout) From bab68c0fbcd6a34f3c17f8b0b1585f15eb3075ee Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 28 Jul 2023 17:35:22 -0300 Subject: [PATCH 214/359] improving cancel_order command --- .../kujira/kujira_api_data_source.py | 16 ++++++++++++---- 1 file changed, 12 insertions(+), 4 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 9dc7c88bdc..4d3bf1b634 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -291,11 +291,19 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) - # fillable = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get( - # active_order.exchange_order_id - # ) + if active_order.exchange_order_id is None: + await self._update_order_status() + active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) + + await order.get_exchange_order_id() - if active_order and ( + fillable = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get( + active_order.exchange_order_id + ) + + if fillable and ( + active_order + ) and ( active_order.current_state != OrderState.CANCELED ) and ( active_order.current_state != OrderState.FILLED From dbcaac69f6648704d436e18af268b5ff15ab9f78 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 28 Jul 2023 18:28:16 -0300 Subject: [PATCH 215/359] updating cancel_order --- .../data_sources/kujira/kujira_api_data_source.py | 9 +++------ 1 file changed, 3 insertions(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 4d3bf1b634..ca685f1b62 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -289,13 +289,10 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) - - if active_order.exchange_order_id is None: - await self._update_order_status() - active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) + # active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) - await order.get_exchange_order_id() + await self._update_order_status() + active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) fillable = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get( active_order.exchange_order_id From 3ed57cc93a98ff63c2bcfbe165ca009b3930bc30 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Sat, 29 Jul 2023 00:37:04 +0300 Subject: [PATCH 216/359] Updating cancel_order method. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 -- 1 file changed, 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index ca685f1b62..2eac2e729a 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -289,8 +289,6 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - # active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) - await self._update_order_status() active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) From 5136043e8cc4597e6f456551105fdd441a39e8b6 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 28 Jul 2023 21:01:29 -0300 Subject: [PATCH 217/359] updating cancel_order --- .../data_sources/kujira/kujira_api_data_source.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 2eac2e729a..66a6f8ab0e 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -289,9 +289,12 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) return place_order_results async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optional[Dict[str, Any]]]: - await self._update_order_status() active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) + if active_order.exchange_order_id is None: + await self._update_order_status() + active_order = self._gateway_order_tracker.active_orders.get(order.client_order_id) + fillable = self._gateway_order_tracker.all_fillable_orders_by_exchange_order_id.get( active_order.exchange_order_id ) @@ -365,9 +368,6 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona return True, misc_updates - if active_order.exchange_order_id is None: - return True, DotMap({}, _dynamic=False) - return False, DotMap({}, _dynamic=False) async def batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: From c66676041d00ffb614424894365b82c8d63ae058 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 3 Aug 2023 16:51:28 -0300 Subject: [PATCH 218/359] Adding error handling for 'cancelOrder' method if the order is not found. --- .../data_sources/kujira/kujira_api_data_source.py | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 66a6f8ab0e..c306984fc8 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -343,7 +343,12 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona ) except Exception as exception: # await self.gateway_order_tracker.process_order_not_found(order.client_order_id) - if 'No orders with the specified information exist' in str(exception.args): + if f"""Order "{order.exchange_order_id}" not found on markets""" in str(exception.args): + self.logger().info( + f"""Order "{order.exchange_order_id}" not found on markets""" + ) + + elif 'No orders with the specified information exist' in str(exception.args): self.logger().info( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" ) From 33d57d29c52519bfcc0ebd5ba4a8d51c58284504 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Thu, 3 Aug 2023 17:11:26 -0300 Subject: [PATCH 219/359] Updating order status after exception --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index c306984fc8..5c22998777 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -344,6 +344,9 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona except Exception as exception: # await self.gateway_order_tracker.process_order_not_found(order.client_order_id) if f"""Order "{order.exchange_order_id}" not found on markets""" in str(exception.args): + order_update = self.get_order_status_update(order) + self.gateway_order_tracker.process_order_update(order_update) + self.logger().info( f"""Order "{order.exchange_order_id}" not found on markets""" ) From e57645b3aa0a725be22981d5b58f0df2890f670a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Thu, 3 Aug 2023 18:12:31 -0300 Subject: [PATCH 220/359] Returning True for '_execute_order_cancel_and_process_update' method to update the order status in the 'in flight order' if the order is not found. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 5c22998777..7581faba5d 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -344,13 +344,15 @@ async def cancel_order(self, order: GatewayInFlightOrder) -> Tuple[bool, Optiona except Exception as exception: # await self.gateway_order_tracker.process_order_not_found(order.client_order_id) if f"""Order "{order.exchange_order_id}" not found on markets""" in str(exception.args): - order_update = self.get_order_status_update(order) - self.gateway_order_tracker.process_order_update(order_update) + # order_update = self.get_order_status_update(order) + # self.gateway_order_tracker.process_order_update(order_update) self.logger().info( f"""Order "{order.exchange_order_id}" not found on markets""" ) + return True, DotMap({}, _dynamic=False) + elif 'No orders with the specified information exist' in str(exception.args): self.logger().info( f"""Order "{order.client_order_id}" / "{order.exchange_order_id}" already cancelled.""" From ec1885f6582db771182d7c5fd327e752fbb9715c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 4 Aug 2023 17:50:11 +0200 Subject: [PATCH 221/359] Updating kujira api data source implementation. Changing base files to a new approach. --- .../data_sources/clob_api_data_source_base.py | 3 +++ .../gateway_clob_api_data_source_base.py | 4 ++++ .../data_sources/kujira/kujira_api_data_source.py | 11 ----------- .../gateway/clob_spot/gateway_clob_spot.py | 15 +++++---------- 4 files changed, 12 insertions(+), 21 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py index 3f90b7519f..d31a53ab43 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py @@ -226,3 +226,6 @@ def add_listener(self, event_tag: Enum, listener: EventListener): def remove_listener(self, event_tag: Enum, listener: EventListener): self._publisher.remove_listener(event_tag=event_tag, listener=listener) + + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return False diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py b/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py index 86fa9a981c..28e103f2cf 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py @@ -159,7 +159,11 @@ async def start(self): coro=self._update_snapshots_loop() ) + await self.parent.start_network() + async def stop(self): + await self.parent.stop_network() + self._markets_update_task and self._markets_update_task.cancel() self._markets_update_task = None self._snapshots_update_task and self._snapshots_update_task.cancel() diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 7581faba5d..8047d4a7c8 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -121,17 +121,6 @@ def supported_stream_events() -> List[Enum]: def get_supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT] - async def parent_start(self): - await self.parent.start_network() - - async def parent_stop(self): - await self.parent.stop_network() - - async def parent_ready(self): - # Because Kujira does not rely on client API to maintain the orderbook, - # it is needed to restart the network so the orderbook tracer is started again. - await self.parent.start_network() - @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def start(self): self.logger().setLevel("INFO") diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 4fbfe69589..19a4d02fd8 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -124,10 +124,7 @@ def trading_pairs(self) -> List[str]: @property def is_cancel_request_in_exchange_synchronous(self) -> bool: - if hasattr(self._api_data_source, 'is_cancel_request_in_exchange_synchronous'): - return self._api_data_source.is_cancel_request_in_exchange_synchronous - else: - return False + return self._api_data_source.is_cancel_request_in_exchange_synchronous() @property def is_trading_required(self) -> bool: @@ -159,12 +156,10 @@ def status_dict(self) -> Dict[str, bool]: return sd def start(self, *args, **kwargs): - if hasattr(self._api_data_source, 'parent_start'): - return safe_ensure_future(self._api_data_source.parent_start()) + return safe_ensure_future(self._api_data_source.start()) def stop(self, *args, **kwargs): - if hasattr(self._api_data_source, 'parent_stop'): - return safe_ensure_future(self._api_data_source.parent_stop()) + return safe_ensure_future(self._api_data_source.stop()) async def start_network(self): if not self.has_started: @@ -179,8 +174,8 @@ async def stop_network(self): @property def ready(self) -> bool: - if not self.has_started and hasattr(self._api_data_source, 'parent_ready'): - safe_ensure_future(self._api_data_source.parent_ready()) + if not self.has_started: + safe_ensure_future(self._api_data_source.start()) return super().ready From d1b7736066dc99d8618ca41d5c4e67c9a200fae4 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 27 Jul 2023 17:38:13 -0300 Subject: [PATCH 222/359] (feat) Implemented Injective V2 order book data source with its tests --- .../injective_v2_perpetual/__init__.py} | 0 .../injective_constants.py | 6 + ...v2_perpetual_api_order_book_data_source.py | 89 +++ .../data_sources/injective_data_source.py | 285 +++++-- .../injective_grantee_data_source.py | 198 +++-- .../injective_vaults_data_source.py | 29 +- .../injective_v2/injective_constants.py | 18 +- .../exchange/injective_v2/injective_market.py | 44 ++ .../injective_v2/injective_query_executor.py | 134 ++++ ...injective_v2_api_order_book_data_source.py | 2 +- .../injective_v2/injective_v2_exchange.py | 2 +- .../injective_v2_perpetual/__init__.py | 0 ...ive_v2_perpetual_order_book_data_source.py | 709 ++++++++++++++++++ .../test_injective_data_source.py | 12 +- .../programmable_query_executor.py | 61 ++ .../injective_v2/test_injective_market.py | 108 ++- ...ctive_v2_exchange_for_delegated_account.py | 8 +- ...njective_v2_exchange_for_offchain_vault.py | 8 +- 18 files changed, 1560 insertions(+), 153 deletions(-) rename hummingbot/connector/{exchange/injective_v2.injective_cookie => derivative/injective_v2_perpetual/__init__.py} (100%) create mode 100644 hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py create mode 100644 hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py create mode 100644 test/hummingbot/connector/derivative/injective_v2_perpetual/__init__.py create mode 100644 test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py diff --git a/hummingbot/connector/exchange/injective_v2.injective_cookie b/hummingbot/connector/derivative/injective_v2_perpetual/__init__.py similarity index 100% rename from hummingbot/connector/exchange/injective_v2.injective_cookie rename to hummingbot/connector/derivative/injective_v2_perpetual/__init__.py diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py new file mode 100644 index 0000000000..b26f1da840 --- /dev/null +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py @@ -0,0 +1,6 @@ + + +EXCHANGE_NAME = "injective_v2_perpetual" + +DEFAULT_DOMAIN = "" +TESTNET_DOMAIN = "testnet" diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py new file mode 100644 index 0000000000..392b8b2067 --- /dev/null +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py @@ -0,0 +1,89 @@ +import asyncio +from typing import Any, Dict, List, Optional + +from hummingbot.connector.derivative.injective_v2_perpetual import injective_constants as CONSTANTS +from hummingbot.connector.exchange.injective_v2.data_sources.injective_data_source import InjectiveDataSource +from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate +from hummingbot.core.data_type.order_book_message import OrderBookMessage +from hummingbot.core.data_type.perpetual_api_order_book_data_source import PerpetualAPIOrderBookDataSource +from hummingbot.core.event.event_forwarder import EventForwarder +from hummingbot.core.event.events import MarketEvent, OrderBookDataSourceEvent + + +class InjectiveV2PerpetualAPIOrderBookDataSource(PerpetualAPIOrderBookDataSource): + + def __init__( + self, + trading_pairs: List[str], + # connector: "InjectiveV2Dericative", + connector, + data_source: InjectiveDataSource, + domain: str = CONSTANTS.DEFAULT_DOMAIN, + ): + super().__init__(trading_pairs=trading_pairs) + self._ev_loop = asyncio.get_event_loop() + self._connector = connector + self._data_source = data_source + self._domain = domain + self._forwarders = [] + self._configure_event_forwarders() + + async def get_funding_info(self, trading_pair: str) -> FundingInfo: + market_id = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + funding_info = await self._data_source.funding_info(market_id=market_id) + + return funding_info + + async def get_last_traded_prices(self, trading_pairs: List[str], domain: Optional[str] = None) -> Dict[str, float]: + return await self._connector.get_last_traded_prices(trading_pairs=trading_pairs) + + async def listen_for_subscriptions(self): + # Subscriptions to streams is handled by the data_source + # Here we just make sure the data_source is listening to the streams + market_ids = [await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + for trading_pair in self._trading_pairs] + await self._data_source.start(market_ids=market_ids) + + async def _order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + symbol = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + snapshot = await self._data_source.perpetual_order_book_snapshot(market_id=symbol, trading_pair=trading_pair) + return snapshot + + async def _parse_order_book_diff_message(self, raw_message: OrderBookMessage, message_queue: asyncio.Queue): + # In Injective 'raw_message' is not a raw message, but the OrderBookMessage with type Trade created + # by the data source + message_queue.put_nowait(raw_message) + + async def _parse_trade_message(self, raw_message: OrderBookMessage, message_queue: asyncio.Queue): + # In Injective 'raw_message' is not a raw message, but the OrderBookMessage with type Trade created + # by the data source + message_queue.put_nowait(raw_message) + + async def _parse_funding_info_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): + # In Injective 'raw_message' is not a raw message, but the FundingInforUpdate created + # by the data source + message_queue.put_nowait(raw_message) + + def _configure_event_forwarders(self): + event_forwarder = EventForwarder(to_function=self._process_order_book_event) + self._forwarders.append(event_forwarder) + self._data_source.add_listener( + event_tag=OrderBookDataSourceEvent.DIFF_EVENT, listener=event_forwarder + ) + + event_forwarder = EventForwarder(to_function=self._process_public_trade_event) + self._forwarders.append(event_forwarder) + self._data_source.add_listener(event_tag=OrderBookDataSourceEvent.TRADE_EVENT, listener=event_forwarder) + + event_forwarder = EventForwarder(to_function=self._process_funding_info_event) + self._forwarders.append(event_forwarder) + self._data_source.add_listener(event_tag=MarketEvent.FundingInfo, listener=event_forwarder) + + def _process_order_book_event(self, order_book_diff: OrderBookMessage): + self._message_queue[self._diff_messages_queue_key].put_nowait(order_book_diff) + + def _process_public_trade_event(self, trade_update: OrderBookMessage): + self._message_queue[self._trade_messages_queue_key].put_nowait(trade_update) + + def _process_funding_info_event(self, funding_info_update: FundingInfoUpdate): + self._message_queue[self._funding_info_messages_queue_key].put_nowait(funding_info_update) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 4124870cf3..701644d5d4 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -6,7 +6,7 @@ from decimal import Decimal from enum import Enum from pathlib import Path -from typing import Any, Dict, List, Optional, Tuple +from typing import Any, Callable, Dict, List, Optional, Tuple from google.protobuf import any_pb2 from pyinjective import Transaction @@ -14,12 +14,13 @@ from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.injective_events import InjectiveEvent -from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveToken +from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveDerivativeMarket, InjectiveToken from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase, TradeFeeSchema @@ -106,11 +107,19 @@ async def timeout_height(self) -> int: raise NotImplementedError @abstractmethod - async def market_and_trading_pair_map(self): + async def spot_market_and_trading_pair_map(self): raise NotImplementedError @abstractmethod - async def market_info_for_id(self, market_id: str): + async def spot_market_info_for_id(self, market_id: str): + raise NotImplementedError + + @abstractmethod + async def derivative_market_and_trading_pair_map(self): + raise NotImplementedError + + @abstractmethod + async def derivative_market_info_for_id(self, market_id: str): raise NotImplementedError @abstractmethod @@ -184,8 +193,26 @@ async def start(self, market_ids: List[str]): if not self.is_started(): await self.initialize_trading_account() if not self.is_started(): - self.add_listening_task(asyncio.create_task(self._listen_to_public_trades(market_ids=market_ids))) - self.add_listening_task(asyncio.create_task(self._listen_to_order_book_updates(market_ids=market_ids))) + spot_markets = [] + derivative_markets = [] + for market_id in market_ids: + if market_id in await self.spot_market_and_trading_pair_map(): + spot_markets.append(market_id) + else: + derivative_markets.append(market_id) + + if len(spot_markets) > 0: + self.add_listening_task(asyncio.create_task(self._listen_to_public_spot_trades(market_ids=spot_markets))) + self.add_listening_task(asyncio.create_task(self._listen_to_spot_order_book_updates(market_ids=spot_markets))) + if len(derivative_markets) > 0: + self.add_listening_task( + asyncio.create_task(self._listen_to_public_derivative_trades(market_ids=derivative_markets))) + self.add_listening_task( + asyncio.create_task(self._listen_to_derivative_order_book_updates(market_ids=derivative_markets))) + for market_id in derivative_markets: + self.add_listening_task( + asyncio.create_task(self._listen_to_funding_info_updates(market_id=market_id)) + ) self.add_listening_task(asyncio.create_task(self._listen_to_account_balance_updates())) self.add_listening_task(asyncio.create_task(self._listen_to_chain_transactions())) @@ -229,11 +256,34 @@ async def all_trading_rules(self) -> List[TradingRule]: self.logger().exception(f"Error parsing the trading pair rule: {market.market_info}. Skipping...") return trading_rules - async def order_book_snapshot(self, market_id: str, trading_pair: str) -> OrderBookMessage: - async with self.throttler.execute_task(limit_id=CONSTANTS.ORDERBOOK_LIMIT_ID): + async def spot_order_book_snapshot(self, market_id: str, trading_pair: str) -> OrderBookMessage: + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_ORDERBOOK_LIMIT_ID): snapshot_data = await self.query_executor.get_spot_orderbook(market_id=market_id) - market = await self.market_info_for_id(market_id=market_id) + market = await self.spot_market_info_for_id(market_id=market_id) + bids = [(market.price_from_chain_format(chain_price=Decimal(price)), + market.quantity_from_chain_format(chain_quantity=Decimal(quantity))) + for price, quantity, _ in snapshot_data["buys"]] + asks = [(market.price_from_chain_format(chain_price=Decimal(price)), + market.quantity_from_chain_format(chain_quantity=Decimal(quantity))) + for price, quantity, _ in snapshot_data["sells"]] + snapshot_msg = OrderBookMessage( + message_type=OrderBookMessageType.SNAPSHOT, + content={ + "trading_pair": trading_pair, + "update_id": snapshot_data["sequence"], + "bids": bids, + "asks": asks, + }, + timestamp=snapshot_data["timestamp"] * 1e-3, + ) + return snapshot_msg + + async def perpetual_order_book_snapshot(self, market_id: str, trading_pair: str) -> OrderBookMessage: + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_ORDERBOOK_LIMIT_ID): + snapshot_data = await self.query_executor.get_derivative_orderbook(market_id=market_id) + + market = await self.derivative_market_info_for_id(market_id=market_id) bids = [(market.price_from_chain_format(chain_price=Decimal(price)), market.quantity_from_chain_format(chain_quantity=Decimal(quantity))) for price, quantity, _ in snapshot_data["buys"]] @@ -472,6 +522,21 @@ async def get_trading_fees(self) -> Dict[str, TradeFeeSchema]: return fees + async def funding_info(self, market_id: str) -> FundingInfo: + funding_rate = await self._last_funding_rate(market_id=market_id) + oracle_price = await self._oracle_price(market_id=market_id) + last_traded_price = await self.last_traded_price(market_id=market_id) + updated_market_info = await self._updated_derivative_market_info_for_id(market_id=market_id) + + funding_info = FundingInfo( + trading_pair=await self.trading_pair_for_market(market_id=market_id), + index_price=last_traded_price, # Use the last traded price as the index_price + mark_price=oracle_price, + next_funding_utc_timestamp=updated_market_info.next_funding_timestamp(), + rate=funding_rate, + ) + return funding_info + @abstractmethod async def _initialize_timeout_height(self): raise NotImplementedError @@ -485,11 +550,23 @@ def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError @abstractmethod - def _order_book_updates_stream(self, market_ids: List[str]): + def _spot_order_book_updates_stream(self, market_ids: List[str]): + raise NotImplementedError + + @abstractmethod + def _public_spot_trades_stream(self, market_ids: List[str]): raise NotImplementedError @abstractmethod - def _public_trades_stream(self, market_ids: List[str]): + def _derivative_order_book_updates_stream(self, market_ids: List[str]): + raise NotImplementedError + + @abstractmethod + def _public_derivative_trades_stream(self, market_ids: List[str]): + raise NotImplementedError + + @abstractmethod + def _oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): raise NotImplementedError @abstractmethod @@ -526,6 +603,18 @@ async def _order_creation_message( def _order_cancel_message(self, spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData]) -> any_pb2.Any: raise NotImplementedError + @abstractmethod + async def _last_funding_rate(self, market_id: str) -> Decimal: + raise NotImplementedError + + @abstractmethod + async def _oracle_price(self, market_id: str) -> Decimal: + raise NotImplementedError + + @abstractmethod + async def _updated_derivative_market_info_for_id(self, market_id: str) -> InjectiveDerivativeMarket: + raise NotImplementedError + @abstractmethod def _place_order_results( self, @@ -563,7 +652,7 @@ async def _transaction_from_chain(self, tx_hash: str, retries: int) -> int: async def _parse_trade_entry(self, trade_info: Dict[str, Any]) -> TradeUpdate: exchange_order_id: str = trade_info["orderHash"] - market = await self.market_info_for_id(market_id=trade_info["marketId"]) + market = await self.spot_market_info_for_id(market_id=trade_info["marketId"]) trading_pair = await self.trading_pair_for_market(market_id=trade_info["marketId"]) trade_id: str = trade_info["tradeId"] @@ -648,89 +737,87 @@ async def _send_in_transaction(self, message: any_pb2.Any) -> Dict[str, Any]: return result - async def _listen_to_order_book_updates(self, market_ids: List[str]): - while True: - try: - updates_stream = self._order_book_updates_stream(market_ids=market_ids) - async for update in updates_stream: - try: - await self._process_order_book_update(order_book_update=update) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().warning(f"Invalid orderbook diff event format ({ex})\n{update}") - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().error(f"Error while listening to order book updates, reconnecting ... ({ex})") + async def _listen_to_spot_order_book_updates(self, market_ids: List[str]): + await self._listen_stream_events( + stream=self._spot_order_book_updates_stream(market_ids=market_ids), + event_processor=self._process_order_book_update, + event_name_for_errors="spot order book", + ) - async def _listen_to_public_trades(self, market_ids: List[str]): - while True: - try: - public_trades_stream = self._public_trades_stream(market_ids=market_ids) - async for trade in public_trades_stream: - try: - await self._process_public_trade_update(trade_update=trade) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().warning(f"Invalid public trade event format ({ex})\n{trade}") - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().error(f"Error while listening to public trades, reconnecting ... ({ex})") + async def _listen_to_public_spot_trades(self, market_ids: List[str]): + await self._listen_stream_events( + stream=self._public_spot_trades_stream(market_ids=market_ids), + event_processor=self._process_public_spot_trade_update, + event_name_for_errors="public spot trade", + ) + + async def _listen_to_derivative_order_book_updates(self, market_ids: List[str]): + await self._listen_stream_events( + stream=self._derivative_order_book_updates_stream(market_ids=market_ids), + event_processor=self._process_order_book_update, + event_name_for_errors="derivative order book", + ) + + async def _listen_to_public_derivative_trades(self, market_ids: List[str]): + await self._listen_stream_events( + stream=self._public_derivative_trades_stream(market_ids=market_ids), + event_processor=self._process_public_derivative_trade_update, + event_name_for_errors="public derivative trade", + ) + + async def _listen_to_funding_info_updates(self, market_id: str): + market = await self.derivative_market_info_for_id(market_id=market_id) + await self._listen_stream_events( + stream=self._oracle_prices_stream( + oracle_base=market.oracle_base(), oracle_quote=market.oracle_quote(), oracle_type=market.oracle_type() + ), + event_processor=self._process_oracle_price_update, + event_name_for_errors="funding info", + market_id=market_id, + ) async def _listen_to_account_balance_updates(self): - while True: - try: - balance_stream = self._subaccount_balance_stream() - async for balance_event in balance_stream: - try: - await self._process_subaccount_balance_update(balance_event=balance_event) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().warning(f"Invalid balance event format ({ex})\n{balance_event}") - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().error(f"Error while listening to balance updates, reconnecting ... ({ex})") + await self._listen_stream_events( + stream=self._subaccount_balance_stream(), + event_processor=self._process_subaccount_balance_update, + event_name_for_errors="balance", + ) async def _listen_to_subaccount_order_updates(self, market_id: str): - while True: - try: - orders_stream = self._subaccount_orders_stream(market_id=market_id) - async for order_event in orders_stream: - try: - await self._process_subaccount_order_update(order_event=order_event) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().warning(f"Invalid order event format ({ex})\n{order_event}") - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().error(f"Error while listening to subaccount orders updates, reconnecting ... ({ex})") + await self._listen_stream_events( + stream=self._subaccount_orders_stream(market_id=market_id), + event_processor=self._process_subaccount_order_update, + event_name_for_errors="subaccount order", + ) async def _listen_to_chain_transactions(self): + await self._listen_stream_events( + stream = self._transactions_stream(), + event_processor=self._process_transaction_update, + event_name_for_errors="transaction", + ) + + async def _listen_stream_events(self, stream, event_processor: Callable, event_name_for_errors: str, **kwargs): while True: try: - transactions_stream = self._transactions_stream() - async for transaction_event in transactions_stream: + async for event in stream: try: - await self._process_transaction_update(transaction_event=transaction_event) + await event_processor(event, **kwargs) except asyncio.CancelledError: raise except Exception as ex: - self.logger().warning(f"Invalid transaction event format ({ex})\n{transaction_event}") + self.logger().warning(f"Invalid {event_name_for_errors} event format ({ex})\n{event}") except asyncio.CancelledError: raise except Exception as ex: - self.logger().error(f"Error while listening to transactions stream, reconnecting ... ({ex})") + self.logger().error(f"Error while listening to {event_name_for_errors} stream, reconnecting ... ({ex})") async def _process_order_book_update(self, order_book_update: Dict[str, Any]): market_id = order_book_update["marketId"] - market_info = await self.market_info_for_id(market_id=market_id) + if market_id in await self.spot_market_and_trading_pair_map(): + market_info = await self.spot_market_info_for_id(market_id=market_id) + else: + market_info = await self.derivative_market_info_for_id(market_id=market_id) trading_pair = await self.trading_pair_for_market(market_id=market_id) bids = [(market_info.price_from_chain_format(chain_price=Decimal(bid["price"])), @@ -755,9 +842,9 @@ async def _process_order_book_update(self, order_book_update: Dict[str, Any]): event_tag=OrderBookDataSourceEvent.DIFF_EVENT, message=diff_message ) - async def _process_public_trade_update(self, trade_update: Dict[str, Any]): + async def _process_public_spot_trade_update(self, trade_update: Dict[str, Any]): market_id = trade_update["marketId"] - market_info = await self.market_info_for_id(market_id=market_id) + market_info = await self.spot_market_info_for_id(market_id=market_id) trading_pair = await self.trading_pair_for_market(market_id=market_id) timestamp = int(trade_update["executedAt"]) * 1e-3 @@ -783,6 +870,48 @@ async def _process_public_trade_update(self, trade_update: Dict[str, Any]): update = await self._parse_trade_entry(trade_info=trade_update) self.publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=update) + async def _process_public_derivative_trade_update(self, trade_update: Dict[str, Any]): + market_id = trade_update["marketId"] + market_info = await self.derivative_market_info_for_id(market_id=market_id) + + trading_pair = await self.trading_pair_for_market(market_id=market_id) + timestamp = int(trade_update["executedAt"]) * 1e-3 + trade_type = (float(TradeType.BUY.value) + if trade_update["positionDelta"]["tradeDirection"] == "buy" + else float(TradeType.SELL.value)) + message_content = { + "trade_id": trade_update["tradeId"], + "trading_pair": trading_pair, + "trade_type": trade_type, + "amount": market_info.quantity_from_chain_format( + chain_quantity=Decimal(str(trade_update["positionDelta"]["executionQuantity"]))), + "price": market_info.price_from_chain_format( + chain_price=Decimal(str(trade_update["positionDelta"]["executionPrice"]))), + } + trade_message = OrderBookMessage( + message_type=OrderBookMessageType.TRADE, + content=message_content, + timestamp=timestamp, + ) + self.publisher.trigger_event( + event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_message + ) + + update = await self._parse_trade_entry(trade_info=trade_update) + self.publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=update) + + async def _process_oracle_price_update(self, oracle_price_update: Dict[str, Any], market_id: str): + trading_pair = await self.trading_pair_for_market(market_id=market_id) + funding_info = await self.funding_info(market_id=market_id) + funding_info_update = FundingInfoUpdate( + trading_pair=trading_pair, + index_price=funding_info.index_price, + mark_price=funding_info.mark_price, + next_funding_utc_timestamp=funding_info.next_funding_utc_timestamp, + rate=funding_info.rate, + ) + self.publisher.trigger_event(event_tag=MarketEvent.FundingInfo, message=funding_info_update) + async def _process_subaccount_balance_update(self, balance_event: Dict[str, Any]): updated_token = await self.token(denom=balance_event["balance"]["denom"]) if updated_token is not None: diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index 5ba90122cb..bdafb4a83b 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -16,7 +16,11 @@ from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_data_source import InjectiveDataSource -from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveSpotMarket, InjectiveToken +from hummingbot.connector.exchange.injective_v2.injective_market import ( + InjectiveDerivativeMarket, + InjectiveSpotMarket, + InjectiveToken, +) from hummingbot.connector.exchange.injective_v2.injective_query_executor import PythonSDKInjectiveQueryExecutor from hummingbot.connector.gateway.common_types import PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder @@ -78,8 +82,10 @@ def __init__( self._is_timeout_height_initialized = False self._is_trading_account_initialized = False self._markets_initialization_lock = asyncio.Lock() - self._market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None - self._market_and_trading_pair_map: Optional[Mapping[str, str]] = None + self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None + self._derivative_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None + self._spot_market_and_trading_pair_map: Optional[Mapping[str, str]] = None + self._derivative_market_and_trading_pair_map: Optional[Mapping[str, str]] = None self._tokens_map: Optional[Dict[str, InjectiveToken]] = None self._token_symbol_symbol_and_denom_map: Optional[Mapping[str, str]] = None @@ -144,44 +150,61 @@ async def timeout_height(self) -> int: await self._initialize_timeout_height() return self._client.timeout_height - async def market_and_trading_pair_map(self): - if self._market_and_trading_pair_map is None: + async def spot_market_and_trading_pair_map(self): + if self._spot_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: await self.update_markets() - return self._market_and_trading_pair_map.copy() + return self._spot_market_and_trading_pair_map.copy() - async def market_info_for_id(self, market_id: str): - if self._market_info_map is None: + async def spot_market_info_for_id(self, market_id: str): + if self._spot_market_info_map is None: async with self._markets_initialization_lock: - if self._market_info_map is None: + if self._spot_market_info_map is None: await self.update_markets() - return self._market_info_map[market_id] + return self._spot_market_info_map[market_id] + + async def derivative_market_and_trading_pair_map(self): + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + return self._derivative_market_and_trading_pair_map.copy() + + async def derivative_market_info_for_id(self, market_id: str): + if self._derivative_market_info_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_info_map is None: + await self.update_markets() + + return self._derivative_market_info_map[market_id] async def trading_pair_for_market(self, market_id: str): - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: await self.update_markets() - return self._market_and_trading_pair_map[market_id] + return self._spot_market_and_trading_pair_map.get( + market_id, self._derivative_market_and_trading_pair_map[market_id] + ) async def market_id_for_trading_pair(self, trading_pair: str) -> str: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: await self.update_markets() - return self._market_and_trading_pair_map.inverse[trading_pair] + return self._spot_market_and_trading_pair_map.inverse[trading_pair] async def all_markets(self): - if self._market_info_map is None: + if self._spot_market_info_map is None: async with self._markets_initialization_lock: - if self._market_info_map is None: + if self._spot_market_info_map is None: await self.update_markets() - return list(self._market_info_map.values()) + return list(self._spot_market_info_map.values()) async def token(self, denom: str) -> InjectiveToken: if self._tokens_map is None: @@ -224,9 +247,13 @@ def order_hash_manager(self) -> OrderHashManager: async def update_markets(self): self._tokens_map = {} self._token_symbol_symbol_and_denom_map = bidict() - markets = await self._query_executor.spot_markets(status="active") - markets_map = {} - market_id_to_trading_pair = bidict() + spot_markets_map = {} + derivative_markets_map = {} + spot_market_id_to_trading_pair = bidict() + derivative_market_id_to_trading_pair = bidict() + + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_MARKETS_LIMIT_ID): + markets = await self._query_executor.spot_markets(status="active") for market_info in markets: try: @@ -247,15 +274,29 @@ async def update_markets(self): quote_token=quote_token, market_info=market_info ) - market_id_to_trading_pair[market.market_id] = market.trading_pair() - markets_map[market.market_id] = market + spot_market_id_to_trading_pair[market.market_id] = market.trading_pair() + spot_markets_map[market.market_id] = market except KeyError: - self.logger().debug(f"The market {market_info['marketId']} will be excluded because it could not be " - f"parsed ({market_info})") + self.logger().debug(f"The spot market {market_info['marketId']} will be excluded because it could not " + f"be parsed ({market_info})") continue - self._market_info_map = markets_map - self._market_and_trading_pair_map = market_id_to_trading_pair + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_MARKETS_LIMIT_ID): + markets = await self._query_executor.derivative_markets(status="active") + for market_info in markets: + try: + market = self._parse_derivative_market_info(market_info=market_info) + derivative_market_id_to_trading_pair[market.market_id] = market.trading_pair() + derivative_markets_map[market.market_id] = market + except KeyError: + self.logger().debug(f"The derivative market {market_info['marketId']} will be excluded because it could" + f" not be parsed ({market_info})") + continue + + self._spot_market_info_map = spot_markets_map + self._spot_market_and_trading_pair_map = spot_market_id_to_trading_pair + self._derivative_market_info_map = derivative_markets_map + self._derivative_market_and_trading_pair_map = derivative_market_id_to_trading_pair async def order_updates_for_transaction( self, transaction_hash: str, transaction_orders: List[GatewayInFlightOrder] @@ -274,7 +315,7 @@ async def order_updates_for_transaction( spot_order_hashes = re.findall(r"(0[xX][0-9a-fA-F]{64})", transaction_data) for order_info, order_hash in zip(transaction_spot_orders, spot_order_hashes): - market = await self.market_info_for_id(market_id=order_info["market_id"]) + market = await self.spot_market_info_for_id(market_id=order_info["market_id"]) price = market.price_from_chain_format(chain_price=Decimal(order_info["order_info"]["price"])) amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) trade_type = TradeType.BUY if "BUY" in order_info["order_type"] else TradeType.SELL @@ -303,10 +344,10 @@ async def order_updates_for_transaction( def real_tokens_trading_pair(self, unique_trading_pair: str) -> str: resulting_trading_pair = unique_trading_pair - if (self._market_and_trading_pair_map is not None - and self._market_info_map is not None): - market_id = self._market_and_trading_pair_map.inverse.get(unique_trading_pair) - market = self._market_info_map.get(market_id) + if (self._spot_market_and_trading_pair_map is not None + and self._spot_market_info_map is not None): + market_id = self._spot_market_and_trading_pair_map.inverse.get(unique_trading_pair) + market = self._spot_market_info_map.get(market_id) if market is not None: resulting_trading_pair = combine_to_hb_trading_pair( base=market.base_token.symbol, @@ -352,20 +393,73 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token - async def _last_traded_price(self, market_id: str) -> Decimal: - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): - trades_response = await self.query_executor.get_spot_trades( - market_ids=[market_id], - limit=1, - ) + def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: + _, ticker_quote = market_info["ticker"].split("/") + quote_token = self._token_from_market_info( + denom=market_info["quoteDenom"], + token_meta=market_info["quoteTokenMeta"], + candidate_symbol=ticker_quote, + ) + market = InjectiveDerivativeMarket( + market_id=market_info["marketId"], + quote_token=quote_token, + market_info=market_info + ) + return market + async def _last_traded_price(self, market_id: str) -> Decimal: price = Decimal("nan") - if len(trades_response["trades"]) > 0: - market = await self.market_info_for_id(market_id=market_id) - price = market.price_from_chain_format(chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) + if market_id in await self.spot_market_and_trading_pair_map(): + market = await self.spot_market_info_for_id(market_id=market_id) + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): + trades_response = await self.query_executor.get_spot_trades( + market_ids=[market_id], + limit=1, + ) + if len(trades_response["trades"]) > 0: + price = market.price_from_chain_format( + chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) + + else: + market = await self.derivative_market_info_for_id(market_id=market_id) + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): + trades_response = await self.query_executor.get_derivative_trades( + market_ids=[market_id], + limit=1, + ) + if len(trades_response["trades"]) > 0: + price = market.price_from_chain_format( + chain_price=Decimal(trades_response["trades"][0]["positionDelta"]["executionPrice"])) return price + async def _last_funding_rate(self, market_id: str) -> Decimal: + async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_RATES_LIMIT_ID): + response = await self.query_executor.get_funding_rates(market_id=market_id, limit=1) + rate = Decimal(response["fundingRates"][0]["rate"]) + + return rate + + async def _oracle_price(self, market_id: str) -> Decimal: + market = await self.derivative_market_info_for_id(market_id=market_id) + async with self.throttler.execute_task(limit_id=CONSTANTS.ORACLE_PRICES_LIMIT_ID): + response = await self.query_executor.get_oracle_prices( + base_symbol=market.oracle_base(), + quote_symbol=market.oracle_quote(), + oracle_type=market.oracle_type(), + oracle_scale_factor=0, + ) + price = Decimal(response["price"]) + + return price + + async def _updated_derivative_market_info_for_id(self, market_id: str) -> InjectiveDerivativeMarket: + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_MARKETS_LIMIT_ID): + market_info = await self._query_executor.derivative_market(market_id=market_id) + + market = self._parse_derivative_market_info(market_info=market_info) + return market + def _calculate_order_hashes(self, orders) -> List[str]: hash_manager = self.order_hash_manager() hash_manager_result = hash_manager.compute_order_hashes( @@ -373,14 +467,28 @@ def _calculate_order_hashes(self, orders) -> List[str]: ) return hash_manager_result.spot - def _order_book_updates_stream(self, market_ids: List[str]): + def _spot_order_book_updates_stream(self, market_ids: List[str]): stream = self._query_executor.spot_order_book_updates_stream(market_ids=market_ids) return stream - def _public_trades_stream(self, market_ids: List[str]): + def _public_spot_trades_stream(self, market_ids: List[str]): stream = self._query_executor.public_spot_trades_stream(market_ids=market_ids) return stream + def _derivative_order_book_updates_stream(self, market_ids: List[str]): + stream = self._query_executor.derivative_order_book_updates_stream(market_ids=market_ids) + return stream + + def _public_derivative_trades_stream(self, market_ids: List[str]): + stream = self._query_executor.public_derivative_trades_stream(market_ids=market_ids) + return stream + + def _oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): + stream = self._query_executor.oracle_prices_stream( + oracle_base=oracle_base, oracle_quote=oracle_quote, oracle_type=oracle_type + ) + return stream + def _subaccount_balance_stream(self): stream = self._query_executor.subaccount_balance_stream(subaccount_id=self.portfolio_account_subaccount_id) return stream diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 2f63d92b3f..95e9397407 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -144,14 +144,14 @@ async def timeout_height(self) -> int: await self._initialize_timeout_height() return self._client.timeout_height - async def market_and_trading_pair_map(self): + async def spot_market_and_trading_pair_map(self): if self._market_and_trading_pair_map is None: async with self._markets_initialization_lock: if self._market_and_trading_pair_map is None: await self.update_markets() return self._market_and_trading_pair_map.copy() - async def market_info_for_id(self, market_id: str): + async def spot_market_info_for_id(self, market_id: str): if self._market_info_map is None: async with self._markets_initialization_lock: if self._market_info_map is None: @@ -275,7 +275,7 @@ async def order_updates_for_transaction( spot_order_hashes = re.findall(r"[\"'](0x\w+)[\"']", spot_order_hashes_text) for order_info, order_hash in zip(transaction_spot_orders, spot_order_hashes): - market = await self.market_info_for_id(market_id=order_info["market_id"]) + market = await self.spot_market_info_for_id(market_id=order_info["market_id"]) price = market.price_from_chain_format(chain_price=Decimal(order_info["order_info"]["price"])) amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) trade_type = TradeType.BUY if order_info["order_type"] in [1, 7, 9] else TradeType.SELL @@ -354,15 +354,22 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token async def _last_traded_price(self, market_id: str) -> Decimal: - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): - trades_response = await self.query_executor.get_spot_trades( - market_ids=[market_id], - limit=1, - ) + if market_id in await self.spot_market_and_trading_pair_map(): + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): + trades_response = await self.query_executor.get_spot_trades( + market_ids=[market_id], + limit=1, + ) + else: + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): + trades_response = await self.query_executor.get_derivative_trades( + market_ids=[market_id], + limit=1, + ) price = Decimal("nan") if len(trades_response["trades"]) > 0: - market = await self.market_info_for_id(market_id=market_id) + market = await self.spot_market_info_for_id(market_id=market_id) price = market.price_from_chain_format(chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) return price @@ -370,11 +377,11 @@ async def _last_traded_price(self, market_id: str) -> Decimal: def _calculate_order_hashes(self, orders: List[GatewayInFlightOrder]) -> List[str]: raise NotImplementedError - def _order_book_updates_stream(self, market_ids: List[str]): + def _spot_order_book_updates_stream(self, market_ids: List[str]): stream = self._query_executor.spot_order_book_updates_stream(market_ids=market_ids) return stream - def _public_trades_stream(self, market_ids: List[str]): + def _public_spot_trades_stream(self, market_ids: List[str]): stream = self._query_executor.public_spot_trades_stream(market_ids=market_ids) return stream diff --git a/hummingbot/connector/exchange/injective_v2/injective_constants.py b/hummingbot/connector/exchange/injective_v2/injective_constants.py index b5ba662a22..9c8788956f 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_constants.py +++ b/hummingbot/connector/exchange/injective_v2/injective_constants.py @@ -16,14 +16,21 @@ TRANSACTIONS_CHECK_INTERVAL = 3 * EXPECTED_BLOCK_TIME # Public limit ids -ORDERBOOK_LIMIT_ID = "OrderBookSnapshot" +SPOT_MARKETS_LIMIT_ID = "SpotMarkets" +DERIVATIVE_MARKETS_LIMIT_ID = "DerivativeMarkets" +DERIVATIVE_MARKET_LIMIT_ID = "DerivativeMarket" +SPOT_ORDERBOOK_LIMIT_ID = "SpotOrderBookSnapshot" +DERIVATIVE_ORDERBOOK_LIMIT_ID = "DerivativeOrderBookSnapshot" GET_TRANSACTION_LIMIT_ID = "GetTransaction" GET_CHAIN_TRANSACTION_LIMIT_ID = "GetChainTransaction" +FUNDING_RATES_LIMIT_ID = "FundingRates" +ORACLE_PRICES_LIMIT_ID = "OraclePrices" # Private limit ids PORTFOLIO_BALANCES_LIMIT_ID = "AccountPortfolio" SPOT_ORDERS_HISTORY_LIMIT_ID = "SpotOrdersHistory" SPOT_TRADES_LIMIT_ID = "SpotTrades" +DERIVATIVE_TRADES_LIMIT_ID = "DerivativeTrades" SIMULATE_TRANSACTION_LIMIT_ID = "SimulateTransaction" SEND_TRANSACTION = "SendTransaction" @@ -31,14 +38,21 @@ ONE_SECOND = 1 RATE_LIMITS = [ - RateLimit(limit_id=ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=SPOT_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=DERIVATIVE_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=DERIVATIVE_MARKET_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=SPOT_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=DERIVATIVE_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=GET_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=GET_CHAIN_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=PORTFOLIO_BALANCES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SPOT_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=DERIVATIVE_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SIMULATE_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SEND_TRANSACTION, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=FUNDING_RATES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=ORACLE_PRICES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), ] ORDER_STATE_MAP = { diff --git a/hummingbot/connector/exchange/injective_v2/injective_market.py b/hummingbot/connector/exchange/injective_v2/injective_market.py index e2733c13c3..67344ebfbc 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_market.py +++ b/hummingbot/connector/exchange/injective_v2/injective_market.py @@ -48,3 +48,47 @@ def maker_fee_rate(self) -> Decimal: def taker_fee_rate(self) -> Decimal: return Decimal(self.market_info["takerFeeRate"]) + + +@dataclass(frozen=True) +class InjectiveDerivativeMarket: + market_id: str + quote_token: InjectiveToken + market_info: Dict[str, Any] + + def trading_pair(self): + ticker_base, _ = self.market_info["ticker"].split("/") + return combine_to_hb_trading_pair(ticker_base, self.quote_token.unique_symbol) + + def quantity_from_chain_format(self, chain_quantity: Decimal) -> Decimal: + return chain_quantity + + def price_from_chain_format(self, chain_price: Decimal) -> Decimal: + scaler = Decimal(f"1e{-self.quote_token.decimals}") + return chain_price * scaler + + def min_price_tick_size(self) -> Decimal: + min_price_tick_size = Decimal(self.market_info["minPriceTickSize"]) + return self.price_from_chain_format(chain_price=min_price_tick_size) + + def min_quantity_tick_size(self) -> Decimal: + min_quantity_tick_size = Decimal(self.market_info["minQuantityTickSize"]) + return self.quantity_from_chain_format(chain_quantity=min_quantity_tick_size) + + def maker_fee_rate(self) -> Decimal: + return Decimal(self.market_info["makerFeeRate"]) + + def taker_fee_rate(self) -> Decimal: + return Decimal(self.market_info["takerFeeRate"]) + + def oracle_base(self) -> str: + return self.market_info["oracleBase"] + + def oracle_quote(self) -> str: + return self.market_info["oracleQuote"] + + def oracle_type(self) -> str: + return self.market_info["oracleType"] + + def next_funding_timestamp(self) -> int: + return int(self.market_info["perpetualMarketInfo"]["nextFundingTimestamp"]) diff --git a/hummingbot/connector/exchange/injective_v2/injective_query_executor.py b/hummingbot/connector/exchange/injective_v2/injective_query_executor.py index 1fc66eee01..09830388d8 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_query_executor.py +++ b/hummingbot/connector/exchange/injective_v2/injective_query_executor.py @@ -16,10 +16,22 @@ async def ping(self): async def spot_markets(self, status: str) -> Dict[str, Any]: raise NotImplementedError + @abstractmethod + async def derivative_markets(self, status: str) -> Dict[str, Any]: + raise NotImplementedError + + @abstractmethod + async def derivative_market(self, market_id: str) -> Dict[str, Any]: + raise NotImplementedError + @abstractmethod async def get_spot_orderbook(self, market_id: str) -> Dict[str, Any]: raise NotImplementedError # pragma: no cover + @abstractmethod + async def get_derivative_orderbook(self, market_id: str) -> Dict[str, Any]: + raise NotImplementedError # pragma: no cover + @abstractmethod async def get_tx_by_hash(self, tx_hash: str) -> Dict[str, Any]: raise NotImplementedError @@ -51,6 +63,17 @@ async def get_spot_trades( ) -> Dict[str, Any]: raise NotImplementedError + @abstractmethod + async def get_derivative_trades( + self, + market_ids: List[str], + subaccount_id: Optional[str] = None, + start_time: Optional[int] = None, + skip: Optional[int] = None, + limit: Optional[int] = None, + ) -> Dict[str, Any]: + raise NotImplementedError + @abstractmethod async def get_historical_spot_orders( self, @@ -61,6 +84,20 @@ async def get_historical_spot_orders( ) -> Dict[str, Any]: raise NotImplementedError + @abstractmethod + async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: + raise NotImplementedError + + @abstractmethod + async def get_oracle_prices( + self, + base_symbol: str, + quote_symbol: str, + oracle_type: str, + oracle_scale_factor: int, + ) -> Dict[str, Any]: + raise NotImplementedError + @abstractmethod async def spot_order_book_updates_stream(self, market_ids: List[str]): raise NotImplementedError # pragma: no cover @@ -69,6 +106,18 @@ async def spot_order_book_updates_stream(self, market_ids: List[str]): async def public_spot_trades_stream(self, market_ids: List[str]): raise NotImplementedError # pragma: no cover + @abstractmethod + async def derivative_order_book_updates_stream(self, market_ids: List[str]): + raise NotImplementedError # pragma: no cover + + @abstractmethod + async def public_derivative_trades_stream(self, market_ids: List[str]): + raise NotImplementedError # pragma: no cover + + @abstractmethod + async def oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): + raise NotImplementedError # pragma: no cover + @abstractmethod async def subaccount_balance_stream(self, subaccount_id: str): raise NotImplementedError # pragma: no cover @@ -98,6 +147,21 @@ async def spot_markets(self, status: str) -> List[Dict[str, Any]]: # pragma: no return markets + async def derivative_markets(self, status: str) -> List[Dict[str, Any]]: # pragma: no cover + response = await self._sdk_client.get_derivative_markets(status=status) + markets = [] + + for market_info in response.markets: + markets.append(json_format.MessageToDict(market_info)) + + return markets + + async def derivative_market(self, market_id: str) -> List[Dict[str, Any]]: # pragma: no cover + response = await self._sdk_client.get_derivative_market(market_id=market_id) + market = json_format.MessageToDict(response.market) + + return market + async def get_spot_orderbook(self, market_id: str) -> Dict[str, Any]: # pragma: no cover order_book_response = await self._sdk_client.get_spot_orderbookV2(market_id=market_id) order_book_data = order_book_response.orderbook @@ -110,6 +174,18 @@ async def get_spot_orderbook(self, market_id: str) -> Dict[str, Any]: # pragma: return result + async def get_derivative_orderbook(self, market_id: str) -> Dict[str, Any]: # pragma: no cover + order_book_response = await self._sdk_client.get_derivative_orderbooksV2(market_ids=[market_id]) + order_book_data = order_book_response.orderbooks[0].orderbook + result = { + "buys": [(buy.price, buy.quantity, buy.timestamp) for buy in order_book_data.buys], + "sells": [(buy.price, buy.quantity, buy.timestamp) for buy in order_book_data.sells], + "sequence": order_book_data.sequence, + "timestamp": order_book_data.timestamp, + } + + return result + async def get_tx_by_hash(self, tx_hash: str) -> Dict[str, Any]: # pragma: no cover try: transaction_response = await self._sdk_client.get_tx_by_hash(tx_hash=tx_hash) @@ -169,6 +245,24 @@ async def get_spot_trades( result = json_format.MessageToDict(response) return result + async def get_derivative_trades( + self, + market_ids: List[str], + subaccount_id: Optional[str] = None, + start_time: Optional[int] = None, + skip: Optional[int] = None, + limit: Optional[int] = None, + ) -> Dict[str, Any]: # pragma: no cover + response = await self._sdk_client.get_derivative_trades( + market_ids=market_ids, + subaccount_id=subaccount_id, + start_time=start_time, + skip=skip, + limit=limit, + ) + result = json_format.MessageToDict(response) + return result + async def get_historical_spot_orders( self, market_ids: List[str], @@ -185,6 +279,27 @@ async def get_historical_spot_orders( result = json_format.MessageToDict(response) return result + async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: + response = await self._sdk_client.get_funding_rates(market_id=market_id, limit=limit) + result = json_format.MessageToDict(response) + return result + + async def get_oracle_prices( + self, + base_symbol: str, + quote_symbol: str, + oracle_type: str, + oracle_scale_factor: int, + ) -> Dict[str, Any]: + response = await self._sdk_client.get_oracle_prices( + base_symbol=base_symbol, + quote_symbol=quote_symbol, + oracle_type=oracle_type, + oracle_scale_factor=oracle_scale_factor + ) + result = json_format.MessageToDict(response) + return result + async def spot_order_book_updates_stream(self, market_ids: List[str]): # pragma: no cover stream = await self._sdk_client.stream_spot_orderbook_update(market_ids=market_ids) async for update in stream: @@ -197,6 +312,25 @@ async def public_spot_trades_stream(self, market_ids: List[str]): # pragma: no trade_data = trade.trade yield json_format.MessageToDict(trade_data) + async def derivative_order_book_updates_stream(self, market_ids: List[str]): # pragma: no cover + stream = await self._sdk_client.stream_derivative_orderbook_update(market_ids=market_ids) + async for update in stream: + order_book_update = update.orderbook_level_updates + yield json_format.MessageToDict(order_book_update) + + async def public_derivative_trades_stream(self, market_ids: List[str]): # pragma: no cover + stream = await self._sdk_client.stream_derivative_trades(market_ids=market_ids) + async for trade in stream: + trade_data = trade.trade + yield json_format.MessageToDict(trade_data) + + async def oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): # pragma: no cover + stream = await self._sdk_client.stream_oracle_prices( + base_symbol=oracle_base, quote_symbol=oracle_quote, oracle_type=oracle_type + ) + async for update in stream: + yield json_format.MessageToDict(update) + async def subaccount_balance_stream(self, subaccount_id: str): # pragma: no cover stream = await self._sdk_client.stream_subaccount_balance(subaccount_id=subaccount_id) async for event in stream: diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_api_order_book_data_source.py b/hummingbot/connector/exchange/injective_v2/injective_v2_api_order_book_data_source.py index 4808ed40dc..1aea444740 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_api_order_book_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_api_order_book_data_source.py @@ -41,7 +41,7 @@ async def listen_for_subscriptions(self): async def _order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: symbol = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair) - snapshot = await self._data_source.order_book_snapshot(market_id=symbol, trading_pair=trading_pair) + snapshot = await self._data_source.spot_order_book_snapshot(market_id=symbol, trading_pair=trading_pair) return snapshot async def _parse_order_book_diff_message(self, raw_message: OrderBookMessage, message_queue: asyncio.Queue): diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 5710226737..4aa02e524d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -781,7 +781,7 @@ def _initialize_trading_pair_symbols_from_exchange_info(self, exchange_info: Dic async def _initialize_trading_pair_symbol_map(self): exchange_info = None try: - mapping = await self._data_source.market_and_trading_pair_map() + mapping = await self._data_source.spot_market_and_trading_pair_map() self._set_trading_pair_symbol_map(mapping) except Exception: self.logger().exception("There was an error requesting exchange info.") diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/__init__.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/__init__.py new file mode 100644 index 0000000000..e69de29bb2 diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py new file mode 100644 index 0000000000..7aea0e6130 --- /dev/null +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py @@ -0,0 +1,709 @@ +import asyncio +import re +from decimal import Decimal +from test.hummingbot.connector.exchange.injective_v2.programmable_query_executor import ProgrammableQueryExecutor +from typing import Awaitable, Optional, Union +from unittest import TestCase +from unittest.mock import AsyncMock, MagicMock, patch + +from pyinjective import Address, PrivateKey + +# from hummingbot.client.config.client_config_map import ClientConfigMap +# from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_api_order_book_data_source import ( + InjectiveV2PerpetualAPIOrderBookDataSource, +) +from hummingbot.connector.exchange.injective_v2.injective_v2_utils import ( + InjectiveConfigMap, + InjectiveDelegatedAccountMode, + InjectiveTestnetNetworkMode, +) +from hummingbot.core.data_type.common import TradeType +from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate +from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType + + +class InjectiveV2APIOrderBookDataSourceTests(TestCase): + # the level is required to receive logs from the data source logger + level = 0 + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.base_asset = "INJ" + cls.quote_asset = "USDT" + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.ex_trading_pair = f"{cls.base_asset}/{cls.quote_asset}" + cls.market_id = "0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6" # noqa: mock + + @patch("hummingbot.core.utils.trading_pair_fetcher.TradingPairFetcher.fetch_all") + def setUp(self, _) -> None: + super().setUp() + self._original_async_loop = asyncio.get_event_loop() + self.async_loop = asyncio.new_event_loop() + self.async_tasks = [] + asyncio.set_event_loop(self.async_loop) + + # client_config_map = ClientConfigAdapter(ClientConfigMap()) + + _, grantee_private_key = PrivateKey.generate() + _, granter_private_key = PrivateKey.generate() + + network_config = InjectiveTestnetNetworkMode() + + account_config = InjectiveDelegatedAccountMode( + private_key=grantee_private_key.to_hex(), + subaccount_index=0, + granter_address=Address(bytes.fromhex(granter_private_key.to_public_key().to_hex())).to_acc_bech32(), + granter_subaccount_index=0, + ) + + injective_config = InjectiveConfigMap( + network=network_config, + account_type=account_config, + ) + + # self.connector = InjectiveV2Exchange( + # client_config_map=client_config_map, + # connector_configuration=injective_config, + # trading_pairs=[self.trading_pair], + # ) + + self.connector = AsyncMock() + self.connector.exchange_symbol_associated_to_pair.return_value = self.market_id + + self.data_source = InjectiveV2PerpetualAPIOrderBookDataSource( + trading_pairs=[self.trading_pair], + connector=self.connector, + data_source=injective_config.create_data_source(), + ) + + self.query_executor = ProgrammableQueryExecutor() + # self.connector._data_source._query_executor = self.query_executor + self.data_source._data_source._query_executor = self.query_executor + + self.log_records = [] + self._logs_event: Optional[asyncio.Event] = None + self.data_source.logger().setLevel(1) + self.data_source.logger().addHandler(self) + self.data_source._data_source.logger().setLevel(1) + self.data_source._data_source.logger().addHandler(self) + + # self.connector._set_trading_pair_symbol_map(bidict({self.market_id: self.trading_pair})) + + def tearDown(self) -> None: + self.async_run_with_timeout(self.data_source._data_source.stop()) + for task in self.async_tasks: + task.cancel() + self.async_loop.stop() + # self.async_loop.close() + # Since the event loop will change we need to remove the logs event created in the old event loop + self._logs_event = None + asyncio.set_event_loop(self._original_async_loop) + super().tearDown() + + def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): + ret = self.async_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) + return ret + + def create_task(self, coroutine: Awaitable) -> asyncio.Task: + task = self.async_loop.create_task(coroutine) + self.async_tasks.append(task) + return task + + def handle(self, record): + self.log_records.append(record) + if self._logs_event is not None: + self._logs_event.set() + + def is_logged(self, log_level: str, message: Union[str, re.Pattern]) -> bool: + expression = ( + re.compile( + f"^{message}$" + .replace(".", r"\.") + .replace("?", r"\?") + .replace("/", r"\/") + .replace("(", r"\(") + .replace(")", r"\)") + .replace("[", r"\[") + .replace("]", r"\]") + ) + if isinstance(message, str) + else message + ) + return any( + record.levelname == log_level and expression.match(record.getMessage()) is not None + for record in self.log_records + ) + + def test_get_new_order_book_successful(self): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + quote_decimals = derivative_markets_response[0]["quoteTokenMeta"]["decimals"] + + order_book_snapshot = { + "buys": [(Decimal("9487") * Decimal(f"1e{quote_decimals}"), + Decimal("336241"), + 1640001112223)], + "sells": [(Decimal("9487.5") * Decimal(f"1e{quote_decimals}"), + Decimal("522147"), + 1640001112224)], + "sequence": 512, + "timestamp": 1650001112223, + } + + self.query_executor._derivative_order_book_responses.put_nowait(order_book_snapshot) + + order_book = self.async_run_with_timeout(self.data_source.get_new_order_book(self.trading_pair)) + + expected_update_id = order_book_snapshot["sequence"] + + self.assertEqual(expected_update_id, order_book.snapshot_uid) + bids = list(order_book.bid_entries()) + asks = list(order_book.ask_entries()) + self.assertEqual(1, len(bids)) + self.assertEqual(9487, bids[0].price) + self.assertEqual(336241, bids[0].amount) + self.assertEqual(expected_update_id, bids[0].update_id) + self.assertEqual(1, len(asks)) + self.assertEqual(9487.5, asks[0].price) + self.assertEqual(522147, asks[0].amount) + self.assertEqual(expected_update_id, asks[0].update_id) + + def test_listen_for_trades_cancelled_when_listening(self): + mock_queue = MagicMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.data_source._message_queue[self.data_source._trade_messages_queue_key] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + with self.assertRaises(asyncio.CancelledError): + self.async_run_with_timeout(self.data_source.listen_for_trades(self.async_loop, msg_queue)) + + def test_listen_for_trades_logs_exception(self): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + self.query_executor._public_derivative_trade_updates.put_nowait({}) + trade_data = { + "orderHash": "0x86a2f3c8aba313569ae1c985e1ec155a77434c0c8d2b1feb629ebdf9d0b2515b", # noqa: mock + "subaccountId": "0x85123cdf535f83345417918d3a78e6a5ca07b9f0000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": "8205874.039333444390458155", + "executionQuantity": "4942.2013", + "executionMargin": "0" + }, + "payout": "20495725066.893133760410882059", + "fee": "36499573.210347000000000001", + "executedAt": "1689008963214", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13492005_801_0", + "executionSide": "taker" + } + self.query_executor._public_derivative_trade_updates.put_nowait(trade_data) + + self.async_run_with_timeout(self.data_source.listen_for_subscriptions()) + + msg_queue = asyncio.Queue() + self.create_task(self.data_source.listen_for_trades(self.async_loop, msg_queue)) + self.async_run_with_timeout(msg_queue.get()) + + self.assertTrue( + self.is_logged( + "WARNING", re.compile(r"^Invalid public derivative trade event format \(.*") + ) + ) + + def test_listen_for_trades_successful(self): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + quote_decimals = derivative_markets_response[0]["quoteTokenMeta"]["decimals"] + + trade_data = { + "orderHash": "0x86a2f3c8aba313569ae1c985e1ec155a77434c0c8d2b1feb629ebdf9d0b2515b", # noqa: mock + "subaccountId": "0x85123cdf535f83345417918d3a78e6a5ca07b9f0000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "sell", + "executionPrice": "8205874.039333444390458155", + "executionQuantity": "4942.2013", + "executionMargin": "0" + }, + "payout": "20495725066.893133760410882059", + "fee": "36499573.210347000000000001", + "executedAt": "1689008963214", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13492005_801_0", + "executionSide": "taker" + } + self.query_executor._public_derivative_trade_updates.put_nowait(trade_data) + + self.async_run_with_timeout(self.data_source.listen_for_subscriptions()) + + msg_queue = asyncio.Queue() + self.create_task(self.data_source.listen_for_trades(self.async_loop, msg_queue)) + + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) + + self.assertEqual(OrderBookMessageType.TRADE, msg.type) + self.assertEqual(trade_data["tradeId"], msg.trade_id) + self.assertEqual(int(trade_data["executedAt"]) * 1e-3, msg.timestamp) + expected_price = Decimal(trade_data["positionDelta"]["executionPrice"]) * Decimal(f"1e{-quote_decimals}") + expected_amount = Decimal(trade_data["positionDelta"]["executionQuantity"]) + self.assertEqual(expected_amount, msg.content["amount"]) + self.assertEqual(expected_price, msg.content["price"]) + self.assertEqual(self.trading_pair, msg.content["trading_pair"]) + self.assertEqual(float(TradeType.SELL.value), msg.content["trade_type"]) + + def test_listen_for_order_book_diffs_cancelled(self): + mock_queue = AsyncMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.data_source._message_queue[self.data_source._diff_messages_queue_key] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + with self.assertRaises(asyncio.CancelledError): + self.async_run_with_timeout(self.data_source.listen_for_order_book_diffs(self.async_loop, msg_queue)) + + def test_listen_for_order_book_diffs_logs_exception(self): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + self.query_executor._derivative_order_book_updates.put_nowait({}) + order_book_data = { + "marketId": self.market_id, + "sequence": "7734169", + "buys": [ + { + "price": "0.000000000007684", + "quantity": "4578787000000000000000", + "isActive": True, + "timestamp": "1687889315683" + }, + { + "price": "0.000000000007685", + "quantity": "4412340000000000000000", + "isActive": True, + "timestamp": "1687889316000" + } + ], + "sells": [ + { + "price": "0.000000000007723", + "quantity": "3478787000000000000000", + "isActive": True, + "timestamp": "1687889315683" + } + ], + "updatedAt": "1687889315683", + } + self.query_executor._derivative_order_book_updates.put_nowait(order_book_data) + + self.async_run_with_timeout(self.data_source.listen_for_subscriptions(), timeout=5) + + msg_queue: asyncio.Queue = asyncio.Queue() + self.create_task(self.data_source.listen_for_order_book_diffs(self.async_loop, msg_queue)) + + self.async_run_with_timeout(msg_queue.get()) + + self.assertTrue( + self.is_logged( + "WARNING", re.compile(r"^Invalid derivative order book event format \(.*") + ) + ) + + @patch( + "hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source.InjectiveGranteeDataSource._initialize_timeout_height") + def test_listen_for_order_book_diffs_successful(self, _): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + quote_decimals = derivative_markets_response[0]["quoteTokenMeta"]["decimals"] + + order_book_data = { + "marketId": self.market_id, + "sequence": "7734169", + "buys": [ + { + "price": "0.000000000007684", + "quantity": "4578787000000000000000", + "isActive": True, + "timestamp": "1687889315683" + }, + { + "price": "0.000000000007685", + "quantity": "4412340000000000000000", + "isActive": True, + "timestamp": "1687889316000" + } + ], + "sells": [ + { + "price": "0.000000000007723", + "quantity": "3478787000000000000000", + "isActive": True, + "timestamp": "1687889315683" + } + ], + "updatedAt": "1687889315683", + } + self.query_executor._derivative_order_book_updates.put_nowait(order_book_data) + + self.async_run_with_timeout(self.data_source.listen_for_subscriptions()) + + msg_queue: asyncio.Queue = asyncio.Queue() + self.create_task(self.data_source.listen_for_order_book_diffs(self.async_loop, msg_queue)) + + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) + + self.assertEqual(OrderBookMessageType.DIFF, msg.type) + self.assertEqual(-1, msg.trade_id) + self.assertEqual(int(order_book_data["updatedAt"]) * 1e-3, msg.timestamp) + expected_update_id = int(order_book_data["sequence"]) + self.assertEqual(expected_update_id, msg.update_id) + + bids = msg.bids + asks = msg.asks + self.assertEqual(2, len(bids)) + first_bid_price = Decimal(order_book_data["buys"][0]["price"]) * Decimal(f"1e{-quote_decimals}") + first_bid_quantity = Decimal(order_book_data["buys"][0]["quantity"]) + self.assertEqual(float(first_bid_price), bids[0].price) + self.assertEqual(float(first_bid_quantity), bids[0].amount) + self.assertEqual(expected_update_id, bids[0].update_id) + self.assertEqual(1, len(asks)) + first_ask_price = Decimal(order_book_data["sells"][0]["price"]) * Decimal(f"1e{-quote_decimals}") + first_ask_quantity = Decimal(order_book_data["sells"][0]["quantity"]) + self.assertEqual(float(first_ask_price), asks[0].price) + self.assertEqual(float(first_ask_quantity), asks[0].amount) + self.assertEqual(expected_update_id, asks[0].update_id) + + def test_listen_for_funding_info_cancelled_when_listening(self): + mock_queue = MagicMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.data_source._message_queue[self.data_source._funding_info_messages_queue_key] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + with self.assertRaises(asyncio.CancelledError): + self.async_run_with_timeout(self.data_source.listen_for_funding_info(msg_queue)) + + def test_listen_for_funding_info_logs_exception(self): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + funding_rate = { + "fundingRates": [], + "paging": { + "total": "2370" + } + } + self.query_executor._funding_rates_responses.put_nowait(funding_rate) + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": "0.000004", + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + self.query_executor._funding_rates_responses.put_nowait(funding_rate) + + oracle_price = { + "price": "29423.16356086" + } + self.query_executor._oracle_prices_responses.put_nowait(oracle_price) + + trades = { + "trades": [ + { + "orderHash": "0xbe1db35669028d9c7f45c23d31336c20003e4f8879721bcff35fc6f984a6481a", # noqa: mock + "subaccountId": "0x16aef18dbaa341952f1af1795cb49960f68dfee3000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": "9084900", + "executionQuantity": "3", + "executionMargin": "5472660" + }, + "payout": "0", + "fee": "81764.1", + "executedAt": "1689423842613", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13659264_800_0", + "executionSide": "taker" + } + ], + "paging": { + "total": "1000", + "from": 1, + "to": 1 + } + } + self.query_executor._derivative_trades_responses.put_nowait(trades) + + self.query_executor._derivative_market_responses.put_nowait(derivative_markets_response[0]) + + oracle_price_event = { + "price": "29430.23874999", + "timestamp": "1690467421160" + } + self.query_executor._oracle_prices_updates.put_nowait(oracle_price_event) + self.query_executor._oracle_prices_updates.put_nowait(oracle_price_event) + + self.async_run_with_timeout(self.data_source.listen_for_subscriptions(), timeout=5) + + msg_queue: asyncio.Queue = asyncio.Queue() + self.create_task(self.data_source.listen_for_funding_info(msg_queue)) + + self.async_run_with_timeout(msg_queue.get()) + + self.assertTrue( + self.is_logged( + "WARNING", re.compile(r"^Invalid funding info event format \(.*") + ) + ) + + def test_listen_for_funding_info_successful(self): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + quote_decimals = derivative_markets_response[0]["quoteTokenMeta"]["decimals"] + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": "0.000004", + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + self.query_executor._funding_rates_responses.put_nowait(funding_rate) + + oracle_price = { + "price": "29423.16356086" + } + self.query_executor._oracle_prices_responses.put_nowait(oracle_price) + + trades = { + "trades": [ + { + "orderHash": "0xbe1db35669028d9c7f45c23d31336c20003e4f8879721bcff35fc6f984a6481a", # noqa: mock + "subaccountId": "0x16aef18dbaa341952f1af1795cb49960f68dfee3000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": "9084900", + "executionQuantity": "3", + "executionMargin": "5472660" + }, + "payout": "0", + "fee": "81764.1", + "executedAt": "1689423842613", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13659264_800_0", + "executionSide": "taker" + } + ], + "paging": { + "total": "1000", + "from": 1, + "to": 1 + } + } + self.query_executor._derivative_trades_responses.put_nowait(trades) + + self.query_executor._derivative_market_responses.put_nowait(derivative_markets_response[0]) + + oracle_price_event = { + "price": "29430.23874999", + "timestamp": "1690467421160" + } + self.query_executor._oracle_prices_updates.put_nowait(oracle_price_event) + + self.async_run_with_timeout(self.data_source.listen_for_subscriptions()) + + msg_queue: asyncio.Queue = asyncio.Queue() + self.create_task(self.data_source.listen_for_funding_info(msg_queue)) + + funding_info: FundingInfoUpdate = self.async_run_with_timeout(msg_queue.get()) + + self.assertEqual(self.trading_pair, funding_info.trading_pair) + self.assertEqual( + Decimal(trades["trades"][0]["positionDelta"]["executionPrice"]) * Decimal(f"1e{-quote_decimals}"), + funding_info.index_price) + self.assertEqual(Decimal(oracle_price["price"]), funding_info.mark_price) + self.assertEqual( + int(derivative_markets_response[0]["perpetualMarketInfo"]["nextFundingTimestamp"]), + funding_info.next_funding_utc_timestamp) + self.assertEqual(Decimal(funding_rate["fundingRates"][0]["rate"]), funding_info.rate) + + def test_get_funding_info(self): + spot_markets_response = self._spot_markets_response() + self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + derivative_markets_response = self._derivative_markets_response() + self.query_executor._derivative_markets_responses.put_nowait(derivative_markets_response) + + quote_decimals = derivative_markets_response[0]["quoteTokenMeta"]["decimals"] + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": "0.000004", + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + self.query_executor._funding_rates_responses.put_nowait(funding_rate) + + oracle_price = { + "price": "29423.16356086" + } + self.query_executor._oracle_prices_responses.put_nowait(oracle_price) + + trades = { + "trades": [ + { + "orderHash": "0xbe1db35669028d9c7f45c23d31336c20003e4f8879721bcff35fc6f984a6481a", # noqa: mock + "subaccountId": "0x16aef18dbaa341952f1af1795cb49960f68dfee3000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": "9084900", + "executionQuantity": "3", + "executionMargin": "5472660" + }, + "payout": "0", + "fee": "81764.1", + "executedAt": "1689423842613", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13659264_800_0", + "executionSide": "taker" + } + ], + "paging": { + "total": "1000", + "from": 1, + "to": 1 + } + } + self.query_executor._derivative_trades_responses.put_nowait(trades) + + self.query_executor._derivative_market_responses.put_nowait(derivative_markets_response[0]) + + funding_info: FundingInfo = self.async_run_with_timeout( + self.data_source.get_funding_info(self.trading_pair) + ) + + self.assertEqual(self.trading_pair, funding_info.trading_pair) + self.assertEqual( + Decimal(trades["trades"][0]["positionDelta"]["executionPrice"]) * Decimal(f"1e{-quote_decimals}"), + funding_info.index_price) + self.assertEqual(Decimal(oracle_price["price"]), funding_info.mark_price) + self.assertEqual( + int(derivative_markets_response[0]["perpetualMarketInfo"]["nextFundingTimestamp"]), + funding_info.next_funding_utc_timestamp) + self.assertEqual(Decimal(funding_rate["fundingRates"][0]["rate"]), funding_info.rate) + + def _spot_markets_response(self): + return [{ + "marketId": "0x0611780ba69656949525013d947713300f56c37b6175e02f26bffa495c3208fe", # noqa: mock + "marketStatus": "active", + "ticker": self.ex_trading_pair, + "baseDenom": "inj", + "baseTokenMeta": { + "name": "Base Asset", + "address": "0xe28b3B32B6c345A34Ff64674606124Dd5Aceca30", # noqa: mock + "symbol": self.base_asset, + "logo": "https://static.alchemyapi.io/images/assets/7226.png", + "decimals": 18, + "updatedAt": "1687190809715" + }, + "quoteDenom": "peggy0x87aB3B4C8661e07D6372361211B96ed4Dc36B1B5", # noqa: mock + "quoteTokenMeta": { + "name": "Quote Asset", + "address": "0x0000000000000000000000000000000000000000", + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": 6, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0001", + "takerFeeRate": "0.001", + "serviceProviderFee": "0.4", + "minPriceTickSize": "0.000000000000001", + "minQuantityTickSize": "1000000000000000" + }] + + def _derivative_markets_response(self): + return [{ + "marketId": self.market_id, + "marketStatus": "active", + "ticker": f"{self.ex_trading_pair} PERP", + "oracleBase": "0x2d9315a88f3019f8efa88dfe9c0f0843712da0bac814461e27733f6b83eb51b3", # noqa: mock + "oracleQuote": "0x1fc18861232290221461220bd4e2acd1dcdfbc89c84092c93c18bdc7756c1588", # noqa: mock + "oracleType": "pyth", + "oracleScaleFactor": 6, + "initialMarginRatio": "0.195", + "maintenanceMarginRatio": "0.05", + "quoteDenom": "peggy0x87aB3B4C8661e07D6372361211B96ed4Dc36B1B5", # noqa: mock + "quoteTokenMeta": { + "name": "Quote Asset", + "address": "0x0000000000000000000000000000000000000000", + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": 6, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0003", + "takerFeeRate": "0.003", + "serviceProviderFee": "0.4", + "isPerpetual": True, + "minPriceTickSize": "100", + "minQuantityTickSize": "0.0001", + "perpetualMarketInfo": { + "hourlyFundingRateCap": "0.000625", + "hourlyInterestRate": "0.00000416666", + "nextFundingTimestamp": "1690318800", + "fundingInterval": "3600" + }, + "perpetualMarketFunding": { + "cumulativeFunding": "81363.592243119007273334", + "cumulativePrice": "1.432536051546776736", + "lastTimestamp": "1689423842" + } + }] diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index 186f15b7ea..ec49243f6a 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -103,7 +103,7 @@ def test_market_and_tokens_construction(self): market_info = self._inj_usdt_market_info() inj_usdt_market: InjectiveSpotMarket = self.async_run_with_timeout( - self.data_source.market_info_for_id(market_info["marketId"]) + self.data_source.spot_market_info_for_id(market_info["marketId"]) ) inj_token = inj_usdt_market.base_token usdt_token = inj_usdt_market.quote_token @@ -124,7 +124,7 @@ def test_market_and_tokens_construction(self): market_info = self._usdc_solana_usdc_eth_market_info() usdc_solana_usdc_eth_market: InjectiveSpotMarket = self.async_run_with_timeout( - self.data_source.market_info_for_id(market_info["marketId"]) + self.data_source.spot_market_info_for_id(market_info["marketId"]) ) usdc_solana_token = usdc_solana_usdc_eth_market.base_token usdc_eth_token = usdc_solana_usdc_eth_market.quote_token @@ -209,16 +209,16 @@ def test_markets_initialization_creates_one_instance_per_token(self): self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) inj_usdt_market: InjectiveSpotMarket = self.async_run_with_timeout( - self.data_source.market_info_for_id(self._inj_usdt_market_info()["marketId"]) + self.data_source.spot_market_info_for_id(self._inj_usdt_market_info()["marketId"]) ) usdt_usdc_market: InjectiveSpotMarket = self.async_run_with_timeout( - self.data_source.market_info_for_id(self._usdt_usdc_market_info()["marketId"]) + self.data_source.spot_market_info_for_id(self._usdt_usdc_market_info()["marketId"]) ) usdt_usdc_eth_market: InjectiveSpotMarket = self.async_run_with_timeout( - self.data_source.market_info_for_id(self._usdt_usdc_eth_market_info()["marketId"]) + self.data_source.spot_market_info_for_id(self._usdt_usdc_eth_market_info()["marketId"]) ) usdc_solana_usdc_eth_market: InjectiveSpotMarket = self.async_run_with_timeout( - self.data_source.market_info_for_id(self._usdc_solana_usdc_eth_market_info()["marketId"]) + self.data_source.spot_market_info_for_id(self._usdc_solana_usdc_eth_market_info()["marketId"]) ) self.assertEqual(inj_usdt_market.quote_token, usdt_usdc_market.base_token) diff --git a/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py b/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py index 9553b5f083..d4a55db2b5 100644 --- a/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py +++ b/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py @@ -9,17 +9,26 @@ class ProgrammableQueryExecutor(BaseInjectiveQueryExecutor): def __init__(self): self._ping_responses = asyncio.Queue() self._spot_markets_responses = asyncio.Queue() + self._derivative_market_responses = asyncio.Queue() + self._derivative_markets_responses = asyncio.Queue() self._spot_order_book_responses = asyncio.Queue() + self._derivative_order_book_responses = asyncio.Queue() self._transaction_by_hash_responses = asyncio.Queue() self._account_portfolio_responses = asyncio.Queue() self._simulate_transaction_responses = asyncio.Queue() self._send_transaction_responses = asyncio.Queue() self._spot_trades_responses = asyncio.Queue() + self._derivative_trades_responses = asyncio.Queue() self._historical_spot_orders_responses = asyncio.Queue() self._transaction_block_height_responses = asyncio.Queue() + self._funding_rates_responses = asyncio.Queue() + self._oracle_prices_responses = asyncio.Queue() self._spot_order_book_updates = asyncio.Queue() self._public_spot_trade_updates = asyncio.Queue() + self._derivative_order_book_updates = asyncio.Queue() + self._public_derivative_trade_updates = asyncio.Queue() + self._oracle_prices_updates = asyncio.Queue() self._subaccount_balance_events = asyncio.Queue() self._historical_spot_order_events = asyncio.Queue() self._transaction_events = asyncio.Queue() @@ -32,10 +41,22 @@ async def spot_markets(self, status: str) -> Dict[str, Any]: response = await self._spot_markets_responses.get() return response + async def derivative_markets(self, status: str) -> Dict[str, Any]: + response = await self._derivative_markets_responses.get() + return response + + async def derivative_market(self, market_id: str) -> Dict[str, Any]: + response = await self._derivative_market_responses.get() + return response + async def get_spot_orderbook(self, market_id: str) -> Dict[str, Any]: response = await self._spot_order_book_responses.get() return response + async def get_derivative_orderbook(self, market_id: str) -> Dict[str, Any]: + response = await self._derivative_order_book_responses.get() + return response + async def get_tx_by_hash(self, tx_hash: str) -> Dict[str, Any]: response = await self._transaction_by_hash_responses.get() return response @@ -67,6 +88,17 @@ async def get_spot_trades( response = await self._spot_trades_responses.get() return response + async def get_derivative_trades( + self, + market_ids: List[str], + subaccount_id: Optional[str] = None, + start_time: Optional[int] = None, + skip: Optional[int] = None, + limit: Optional[int] = None, + ) -> Dict[str, Any]: + response = await self._derivative_trades_responses.get() + return response + async def get_historical_spot_orders( self, market_ids: List[str], @@ -77,6 +109,20 @@ async def get_historical_spot_orders( response = await self._historical_spot_orders_responses.get() return response + async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: + response = await self._funding_rates_responses.get() + return response + + async def get_oracle_prices( + self, + base_symbol: str, + quote_symbol: str, + oracle_type: str, + oracle_scale_factor: int, + ) -> Dict[str, Any]: + response = await self._oracle_prices_responses.get() + return response + async def spot_order_book_updates_stream(self, market_ids: List[str]): while True: next_ob_update = await self._spot_order_book_updates.get() @@ -87,6 +133,21 @@ async def public_spot_trades_stream(self, market_ids: List[str]): next_trade = await self._public_spot_trade_updates.get() yield next_trade + async def derivative_order_book_updates_stream(self, market_ids: List[str]): + while True: + next_ob_update = await self._derivative_order_book_updates.get() + yield next_ob_update + + async def public_derivative_trades_stream(self, market_ids: List[str]): + while True: + next_trade = await self._public_derivative_trade_updates.get() + yield next_trade + + async def oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): + while True: + next_update = await self._oracle_prices_updates.get() + yield next_update + async def subaccount_balance_stream(self, subaccount_id: str): while True: next_event = await self._subaccount_balance_events.get() diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_market.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_market.py index de1afe5a36..41cb0e8801 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_market.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_market.py @@ -1,7 +1,11 @@ from decimal import Decimal from unittest import TestCase -from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveSpotMarket, InjectiveToken +from hummingbot.connector.exchange.injective_v2.injective_market import ( + InjectiveDerivativeMarket, + InjectiveSpotMarket, + InjectiveToken, +) class InjectiveSpotMarketTests(TestCase): @@ -90,6 +94,108 @@ def test_min_quantity_tick_size(self): self.assertEqual(expected_value, market.min_quantity_tick_size()) +class InjectiveDerivativeMarketTests(TestCase): + + def setUp(self) -> None: + super().setUp() + + self._usdt_token = InjectiveToken( + denom="peggy0x87aB3B4C8661e07D6372361211B96ed4Dc36B1B5", # noqa: mock + symbol="USDT", + unique_symbol="USDT", + name="Tether", + decimals=6, + ) + + self._inj_usdt_derivative_market = InjectiveDerivativeMarket( + market_id="0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6", # noqa: mock + quote_token=self._usdt_token, + market_info={ + "marketId": "0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6", # noqa: mock + "marketStatus": "active", + "ticker": "INJ/USDT PERP", + "oracleBase": "0x2d9315a88f3019f8efa88dfe9c0f0843712da0bac814461e27733f6b83eb51b3", # noqa: mock + "oracleQuote": "0x1fc18861232290221461220bd4e2acd1dcdfbc89c84092c93c18bdc7756c1588", # noqa: mock + "oracleType": "pyth", + "oracleScaleFactor": 6, + "initialMarginRatio": "0.195", + "maintenanceMarginRatio": "0.05", + "quoteDenom": "peggy0x87aB3B4C8661e07D6372361211B96ed4Dc36B1B5", + "quoteTokenMeta": { + "name": "Testnet Tether USDT", + "address": "0x0000000000000000000000000000000000000000", + "symbol": "USDT", + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": 6, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0003", + "takerFeeRate": "0.003", + "serviceProviderFee": "0.4", + "isPerpetual": True, + "minPriceTickSize": "100", + "minQuantityTickSize": "0.0001", + "perpetualMarketInfo": { + "hourlyFundingRateCap": "0.000625", + "hourlyInterestRate": "0.00000416666", + "nextFundingTimestamp": "1690318800", + "fundingInterval": "3600" + }, + "perpetualMarketFunding": { + "cumulativeFunding": "81363.592243119007273334", + "cumulativePrice": "1.432536051546776736", + "lastTimestamp": "1689423842" + } + } + ) + + def test_trading_pair(self): + self.assertEqual("INJ-USDT", self._inj_usdt_derivative_market.trading_pair()) + + def test_convert_quantity_from_chain_format(self): + expected_quantity = Decimal("1234") + chain_quantity = expected_quantity + converted_quantity = self._inj_usdt_derivative_market.quantity_from_chain_format(chain_quantity=chain_quantity) + + self.assertEqual(expected_quantity, converted_quantity) + + def test_convert_price_from_chain_format(self): + expected_price = Decimal("15.43") + chain_price = expected_price * Decimal(f"1e{self._usdt_token.decimals}") + converted_price = self._inj_usdt_derivative_market.price_from_chain_format(chain_price=chain_price) + + self.assertEqual(expected_price, converted_price) + + def test_min_price_tick_size(self): + market = self._inj_usdt_derivative_market + expected_value = market.price_from_chain_format(chain_price=Decimal(market.market_info["minPriceTickSize"])) + + self.assertEqual(expected_value, market.min_price_tick_size()) + + def test_min_quantity_tick_size(self): + market = self._inj_usdt_derivative_market + expected_value = market.quantity_from_chain_format( + chain_quantity=Decimal(market.market_info["minQuantityTickSize"]) + ) + + self.assertEqual(expected_value, market.min_quantity_tick_size()) + + def test_get_oracle_info(self): + market = self._inj_usdt_derivative_market + + self.assertEqual(market.market_info["oracleBase"], market.oracle_base()) + self.assertEqual(market.market_info["oracleQuote"], market.oracle_quote()) + self.assertEqual(market.market_info["oracleType"], market.oracle_type()) + + def test_next_funding_timestamp(self): + market = self._inj_usdt_derivative_market + + self.assertEqual( + int(market.market_info["perpetualMarketInfo"]["nextFundingTimestamp"]), + market.next_funding_timestamp() + ) + + class InjectiveTokenTests(TestCase): def test_convert_value_from_chain_format(self): diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py index 7fce222c60..42b3c10122 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py @@ -401,7 +401,7 @@ def create_exchange_instance(self): ) exchange._data_source._query_executor = ProgrammableQueryExecutor() - exchange._data_source._market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) + exchange._data_source._spot_market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) return exchange def validate_auth_credentials_present(self, request_call: RequestCall): @@ -671,7 +671,7 @@ def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): @aioresponses() def test_all_trading_pairs_does_not_raise_exception(self, mock_api): self.exchange._set_trading_pair_symbol_map(None) - self.exchange._data_source._market_and_trading_pair_map = None + self.exchange._data_source._spot_market_and_trading_pair_map = None queue_mock = AsyncMock() queue_mock.get.side_effect = Exception("Test error") self.exchange._data_source._query_executor._spot_markets_responses = queue_mock @@ -1442,7 +1442,7 @@ def test_user_stream_update_for_order_full_fill(self, mock_api): tasks = [ asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_public_trades(market_ids=[self.market_id]) + self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) @@ -1587,7 +1587,7 @@ def test_lost_order_user_stream_full_fill_events_are_processed(self, mock_api): tasks = [ asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_public_trades(market_ids=[self.market_id]) + self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py index f1706e1f17..4f799c3783 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py @@ -396,7 +396,7 @@ def create_exchange_instance(self): ) exchange._data_source._query_executor = ProgrammableQueryExecutor() - exchange._data_source._market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) + exchange._data_source._spot_market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) return exchange def validate_auth_credentials_present(self, request_call: RequestCall): @@ -666,7 +666,7 @@ def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): @aioresponses() def test_all_trading_pairs_does_not_raise_exception(self, mock_api): self.exchange._set_trading_pair_symbol_map(None) - self.exchange._data_source._market_and_trading_pair_map = None + self.exchange._data_source._spot_market_and_trading_pair_map = None queue_mock = AsyncMock() queue_mock.get.side_effect = Exception("Test error") self.exchange._data_source._query_executor._spot_markets_responses = queue_mock @@ -1240,7 +1240,7 @@ def test_user_stream_update_for_order_full_fill(self, mock_api): tasks = [ asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_public_trades(market_ids=[self.market_id]) + self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) @@ -1385,7 +1385,7 @@ def test_lost_order_user_stream_full_fill_events_are_processed(self, mock_api): tasks = [ asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_public_trades(market_ids=[self.market_id]) + self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) From 74681524a96a9422381315707299f8f070a3298a Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 31 Jul 2023 18:13:30 -0300 Subject: [PATCH 223/359] (feat) Added logic in Injective v2 connector to create and cancel orders (delegate account data source only) --- .../injective_constants.py | 4 +- .../injective_v2_perpetual_derivative.py | 736 +++++++++ .../injective_v2_perpetual_utils.py | 84 ++ .../injective_v2_perpetual_web_utils.py | 15 + .../data_sources/injective_data_source.py | 215 ++- .../injective_grantee_data_source.py | 69 +- .../injective_vaults_data_source.py | 13 +- .../injective_v2/injective_v2_exchange.py | 4 +- .../paper_trade/paper_trade_exchange.pyx | 8 +- hummingbot/core/cpp/LimitOrder.cpp | 12 +- hummingbot/core/cpp/LimitOrder.h | 5 +- hummingbot/core/data_type/LimitOrder.pxd | 4 +- hummingbot/core/data_type/limit_order.pyx | 15 +- hummingbot/core/data_type/market_order.py | 6 +- standard_error_output.txt | 1 + ...petual_derivative_for_delegated_account.py | 1320 +++++++++++++++++ ...ctive_v2_exchange_for_delegated_account.py | 3 +- 17 files changed, 2408 insertions(+), 106 deletions(-) create mode 100644 hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py create mode 100644 hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py create mode 100644 hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_web_utils.py create mode 100644 standard_error_output.txt create mode 100644 test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py index b26f1da840..afb3b164d1 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py @@ -1,6 +1,8 @@ - +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS EXCHANGE_NAME = "injective_v2_perpetual" DEFAULT_DOMAIN = "" TESTNET_DOMAIN = "testnet" + +RATE_LIMITS = CONSTANTS.RATE_LIMITS diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py new file mode 100644 index 0000000000..2a2a6dd10d --- /dev/null +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -0,0 +1,736 @@ +import asyncio +from collections import defaultdict +from decimal import Decimal +from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple + +from hummingbot.connector.client_order_tracker import ClientOrderTracker +from hummingbot.connector.constants import FUNDING_FEE_POLL_INTERVAL, s_decimal_NaN +from hummingbot.connector.derivative.injective_v2_perpetual import ( + injective_constants as CONSTANTS, + injective_v2_perpetual_web_utils as web_utils, +) +from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_api_order_book_data_source import ( + InjectiveV2PerpetualAPIOrderBookDataSource, +) +from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_utils import InjectiveConfigMap +from hummingbot.connector.exchange.injective_v2.injective_events import InjectiveEvent +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayPerpetualInFlightOrder +from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker +from hummingbot.connector.perpetual_derivative_py_base import PerpetualDerivativePyBase +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.connector.utils import combine_to_hb_trading_pair, get_new_client_order_id +from hummingbot.core.api_throttler.data_types import RateLimit +from hummingbot.core.data_type.cancellation_result import CancellationResult +from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, TradeType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.limit_order import LimitOrder +from hummingbot.core.data_type.perpetual_api_order_book_data_source import PerpetualAPIOrderBookDataSource +from hummingbot.core.data_type.trade_fee import TradeFeeBase, TradeFeeSchema +from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource +from hummingbot.core.event.event_forwarder import EventForwarder +from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent +from hummingbot.core.utils.async_utils import safe_ensure_future +from hummingbot.core.utils.estimate_fee import build_perpetual_trade_fee +from hummingbot.core.web_assistant.auth import AuthBase +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory + +if TYPE_CHECKING: + from hummingbot.client.config.config_helpers import ClientConfigAdapter + + +class InjectiveV2PerpetualDerivative(PerpetualDerivativePyBase): + web_utils = web_utils + + def __init__( + self, + client_config_map: "ClientConfigAdapter", + connector_configuration: InjectiveConfigMap, + trading_pairs: Optional[List[str]] = None, + trading_required: bool = True, + **kwargs, + ): + self._orders_processing_delta_time = 0.5 + + self._trading_required = trading_required + self._trading_pairs = trading_pairs + self._data_source = connector_configuration.create_data_source() + + super().__init__(client_config_map=client_config_map) + self._data_source.configure_throttler(throttler=self._throttler) + self._forwarders = [] + self._configure_event_forwarders() + self._latest_polled_order_fill_time: float = self._time() + self._orders_transactions_check_task: Optional[asyncio.Task] = None + self._last_received_message_timestamp = 0 + self._orders_queued_to_create: List[GatewayPerpetualInFlightOrder] = [] + self._orders_queued_to_cancel: List[GatewayPerpetualInFlightOrder] = [] + + self._orders_transactions_check_task = None + self._queued_orders_task = None + self._all_trading_events_queue = asyncio.Queue() + + @property + def name(self) -> str: + return CONSTANTS.EXCHANGE_NAME + + @property + def authenticator(self) -> AuthBase: + return None + + @property + def rate_limits_rules(self) -> List[RateLimit]: + return CONSTANTS.RATE_LIMITS + + @property + def domain(self) -> str: + return self._data_source.network_name + + @property + def client_order_id_max_length(self) -> int: + return None + + @property + def client_order_id_prefix(self) -> str: + return "" + + @property + def trading_rules_request_path(self) -> str: + raise NotImplementedError + + @property + def trading_pairs_request_path(self) -> str: + raise NotImplementedError + + @property + def check_network_request_path(self) -> str: + raise NotImplementedError + + @property + def trading_pairs(self) -> List[str]: + return self._trading_pairs + + @property + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return False + + @property + def is_trading_required(self) -> bool: + return self._trading_required + + @property + def funding_fee_poll_interval(self) -> int: + return FUNDING_FEE_POLL_INTERVAL + + def supported_position_modes(self) -> List[PositionMode]: + return [PositionMode.ONEWAY] + + def get_buy_collateral_token(self, trading_pair: str) -> str: + trading_rule: TradingRule = self._trading_rules[trading_pair] + return trading_rule.buy_order_collateral_token + + def get_sell_collateral_token(self, trading_pair: str) -> str: + trading_rule: TradingRule = self._trading_rules[trading_pair] + return trading_rule.sell_order_collateral_token + + def supported_order_types(self) -> List[OrderType]: + return self._data_source.supported_order_types() + + def start_tracking_order( + self, + order_id: str, + exchange_order_id: Optional[str], + trading_pair: str, + trade_type: TradeType, + price: Decimal, + amount: Decimal, + order_type: OrderType, + position_action: PositionAction = PositionAction.NIL, + **kwargs, + ): + leverage = self.get_leverage(trading_pair=trading_pair) + self._order_tracker.start_tracking_order( + GatewayPerpetualInFlightOrder( + client_order_id=order_id, + exchange_order_id=exchange_order_id, + trading_pair=trading_pair, + order_type=order_type, + trade_type=trade_type, + amount=amount, + price=price, + creation_timestamp=self.current_timestamp, + leverage=leverage, + position=position_action, + ) + ) + + def batch_order_create(self, orders_to_create: List[LimitOrder]) -> List[LimitOrder]: + """ + Issues a batch order creation as a single API request for exchanges that implement this feature. The default + implementation of this method is to send the requests discretely (one by one). + :param orders_to_create: A list of LimitOrder objects representing the orders to create. The order IDs + can be blanc. + :returns: A tuple composed of LimitOrder objects representing the created orders, complete with the generated + order IDs. + """ + orders_with_ids_to_create = [] + for order in orders_to_create: + client_order_id = get_new_client_order_id( + is_buy=order.is_buy, + trading_pair=order.trading_pair, + hbot_order_id_prefix=self.client_order_id_prefix, + max_id_len=self.client_order_id_max_length, + ) + orders_with_ids_to_create.append( + LimitOrder( + client_order_id=client_order_id, + trading_pair=order.trading_pair, + is_buy=order.is_buy, + base_currency=order.base_currency, + quote_currency=order.quote_currency, + price=order.price, + quantity=order.quantity, + filled_quantity=order.filled_quantity, + creation_timestamp=order.creation_timestamp, + status=order.status, + position=order.position, + ) + ) + safe_ensure_future(self._execute_batch_order_create(orders_to_create=orders_with_ids_to_create)) + return orders_with_ids_to_create + + def batch_order_cancel(self, orders_to_cancel: List[LimitOrder]): + """ + Issues a batch order cancelation as a single API request for exchanges that implement this feature. The default + implementation of this method is to send the requests discretely (one by one). + :param orders_to_cancel: A list of the orders to cancel. + """ + safe_ensure_future(coro=self._execute_batch_cancel(orders_to_cancel=orders_to_cancel)) + + async def _update_positions(self): + raise NotImplementedError + + async def _trading_pair_position_mode_set(self, mode: PositionMode, trading_pair: str) -> Tuple[bool, str]: + raise NotImplementedError + + async def _set_trading_pair_leverage(self, trading_pair: str, leverage: int) -> Tuple[bool, str]: + """ + Leverage is set on a per order basis. See place_order() + """ + return True, "" + + async def _fetch_last_fee_payment(self, trading_pair: str) -> Tuple[float, Decimal, Decimal]: + raise NotImplementedError + + def _is_request_exception_related_to_time_synchronizer(self, request_exception: Exception) -> bool: + raise NotImplementedError + + def _is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + raise NotImplementedError + + def _is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + raise NotImplementedError + + async def _place_cancel(self, order_id: str, tracked_order: GatewayPerpetualInFlightOrder): + # Not required because of _execute_order_cancel redefinition + raise NotImplementedError + + async def _execute_order_cancel(self, order: GatewayPerpetualInFlightOrder) -> str: + # Order cancelation requests for single orders are queued to be executed in batch if possible + self._orders_queued_to_cancel.append(order) + return None + + async def _place_order(self, order_id: str, trading_pair: str, amount: Decimal, trade_type: TradeType, + order_type: OrderType, price: Decimal, **kwargs) -> Tuple[str, float]: + # Not required because of _place_order_and_process_update redefinition + raise NotImplementedError + + async def _place_order_and_process_update(self, order: GatewayPerpetualInFlightOrder, **kwargs) -> str: + # Order creation requests for single orders are queued to be executed in batch if possible + self._orders_queued_to_create.append(order) + return None + + async def _execute_batch_order_create(self, orders_to_create: List[LimitOrder]): + inflight_orders_to_create = [] + for order in orders_to_create: + valid_order = await self._start_tracking_and_validate_order( + trade_type=TradeType.BUY if order.is_buy else TradeType.SELL, + order_id=order.client_order_id, + trading_pair=order.trading_pair, + amount=order.quantity, + order_type=OrderType.LIMIT, + price=order.price, + ) + if valid_order is not None: + inflight_orders_to_create.append(valid_order) + await self._execute_batch_inflight_order_create(inflight_orders_to_create=inflight_orders_to_create) + + async def _execute_batch_inflight_order_create(self, inflight_orders_to_create: List[GatewayPerpetualInFlightOrder]): + try: + place_order_results = await self._data_source.create_orders( + perpetual_orders=inflight_orders_to_create + ) + for place_order_result, in_flight_order in ( + zip(place_order_results, inflight_orders_to_create) + ): + if place_order_result.exception: + self._on_order_creation_failure( + order_id=in_flight_order.client_order_id, + trading_pair=in_flight_order.trading_pair, + amount=in_flight_order.amount, + trade_type=in_flight_order.trade_type, + order_type=in_flight_order.order_type, + price=in_flight_order.price, + exception=place_order_result.exception, + ) + else: + self._update_order_after_creation_success( + exchange_order_id=place_order_result.exchange_order_id, + order=in_flight_order, + update_timestamp=self.current_timestamp, + misc_updates=place_order_result.misc_updates, + ) + except asyncio.CancelledError: + raise + except Exception as ex: + self.logger().network("Batch order create failed.") + for order in inflight_orders_to_create: + self._on_order_creation_failure( + order_id=order.client_order_id, + trading_pair=order.trading_pair, + amount=order.amount, + trade_type=order.trade_type, + order_type=order.order_type, + price=order.price, + exception=ex, + ) + + async def _start_tracking_and_validate_order( + self, + trade_type: TradeType, + order_id: str, + trading_pair: str, + amount: Decimal, + order_type: OrderType, + price: Optional[Decimal] = None, + **kwargs + ) -> Optional[GatewayPerpetualInFlightOrder]: + trading_rule = self._trading_rules[trading_pair] + + if order_type in [OrderType.LIMIT, OrderType.LIMIT_MAKER]: + price = self.quantize_order_price(trading_pair, price) + amount = self.quantize_order_amount(trading_pair=trading_pair, amount=amount) + + self.start_tracking_order( + order_id=order_id, + exchange_order_id=None, + trading_pair=trading_pair, + order_type=order_type, + trade_type=trade_type, + price=price, + amount=amount, + **kwargs, + ) + order = self._order_tracker.active_orders[order_id] + + if order_type not in self.supported_order_types(): + self.logger().error(f"{order_type} is not in the list of supported order types") + self._update_order_after_creation_failure(order_id=order_id, trading_pair=trading_pair) + order = None + elif amount < trading_rule.min_order_size: + self.logger().warning(f"{trade_type.name.title()} order amount {amount} is lower than the minimum order" + f" size {trading_rule.min_order_size}. The order will not be created.") + self._update_order_after_creation_failure(order_id=order_id, trading_pair=trading_pair) + order = None + elif price is not None and amount * price < trading_rule.min_notional_size: + self.logger().warning(f"{trade_type.name.title()} order notional {amount * price} is lower than the " + f"minimum notional size {trading_rule.min_notional_size}. " + "The order will not be created.") + self._update_order_after_creation_failure(order_id=order_id, trading_pair=trading_pair) + order = None + + return order + + def _update_order_after_creation_success( + self, + exchange_order_id: Optional[str], + order: GatewayPerpetualInFlightOrder, + update_timestamp: float, + misc_updates: Optional[Dict[str, Any]] = None + ): + order_update: OrderUpdate = OrderUpdate( + client_order_id=order.client_order_id, + exchange_order_id=exchange_order_id, + trading_pair=order.trading_pair, + update_timestamp=update_timestamp, + new_state=order.current_state, + misc_updates=misc_updates, + ) + self._order_tracker.process_order_update(order_update) + + def _on_order_creation_failure( + self, + order_id: str, + trading_pair: str, + amount: Decimal, + trade_type: TradeType, + order_type: OrderType, + price: Optional[Decimal], + exception: Exception, + ): + self.logger().network( + f"Error submitting {trade_type.name.lower()} {order_type.name.upper()} order to {self.name_cap} for " + f"{amount} {trading_pair} {price}.", + exc_info=exception, + app_warning_msg=f"Failed to submit buy order to {self.name_cap}. Check API key and network connection." + ) + self._update_order_after_creation_failure(order_id=order_id, trading_pair=trading_pair) + + def _update_order_after_creation_failure(self, order_id: str, trading_pair: str): + order_update: OrderUpdate = OrderUpdate( + client_order_id=order_id, + trading_pair=trading_pair, + update_timestamp=self.current_timestamp, + new_state=OrderState.FAILED, + ) + self._order_tracker.process_order_update(order_update) + + async def _execute_batch_cancel(self, orders_to_cancel: List[LimitOrder]) -> List[CancellationResult]: + results = [] + tracked_orders_to_cancel = [] + + for order in orders_to_cancel: + tracked_order = self._order_tracker.all_updatable_orders.get(order.client_order_id) + if tracked_order is not None: + tracked_orders_to_cancel.append(tracked_order) + else: + results.append(CancellationResult(order_id=order.client_order_id, success=False)) + + if len(tracked_orders_to_cancel) > 0: + results.extend(await self._execute_batch_order_cancel(orders_to_cancel=tracked_orders_to_cancel)) + + return results + + async def _execute_batch_order_cancel( + self, orders_to_cancel: List[GatewayPerpetualInFlightOrder], + ) -> List[CancellationResult]: + try: + cancel_order_results = await self._data_source.cancel_orders(perpetual_orders=orders_to_cancel) + cancelation_results = [] + for cancel_order_result in cancel_order_results: + success = True + if cancel_order_result.not_found: + self.logger().warning( + f"Failed to cancel the order {cancel_order_result.client_order_id} due to the order" + f" not being found." + ) + await self._order_tracker.process_order_not_found( + client_order_id=cancel_order_result.client_order_id + ) + success = False + elif cancel_order_result.exception is not None: + self.logger().error( + f"Failed to cancel order {cancel_order_result.client_order_id}", + exc_info=cancel_order_result.exception, + ) + success = False + else: + order_update: OrderUpdate = OrderUpdate( + client_order_id=cancel_order_result.client_order_id, + trading_pair=cancel_order_result.trading_pair, + update_timestamp=self.current_timestamp, + new_state=(OrderState.CANCELED + if self.is_cancel_request_in_exchange_synchronous + else OrderState.PENDING_CANCEL), + misc_updates=cancel_order_result.misc_updates, + ) + self._order_tracker.process_order_update(order_update) + cancelation_results.append( + CancellationResult(order_id=cancel_order_result.client_order_id, success=success) + ) + except asyncio.CancelledError: + raise + except Exception: + self.logger().error( + f"Failed to cancel orders {', '.join([o.client_order_id for o in orders_to_cancel])}", + exc_info=True, + ) + cancelation_results = [ + CancellationResult(order_id=order.client_order_id, success=False) + for order in orders_to_cancel + ] + + return cancelation_results + + def _update_order_after_cancelation_success(self, order: GatewayPerpetualInFlightOrder): + order_update: OrderUpdate = OrderUpdate( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + update_timestamp=self.current_timestamp, + new_state=(OrderState.CANCELED + if self.is_cancel_request_in_exchange_synchronous + else OrderState.PENDING_CANCEL), + ) + self._order_tracker.process_order_update(order_update) + + def _get_fee(self, base_currency: str, quote_currency: str, order_type: OrderType, order_side: TradeType, + amount: Decimal, price: Decimal = s_decimal_NaN, + is_maker: Optional[bool] = None) -> TradeFeeBase: + is_maker = is_maker or (order_type is OrderType.LIMIT_MAKER) + trading_pair = combine_to_hb_trading_pair(base=base_currency, quote=quote_currency) + if trading_pair in self._trading_fees: + fee_schema: TradeFeeSchema = self._trading_fees[trading_pair] + fee_rate = fee_schema.maker_percent_fee_decimal if is_maker else fee_schema.taker_percent_fee_decimal + fee = TradeFeeBase.new_spot_fee( + fee_schema=fee_schema, + trade_type=order_side, + percent=fee_rate, + percent_token=fee_schema.percent_fee_token, + ) + else: + fee = build_perpetual_trade_fee( + self.name, + is_maker, + base_currency=base_currency, + quote_currency=quote_currency, + order_type=order_type, + order_side=order_side, + amount=amount, + price=price, + ) + return fee + + async def _update_trading_fees(self): + self._trading_fees = await self._data_source.get_trading_fees() + + async def _user_stream_event_listener(self): + raise NotImplementedError + + async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> List[TradingRule]: + raise NotImplementedError + + async def _update_trading_rules(self): + await self._data_source.update_markets() + await self._initialize_trading_pair_symbol_map() + trading_rules_list = await self._data_source.all_trading_rules() + trading_rules = {} + for trading_rule in trading_rules_list: + trading_rules[trading_rule.trading_pair] = trading_rule + self._trading_rules.clear() + self._trading_rules.update(trading_rules) + + async def _update_balances(self): + all_balances = await self._data_source.all_account_balances() + + self._account_available_balances.clear() + self._account_balances.clear() + + for token, token_balance_info in all_balances.items(): + self._account_balances[token] = token_balance_info["total_balance"] + self._account_available_balances[token] = token_balance_info["available_balance"] + + async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[TradeUpdate]: + raise NotImplementedError + + async def _request_order_status(self, tracked_order: InFlightOrder) -> OrderUpdate: + raise NotImplementedError + + def _create_web_assistants_factory(self) -> WebAssistantsFactory: + return WebAssistantsFactory(throttler=self._throttler) + + def _create_order_tracker(self) -> ClientOrderTracker: + tracker = GatewayOrderTracker(connector=self) + return tracker + + def _create_order_book_data_source(self) -> PerpetualAPIOrderBookDataSource: + return InjectiveV2PerpetualAPIOrderBookDataSource( + trading_pairs=self.trading_pairs, + connector=self, + data_source=self._data_source, + domain=self.domain + ) + + def _create_user_stream_data_source(self) -> UserStreamTrackerDataSource: + # Not used in Injective + raise NotImplementedError # pragma: no cover + + def _is_user_stream_initialized(self): + # Injective does not have private websocket endpoints + return self._data_source.is_started() + + def _create_user_stream_tracker(self): + # Injective does not use a tracker for the private streams + return None + + def _create_user_stream_tracker_task(self): + # Injective does not use a tracker for the private streams + return None + + def _initialize_trading_pair_symbols_from_exchange_info(self, exchange_info: Dict[str, Any]): + # Not used in Injective + raise NotImplementedError() # pragma: no cover + + async def _initialize_trading_pair_symbol_map(self): + exchange_info = None + try: + mapping = await self._data_source.derivative_market_and_trading_pair_map() + self._set_trading_pair_symbol_map(mapping) + except Exception: + self.logger().exception("There was an error requesting exchange info.") + return exchange_info + + def _configure_event_forwarders(self): + event_forwarder = EventForwarder(to_function=self._process_user_trade_update) + self._forwarders.append(event_forwarder) + self._data_source.add_listener(event_tag=MarketEvent.TradeUpdate, listener=event_forwarder) + + event_forwarder = EventForwarder(to_function=self._process_user_order_update) + self._forwarders.append(event_forwarder) + self._data_source.add_listener(event_tag=MarketEvent.OrderUpdate, listener=event_forwarder) + + event_forwarder = EventForwarder(to_function=self._process_balance_event) + self._forwarders.append(event_forwarder) + self._data_source.add_listener(event_tag=AccountEvent.BalanceEvent, listener=event_forwarder) + + event_forwarder = EventForwarder(to_function=self._process_transaction_event) + self._forwarders.append(event_forwarder) + self._data_source.add_listener(event_tag=InjectiveEvent.ChainTransactionEvent, listener=event_forwarder) + + def _process_balance_event(self, event: BalanceUpdateEvent): + self._last_received_message_timestamp = self._time() + self._all_trading_events_queue.put_nowait( + {"channel": "balance", "data": event} + ) + + def _process_user_order_update(self, order_update: OrderUpdate): + self._last_received_message_timestamp = self._time() + self._all_trading_events_queue.put_nowait( + {"channel": "order", "data": order_update} + ) + + def _process_user_trade_update(self, trade_update: TradeUpdate): + self._last_received_message_timestamp = self._time() + self._all_trading_events_queue.put_nowait( + {"channel": "trade", "data": trade_update} + ) + + def _process_transaction_event(self, transaction_event: Dict[str, Any]): + self._last_received_message_timestamp = self._time() + self._all_trading_events_queue.put_nowait( + {"channel": "transaction", "data": transaction_event} + ) + + async def _check_orders_transactions(self): + while True: + try: + await self._check_orders_creation_transactions() + await self._sleep(CONSTANTS.TRANSACTIONS_CHECK_INTERVAL) + except NotImplementedError: + raise + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error while running the transactions check process", exc_info=True) + await self._sleep(0.5) + + async def _check_orders_creation_transactions(self): + orders: List[GatewayPerpetualInFlightOrder] = self._order_tracker.active_orders.values() + orders_by_creation_tx = defaultdict(list) + orders_with_inconsistent_hash = [] + + for order in orders: + if order.creation_transaction_hash is not None and order.is_pending_create: + orders_by_creation_tx[order.creation_transaction_hash].append(order) + + for transaction_hash, orders in orders_by_creation_tx.items(): + all_orders = orders.copy() + try: + order_updates = await self._data_source.order_updates_for_transaction( + transaction_hash=transaction_hash, transaction_orders=orders + ) + + for order_update in order_updates: + tracked_order = self._order_tracker.active_orders.get(order_update.client_order_id) + if tracked_order is not None: + all_orders.remove(tracked_order) + if (tracked_order.exchange_order_id is not None + and tracked_order.exchange_order_id != order_update.exchange_order_id): + tracked_order.update_exchange_order_id(order_update.exchange_order_id) + orders_with_inconsistent_hash.append(tracked_order) + self._order_tracker.process_order_update(order_update=order_update) + + for not_found_order in all_orders: + self._update_order_after_failure( + order_id=not_found_order.client_order_id, + trading_pair=not_found_order.trading_pair + ) + + except ValueError: + self.logger().debug(f"Transaction not included in a block yet ({transaction_hash})") + + if len(orders_with_inconsistent_hash) > 0: + async with self._data_source.order_creation_lock: + active_orders = [ + order for order in self._order_tracker.active_orders.values() + if order not in orders_with_inconsistent_hash and order.current_state == OrderState.PENDING_CREATE + ] + await self._data_source.reset_order_hash_generator(active_orders=active_orders) + + async def _check_created_orders_status_for_transaction(self, transaction_hash: str): + transaction_orders = [] + order: GatewayPerpetualInFlightOrder + for order in self.in_flight_orders.values(): + if order.creation_transaction_hash == transaction_hash and order.is_pending_create: + transaction_orders.append(order) + + if len(transaction_orders) > 0: + order_updates = await self._data_source.order_updates_for_transaction( + transaction_hash=transaction_hash, transaction_orders=transaction_orders + ) + + for order_update in order_updates: + tracked_order = self._order_tracker.active_orders.get(order_update.client_order_id) + if (tracked_order is not None + and tracked_order.exchange_order_id is not None + and tracked_order.exchange_order_id != order_update.exchange_order_id): + tracked_order.update_exchange_order_id(order_update.exchange_order_id) + self._order_tracker.process_order_update(order_update=order_update) + + async def _process_queued_orders(self): + while True: + try: + await self._cancel_and_create_queued_orders() + sleep_time = (self.clock.tick_size * 0.5 + if self.clock is not None + else self._orders_processing_delta_time) + await self._sleep(sleep_time) + except NotImplementedError: + raise + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error while processing queued individual orders", exc_info=True) + await self._sleep(self.clock.tick_size * 0.5) + + async def _cancel_and_create_queued_orders(self): + if len(self._orders_queued_to_cancel) > 0: + orders = [order.to_limit_order() for order in self._orders_queued_to_cancel] + self._orders_queued_to_cancel = [] + await self._execute_batch_cancel(orders_to_cancel=orders) + if len(self._orders_queued_to_create) > 0: + orders = self._orders_queued_to_create + self._orders_queued_to_create = [] + await self._execute_batch_inflight_order_create(inflight_orders_to_create=orders) + + async def _get_last_traded_price(self, trading_pair: str) -> float: + market_id = await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + last_price = await self._data_source.last_traded_price(market_id=market_id) + return float(last_price) + + def _get_poll_interval(self, timestamp: float) -> float: + last_recv_diff = timestamp - self._last_received_message_timestamp + poll_interval = ( + self.SHORT_POLL_INTERVAL + if last_recv_diff > self.TICK_INTERVAL_LIMIT + else self.LONG_POLL_INTERVAL + ) + return poll_interval diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py new file mode 100644 index 0000000000..78dde3cf2a --- /dev/null +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py @@ -0,0 +1,84 @@ +from decimal import Decimal +from typing import Dict, Union + +from pydantic import Field +from pydantic.class_validators import validator + +from hummingbot.client.config.config_data_types import BaseConnectorConfigMap, ClientFieldData +from hummingbot.connector.exchange.injective_v2.injective_v2_utils import ( + ACCOUNT_MODES, + NETWORK_MODES, + InjectiveDelegatedAccountMode, + InjectiveMainnetNetworkMode, +) +from hummingbot.core.data_type.trade_fee import TradeFeeSchema + +CENTRALIZED = False +EXAMPLE_PAIR = "INJ-USDT" + +DEFAULT_FEES = TradeFeeSchema( + maker_percent_fee_decimal=Decimal("0"), + taker_percent_fee_decimal=Decimal("0"), +) + + +class InjectiveConfigMap(BaseConnectorConfigMap): + connector: str = Field(default="injective_v2_perpetual", const=True, client_data=None) + receive_connector_configuration: bool = Field( + default=True, const=True, + client_data=ClientFieldData(), + ) + network: Union[tuple(NETWORK_MODES.values())] = Field( + default=InjectiveMainnetNetworkMode(), + client_data=ClientFieldData( + prompt=lambda cm: f"Select the network ({'/'.join(list(NETWORK_MODES.keys()))})", + prompt_on_new=True, + ), + ) + account_type: Union[tuple(ACCOUNT_MODES.values())] = Field( + default=InjectiveDelegatedAccountMode( + private_key="0000000000000000000000000000000000000000000000000000000000000000", # noqa: mock + subaccount_index=0, + granter_address="xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx", # noqa: mock + granter_subaccount_index=0, + ), + client_data=ClientFieldData( + prompt=lambda cm: f"Select the type of account configuration ({'/'.join(list(ACCOUNT_MODES.keys()))})", + prompt_on_new=True, + ), + ) + + class Config: + title = "injective_v2_perpetual" + + @validator("network", pre=True) + def validate_network(cls, v: Union[(str, Dict) + tuple(NETWORK_MODES.values())]): + if isinstance(v, tuple(NETWORK_MODES.values()) + (Dict,)): + sub_model = v + elif v not in NETWORK_MODES: + raise ValueError( + f"Invalid network, please choose a value from {list(NETWORK_MODES.keys())}." + ) + else: + sub_model = NETWORK_MODES[v].construct() + return sub_model + + @validator("account_type", pre=True) + def validate_account_type(cls, v: Union[(str, Dict) + tuple(ACCOUNT_MODES.values())]): + if isinstance(v, tuple(ACCOUNT_MODES.values()) + (Dict,)): + sub_model = v + elif v not in ACCOUNT_MODES: + raise ValueError( + f"Invalid account type, please choose a value from {list(ACCOUNT_MODES.keys())}." + ) + else: + sub_model = ACCOUNT_MODES[v].construct() + return sub_model + + def create_data_source(self): + return self.account_type.create_data_source( + network=self.network.network(), use_secure_connection=self.network.use_secure_connection() + ) + + +KEYS = InjectiveConfigMap.construct() diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_web_utils.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_web_utils.py new file mode 100644 index 0000000000..082f23287b --- /dev/null +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_web_utils.py @@ -0,0 +1,15 @@ +import time +from typing import Optional + +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler + + +async def get_current_server_time( + throttler: Optional[AsyncThrottler] = None, domain: str = CONSTANTS.DEFAULT_DOMAIN +) -> float: + return _time() * 1e3 + + +def _time() -> float: + return time.time() diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 701644d5d4..5968db1d6c 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -16,7 +16,7 @@ from hummingbot.connector.exchange.injective_v2.injective_events import InjectiveEvent from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveDerivativeMarket, InjectiveToken from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder, GatewayPerpetualInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase from hummingbot.core.data_type.common import OrderType, TradeType @@ -127,7 +127,11 @@ async def trading_pair_for_market(self, market_id: str): raise NotImplementedError @abstractmethod - async def market_id_for_trading_pair(self, trading_pair: str) -> str: + async def market_id_for_spot_trading_pair(self, trading_pair: str) -> str: + raise NotImplementedError + + @abstractmethod + async def market_id_for_derivative_trading_pair(self, trading_pair: str) -> str: raise NotImplementedError @abstractmethod @@ -176,6 +180,10 @@ async def order_updates_for_transaction( ) -> List[OrderUpdate]: raise NotImplementedError + @abstractmethod + def supported_order_types(self) -> List[OrderType]: + raise NotImplementedError + def is_started(self): return len(self.events_listening_tasks()) > 0 @@ -349,92 +357,131 @@ async def all_account_balances(self) -> Dict[str, Dict[str, Decimal]]: return balances_dict - async def create_orders(self, orders_to_create: List[GatewayInFlightOrder]) -> List[PlaceOrderResult]: + async def create_orders( + self, + spot_orders: Optional[List[GatewayInFlightOrder]] = None, + perpetual_orders: Optional[List[GatewayPerpetualInFlightOrder]] = None, + ) -> List[PlaceOrderResult]: + spot_orders = spot_orders or [] + perpetual_orders = perpetual_orders or [] + results = [] if self.order_creation_lock.locked(): raise RuntimeError("It is not possible to create new orders because the hash manager is not synchronized") - async with self.order_creation_lock: - results = [] - order_creation_message, order_hashes = await self._order_creation_message( - spot_orders_to_create=orders_to_create) + if len(spot_orders) > 0 or len(perpetual_orders) > 0: + async with self.order_creation_lock: - try: - result = await self._send_in_transaction(message=order_creation_message) - if result["rawLog"] != "[]" or result["txhash"] in [None, ""]: - raise ValueError(f"Error sending the order creation transaction ({result['rawLog']})") - else: - transaction_hash = result["txhash"] + order_creation_message, spot_order_hashes, derivative_order_hashes = await self._order_creation_message( + spot_orders_to_create=spot_orders, + derivative_orders_to_create=perpetual_orders, + ) + + try: + result = await self._send_in_transaction(message=order_creation_message) + if result["rawLog"] != "[]" or result["txhash"] in [None, ""]: + raise ValueError(f"Error sending the order creation transaction ({result['rawLog']})") + else: + transaction_hash = result["txhash"] + results = self._place_order_results( + orders_to_create=spot_orders + perpetual_orders, + order_hashes=spot_order_hashes + derivative_order_hashes, + misc_updates={ + "creation_transaction_hash": transaction_hash, + }, + ) + except asyncio.CancelledError: + raise + except Exception as ex: results = self._place_order_results( - orders_to_create=orders_to_create, - order_hashes=order_hashes, - misc_updates={ - "creation_transaction_hash": transaction_hash, - }, + orders_to_create=spot_orders + perpetual_orders, + order_hashes=spot_order_hashes + derivative_order_hashes, + misc_updates={}, + exception=ex, ) - except asyncio.CancelledError: - raise - except Exception as ex: - results = self._place_order_results( - orders_to_create=orders_to_create, - order_hashes=order_hashes, - misc_updates={}, - exception=ex, - ) return results - async def cancel_orders(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancelOrderResult]: + async def cancel_orders( + self, + spot_orders: Optional[List[GatewayInFlightOrder]] = None, + perpetual_orders: Optional[List[GatewayPerpetualInFlightOrder]] = None, + ) -> List[CancelOrderResult]: + spot_orders = spot_orders or [] + perpetual_orders = perpetual_orders or [] + composer = self.composer orders_with_hash = [] - orders_data = [] + spot_orders_data = [] + derivative_orders_data = [] results = [] - for order in orders_to_cancel: - if order.exchange_order_id is None: - results.append(CancelOrderResult( - client_order_id=order.client_order_id, - trading_pair=order.trading_pair, - not_found=True, - )) - else: - market_id = await self.market_id_for_trading_pair(trading_pair=order.trading_pair) - order_data = composer.OrderData( - market_id=market_id, - subaccount_id=str(self.portfolio_account_subaccount_index), - order_hash=order.exchange_order_id, - order_direction="buy" if order.trade_type == TradeType.BUY else "sell", - order_type="market" if order.order_type == OrderType.MARKET else "limit", - ) - orders_data.append(order_data) - orders_with_hash.append(order) + if len(spot_orders) > 0 or len(perpetual_orders) > 0: + for order in spot_orders: + if order.exchange_order_id is None: + results.append(CancelOrderResult( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + not_found=True, + )) + else: + market_id = await self.market_id_for_spot_trading_pair(trading_pair=order.trading_pair) + order_data = composer.OrderData( + market_id=market_id, + subaccount_id=str(self.portfolio_account_subaccount_index), + order_hash=order.exchange_order_id, + order_direction="buy" if order.trade_type == TradeType.BUY else "sell", + order_type="market" if order.order_type == OrderType.MARKET else "limit", + ) + spot_orders_data.append(order_data) + orders_with_hash.append(order) - delegated_message = self._order_cancel_message( - spot_orders_to_cancel=orders_data - ) + for order in perpetual_orders: + if order.exchange_order_id is None: + results.append(CancelOrderResult( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + not_found=True, + )) + else: + market_id = await self.market_id_for_derivative_trading_pair(trading_pair=order.trading_pair) + order_data = composer.OrderData( + market_id=market_id, + subaccount_id=str(self.portfolio_account_subaccount_index), + order_hash=order.exchange_order_id, + order_direction="buy" if order.trade_type == TradeType.BUY else "sell", + order_type="market" if order.order_type == OrderType.MARKET else "limit", + ) + spot_orders_data.append(order_data) + orders_with_hash.append(order) - try: - result = await self._send_in_transaction(message=delegated_message) - if result["rawLog"] != "[]": - raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") - else: - cancel_transaction_hash = result.get("txhash", "") + delegated_message = self._order_cancel_message( + spot_orders_to_cancel=spot_orders_data, + derivative_orders_to_cancel=derivative_orders_data, + ) + + try: + result = await self._send_in_transaction(message=delegated_message) + if result["rawLog"] != "[]": + raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") + else: + cancel_transaction_hash = result.get("txhash", "") + results.extend([ + CancelOrderResult( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + misc_updates={"cancelation_transaction_hash": cancel_transaction_hash}, + ) for order in orders_with_hash + ]) + except asyncio.CancelledError: + raise + except Exception as ex: results.extend([ CancelOrderResult( client_order_id=order.client_order_id, trading_pair=order.trading_pair, - misc_updates={"cancelation_transaction_hash": cancel_transaction_hash}, + exception=ex, ) for order in orders_with_hash ]) - except asyncio.CancelledError: - raise - except Exception as ex: - results.extend([ - CancelOrderResult( - client_order_id=order.client_order_id, - trading_pair=order.trading_pair, - exception=ex, - ) for order in orders_with_hash - ]) return results @@ -582,7 +629,11 @@ def _transactions_stream(self): raise NotImplementedError @abstractmethod - def _calculate_order_hashes(self, orders: List[GatewayInFlightOrder]) -> List[str]: + def _calculate_order_hashes( + self, + spot_orders: List[GatewayInFlightOrder], + derivative_orders: [GatewayPerpetualInFlightOrder] + ) -> Tuple[List[str], List[str]]: raise NotImplementedError @abstractmethod @@ -595,12 +646,18 @@ async def _last_traded_price(self, market_id: str) -> Decimal: @abstractmethod async def _order_creation_message( - self, spot_orders_to_create: List[GatewayInFlightOrder] - ) -> Tuple[any_pb2.Any, List[str]]: + self, + spot_orders_to_create: List[GatewayInFlightOrder], + derivative_orders_to_create: List[GatewayPerpetualInFlightOrder], + ) -> Tuple[any_pb2.Any, List[str], List[str]]: raise NotImplementedError @abstractmethod - def _order_cancel_message(self, spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData]) -> any_pb2.Any: + def _order_cancel_message( + self, + spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData], + derivative_orders_to_cancel: List[injective_exchange_tx_pb.OrderData] + ) -> any_pb2.Any: raise NotImplementedError @abstractmethod @@ -945,7 +1002,7 @@ async def _process_transaction_update(self, transaction_event: Dict[str, Any]): self.publisher.trigger_event(event_tag=InjectiveEvent.ChainTransactionEvent, message=transaction_event) async def _create_spot_order_definition(self, order: GatewayInFlightOrder): - market_id = await self.market_id_for_trading_pair(order.trading_pair) + market_id = await self.market_id_for_spot_trading_pair(order.trading_pair) definition = self.composer.SpotOrder( market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id, @@ -957,6 +1014,20 @@ async def _create_spot_order_definition(self, order: GatewayInFlightOrder): ) return definition + async def _create_derivative_order_definition(self, order: GatewayPerpetualInFlightOrder): + market_id = await self.market_id_for_derivative_trading_pair(order.trading_pair) + definition = self.composer.DerivativeOrder( + market_id=market_id, + subaccount_id=str(self.portfolio_account_subaccount_index), + fee_recipient=self.portfolio_account_injective_address, + price=order.price, + quantity=order.amount, + leverage=order.leverage, + is_buy=order.trade_type == TradeType.BUY, + is_po=order.order_type == OrderType.LIMIT_MAKER + ) + return definition + def _time(self): return time.time() diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index bdafb4a83b..9c733070ba 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -23,11 +23,11 @@ ) from hummingbot.connector.exchange.injective_v2.injective_query_executor import PythonSDKInjectiveQueryExecutor from hummingbot.connector.gateway.common_types import PlaceOrderResult -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder, GatewayPerpetualInFlightOrder from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase -from hummingbot.core.data_type.common import TradeType +from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub from hummingbot.logger import HummingbotLogger @@ -190,7 +190,7 @@ async def trading_pair_for_market(self, market_id: str): market_id, self._derivative_market_and_trading_pair_map[market_id] ) - async def market_id_for_trading_pair(self, trading_pair: str) -> str: + async def market_id_for_spot_trading_pair(self, trading_pair: str) -> str: if self._spot_market_and_trading_pair_map is None: async with self._markets_initialization_lock: if self._spot_market_and_trading_pair_map is None: @@ -198,13 +198,21 @@ async def market_id_for_trading_pair(self, trading_pair: str) -> str: return self._spot_market_and_trading_pair_map.inverse[trading_pair] + async def market_id_for_derivative_trading_pair(self, trading_pair: str) -> str: + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + + return self._derivative_market_and_trading_pair_map.inverse[trading_pair] + async def all_markets(self): - if self._spot_market_info_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._spot_market_info_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: await self.update_markets() - return list(self._spot_market_info_map.values()) + return list(self._spot_market_info_map.values()) + list(self._derivative_market_info_map.values()) async def token(self, denom: str) -> InjectiveToken: if self._tokens_map is None: @@ -244,6 +252,9 @@ def order_hash_manager(self) -> OrderHashManager: ) return self._order_hash_manager + def supported_order_types(self) -> List[OrderType]: + return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + async def update_markets(self): self._tokens_map = {} self._token_symbol_symbol_and_denom_map = bidict() @@ -320,7 +331,7 @@ async def order_updates_for_transaction( amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) trade_type = TradeType.BUY if "BUY" in order_info["order_type"] else TradeType.SELL for transaction_order in transaction_orders: - market_id = await self.market_id_for_trading_pair(trading_pair=transaction_order.trading_pair) + market_id = await self.market_id_for_spot_trading_pair(trading_pair=transaction_order.trading_pair) if (market_id == order_info["market_id"] and transaction_order.amount == amount and transaction_order.price == price @@ -460,12 +471,18 @@ async def _updated_derivative_market_info_for_id(self, market_id: str) -> Inject market = self._parse_derivative_market_info(market_info=market_info) return market - def _calculate_order_hashes(self, orders) -> List[str]: + def _calculate_order_hashes( + self, + spot_orders: List[GatewayInFlightOrder], + derivative_orders: [GatewayPerpetualInFlightOrder] + ) -> Tuple[List[str], List[str]]: hash_manager = self.order_hash_manager() hash_manager_result = hash_manager.compute_order_hashes( - spot_orders=orders, derivative_orders=[], subaccount_index=self._granter_subaccount_index + spot_orders=spot_orders, + derivative_orders=derivative_orders, + subaccount_index=self._granter_subaccount_index, ) - return hash_manager_result.spot + return hash_manager_result.spot, hash_manager_result.derivative def _spot_order_book_updates_stream(self, market_ids: List[str]): stream = self._query_executor.spot_order_book_updates_stream(market_ids=market_ids) @@ -504,34 +521,50 @@ def _transactions_stream(self): return stream async def _order_creation_message( - self, spot_orders_to_create: List[GatewayInFlightOrder] - ) -> Tuple[any_pb2.Any, List[str]]: + self, + spot_orders_to_create: List[GatewayInFlightOrder], + derivative_orders_to_create: List[GatewayPerpetualInFlightOrder], + ) -> Tuple[any_pb2.Any, List[str], List[str]]: composer = self.composer - order_definitions = [] + spot_order_definitions = [] + derivative_order_definitions = [] for order in spot_orders_to_create: order_definition = await self._create_spot_order_definition(order=order) - order_definitions.append(order_definition) + spot_order_definitions.append(order_definition) + + for order in derivative_orders_to_create: + order_definition = await self._create_derivative_order_definition(order=order) + derivative_order_definitions.append(order_definition) - order_hashes = self._calculate_order_hashes(orders=order_definitions) + spot_order_hashes, derivative_order_hashes = self._calculate_order_hashes( + spot_orders=spot_order_definitions, + derivative_orders=derivative_order_definitions, + ) message = composer.MsgBatchUpdateOrders( sender=self.portfolio_account_injective_address, - spot_orders_to_create=order_definitions, + spot_orders_to_create=spot_order_definitions, + derivative_orders_to_create=derivative_order_definitions, ) delegated_message = composer.MsgExec( grantee=self.trading_account_injective_address, msgs=[message] ) - return delegated_message, order_hashes + return delegated_message, spot_order_hashes, derivative_order_hashes - def _order_cancel_message(self, spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData]) -> any_pb2.Any: + def _order_cancel_message( + self, + spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData], + derivative_orders_to_cancel: List[injective_exchange_tx_pb.OrderData] + ) -> any_pb2.Any: composer = self.composer message = composer.MsgBatchUpdateOrders( sender=self.portfolio_account_injective_address, spot_orders_to_cancel=spot_orders_to_cancel, + derivative_orders_to_cancel=derivative_orders_to_cancel, ) delegated_message = composer.MsgExec( grantee=self.trading_account_injective_address, diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 95e9397407..f8b53ec5a7 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -167,7 +167,7 @@ async def trading_pair_for_market(self, market_id: str): return self._market_and_trading_pair_map[market_id] - async def market_id_for_trading_pair(self, trading_pair: str) -> str: + async def market_id_for_spot_trading_pair(self, trading_pair: str) -> str: if self._market_and_trading_pair_map is None: async with self._markets_initialization_lock: if self._market_and_trading_pair_map is None: @@ -280,7 +280,7 @@ async def order_updates_for_transaction( amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) trade_type = TradeType.BUY if order_info["order_type"] in [1, 7, 9] else TradeType.SELL for transaction_order in transaction_orders: - market_id = await self.market_id_for_trading_pair(trading_pair=transaction_order.trading_pair) + market_id = await self.market_id_for_spot_trading_pair(trading_pair=transaction_order.trading_pair) if (market_id == order_info["market_id"] and transaction_order.amount == amount and transaction_order.price == price @@ -432,12 +432,17 @@ async def _order_creation_message( return execute_contract_message, [] - def _order_cancel_message(self, spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData]) -> any_pb2.Any: + def _order_cancel_message( + self, + spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData], + derivative_orders_to_cancel: List[injective_exchange_tx_pb.OrderData] + ) -> any_pb2.Any: composer = self.composer message = composer.MsgBatchUpdateOrders( sender=self.portfolio_account_injective_address, spot_orders_to_cancel=spot_orders_to_cancel, + derivative_orders_to_cancel=derivative_orders_to_cancel, ) message_as_dictionary = json_format.MessageToDict( @@ -461,7 +466,7 @@ def _order_cancel_message(self, spot_orders_to_cancel: List[injective_exchange_t async def _create_spot_order_definition(self, order: GatewayInFlightOrder): # Both price and quantity have to be adjusted because the vaults expect to receive those values without # the extra 18 zeros that the chain backend expectes for direct trading messages - market_id = await self.market_id_for_trading_pair(order.trading_pair) + market_id = await self.market_id_for_spot_trading_pair(order.trading_pair) definition = self.composer.SpotOrder( market_id=market_id, subaccount_id=str(self.portfolio_account_subaccount_index), diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 4aa02e524d..f6d7c0b66d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -333,7 +333,7 @@ async def _execute_batch_order_create(self, orders_to_create: List[LimitOrder]): async def _execute_batch_inflight_order_create(self, inflight_orders_to_create: List[GatewayInFlightOrder]): try: place_order_results = await self._data_source.create_orders( - orders_to_create=inflight_orders_to_create + spot_orders=inflight_orders_to_create ) for place_order_result, in_flight_order in ( zip(place_order_results, inflight_orders_to_create) @@ -478,7 +478,7 @@ async def _execute_batch_cancel(self, orders_to_cancel: List[LimitOrder]) -> Lis async def _execute_batch_order_cancel(self, orders_to_cancel: List[GatewayInFlightOrder]) -> List[CancellationResult]: try: - cancel_order_results = await self._data_source.cancel_orders(orders_to_cancel=orders_to_cancel) + cancel_order_results = await self._data_source.cancel_orders(spot_orders=orders_to_cancel) cancelation_results = [] for cancel_order_result in cancel_order_results: success = True diff --git a/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx b/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx index 9fbc4cad0a..4c2823e0dd 100644 --- a/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx +++ b/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx @@ -336,6 +336,7 @@ cdef class PaperTradeExchange(ExchangeBase): string cpp_trading_pair_str = trading_pair_str.encode("utf8") string cpp_base_asset = self._trading_pairs[trading_pair_str].base_asset.encode("utf8") string cpp_quote_asset = quote_asset.encode("utf8") + string cpp_position = "NIL".encode("utf8") LimitOrdersIterator map_it SingleTradingPairLimitOrders *limit_orders_collection_ptr = NULL pair[LimitOrders.iterator, cppbool] insert_result @@ -366,7 +367,8 @@ cdef class PaperTradeExchange(ExchangeBase): quantized_amount, None, int(self._current_timestamp * 1e6), - 0 + 0, + cpp_position, )) safe_ensure_future(self.trigger_event_async( self.MARKET_BUY_ORDER_CREATED_EVENT_TAG, @@ -395,6 +397,7 @@ cdef class PaperTradeExchange(ExchangeBase): string cpp_trading_pair_str = trading_pair_str.encode("utf8") string cpp_base_asset = base_asset.encode("utf8") string cpp_quote_asset = self._trading_pairs[trading_pair_str].quote_asset.encode("utf8") + string cpp_position = "NIL".encode("uft8") LimitOrdersIterator map_it SingleTradingPairLimitOrders *limit_orders_collection_ptr = NULL pair[LimitOrders.iterator, cppbool] insert_result @@ -424,7 +427,8 @@ cdef class PaperTradeExchange(ExchangeBase): quantized_amount, None, int(self._current_timestamp * 1e6), - 0 + 0, + cpp_position, )) safe_ensure_future(self.trigger_event_async( self.MARKET_SELL_ORDER_CREATED_EVENT_TAG, diff --git a/hummingbot/core/cpp/LimitOrder.cpp b/hummingbot/core/cpp/LimitOrder.cpp index 4ea86b40c1..3fde75bf61 100644 --- a/hummingbot/core/cpp/LimitOrder.cpp +++ b/hummingbot/core/cpp/LimitOrder.cpp @@ -11,6 +11,7 @@ LimitOrder::LimitOrder() { this->filledQuantity = NULL; this->creationTimestamp = 0.0; this->status = 0; + this->position = "NIL"; } LimitOrder::LimitOrder(std::string clientOrderID, @@ -31,6 +32,7 @@ LimitOrder::LimitOrder(std::string clientOrderID, this->filledQuantity = NULL; this->creationTimestamp = 0.0; this->status = 0; + this->position = "NIL"; Py_XINCREF(price); Py_XINCREF(quantity); } @@ -44,7 +46,8 @@ LimitOrder::LimitOrder(std::string clientOrderID, PyObject *quantity, PyObject *filledQuantity, long creationTimestamp, - short int status + short int status, + std::string position ) { this->clientOrderID = clientOrderID; this->tradingPair = tradingPair; @@ -56,6 +59,7 @@ LimitOrder::LimitOrder(std::string clientOrderID, this->filledQuantity = filledQuantity; this->creationTimestamp = creationTimestamp; this->status = status; + this->position = position; Py_XINCREF(price); Py_XINCREF(quantity); Py_XINCREF(filledQuantity); @@ -72,6 +76,7 @@ LimitOrder::LimitOrder(const LimitOrder &other) { this->filledQuantity = other.filledQuantity; this->creationTimestamp = other.creationTimestamp; this->status = other.status; + this->position = other.position; Py_XINCREF(this->price); Py_XINCREF(this->quantity); Py_XINCREF(this->filledQuantity); @@ -97,6 +102,7 @@ LimitOrder &LimitOrder::operator=(const LimitOrder &other) { this->filledQuantity = other.filledQuantity; this->creationTimestamp = other.creationTimestamp; this->status = other.status; + this->position = other.position; Py_XINCREF(this->price); Py_XINCREF(this->quantity); Py_XINCREF(this->filledQuantity); @@ -152,3 +158,7 @@ long LimitOrder::getCreationTimestamp() const{ short int LimitOrder::getStatus() const{ return this->status; } + +std::string LimitOrder::getPosition() const{ + return this->position; +} diff --git a/hummingbot/core/cpp/LimitOrder.h b/hummingbot/core/cpp/LimitOrder.h index afd7bf3661..5e2c17f581 100644 --- a/hummingbot/core/cpp/LimitOrder.h +++ b/hummingbot/core/cpp/LimitOrder.h @@ -15,6 +15,7 @@ class LimitOrder { PyObject *filledQuantity; long creationTimestamp; short int status; + std::string position; public: LimitOrder(); @@ -34,7 +35,8 @@ class LimitOrder { PyObject *quantity, PyObject *filledQuantity, long creationTimestamp, - short int status); + short int status, + std::string position); ~LimitOrder(); LimitOrder(const LimitOrder &other); LimitOrder &operator=(const LimitOrder &other); @@ -50,6 +52,7 @@ class LimitOrder { PyObject *getFilledQuantity() const; long getCreationTimestamp() const; short int getStatus() const; + std::string getPosition() const; }; #endif diff --git a/hummingbot/core/data_type/LimitOrder.pxd b/hummingbot/core/data_type/LimitOrder.pxd index d3320b94f7..07c4988806 100644 --- a/hummingbot/core/data_type/LimitOrder.pxd +++ b/hummingbot/core/data_type/LimitOrder.pxd @@ -24,7 +24,8 @@ cdef extern from "../cpp/LimitOrder.h": PyObject *quantity, PyObject *filledQuantity, long long creationTimestamp, - short int status) + short int status, + string position) LimitOrder(const LimitOrder &other) LimitOrder &operator=(const LimitOrder &other) string getClientOrderID() @@ -37,3 +38,4 @@ cdef extern from "../cpp/LimitOrder.h": PyObject *getFilledQuantity() long long getCreationTimestamp() short int getStatus() + string getPosition() diff --git a/hummingbot/core/data_type/limit_order.pyx b/hummingbot/core/data_type/limit_order.pyx index 921f033922..5662c6923b 100644 --- a/hummingbot/core/data_type/limit_order.pyx +++ b/hummingbot/core/data_type/limit_order.pyx @@ -8,6 +8,7 @@ import pandas as pd from cpython cimport PyObject from libcpp.string cimport string +from hummingbot.core.data_type.common import PositionAction from hummingbot.core.event.events import LimitOrderStatus cdef class LimitOrder: @@ -65,12 +66,14 @@ cdef class LimitOrder: quantity: Decimal, filled_quantity: Decimal = Decimal("NaN"), creation_timestamp: int = 0, - status: LimitOrderStatus = LimitOrderStatus.UNKNOWN): + status: LimitOrderStatus = LimitOrderStatus.UNKNOWN, + position: PositionAction = PositionAction.NIL): cdef: string cpp_client_order_id = client_order_id.encode("utf8") string cpp_trading_pair = trading_pair.encode("utf8") string cpp_base_currency = base_currency.encode("utf8") string cpp_quote_currency = quote_currency.encode("utf8") + string cpp_position = position.value.encode("utf8") self._cpp_limit_order = CPPLimitOrder(cpp_client_order_id, cpp_trading_pair, is_buy, @@ -80,7 +83,8 @@ cdef class LimitOrder: quantity, filled_quantity, creation_timestamp, - status.value) + status.value, + cpp_position) @property def client_order_id(self) -> str: @@ -134,6 +138,13 @@ cdef class LimitOrder: def status(self) -> LimitOrderStatus: return LimitOrderStatus(self._cpp_limit_order.getStatus()) + @property + def position(self) -> PositionAction: + cdef: + string cpp_position = self._cpp_limit_order.getPosition() + str retval = cpp_position.decode("utf8") + return PositionAction(retval) + cdef long long c_age_til(self, long long end_timestamp): """ Calculates and returns age of the order since it was created til end_timestamp in seconds diff --git a/hummingbot/core/data_type/market_order.py b/hummingbot/core/data_type/market_order.py index 14e579e667..9addeeade0 100644 --- a/hummingbot/core/data_type/market_order.py +++ b/hummingbot/core/data_type/market_order.py @@ -1,6 +1,9 @@ -from typing import NamedTuple, List +from typing import List, NamedTuple + import pandas as pd +from hummingbot.core.data_type.common import PositionAction + class MarketOrder(NamedTuple): order_id: str @@ -10,6 +13,7 @@ class MarketOrder(NamedTuple): quote_asset: str amount: float timestamp: float + position: PositionAction = PositionAction.NIL @classmethod def to_pandas(cls, market_orders: List["MarketOrder"]) -> pd.DataFrame: diff --git a/standard_error_output.txt b/standard_error_output.txt new file mode 100644 index 0000000000..2f6fcc8901 --- /dev/null +++ b/standard_error_output.txt @@ -0,0 +1 @@ +E0731 16:28:00.249692000 6216691712 hpack_parser.cc:991] Error parsing 'content-type' metadata: invalid value diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py new file mode 100644 index 0000000000..66fd6293cb --- /dev/null +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py @@ -0,0 +1,1320 @@ +import asyncio +import base64 +import json +from collections import OrderedDict +from decimal import Decimal +from functools import partial +from test.hummingbot.connector.exchange.injective_v2.programmable_query_executor import ProgrammableQueryExecutor +from typing import Any, Callable, Dict, List, Optional, Tuple, Union +from unittest.mock import AsyncMock, MagicMock + +from aioresponses import aioresponses +from aioresponses.core import RequestCall +from bidict import bidict +from pyinjective import Address, PrivateKey +from pyinjective.orderhash import OrderHashResponse + +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_derivative import ( + InjectiveV2PerpetualDerivative, +) +from hummingbot.connector.exchange.injective_v2.injective_v2_utils import ( + InjectiveConfigMap, + InjectiveDelegatedAccountMode, + InjectiveTestnetNetworkMode, +) +from hummingbot.connector.gateway.clob_spot.data_sources.injective.injective_utils import OrderHashManager +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayPerpetualInFlightOrder +from hummingbot.connector.test_support.perpetual_derivative_test import AbstractPerpetualDerivativeTests +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type.common import OrderType, PositionMode, TradeType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState +from hummingbot.core.data_type.limit_order import LimitOrder +from hummingbot.core.data_type.trade_fee import TradeFeeBase +from hummingbot.core.event.events import MarketOrderFailureEvent + + +class InjectiveV2PerpetualDerivativeTests(AbstractPerpetualDerivativeTests.PerpetualDerivativeTests): + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.base_asset = "INJ" + cls.quote_asset = "USDT" + cls.base_asset_denom = "inj" + cls.quote_asset_denom = "peggy0x87aB3B4C8661e07D6372361211B96ed4Dc36B1B5" # noqa: mock + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.market_id = "0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6" # noqa: mock + + _, grantee_private_key = PrivateKey.generate() + cls.trading_account_private_key = grantee_private_key.to_hex() + cls.trading_account_subaccount_index = 0 + _, granter_private_key = PrivateKey.generate() + granter_address = Address(bytes.fromhex(granter_private_key.to_public_key().to_hex())) + cls.portfolio_account_injective_address = granter_address.to_acc_bech32() + cls.portfolio_account_subaccount_index = 0 + portfolio_adderss = Address.from_acc_bech32(cls.portfolio_account_injective_address) + cls.portfolio_account_subaccount_id = portfolio_adderss.get_subaccount_id( + index=cls.portfolio_account_subaccount_index + ) + cls.base_decimals = 18 + cls.quote_decimals = 6 + + def setUp(self) -> None: + super().setUp() + self._original_async_loop = asyncio.get_event_loop() + self.async_loop = asyncio.new_event_loop() + asyncio.set_event_loop(self.async_loop) + self._logs_event: Optional[asyncio.Event] = None + self.exchange._data_source.logger().setLevel(1) + self.exchange._data_source.logger().addHandler(self) + + self.exchange._orders_processing_delta_time = 0.1 + self.async_tasks.append(self.async_loop.create_task(self.exchange._process_queued_orders())) + + def tearDown(self) -> None: + super().tearDown() + self.async_loop.stop() + self.async_loop.close() + asyncio.set_event_loop(self._original_async_loop) + self._logs_event = None + + def handle(self, record): + super().handle(record=record) + if self._logs_event is not None: + self._logs_event.set() + + def reset_log_event(self): + if self._logs_event is not None: + self._logs_event.clear() + + async def wait_for_a_log(self): + if self._logs_event is not None: + await self._logs_event.wait() + + @property + def expected_supported_position_modes(self) -> List[PositionMode]: + return [PositionMode.ONEWAY] + + @property + def funding_info_url(self): + raise NotImplementedError + + @property + def funding_payment_url(self): + raise NotImplementedError + + @property + def funding_info_mock_response(self): + raise NotImplementedError + + @property + def empty_funding_payment_mock_response(self): + raise NotImplementedError + + @property + def funding_payment_mock_response(self): + raise NotImplementedError + + def position_event_for_full_fill_websocket_update(self, order: InFlightOrder, unrealized_pnl: float): + raise NotImplementedError + + def configure_successful_set_position_mode( + self, + position_mode: PositionMode, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None): + raise NotImplementedError + + def configure_failed_set_position_mode( + self, + position_mode: PositionMode, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> Tuple[str, str]: + # Do nothing + return "", "" + + def configure_failed_set_leverage( + self, + leverage: int, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> Tuple[str, str]: + raise NotImplementedError + + def configure_successful_set_leverage( + self, + leverage: int, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ): + raise NotImplementedError + + def funding_info_event_for_websocket_update(self): + raise NotImplementedError + + @property + def all_symbols_url(self): + raise NotImplementedError + + @property + def latest_prices_url(self): + raise NotImplementedError + + @property + def network_status_url(self): + raise NotImplementedError + + @property + def trading_rules_url(self): + raise NotImplementedError + + @property + def order_creation_url(self): + raise NotImplementedError + + @property + def balance_url(self): + raise NotImplementedError + + @property + def all_symbols_request_mock_response(self): + raise NotImplementedError + + @property + def latest_prices_request_mock_response(self): + raise NotImplementedError + + @property + def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: + raise NotImplementedError + + @property + def network_status_request_successful_mock_response(self): + raise NotImplementedError + + @property + def trading_rules_request_mock_response(self): + raise NotImplementedError + + @property + def trading_rules_request_erroneous_mock_response(self): + return [{ + "marketId": "0x0611780ba69656949525013d947713300f56c37b6175e02f26bffa495c3208fe", # noqa: mock + "marketStatus": "active", + "ticker": f"{self.base_asset}/{self.quote_asset}", + "baseDenom": self.base_asset_denom, + "baseTokenMeta": { + "name": "Base Asset", + "address": "0xe28b3B32B6c345A34Ff64674606124Dd5Aceca30", # noqa: mock + "symbol": self.base_asset, + "logo": "https://static.alchemyapi.io/images/assets/7226.png", + "decimals": self.base_decimals, + "updatedAt": "1687190809715" + }, + "quoteDenom": self.quote_asset_denom, # noqa: mock + "quoteTokenMeta": { + "name": "Quote Asset", + "address": "0x0000000000000000000000000000000000000000", # noqa: mock + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": self.quote_decimals, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0001", + "takerFeeRate": "0.001", + "serviceProviderFee": "0.4", + }] + + @property + def order_creation_request_successful_mock_response(self): + return {"txhash": "017C130E3602A48E5C9D661CAC657BF1B79262D4B71D5C25B1DA62DE2338DA0E", "rawLog": "[]"} # noqa: mock + + @property + def balance_request_mock_response_for_base_and_quote(self): + return { + "accountAddress": self.portfolio_account_injective_address, + "bankBalances": [ + { + "denom": self.base_asset_denom, + "amount": str(Decimal(5) * Decimal(1e18)) + }, + { + "denom": self.quote_asset_denom, + "amount": str(Decimal(1000) * Decimal(1e6)) + } + ], + "subaccounts": [ + { + "subaccountId": self.portfolio_account_subaccount_id, + "denom": self.quote_asset_denom, + "deposit": { + "totalBalance": str(Decimal(1000) * Decimal(1e6)), + "availableBalance": str(Decimal(1000) * Decimal(1e6)) + } + }, + { + "subaccountId": self.portfolio_account_subaccount_id, + "denom": self.base_asset_denom, + "deposit": { + "totalBalance": str(Decimal(10) * Decimal(1e18)), + "availableBalance": str(Decimal(5) * Decimal(1e18)) + } + }, + ] + } + + @property + def balance_request_mock_response_only_base(self): + return { + "accountAddress": self.portfolio_account_injective_address, + "bankBalances": [ + { + "denom": self.base_asset_denom, + "amount": str(Decimal(5) * Decimal(1e18)) + }, + ], + "subaccounts": [ + { + "subaccountId": self.portfolio_account_subaccount_id, + "denom": self.base_asset_denom, + "deposit": { + "totalBalance": str(Decimal(10) * Decimal(1e18)), + "availableBalance": str(Decimal(5) * Decimal(1e18)) + } + }, + ] + } + + @property + def balance_event_websocket_update(self): + raise NotImplementedError + + @property + def expected_latest_price(self): + raise NotImplementedError + + @property + def expected_supported_order_types(self): + return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + + @property + def expected_trading_rule(self): + market_info = self.all_derivative_markets_mock_response[0] + min_price_tick_size = (Decimal(market_info["minPriceTickSize"]) + * Decimal(f"1e{-market_info['quoteTokenMeta']['decimals']}")) + min_quantity_tick_size = Decimal(market_info["minQuantityTickSize"]) + trading_rule = TradingRule( + trading_pair=self.trading_pair, + min_order_size=min_quantity_tick_size, + min_price_increment=min_price_tick_size, + min_base_amount_increment=min_quantity_tick_size, + min_quote_amount_increment=min_price_tick_size, + ) + + return trading_rule + + @property + def expected_logged_error_for_erroneous_trading_rule(self): + erroneous_rule = self.trading_rules_request_erroneous_mock_response[0] + return f"Error parsing the trading pair rule: {erroneous_rule}. Skipping..." + + @property + def expected_exchange_order_id(self): + return "0x3870fbdd91f07d54425147b1bb96404f4f043ba6335b422a6d494d285b387f00" # noqa: mock + + @property + def is_order_fill_http_update_included_in_status_update(self) -> bool: + return True + + @property + def is_order_fill_http_update_executed_during_websocket_order_event_processing(self) -> bool: + return False + + @property + def expected_partial_fill_price(self) -> Decimal: + raise NotImplementedError + + @property + def expected_partial_fill_amount(self) -> Decimal: + raise NotImplementedError + + @property + def expected_fill_fee(self) -> TradeFeeBase: + raise NotImplementedError + + @property + def expected_fill_trade_id(self) -> str: + raise NotImplementedError + + @property + def all_spot_markets_mock_response(self): + return [{ + "marketId": "0x0611780ba69656949525013d947713300f56c37b6175e02f26bffa495c3208fe", # noqa: mock + "marketStatus": "active", + "ticker": f"{self.base_asset}/{self.quote_asset}", + "baseDenom": self.base_asset_denom, + "baseTokenMeta": { + "name": "Base Asset", + "address": "0xe28b3B32B6c345A34Ff64674606124Dd5Aceca30", # noqa: mock + "symbol": self.base_asset, + "logo": "https://static.alchemyapi.io/images/assets/7226.png", + "decimals": self.base_decimals, + "updatedAt": "1687190809715" + }, + "quoteDenom": self.quote_asset_denom, # noqa: mock + "quoteTokenMeta": { + "name": "Quote Asset", + "address": "0x0000000000000000000000000000000000000000", # noqa: mock + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": self.quote_decimals, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0001", + "takerFeeRate": "0.001", + "serviceProviderFee": "0.4", + "minPriceTickSize": "0.000000000000001", + "minQuantityTickSize": "1000000000000000" + }] + + @property + def all_derivative_markets_mock_response(self): + return [ + { + "marketId": self.market_id, + "marketStatus": "active", + "ticker": f"{self.base_asset}/{self.quote_asset} PERP", + "oracleBase": "0x2d9315a88f3019f8efa88dfe9c0f0843712da0bac814461e27733f6b83eb51b3", # noqa: mock + "oracleQuote": "0x1fc18861232290221461220bd4e2acd1dcdfbc89c84092c93c18bdc7756c1588", # noqa: mock + "oracleType": "pyth", + "oracleScaleFactor": 6, + "initialMarginRatio": "0.195", + "maintenanceMarginRatio": "0.05", + "quoteDenom": self.quote_asset_denom, + "quoteTokenMeta": { + "name": "Testnet Tether USDT", + "address": "0x0000000000000000000000000000000000000000", + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": self.quote_decimals, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0003", + "takerFeeRate": "0.003", + "serviceProviderFee": "0.4", + "isPerpetual": True, + "minPriceTickSize": "100", + "minQuantityTickSize": "0.0001", + "perpetualMarketInfo": { + "hourlyFundingRateCap": "0.000625", + "hourlyInterestRate": "0.00000416666", + "nextFundingTimestamp": "1690516800", + "fundingInterval": "3600" + }, + "perpetualMarketFunding": { + "cumulativeFunding": "81363.592243119007273334", + "cumulativePrice": "1.432536051546776736", + "lastTimestamp": "1689423842" + } + }, + ] + + def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + return self.market_id + + def create_exchange_instance(self): + client_config_map = ClientConfigAdapter(ClientConfigMap()) + network_config = InjectiveTestnetNetworkMode() + + account_config = InjectiveDelegatedAccountMode( + private_key=self.trading_account_private_key, + subaccount_index=self.trading_account_subaccount_index, + granter_address=self.portfolio_account_injective_address, + granter_subaccount_index=self.portfolio_account_subaccount_index, + ) + + injective_config = InjectiveConfigMap( + network=network_config, + account_type=account_config, + ) + + exchange = InjectiveV2PerpetualDerivative( + client_config_map=client_config_map, + connector_configuration=injective_config, + trading_pairs=[self.trading_pair], + ) + + exchange._data_source._query_executor = ProgrammableQueryExecutor() + exchange._data_source._spot_market_and_trading_pair_map = bidict() + exchange._data_source._derivative_market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) + return exchange + + def validate_auth_credentials_present(self, request_call: RequestCall): + raise NotImplementedError + + def validate_order_creation_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def validate_order_cancelation_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def validate_order_status_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def validate_trades_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def configure_all_symbols_response( + self, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + all_markets_mock_response = self.all_spot_markets_mock_response + self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(all_markets_mock_response) + all_markets_mock_response = self.all_derivative_markets_mock_response + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait(all_markets_mock_response) + return "" + + def configure_trading_rules_response( + self, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, + ) -> List[str]: + + self.configure_all_symbols_response(mock_api=mock_api, callback=callback) + return "" + + def configure_erroneous_trading_rules_response( + self, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, + ) -> List[str]: + + self.exchange._data_source._query_executor._spot_markets_responses.put_nowait([]) + response = self.trading_rules_request_erroneous_mock_response + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait(response) + return "" + + def configure_successful_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + response = self._order_cancelation_request_successful_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + return "" + + def configure_erroneous_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + response = self._order_cancelation_request_erroneous_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + return "" + + def configure_order_not_found_error_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + raise NotImplementedError + + def configure_one_successful_one_erroneous_cancel_all_response( + self, + successful_order: InFlightOrder, + erroneous_order: InFlightOrder, + mock_api: aioresponses + ) -> List[str]: + raise NotImplementedError + + def configure_completely_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> List[str]: + raise NotImplementedError + + def configure_canceled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> Union[str, List[str]]: + raise NotImplementedError + + def configure_open_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> List[str]: + raise NotImplementedError + + def configure_http_error_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + raise NotImplementedError + + def configure_partially_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + raise NotImplementedError + + def configure_order_not_found_error_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> List[str]: + raise NotImplementedError + + def configure_partial_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + raise NotImplementedError + + def configure_erroneous_http_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + raise NotImplementedError + + def configure_full_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = None + ) -> str: + raise NotImplementedError + + def order_event_for_new_order_websocket_update(self, order: InFlightOrder): + raise NotImplementedError + + def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): + raise NotImplementedError + + def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): + raise NotImplementedError + + def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): + raise NotImplementedError + + @aioresponses() + def test_all_trading_pairs_does_not_raise_exception(self, mock_api): + self.exchange._set_trading_pair_symbol_map(None) + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + queue_mock = AsyncMock() + queue_mock.get.side_effect = Exception("Test error") + self.exchange._data_source._query_executor._spot_markets_responses = queue_mock + + result: List[str] = self.async_run_with_timeout(self.exchange.all_trading_pairs(), timeout=10) + + self.assertEqual(0, len(result)) + + def test_batch_order_create(self): + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1", "hash2"] + ) + + # Configure all symbols response to initialize the trading rules + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_rules()) + + buy_order_to_create = LimitOrder( + client_order_id="", + trading_pair=self.trading_pair, + is_buy=True, + base_currency=self.base_asset, + quote_currency=self.quote_asset, + price=Decimal("10"), + quantity=Decimal("2"), + ) + sell_order_to_create = LimitOrder( + client_order_id="", + trading_pair=self.trading_pair, + is_buy=False, + base_currency=self.base_asset, + quote_currency=self.quote_asset, + price=Decimal("11"), + quantity=Decimal("3"), + ) + orders_to_create = [buy_order_to_create, sell_order_to_create] + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + orders: List[LimitOrder] = self.exchange.batch_order_create(orders_to_create=orders_to_create) + + buy_order_to_create_in_flight = GatewayPerpetualInFlightOrder( + client_order_id=orders[0].client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=1640780000, + price=orders[0].price, + amount=orders[0].quantity, + exchange_order_id="hash1", + creation_transaction_hash=response["txhash"] + ) + sell_order_to_create_in_flight = GatewayPerpetualInFlightOrder( + client_order_id=orders[1].client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.SELL, + creation_timestamp=1640780000, + price=orders[1].price, + amount=orders[1].quantity, + exchange_order_id="hash2", + creation_transaction_hash=response["txhash"] + ) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(2, len(orders)) + self.assertEqual(2, len(self.exchange.in_flight_orders)) + + self.assertIn(buy_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + self.assertIn(sell_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + + self.assertEqual( + buy_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + buy_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + self.assertEqual( + sell_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + sell_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + # + # def test_create_order_with_invalid_position_action_raises_value_error(self): + # self._simulate_trading_rules_initialized() + # + # with self.assertRaises(ValueError) as exception_context: + # asyncio.get_event_loop().run_until_complete( + # self.exchange._create_order( + # trade_type=TradeType.BUY, + # order_id="C1", + # trading_pair=self.trading_pair, + # amount=Decimal("1"), + # order_type=OrderType.LIMIT, + # price=Decimal("46000"), + # position_action=PositionAction.NIL, + # ), + # ) + # + # self.assertEqual( + # f"Invalid position action {PositionAction.NIL}. Must be one of {[PositionAction.OPEN, PositionAction.CLOSE]}", + # str(exception_context.exception) + # ) + + @aioresponses() + def test_create_buy_limit_order_successfully(self, mock_api): + """Open long position""" + # Configure all symbols response to initialize the trading rules + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_rules()) + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + leverage = 2 + self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) + order_id = self.place_buy_order() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + + @aioresponses() + def test_create_sell_limit_order_successfully(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_id = self.place_sell_order() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + + @aioresponses() + def test_create_order_fails_and_raises_failure_event(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = {"txhash": "", "rawLog": "Error"} + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_id = self.place_buy_order() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertNotIn(order_id, self.exchange.in_flight_orders) + + self.assertEquals(0, len(self.buy_order_created_logger.event_log)) + failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + self.assertEqual(OrderType.LIMIT, failure_event.order_type) + self.assertEqual(order_id, failure_event.order_id) + + self.assertTrue( + self.is_logged( + "INFO", + f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " + f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " + f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" + ) + ) + + @aioresponses() + def test_create_order_fails_when_trading_rule_error_and_raises_failure_event(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + order_id_for_invalid_order = self.place_buy_order( + amount=Decimal("0.0001"), price=Decimal("0.0001") + ) + # The second order is used only to have the event triggered and avoid using timeouts for tests + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = {"txhash": "", "rawLog": "Error"} + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_id = self.place_buy_order() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertNotIn(order_id_for_invalid_order, self.exchange.in_flight_orders) + self.assertNotIn(order_id, self.exchange.in_flight_orders) + + self.assertEquals(0, len(self.buy_order_created_logger.event_log)) + failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + self.assertEqual(OrderType.LIMIT, failure_event.order_type) + self.assertEqual(order_id_for_invalid_order, failure_event.order_id) + + self.assertTrue( + self.is_logged( + "WARNING", + "Buy order amount 0.0001 is lower than the minimum order size 0.01. The order will not be created, " + "increase the amount to be higher than the minimum order size." + ) + ) + self.assertTrue( + self.is_logged( + "INFO", + f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " + f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " + f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" + ) + ) + + def test_get_buy_and_sell_collateral_tokens(self): + self._simulate_trading_rules_initialized() + + linear_buy_collateral_token = self.exchange.get_buy_collateral_token(self.trading_pair) + linear_sell_collateral_token = self.exchange.get_sell_collateral_token(self.trading_pair) + + self.assertEqual(self.quote_asset, linear_buy_collateral_token) + self.assertEqual(self.quote_asset, linear_sell_collateral_token) + + def test_batch_order_cancel(self): + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id="11", + exchange_order_id=self.expected_exchange_order_id + "1", + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("100"), + order_type=OrderType.LIMIT, + ) + self.exchange.start_tracking_order( + order_id="12", + exchange_order_id=self.expected_exchange_order_id + "2", + trading_pair=self.trading_pair, + trade_type=TradeType.SELL, + price=Decimal("11000"), + amount=Decimal("110"), + order_type=OrderType.LIMIT, + ) + + buy_order_to_cancel: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders["11"] + sell_order_to_cancel: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders["12"] + orders_to_cancel = [buy_order_to_cancel, sell_order_to_cancel] + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait(transaction_simulation_response) + + response = self._order_cancelation_request_successful_mock_response(order=buy_order_to_cancel) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + self.exchange.batch_order_cancel(orders_to_cancel=orders_to_cancel) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertIn(buy_order_to_cancel.client_order_id, self.exchange.in_flight_orders) + self.assertIn(sell_order_to_cancel.client_order_id, self.exchange.in_flight_orders) + self.assertTrue(buy_order_to_cancel.is_pending_cancel_confirmation) + self.assertEqual(response["txhash"], buy_order_to_cancel.cancel_tx_hash) + self.assertTrue(sell_order_to_cancel.is_pending_cancel_confirmation) + self.assertEqual(response["txhash"], sell_order_to_cancel.cancel_tx_hash) + + @aioresponses() + def test_cancel_order_not_found_in_the_exchange(self, mock_api): + # This tests does not apply for Injective. The batch orders update message used for cancelations will not + # detect if the orders exists or not. That will happen when the transaction is executed. + pass + + @aioresponses() + def test_cancel_two_orders_with_cancel_all_and_one_fails(self, mock_api): + # This tests does not apply for Injective. The batch orders update message used for cancelations will not + # detect if the orders exists or not. That will happen when the transaction is executed. + pass + + def test_order_not_found_in_its_creating_transaction_marked_as_failed_during_order_creation_check(self): + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id="0x9f94598b4842ab66037eaa7c64ec10ae16dcf196e61db8522921628522c0f62e", # noqa: mock + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("100"), + order_type=OrderType.LIMIT, + ) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + order: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + order.update_creation_transaction_hash(creation_transaction_hash="66A360DA2FD6884B53B5C019F1A2B5BED7C7C8FC07E83A9C36AD3362EDE096AE") # noqa: mock + + transaction_data = (b'\x12\xd1\x01\n8/injective.exchange.v1beta1.MsgBatchUpdateOrdersResponse' + b'\x12\x94\x01\n\x02\x00\x00\x12\x02\x00\x00\x1aB' + b'0xc5d66f56942e1ae407c01eedccd0471deb8e202a514cde3bae56a8307e376cd1' # noqa: mock + b'\x1aB' + b'0x115975551b4f86188eee6b93d789fcc78df6e89e40011b929299b6e142f53515' # noqa: mock + b'"\x00"\x00') + transaction_messages = [ + { + "type": "/cosmos.authz.v1beta1.MsgExec", + "value": { + "grantee": PrivateKey.from_hex(self.trading_account_private_key).to_public_key().to_acc_bech32(), + "msgs": [ + { + "@type": "/injective.exchange.v1beta1.MsgBatchUpdateOrders", + "sender": self.portfolio_account_injective_address, + "subaccount_id": "", + "spot_market_ids_to_cancel_all": [], + "derivative_market_ids_to_cancel_all": [], + "spot_orders_to_cancel": [], + "derivative_orders_to_cancel": [], + "spot_orders_to_create": [ + { + "market_id": self.market_id, + "order_info": { + "subaccount_id": self.portfolio_account_subaccount_index, + "fee_recipient": self.portfolio_account_injective_address, + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "quantity": str((order.amount + Decimal(1)) * Decimal(f"1e{self.base_decimals}")) + }, + "order_type": order.trade_type.name, + "trigger_price": "0.000000000000000000" + } + ], + "derivative_orders_to_create": [], + "binary_options_orders_to_cancel": [], + "binary_options_market_ids_to_cancel_all": [], + "binary_options_orders_to_create": [] + } + ] + } + } + ] + transaction_response = { + "s": "ok", + "data": { + "blockNumber": "13302254", + "blockTimestamp": "2023-07-05 13:55:09.94 +0000 UTC", + "hash": "0x66a360da2fd6884b53b5c019f1a2b5bed7c7c8fc07e83a9c36ad3362ede096ae", # noqa: mock + "data": base64.b64encode(transaction_data).decode(), + "gasWanted": "168306", + "gasUsed": "167769", + "gasFee": { + "amount": [ + { + "denom": "inj", + "amount": "84153000000000" + } + ], + "gasLimit": "168306", + "payer": "inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r" # noqa: mock + }, + "txType": "injective", + "messages": base64.b64encode(json.dumps(transaction_messages).encode()).decode(), + "signatures": [ + { + "pubkey": "035ddc4d5642b9383e2f087b2ee88b7207f6286ebc9f310e9df1406eccc2c31813", # noqa: mock + "address": "inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r", # noqa: mock + "sequence": "16450", + "signature": "S9atCwiVg9+8vTpbciuwErh54pJOAry3wHvbHT2fG8IumoE+7vfuoP7mAGDy2w9am+HHa1yv60VSWo3cRhWC9g==" + } + ], + "txNumber": "13182", + "blockUnixTimestamp": "1688565309940", + "logs": "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" # noqa: mock + } + } + self.exchange._data_source._query_executor._transaction_by_hash_responses.put_nowait(transaction_response) + + original_order_hash_manager = self.exchange._data_source.order_hash_manager + + self.async_run_with_timeout(self.exchange._check_orders_creation_transactions()) + + self.assertEquals(0, len(self.buy_order_created_logger.event_log)) + failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + self.assertEqual(OrderType.LIMIT, failure_event.order_type) + self.assertEqual(order.client_order_id, failure_event.order_id) + + self.assertTrue( + self.is_logged( + "INFO", + f"Order {order.client_order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " + f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " + f"client_order_id='{order.client_order_id}', exchange_order_id=None, misc_updates=None)" + ) + ) + + self.assertNotEqual(original_order_hash_manager, self.exchange._data_source._order_hash_manager) + + def test_order_creation_check_waits_for_originating_transaction_to_be_mined(self): + request_sent_event = asyncio.Event() + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id="hash1", + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("100"), + order_type=OrderType.LIMIT, + ) + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "2", + exchange_order_id="hash2", + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("20000"), + amount=Decimal("200"), + order_type=OrderType.LIMIT, + ) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + self.assertIn(self.client_order_id_prefix + "2", self.exchange.in_flight_orders) + + hash_not_matching_order: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + hash_not_matching_order.update_creation_transaction_hash(creation_transaction_hash="66A360DA2FD6884B53B5C019F1A2B5BED7C7C8FC07E83A9C36AD3362EDE096AE") # noqa: mock + + no_mined_tx_order: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "2"] + no_mined_tx_order.update_creation_transaction_hash( + creation_transaction_hash="HHHHHHHHHHHHHHH") + + transaction_data = (b'\x12\xd1\x01\n8/injective.exchange.v1beta1.MsgBatchUpdateOrdersResponse' + b'\x12\x94\x01\n\x02\x00\x00\x12\x02\x00\x00\x1aB' + b'0xc5d66f56942e1ae407c01eedccd0471deb8e202a514cde3bae56a8307e376cd1' # noqa: mock + b'\x1aB' + b'0x115975551b4f86188eee6b93d789fcc78df6e89e40011b929299b6e142f53515' # noqa: mock + b'"\x00"\x00') + transaction_messages = [ + { + "type": "/cosmos.authz.v1beta1.MsgExec", + "value": { + "grantee": PrivateKey.from_hex(self.trading_account_private_key).to_public_key().to_acc_bech32(), + "msgs": [ + { + "@type": "/injective.exchange.v1beta1.MsgBatchUpdateOrders", + "sender": self.portfolio_account_injective_address, + "subaccount_id": "", + "spot_market_ids_to_cancel_all": [], + "derivative_market_ids_to_cancel_all": [], + "spot_orders_to_cancel": [], + "derivative_orders_to_cancel": [], + "spot_orders_to_create": [ + { + "market_id": self.market_id, + "order_info": { + "subaccount_id": self.portfolio_account_subaccount_index, + "fee_recipient": self.portfolio_account_injective_address, + "price": str( + hash_not_matching_order.price * Decimal( + f"1e{self.quote_decimals - self.base_decimals}")), + "quantity": str( + hash_not_matching_order.amount * Decimal(f"1e{self.base_decimals}")) + }, + "order_type": hash_not_matching_order.trade_type.name, + "trigger_price": "0.000000000000000000" + } + ], + "derivative_orders_to_create": [], + "binary_options_orders_to_cancel": [], + "binary_options_market_ids_to_cancel_all": [], + "binary_options_orders_to_create": [] + } + ] + } + } + ] + transaction_response = { + "s": "ok", + "data": { + "blockNumber": "13302254", + "blockTimestamp": "2023-07-05 13:55:09.94 +0000 UTC", + "hash": "0x66a360da2fd6884b53b5c019f1a2b5bed7c7c8fc07e83a9c36ad3362ede096ae", # noqa: mock + "data": base64.b64encode(transaction_data).decode(), + "gasWanted": "168306", + "gasUsed": "167769", + "gasFee": { + "amount": [ + { + "denom": "inj", + "amount": "84153000000000" + } + ], + "gasLimit": "168306", + "payer": "inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r" # noqa: mock + }, + "txType": "injective", + "messages": base64.b64encode(json.dumps(transaction_messages).encode()).decode(), + "signatures": [ + { + "pubkey": "035ddc4d5642b9383e2f087b2ee88b7207f6286ebc9f310e9df1406eccc2c31813", # noqa: mock + "address": "inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r", # noqa: mock + "sequence": "16450", + "signature": "S9atCwiVg9+8vTpbciuwErh54pJOAry3wHvbHT2fG8IumoE+7vfuoP7mAGDy2w9am+HHa1yv60VSWo3cRhWC9g==" + } + ], + "txNumber": "13182", + "blockUnixTimestamp": "1688565309940", + "logs": "W3sibXNnX2luZGV4IjowLCJldmVudHMiOlt7InR5cGUiOiJtZXNzYWdlIiwiYXR0cmlidXRlcyI6W3sia2V5IjoiYWN0aW9uIiwidmFsdWUiOiIvaW5qZWN0aXZlLmV4Y2hhbmdlLnYxYmV0YTEuTXNnQmF0Y2hVcGRhdGVPcmRlcnMifSx7ImtleSI6InNlbmRlciIsInZhbHVlIjoiaW5qMWhraGRhajJhMmNsbXE1anE2bXNwc2dncXMzMnZ5bnBrMjI4cTNyIn0seyJrZXkiOiJtb2R1bGUiLCJ2YWx1ZSI6ImV4Y2hhbmdlIn1dfSx7InR5cGUiOiJjb2luX3NwZW50IiwiYXR0cmlidXRlcyI6W3sia2V5Ijoic3BlbmRlciIsInZhbHVlIjoiaW5qMWhraGRhajJhMmNsbXE1anE2bXNwc2dncXMzMnZ5bnBrMjI4cTNyIn0seyJrZXkiOiJhbW91bnQiLCJ2YWx1ZSI6IjE2NTE2NTAwMHBlZ2d5MHg4N2FCM0I0Qzg2NjFlMDdENjM3MjM2MTIxMUI5NmVkNERjMzZCMUI1In1dfSx7InR5cGUiOiJjb2luX3JlY2VpdmVkIiwiYXR0cmlidXRlcyI6W3sia2V5IjoicmVjZWl2ZXIiLCJ2YWx1ZSI6ImluajE0dm5tdzJ3ZWUzeHRyc3FmdnBjcWczNWpnOXY3ajJ2ZHB6eDBrayJ9LHsia2V5IjoiYW1vdW50IiwidmFsdWUiOiIxNjUxNjUwMDBwZWdneTB4ODdhQjNCNEM4NjYxZTA3RDYzNzIzNjEyMTFCOTZlZDREYzM2QjFCNSJ9XX0seyJ0eXBlIjoidHJhbnNmZXIiLCJhdHRyaWJ1dGVzIjpbeyJrZXkiOiJyZWNpcGllbnQiLCJ2YWx1ZSI6ImluajE0dm5tdzJ3ZWUzeHRyc3FmdnBjcWczNWpnOXY3ajJ2ZHB6eDBrayJ9LHsia2V5Ijoic2VuZGVyIiwidmFsdWUiOiJpbmoxaGtoZGFqMmEyY2xtcTVqcTZtc3BzZ2dxczMydnlucGsyMjhxM3IifSx7ImtleSI6ImFtb3VudCIsInZhbHVlIjoiMTY1MTY1MDAwcGVnZ3kweDg3YUIzQjRDODY2MWUwN0Q2MzcyMzYxMjExQjk2ZWQ0RGMzNkIxQjUifV19LHsidHlwZSI6Im1lc3NhZ2UiLCJhdHRyaWJ1dGVzIjpbeyJrZXkiOiJzZW5kZXIiLCJ2YWx1ZSI6ImluajFoa2hkYWoyYTJjbG1xNWpxNm1zcHNnZ3FzMzJ2eW5wazIyOHEzciJ9XX0seyJ0eXBlIjoiY29pbl9zcGVudCIsImF0dHJpYnV0ZXMiOlt7ImtleSI6InNwZW5kZXIiLCJ2YWx1ZSI6ImluajFoa2hkYWoyYTJjbG1xNWpxNm1zcHNnZ3FzMzJ2eW5wazIyOHEzciJ9LHsia2V5IjoiYW1vdW50IiwidmFsdWUiOiI1NTAwMDAwMDAwMDAwMDAwMDAwMGluaiJ9XX0seyJ0eXBlIjoiY29pbl9yZWNlaXZlZCIsImF0dHJpYnV0ZXMiOlt7ImtleSI6InJlY2VpdmVyIiwidmFsdWUiOiJpbmoxNHZubXcyd2VlM3h0cnNxZnZwY3FnMzVqZzl2N2oydmRwengwa2sifSx7ImtleSI6ImFtb3VudCIsInZhbHVlIjoiNTUwMDAwMDAwMDAwMDAwMDAwMDBpbmoifV19LHsidHlwZSI6InRyYW5zZmVyIiwiYXR0cmlidXRlcyI6W3sia2V5IjoicmVjaXBpZW50IiwidmFsdWUiOiJpbmoxNHZubXcyd2VlM3h0cnNxZnZwY3FnMzVqZzl2N2oydmRwengwa2sifSx7ImtleSI6InNlbmRlciIsInZhbHVlIjoiaW5qMWhraGRhajJhMmNsbXE1anE2bXNwc2dncXMzMnZ5bnBrMjI4cTNyIn0seyJrZXkiOiJhbW91bnQiLCJ2YWx1ZSI6IjU1MDAwMDAwMDAwMDAwMDAwMDAwaW5qIn1dfSx7InR5cGUiOiJtZXNzYWdlIiwiYXR0cmlidXRlcyI6W3sia2V5Ijoic2VuZGVyIiwidmFsdWUiOiJpbmoxaGtoZGFqMmEyY2xtcTVqcTZtc3BzZ2dxczMydnlucGsyMjhxM3IifV19XX1d" # noqa: mock + } + } + mock_tx_by_hash_queue = AsyncMock() + mock_tx_by_hash_queue.get.side_effect = [transaction_response, ValueError("Transaction not found in a block")] + self.exchange._data_source._query_executor._transaction_by_hash_responses = mock_tx_by_hash_queue + + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=13302254 + ) + self.exchange._data_source._query_executor._transaction_block_height_responses = mock_queue + + original_order_hash_manager = self.exchange._data_source.order_hash_manager + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._check_orders_creation_transactions() + ) + ) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertNotEqual(original_order_hash_manager, self.exchange._data_source._order_hash_manager) + + mock_queue.get.assert_called() + + @aioresponses() + def test_set_position_mode_success(self, mock_api): + # There's only ONEWAY position mode + pass + + @aioresponses() + def test_set_position_mode_failure(self, mock_api): + # There's only ONEWAY position mode + pass + + @aioresponses() + def test_set_leverage_failure(self, mock_api): + # Leverage is configured in a per order basis + pass + + @aioresponses() + def test_set_leverage_success(self, mock_api): + # Leverage is configured in a per order basis + pass + + @staticmethod + def _callback_wrapper_with_response(callback: Callable, response: Any, *args, **kwargs): + callback(args, kwargs) + if isinstance(response, Exception): + raise response + else: + return response + + def _configure_balance_response( + self, + response: Dict[str, Any], + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, + ) -> str: + self.configure_all_symbols_response(mock_api=mock_api) + self.exchange._data_source._query_executor._account_portfolio_responses.put_nowait(response) + return "" + + def _msg_exec_simulation_mock_response(self) -> Any: + return { + "gasInfo": { + "gasWanted": "50000000", + "gasUsed": "90749" + }, + "result": { + "data": "Em8KJS9jb3Ntb3MuYXV0aHoudjFiZXRhMS5Nc2dFeGVjUmVzcG9uc2USRgpECkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA=", # noqa: mock + "log": "", + "events": [], + "msgResponses": [ + OrderedDict([ + ("@type", "/cosmos.authz.v1beta1.MsgExecResponse"), + ("results", [ + "CkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA="]) # noqa: mock + ]) + ] + } + } + + def _order_cancelation_request_successful_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: + return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "[]"} # noqa: mock + + def _order_cancelation_request_erroneous_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: + return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "Error"} # noqa: mock diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py index 42b3c10122..c3f9c8a0b6 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py @@ -324,7 +324,7 @@ def is_order_fill_http_update_included_in_status_update(self) -> bool: @property def is_order_fill_http_update_executed_during_websocket_order_event_processing(self) -> bool: - raise NotImplementedError + return False @property def expected_partial_fill_price(self) -> Decimal: @@ -402,6 +402,7 @@ def create_exchange_instance(self): exchange._data_source._query_executor = ProgrammableQueryExecutor() exchange._data_source._spot_market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) + exchange._data_source._derivative_market_and_trading_pair_map = bidict() return exchange def validate_auth_credentials_present(self, request_call: RequestCall): From 3eb75959d1f12f3bb80de43aab592c65899a269e Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 3 Aug 2023 09:22:06 -0300 Subject: [PATCH 224/359] (feat) Added logic in Injective V2 perpetual connector to get order and trade updates. Also added logic to process orders, trades and balances events. --- .../injective_constants.py | 4 + ...v2_perpetual_api_order_book_data_source.py | 2 +- .../injective_v2_perpetual_derivative.py | 261 ++- .../data_sources/injective_data_source.py | 149 +- .../injective_grantee_data_source.py | 61 +- .../injective_vaults_data_source.py | 2 +- .../injective_v2/injective_constants.py | 4 + .../injective_v2/injective_query_executor.py | 53 + .../injective_v2/injective_v2_exchange.py | 4 +- .../test_support/perpetual_derivative_test.py | 23 +- standard_error_output.txt | 1 - ...petual_derivative_for_delegated_account.py | 1534 +++++++++++++++-- .../programmable_query_executor.py | 24 + ...ctive_v2_exchange_for_delegated_account.py | 12 +- ...njective_v2_exchange_for_offchain_vault.py | 10 +- 15 files changed, 1960 insertions(+), 184 deletions(-) delete mode 100644 standard_error_output.txt diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py index afb3b164d1..938e9cefab 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py @@ -6,3 +6,7 @@ TESTNET_DOMAIN = "testnet" RATE_LIMITS = CONSTANTS.RATE_LIMITS + +ORDER_STATE_MAP = CONSTANTS.ORDER_STATE_MAP + +ORDER_NOT_FOUND_ERROR_MESSAGE = CONSTANTS.ORDER_NOT_FOUND_ERROR_MESSAGE diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py index 392b8b2067..317a85b4d6 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py @@ -60,7 +60,7 @@ async def _parse_trade_message(self, raw_message: OrderBookMessage, message_queu message_queue.put_nowait(raw_message) async def _parse_funding_info_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): - # In Injective 'raw_message' is not a raw message, but the FundingInforUpdate created + # In Injective 'raw_message' is not a raw message, but the FundingInfoUpdate created # by the data source message_queue.put_nowait(raw_message) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 2a2a6dd10d..c57ec9c024 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -1,7 +1,7 @@ import asyncio from collections import defaultdict from decimal import Decimal -from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple +from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Tuple from hummingbot.connector.client_order_tracker import ClientOrderTracker from hummingbot.connector.constants import FUNDING_FEE_POLL_INTERVAL, s_decimal_NaN @@ -22,13 +22,14 @@ from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.cancellation_result import CancellationResult from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, TradeType -from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.limit_order import LimitOrder from hummingbot.core.data_type.perpetual_api_order_book_data_source import PerpetualAPIOrderBookDataSource from hummingbot.core.data_type.trade_fee import TradeFeeBase, TradeFeeSchema from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource from hummingbot.core.event.event_forwarder import EventForwarder from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent +from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future from hummingbot.core.utils.estimate_fee import build_perpetual_trade_fee from hummingbot.core.web_assistant.auth import AuthBase @@ -132,6 +133,52 @@ def get_sell_collateral_token(self, trading_pair: str) -> str: trading_rule: TradingRule = self._trading_rules[trading_pair] return trading_rule.sell_order_collateral_token + @property + def status_dict(self) -> Dict[str, bool]: + status = super().status_dict + status["data_source_initialized"] = self._data_source.is_started() + return status + + async def start_network(self): + await super().start_network() + + market_ids = [ + await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + for trading_pair in self._trading_pairs + ] + await self._data_source.start(market_ids=market_ids) + + if self.is_trading_required: + self._orders_transactions_check_task = safe_ensure_future(self._check_orders_transactions()) + self._queued_orders_task = safe_ensure_future(self._process_queued_orders()) + + async def stop_network(self): + """ + This function is executed when the connector is stopped. It performs a general cleanup and stops all background + tasks that require the connection with the exchange to work. + """ + await super().stop_network() + await self._data_source.stop() + self._forwarders = [] + if self._orders_transactions_check_task is not None: + self._orders_transactions_check_task.cancel() + self._orders_transactions_check_task = None + if self._queued_orders_task is not None: + self._queued_orders_task.cancel() + self._queued_orders_task = None + + async def check_network(self) -> NetworkStatus: + """ + Checks connectivity with the exchange using the API + """ + try: + status = await self._data_source.check_network() + except asyncio.CancelledError: + raise + except Exception: + status = NetworkStatus.NOT_CONNECTED + return status + def supported_order_types(self) -> List[OrderType]: return self._data_source.supported_order_types() @@ -210,7 +257,8 @@ async def _update_positions(self): raise NotImplementedError async def _trading_pair_position_mode_set(self, mode: PositionMode, trading_pair: str) -> Tuple[bool, str]: - raise NotImplementedError + # Injective supports only one mode. It can't be changes in the chain + return True, "" async def _set_trading_pair_leverage(self, trading_pair: str, leverage: int) -> Tuple[bool, str]: """ @@ -219,16 +267,25 @@ async def _set_trading_pair_leverage(self, trading_pair: str, leverage: int) -> return True, "" async def _fetch_last_fee_payment(self, trading_pair: str) -> Tuple[float, Decimal, Decimal]: - raise NotImplementedError + last_funding_rate = Decimal("-1") + market_id = await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + payment_amount, payment_timestamp = await self._data_source.last_funding_payment(market_id=market_id) + + if payment_amount != Decimal(-1) and payment_timestamp != 0: + last_funding_rate = await self._data_source.last_funding_rate(market_id=market_id) + + return payment_timestamp, last_funding_rate, payment_amount def _is_request_exception_related_to_time_synchronizer(self, request_exception: Exception) -> bool: - raise NotImplementedError + return False def _is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - raise NotImplementedError + return CONSTANTS.ORDER_NOT_FOUND_ERROR_MESSAGE in str(status_update_exception) def _is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - raise NotImplementedError + # For Injective the cancelation is done by sending a transaction to the chain. + # The cancel request is not validated until the transaction is included in a block, and so this does not apply + return False async def _place_cancel(self, order_id: str, tracked_order: GatewayPerpetualInFlightOrder): # Not required because of _execute_order_cancel redefinition @@ -472,17 +529,25 @@ def _update_order_after_cancelation_success(self, order: GatewayPerpetualInFligh ) self._order_tracker.process_order_update(order_update) - def _get_fee(self, base_currency: str, quote_currency: str, order_type: OrderType, order_side: TradeType, - amount: Decimal, price: Decimal = s_decimal_NaN, - is_maker: Optional[bool] = None) -> TradeFeeBase: + def _get_fee( + self, + base_currency: str, + quote_currency: str, + order_type: OrderType, + order_side: TradeType, + position_action: PositionAction, + amount: Decimal, + price: Decimal = s_decimal_NaN, + is_maker: Optional[bool] = None, + ) -> TradeFeeBase: is_maker = is_maker or (order_type is OrderType.LIMIT_MAKER) trading_pair = combine_to_hb_trading_pair(base=base_currency, quote=quote_currency) if trading_pair in self._trading_fees: fee_schema: TradeFeeSchema = self._trading_fees[trading_pair] fee_rate = fee_schema.maker_percent_fee_decimal if is_maker else fee_schema.taker_percent_fee_decimal - fee = TradeFeeBase.new_spot_fee( + fee = TradeFeeBase.new_perpetual_fee( fee_schema=fee_schema, - trade_type=order_side, + position_action=position_action, percent=fee_rate, percent_token=fee_schema.percent_fee_token, ) @@ -490,6 +555,7 @@ def _get_fee(self, base_currency: str, quote_currency: str, order_type: OrderTyp fee = build_perpetual_trade_fee( self.name, is_maker, + position_action=position_action, base_currency=base_currency, quote_currency=quote_currency, order_type=order_type, @@ -503,7 +569,58 @@ async def _update_trading_fees(self): self._trading_fees = await self._data_source.get_trading_fees() async def _user_stream_event_listener(self): - raise NotImplementedError + while True: + try: + event_message = await self._all_trading_events_queue.get() + channel = event_message["channel"] + event_data = event_message["data"] + + if channel == "transaction": + transaction_hash = event_data["hash"] + await self._check_created_orders_status_for_transaction(transaction_hash=transaction_hash) + elif channel == "trade": + trade_update = event_data + tracked_order = self._order_tracker.all_fillable_orders_by_exchange_order_id.get( + trade_update.exchange_order_id + ) + if tracked_order is not None: + new_trade_update = TradeUpdate( + trade_id=trade_update.trade_id, + client_order_id=tracked_order.client_order_id, + exchange_order_id=trade_update.exchange_order_id, + trading_pair=trade_update.trading_pair, + fill_timestamp=trade_update.fill_timestamp, + fill_price=trade_update.fill_price, + fill_base_amount=trade_update.fill_base_amount, + fill_quote_amount=trade_update.fill_quote_amount, + fee=trade_update.fee, + is_taker=trade_update.is_taker, + ) + self._order_tracker.process_trade_update(new_trade_update) + elif channel == "order": + order_update = event_data + tracked_order = self._order_tracker.all_updatable_orders_by_exchange_order_id.get( + order_update.exchange_order_id) + if tracked_order is not None: + new_order_update = OrderUpdate( + trading_pair=order_update.trading_pair, + update_timestamp=order_update.update_timestamp, + new_state=order_update.new_state, + client_order_id=tracked_order.client_order_id, + exchange_order_id=order_update.exchange_order_id, + misc_updates=order_update.misc_updates, + ) + self._order_tracker.process_order_update(order_update=new_order_update) + elif channel == "balance": + if event_data.total_balance is not None: + self._account_balances[event_data.asset_name] = event_data.total_balance + if event_data.available_balance is not None: + self._account_available_balances[event_data.asset_name] = event_data.available_balance + + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error in user stream listener loop") async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> List[TradingRule]: raise NotImplementedError @@ -528,12 +645,122 @@ async def _update_balances(self): self._account_balances[token] = token_balance_info["total_balance"] self._account_available_balances[token] = token_balance_info["available_balance"] - async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[TradeUpdate]: + async def _all_trade_updates_for_order(self, order: GatewayPerpetualInFlightOrder) -> List[TradeUpdate]: + # Not required because of _update_orders_fills redefinition raise NotImplementedError - async def _request_order_status(self, tracked_order: InFlightOrder) -> OrderUpdate: + async def _update_orders_fills(self, orders: List[GatewayPerpetualInFlightOrder]): + oldest_order_creation_time = self.current_timestamp + all_market_ids = set() + orders_by_hash = {} + + for order in orders: + oldest_order_creation_time = min(oldest_order_creation_time, order.creation_timestamp) + all_market_ids.add(await self.exchange_symbol_associated_to_pair(trading_pair=order.trading_pair)) + if order.exchange_order_id is not None: + orders_by_hash[order.exchange_order_id] = order + + try: + start_time = min(oldest_order_creation_time, self._latest_polled_order_fill_time) + trade_updates = await self._data_source.perpetual_trade_updates(market_ids=all_market_ids, start_time=start_time) + for trade_update in trade_updates: + tracked_order = orders_by_hash.get(trade_update.exchange_order_id) + if tracked_order is not None: + fee = TradeFeeBase.new_perpetual_fee( + fee_schema=self.trade_fee_schema(), + position_action=tracked_order.position, + percent_token=trade_update.fee.percent_token, + flat_fees=trade_update.fee.flat_fees, + ) + new_trade_update = TradeUpdate( + trade_id=trade_update.trade_id, + client_order_id=tracked_order.client_order_id, + exchange_order_id=trade_update.exchange_order_id, + trading_pair=trade_update.trading_pair, + fill_timestamp=trade_update.fill_timestamp, + fill_price=trade_update.fill_price, + fill_base_amount=trade_update.fill_base_amount, + fill_quote_amount=trade_update.fill_quote_amount, + fee=fee, + is_taker=trade_update.is_taker, + ) + self._latest_polled_order_fill_time = max(self._latest_polled_order_fill_time, + trade_update.fill_timestamp) + self._order_tracker.process_trade_update(new_trade_update) + except asyncio.CancelledError: + raise + except Exception as ex: + self.logger().warning( + f"Failed to fetch trade updates. Error: {ex}", + exc_info=ex, + ) + + async def _request_order_status(self, tracked_order: GatewayPerpetualInFlightOrder) -> OrderUpdate: + # Not required due to the redefinition of _update_orders_with_error_handler raise NotImplementedError + async def _update_orders_with_error_handler(self, orders: List[GatewayPerpetualInFlightOrder], error_handler: Callable): + oldest_order_creation_time = self.current_timestamp + all_market_ids = set() + orders_by_hash = {} + + for order in orders: + oldest_order_creation_time = min(oldest_order_creation_time, order.creation_timestamp) + all_market_ids.add(await self.exchange_symbol_associated_to_pair(trading_pair=order.trading_pair)) + if order.exchange_order_id is not None: + orders_by_hash[order.exchange_order_id] = order + + try: + order_updates = await self._data_source.perpetual_order_updates( + market_ids=all_market_ids, + start_time=oldest_order_creation_time - self.LONG_POLL_INTERVAL + ) + + for order_update in order_updates: + tracked_order = orders_by_hash.get(order_update.exchange_order_id) + if tracked_order is not None: + try: + new_order_update = OrderUpdate( + trading_pair=order_update.trading_pair, + update_timestamp=order_update.update_timestamp, + new_state=order_update.new_state, + client_order_id=tracked_order.client_order_id, + exchange_order_id=order_update.exchange_order_id, + misc_updates=order_update.misc_updates, + ) + + if tracked_order.current_state == OrderState.PENDING_CREATE and new_order_update.new_state != OrderState.OPEN: + open_update = OrderUpdate( + trading_pair=order_update.trading_pair, + update_timestamp=order_update.update_timestamp, + new_state=OrderState.OPEN, + client_order_id=tracked_order.client_order_id, + exchange_order_id=order_update.exchange_order_id, + misc_updates=order_update.misc_updates, + ) + self._order_tracker.process_order_update(open_update) + + del orders_by_hash[order_update.exchange_order_id] + self._order_tracker.process_order_update(new_order_update) + except asyncio.CancelledError: + raise + except Exception as ex: + await error_handler(tracked_order, ex) + + if len(orders_by_hash) > 0: + # await self._data_source.check_order_hashes_synchronization(orders=orders_by_hash.values()) + for order in orders_by_hash.values(): + not_found_error = RuntimeError( + f"There was a problem updating order {order.client_order_id} " + f"({CONSTANTS.ORDER_NOT_FOUND_ERROR_MESSAGE})" + ) + await error_handler(order, not_found_error) + except asyncio.CancelledError: + raise + except Exception as request_error: + for order in orders_by_hash.values(): + await error_handler(order, request_error) + def _create_web_assistants_factory(self) -> WebAssistantsFactory: return WebAssistantsFactory(throttler=self._throttler) @@ -645,7 +872,7 @@ async def _check_orders_creation_transactions(self): all_orders = orders.copy() try: order_updates = await self._data_source.order_updates_for_transaction( - transaction_hash=transaction_hash, transaction_orders=orders + transaction_hash=transaction_hash, perpetual_orders=orders ) for order_update in order_updates: @@ -684,7 +911,7 @@ async def _check_created_orders_status_for_transaction(self, transaction_hash: s if len(transaction_orders) > 0: order_updates = await self._data_source.order_updates_for_transaction( - transaction_hash=transaction_hash, transaction_orders=transaction_orders + transaction_hash=transaction_hash, perpetual_orders=transaction_orders ) for order_update in order_updates: diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 5968db1d6c..4fb6a5fd24 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -19,7 +19,7 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder, GatewayPerpetualInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase -from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType @@ -176,7 +176,10 @@ def real_tokens_trading_pair(self, unique_trading_pair: str) -> str: @abstractmethod async def order_updates_for_transaction( - self, transaction_hash: str, transaction_orders: List[GatewayInFlightOrder] + self, + transaction_hash: str, + spot_orders: Optional[List[GatewayInFlightOrder]] = None, + perpetual_orders: Optional[List[GatewayPerpetualInFlightOrder]] = None, ) -> List[OrderUpdate]: raise NotImplementedError @@ -184,6 +187,13 @@ async def order_updates_for_transaction( def supported_order_types(self) -> List[OrderType]: raise NotImplementedError + @abstractmethod + async def last_funding_rate(self, market_id: str) -> Decimal: + raise NotImplementedError + + async def last_funding_payment(self, market_id: str) -> Tuple[Decimal, float]: + raise NotImplementedError + def is_started(self): return len(self.events_listening_tasks()) > 0 @@ -212,22 +222,28 @@ async def start(self, market_ids: List[str]): if len(spot_markets) > 0: self.add_listening_task(asyncio.create_task(self._listen_to_public_spot_trades(market_ids=spot_markets))) self.add_listening_task(asyncio.create_task(self._listen_to_spot_order_book_updates(market_ids=spot_markets))) + for market_id in spot_markets: + self.add_listening_task(asyncio.create_task( + self._listen_to_subaccount_spot_order_updates(market_id=market_id)) + ) + self.add_listening_task(asyncio.create_task( + self._listen_to_subaccount_spot_order_updates(market_id=market_id)) + ) if len(derivative_markets) > 0: self.add_listening_task( asyncio.create_task(self._listen_to_public_derivative_trades(market_ids=derivative_markets))) self.add_listening_task( asyncio.create_task(self._listen_to_derivative_order_book_updates(market_ids=derivative_markets))) for market_id in derivative_markets: + self.add_listening_task(asyncio.create_task( + self._listen_to_subaccount_derivative_order_updates(market_id=market_id)) + ) self.add_listening_task( asyncio.create_task(self._listen_to_funding_info_updates(market_id=market_id)) ) self.add_listening_task(asyncio.create_task(self._listen_to_account_balance_updates())) self.add_listening_task(asyncio.create_task(self._listen_to_chain_transactions())) - for market_id in market_ids: - self.add_listening_task(asyncio.create_task( - self._listen_to_subaccount_order_updates(market_id=market_id)) - ) await self._initialize_timeout_height() async def stop(self): @@ -508,7 +524,34 @@ async def spot_trade_updates(self, market_ids: List[str], start_time: float) -> else: done = True - trade_updates = [await self._parse_trade_entry(trade_info=trade_info) for trade_info in trade_entries] + trade_updates = [await self._parse_spot_trade_entry(trade_info=trade_info) for trade_info in trade_entries] + + return trade_updates + + async def perpetual_trade_updates(self, market_ids: List[str], start_time: float) -> List[TradeUpdate]: + done = False + skip = 0 + trade_entries = [] + + while not done: + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_TRADES_LIMIT_ID): + trades_response = await self.query_executor.get_derivative_trades( + market_ids=market_ids, + subaccount_id=self.portfolio_account_subaccount_id, + start_time=int(start_time * 1e3), + skip=skip, + ) + if "trades" in trades_response: + total = int(trades_response["paging"]["total"]) + entries = trades_response["trades"] + + trade_entries.extend(entries) + done = len(trade_entries) >= total + skip += len(entries) + else: + done = True + + trade_updates = [await self._parse_derivative_trade_entry(trade_info=trade_info) for trade_info in trade_entries] return trade_updates @@ -539,6 +582,33 @@ async def spot_order_updates(self, market_ids: List[str], start_time: float) -> return order_updates + async def perpetual_order_updates(self, market_ids: List[str], start_time: float) -> List[OrderUpdate]: + done = False + skip = 0 + order_entries = [] + + while not done: + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_ORDERS_HISTORY_LIMIT_ID): + orders_response = await self.query_executor.get_historical_derivative_orders( + market_ids=market_ids, + subaccount_id=self.portfolio_account_subaccount_id, + start_time=int(start_time * 1e3), + skip=skip, + ) + if "orders" in orders_response: + total = int(orders_response["paging"]["total"]) + entries = orders_response["orders"] + + order_entries.extend(entries) + done = len(order_entries) >= total + skip += len(entries) + else: + done = True + + order_updates = [await self._parse_order_entry(order_info=order_info) for order_info in order_entries] + + return order_updates + async def reset_order_hash_generator(self, active_orders: List[GatewayInFlightOrder]): if not self.order_creation_lock.locked: raise RuntimeError("The order creation lock should be acquired before resetting the order hash manager") @@ -570,7 +640,7 @@ async def get_trading_fees(self) -> Dict[str, TradeFeeSchema]: return fees async def funding_info(self, market_id: str) -> FundingInfo: - funding_rate = await self._last_funding_rate(market_id=market_id) + funding_rate = await self.last_funding_rate(market_id=market_id) oracle_price = await self._oracle_price(market_id=market_id) last_traded_price = await self.last_traded_price(market_id=market_id) updated_market_info = await self._updated_derivative_market_info_for_id(market_id=market_id) @@ -621,7 +691,11 @@ def _subaccount_balance_stream(self): raise NotImplementedError @abstractmethod - def _subaccount_orders_stream(self, market_id: str): + def _subaccount_spot_orders_stream(self, market_id: str): + raise NotImplementedError + + @abstractmethod + def _subaccount_derivative_orders_stream(self, market_id: str): raise NotImplementedError @abstractmethod @@ -660,10 +734,6 @@ def _order_cancel_message( ) -> any_pb2.Any: raise NotImplementedError - @abstractmethod - async def _last_funding_rate(self, market_id: str) -> Decimal: - raise NotImplementedError - @abstractmethod async def _oracle_price(self, market_id: str) -> Decimal: raise NotImplementedError @@ -707,7 +777,7 @@ async def _transaction_from_chain(self, tx_hash: str, retries: int) -> int: return block_height - async def _parse_trade_entry(self, trade_info: Dict[str, Any]) -> TradeUpdate: + async def _parse_spot_trade_entry(self, trade_info: Dict[str, Any]) -> TradeUpdate: exchange_order_id: str = trade_info["orderHash"] market = await self.spot_market_info_for_id(market_id=trade_info["marketId"]) trading_pair = await self.trading_pair_for_market(market_id=trade_info["marketId"]) @@ -742,6 +812,40 @@ async def _parse_trade_entry(self, trade_info: Dict[str, Any]) -> TradeUpdate: return trade_update + async def _parse_derivative_trade_entry(self, trade_info: Dict[str, Any]) -> TradeUpdate: + exchange_order_id: str = trade_info["orderHash"] + market = await self.derivative_market_info_for_id(market_id=trade_info["marketId"]) + trading_pair = await self.trading_pair_for_market(market_id=trade_info["marketId"]) + trade_id: str = trade_info["tradeId"] + + price = market.price_from_chain_format(chain_price=Decimal(trade_info["positionDelta"]["executionPrice"])) + size = market.quantity_from_chain_format(chain_quantity=Decimal(trade_info["positionDelta"]["executionQuantity"])) + is_taker: bool = trade_info["executionSide"] == "taker" + trade_time = int(trade_info["executedAt"]) * 1e-3 + + fee_amount = market.quote_token.value_from_chain_format(chain_value=Decimal(trade_info["fee"])) + fee = TradeFeeBase.new_perpetual_fee( + fee_schema=TradeFeeSchema(), + position_action=PositionAction.OPEN, # will be changed by the exchange class + percent_token=market.quote_token.symbol, + flat_fees=[TokenAmount(amount=fee_amount, token=market.quote_token.symbol)] + ) + + trade_update = TradeUpdate( + trade_id=trade_id, + client_order_id=None, + exchange_order_id=exchange_order_id, + trading_pair=trading_pair, + fill_timestamp=trade_time, + fill_price=price, + fill_base_amount=size, + fill_quote_amount=size * price, + fee=fee, + is_taker=is_taker, + ) + + return trade_update + async def _parse_order_entry(self, order_info: Dict[str, Any]) -> OrderUpdate: exchange_order_id: str = order_info["orderHash"] trading_pair = await self.trading_pair_for_market(market_id=order_info["marketId"]) @@ -840,11 +944,18 @@ async def _listen_to_account_balance_updates(self): event_name_for_errors="balance", ) - async def _listen_to_subaccount_order_updates(self, market_id: str): + async def _listen_to_subaccount_spot_order_updates(self, market_id: str): + await self._listen_stream_events( + stream=self._subaccount_spot_orders_stream(market_id=market_id), + event_processor=self._process_subaccount_order_update, + event_name_for_errors="subaccount spot order", + ) + + async def _listen_to_subaccount_derivative_order_updates(self, market_id: str): await self._listen_stream_events( - stream=self._subaccount_orders_stream(market_id=market_id), + stream=self._subaccount_derivative_orders_stream(market_id=market_id), event_processor=self._process_subaccount_order_update, - event_name_for_errors="subaccount order", + event_name_for_errors="subaccount derivative order", ) async def _listen_to_chain_transactions(self): @@ -924,7 +1035,7 @@ async def _process_public_spot_trade_update(self, trade_update: Dict[str, Any]): event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_message ) - update = await self._parse_trade_entry(trade_info=trade_update) + update = await self._parse_spot_trade_entry(trade_info=trade_update) self.publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=update) async def _process_public_derivative_trade_update(self, trade_update: Dict[str, Any]): @@ -954,7 +1065,7 @@ async def _process_public_derivative_trade_update(self, trade_update: Dict[str, event_tag=OrderBookDataSourceEvent.TRADE_EVENT, message=trade_message ) - update = await self._parse_trade_entry(trade_info=trade_update) + update = await self._parse_derivative_trade_entry(trade_info=trade_update) self.publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=update) async def _process_oracle_price_update(self, oracle_price_update: Dict[str, Any], market_id: str): diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index 9c733070ba..173ceaa794 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -186,9 +186,11 @@ async def trading_pair_for_market(self, market_id: str): if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: await self.update_markets() - return self._spot_market_and_trading_pair_map.get( - market_id, self._derivative_market_and_trading_pair_map[market_id] - ) + trading_pair = self._spot_market_and_trading_pair_map.get(market_id) + + if trading_pair is None: + trading_pair = self._derivative_market_and_trading_pair_map[market_id] + return trading_pair async def market_id_for_spot_trading_pair(self, trading_pair: str) -> str: if self._spot_market_and_trading_pair_map is None: @@ -310,10 +312,18 @@ async def update_markets(self): self._derivative_market_and_trading_pair_map = derivative_market_id_to_trading_pair async def order_updates_for_transaction( - self, transaction_hash: str, transaction_orders: List[GatewayInFlightOrder] + self, + transaction_hash: str, + spot_orders: Optional[List[GatewayInFlightOrder]] = None, + perpetual_orders: Optional[List[GatewayPerpetualInFlightOrder]] = None, ) -> List[OrderUpdate]: + spot_orders = spot_orders or [] + perpetual_orders = perpetual_orders or [] + transaction_orders = spot_orders + perpetual_orders + order_updates = [] transaction_spot_orders = [] + transaction_derivative_orders = [] async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) @@ -322,16 +332,24 @@ async def order_updates_for_transaction( for message_info in transaction_messages[0]["value"]["msgs"]: if message_info.get("@type") == "/injective.exchange.v1beta1.MsgBatchUpdateOrders": transaction_spot_orders.extend(message_info.get("spot_orders_to_create", [])) + transaction_derivative_orders.extend(message_info.get("derivative_orders_to_create", [])) transaction_data = str(base64.b64decode(transaction_info["data"]["data"])) - spot_order_hashes = re.findall(r"(0[xX][0-9a-fA-F]{64})", transaction_data) - - for order_info, order_hash in zip(transaction_spot_orders, spot_order_hashes): - market = await self.spot_market_info_for_id(market_id=order_info["market_id"]) + order_hashes = re.findall(r"(0[xX][0-9a-fA-F]{64})", transaction_data) + + for order_info, order_hash in zip(transaction_spot_orders + transaction_derivative_orders, order_hashes): + market_id = order_info["market_id"] + if market_id in await self.spot_market_and_trading_pair_map(): + market = await self.spot_market_info_for_id(market_id=market_id) + else: + market = await self.derivative_market_info_for_id(market_id=market_id) price = market.price_from_chain_format(chain_price=Decimal(order_info["order_info"]["price"])) amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) trade_type = TradeType.BUY if "BUY" in order_info["order_type"] else TradeType.SELL for transaction_order in transaction_orders: - market_id = await self.market_id_for_spot_trading_pair(trading_pair=transaction_order.trading_pair) + if transaction_order in spot_orders: + market_id = await self.market_id_for_spot_trading_pair(trading_pair=transaction_order.trading_pair) + else: + market_id = await self.market_id_for_derivative_trading_pair(trading_pair=transaction_order.trading_pair) if (market_id == order_info["market_id"] and transaction_order.amount == amount and transaction_order.price == price @@ -433,7 +451,7 @@ async def _last_traded_price(self, market_id: str) -> Decimal: else: market = await self.derivative_market_info_for_id(market_id=market_id) - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_TRADES_LIMIT_ID): trades_response = await self.query_executor.get_derivative_trades( market_ids=[market_id], limit=1, @@ -444,13 +462,26 @@ async def _last_traded_price(self, market_id: str) -> Decimal: return price - async def _last_funding_rate(self, market_id: str) -> Decimal: + async def last_funding_rate(self, market_id: str) -> Decimal: async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_RATES_LIMIT_ID): response = await self.query_executor.get_funding_rates(market_id=market_id, limit=1) rate = Decimal(response["fundingRates"][0]["rate"]) return rate + async def last_funding_payment(self, market_id: str) -> Tuple[Decimal, float]: + async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_PAYMENTS_LIMIT_ID): + response = await self.query_executor.get_funding_payments(market_id=market_id, limit=1) + + last_payment = Decimal(-1) + last_timestamp = 0 + + if len(response["payments"]) > 0: + last_payment = Decimal(response["payments"][0]["amount"]) + last_timestamp = int(response["payments"][0]["timestamp"]) * 1e-3 + + return last_payment, last_timestamp + async def _oracle_price(self, market_id: str) -> Decimal: market = await self.derivative_market_info_for_id(market_id=market_id) async with self.throttler.execute_task(limit_id=CONSTANTS.ORACLE_PRICES_LIMIT_ID): @@ -510,12 +541,18 @@ def _subaccount_balance_stream(self): stream = self._query_executor.subaccount_balance_stream(subaccount_id=self.portfolio_account_subaccount_id) return stream - def _subaccount_orders_stream(self, market_id: str): + def _subaccount_spot_orders_stream(self, market_id: str): stream = self._query_executor.subaccount_historical_spot_orders_stream( market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id ) return stream + def _subaccount_derivative_orders_stream(self, market_id: str): + stream = self._query_executor.subaccount_historical_derivative_orders_stream( + market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id + ) + return stream + def _transactions_stream(self): stream = self._query_executor.transactions_stream() return stream diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index f8b53ec5a7..f016217e56 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -389,7 +389,7 @@ def _subaccount_balance_stream(self): stream = self._query_executor.subaccount_balance_stream(subaccount_id=self.portfolio_account_subaccount_id) return stream - def _subaccount_orders_stream(self, market_id: str): + def _subaccount_spot_orders_stream(self, market_id: str): stream = self._query_executor.subaccount_historical_spot_orders_stream( market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id ) diff --git a/hummingbot/connector/exchange/injective_v2/injective_constants.py b/hummingbot/connector/exchange/injective_v2/injective_constants.py index 9c8788956f..4b4d900b40 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_constants.py +++ b/hummingbot/connector/exchange/injective_v2/injective_constants.py @@ -25,10 +25,12 @@ GET_CHAIN_TRANSACTION_LIMIT_ID = "GetChainTransaction" FUNDING_RATES_LIMIT_ID = "FundingRates" ORACLE_PRICES_LIMIT_ID = "OraclePrices" +FUNDING_PAYMENTS_LIMIT_ID = "FundingPayments" # Private limit ids PORTFOLIO_BALANCES_LIMIT_ID = "AccountPortfolio" SPOT_ORDERS_HISTORY_LIMIT_ID = "SpotOrdersHistory" +DERIVATIVE_ORDERS_HISTORY_LIMIT_ID = "DerivativeOrdersHistory" SPOT_TRADES_LIMIT_ID = "SpotTrades" DERIVATIVE_TRADES_LIMIT_ID = "DerivativeTrades" SIMULATE_TRANSACTION_LIMIT_ID = "SimulateTransaction" @@ -47,12 +49,14 @@ RateLimit(limit_id=GET_CHAIN_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=PORTFOLIO_BALANCES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SPOT_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=DERIVATIVE_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SIMULATE_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SEND_TRANSACTION, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=FUNDING_RATES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=ORACLE_PRICES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=FUNDING_PAYMENTS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), ] ORDER_STATE_MAP = { diff --git a/hummingbot/connector/exchange/injective_v2/injective_query_executor.py b/hummingbot/connector/exchange/injective_v2/injective_query_executor.py index 09830388d8..735d338c27 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_query_executor.py +++ b/hummingbot/connector/exchange/injective_v2/injective_query_executor.py @@ -84,6 +84,16 @@ async def get_historical_spot_orders( ) -> Dict[str, Any]: raise NotImplementedError + @abstractmethod + async def get_historical_derivative_orders( + self, + market_ids: List[str], + subaccount_id: str, + start_time: int, + skip: int, + ) -> Dict[str, Any]: + raise NotImplementedError + @abstractmethod async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: raise NotImplementedError @@ -98,6 +108,10 @@ async def get_oracle_prices( ) -> Dict[str, Any]: raise NotImplementedError + @abstractmethod + async def get_funding_payments(self, market_id: str, limit: int) -> Dict[str, Any]: + raise NotImplementedError + @abstractmethod async def spot_order_book_updates_stream(self, market_ids: List[str]): raise NotImplementedError # pragma: no cover @@ -128,6 +142,16 @@ async def subaccount_historical_spot_orders_stream( ): raise NotImplementedError + @abstractmethod + async def subaccount_historical_derivative_orders_stream( + self, market_id: str, subaccount_id: str + ): + raise NotImplementedError + + @abstractmethod + async def transactions_stream(self): # pragma: no cover + raise NotImplementedError + class PythonSDKInjectiveQueryExecutor(BaseInjectiveQueryExecutor): @@ -279,11 +303,32 @@ async def get_historical_spot_orders( result = json_format.MessageToDict(response) return result + async def get_historical_derivative_orders( + self, + market_ids: List[str], + subaccount_id: str, + start_time: int, + skip: int, + ) -> Dict[str, Any]: # pragma: no cover + response = await self._sdk_client.get_historical_derivative_orders( + market_ids=market_ids, + subaccount_id=subaccount_id, + start_time=start_time, + skip=skip, + ) + result = json_format.MessageToDict(response) + return result + async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: response = await self._sdk_client.get_funding_rates(market_id=market_id, limit=limit) result = json_format.MessageToDict(response) return result + async def get_funding_payments(self, market_id: str, limit: int) -> Dict[str, Any]: + response = await self._sdk_client.get_funding_payments(market_id=market_id, limit=limit) + result = json_format.MessageToDict(response) + return result + async def get_oracle_prices( self, base_symbol: str, @@ -344,6 +389,14 @@ async def subaccount_historical_spot_orders_stream( event_data = event.order yield json_format.MessageToDict(event_data) + async def subaccount_historical_derivative_orders_stream( + self, market_id: str, subaccount_id: str + ): # pragma: no cover + stream = await self._sdk_client.stream_historical_derivative_orders(market_id=market_id, subaccount_id=subaccount_id) + async for event in stream: + event_data = event.order + yield json_format.MessageToDict(event_data) + async def transactions_stream(self): # pragma: no cover stream = await self._sdk_client.stream_txs() async for event in stream: diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index f6d7c0b66d..580edb94ce 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -864,7 +864,7 @@ async def _check_orders_creation_transactions(self): all_orders = orders.copy() try: order_updates = await self._data_source.order_updates_for_transaction( - transaction_hash=transaction_hash, transaction_orders=orders + transaction_hash=transaction_hash, spot_orders=orders ) for order_update in order_updates: @@ -903,7 +903,7 @@ async def _check_created_orders_status_for_transaction(self, transaction_hash: s if len(transaction_orders) > 0: order_updates = await self._data_source.order_updates_for_transaction( - transaction_hash=transaction_hash, transaction_orders=transaction_orders + transaction_hash=transaction_hash, spot_orders=transaction_orders ) for order_update in order_updates: diff --git a/hummingbot/connector/test_support/perpetual_derivative_test.py b/hummingbot/connector/test_support/perpetual_derivative_test.py index 4e3d06fd5f..e7f75ebc28 100644 --- a/hummingbot/connector/test_support/perpetual_derivative_test.py +++ b/hummingbot/connector/test_support/perpetual_derivative_test.py @@ -196,14 +196,8 @@ def test_initial_status_dict(self): status_dict = self.exchange.status_dict - expected_initial_dict = { - "symbols_mapping_initialized": False, - "order_books_initialized": False, - "account_balance": False, - "trading_rule_initialized": False, - "user_stream_initialized": False, - "funding_info": False, - } + expected_initial_dict = self._expected_initial_status_dict() + expected_initial_dict["funding_info"] = False self.assertEqual(expected_initial_dict, status_dict) self.assertFalse(self.exchange.ready) @@ -432,15 +426,16 @@ def test_update_order_status_when_filled(self, mock_api): self.async_run_with_timeout(order.wait_until_completely_filled()) self.assertTrue(order.is_done) + if self.is_order_fill_http_update_included_in_status_update: self.assertTrue(order.is_filled) - if self.is_order_fill_http_update_included_in_status_update: - trades_request = self._all_executed_requests(mock_api, trade_url)[0] - self.validate_auth_credentials_present(trades_request) - self.validate_trades_request( - order=order, - request_call=trades_request) + if trade_url: + trades_request = self._all_executed_requests(mock_api, trade_url)[0] + self.validate_auth_credentials_present(trades_request) + self.validate_trades_request( + order=order, + request_call=trades_request) fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) diff --git a/standard_error_output.txt b/standard_error_output.txt deleted file mode 100644 index 2f6fcc8901..0000000000 --- a/standard_error_output.txt +++ /dev/null @@ -1 +0,0 @@ -E0731 16:28:00.249692000 6216691712 hpack_parser.cc:991] Error parsing 'content-type' metadata: invalid value diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py index 66fd6293cb..4fa653d627 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py @@ -11,6 +11,7 @@ from aioresponses import aioresponses from aioresponses.core import RequestCall from bidict import bidict +from grpc import RpcError from pyinjective import Address, PrivateKey from pyinjective.orderhash import OrderHashResponse @@ -28,11 +29,21 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayPerpetualInFlightOrder from hummingbot.connector.test_support.perpetual_derivative_test import AbstractPerpetualDerivativeTests from hummingbot.connector.trading_rule import TradingRule -from hummingbot.core.data_type.common import OrderType, PositionMode, TradeType +from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, TradeType +from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState from hummingbot.core.data_type.limit_order import LimitOrder -from hummingbot.core.data_type.trade_fee import TradeFeeBase -from hummingbot.core.event.events import MarketOrderFailureEvent +from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase +from hummingbot.core.event.events import ( + BuyOrderCompletedEvent, + BuyOrderCreatedEvent, + FundingPaymentCompletedEvent, + MarketOrderFailureEvent, + OrderCancelledEvent, + OrderFilledEvent, +) +from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.utils.async_utils import safe_gather class InjectiveV2PerpetualDerivativeTests(AbstractPerpetualDerivativeTests.PerpetualDerivativeTests): @@ -185,15 +196,53 @@ def all_symbols_request_mock_response(self): @property def latest_prices_request_mock_response(self): - raise NotImplementedError + return { + "trades": [ + { + "orderHash": "0x9ffe4301b24785f09cb529c1b5748198098b17bd6df8fe2744d923a574179229", # noqa: mock + "subaccountId": "0xa73ad39eab064051fb468a5965ee48ca87ab66d4000000000000000000000000", # noqa: mock + "marketId": "0x0611780ba69656949525013d947713300f56c37b6175e02f26bffa495c3208fe", # noqa: mock + "tradeExecutionType": "limitMatchRestingOrder", + "positionDelta": { + "tradeDirection": "sell", + "executionPrice": str(Decimal(str(self.expected_latest_price)) * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": "142000000000000000000", + "executionMargin": "1245280000" + }, + "payout": "1187984833.579447998034818126", + "fee": "-112393", + "executedAt": "1688734042063", + "feeRecipient": "inj15uad884tqeq9r76x3fvktmjge2r6kek55c2zpa", # noqa: mock + "tradeId": "13374245_801_0", + "executionSide": "maker" + }, + ], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } @property def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: - raise NotImplementedError + response = self.all_derivative_markets_mock_response + response.append({ + "marketId": "invalid_market_id", + "marketStatus": "active", + "ticker": "INVALID/MARKET", + "makerFeeRate": "-0.0001", + "takerFeeRate": "0.001", + "serviceProviderFee": "0.4", + "minPriceTickSize": "0.000000000000001", + "minQuantityTickSize": "1000000000000000" + }) + + return ("INVALID_MARKET", response) @property def network_status_request_successful_mock_response(self): - raise NotImplementedError + return {} @property def trading_rules_request_mock_response(self): @@ -290,11 +339,22 @@ def balance_request_mock_response_only_base(self): @property def balance_event_websocket_update(self): - raise NotImplementedError + return { + "balance": { + "subaccountId": self.portfolio_account_subaccount_id, + "accountAddress": self.portfolio_account_injective_address, + "denom": self.base_asset_denom, + "deposit": { + "totalBalance": str(Decimal(15) * Decimal(1e18)), + "availableBalance": str(Decimal(10) * Decimal(1e18)), + } + }, + "timestamp": "1688659208000" + } @property def expected_latest_price(self): - raise NotImplementedError + return 9999.9 @property def expected_supported_order_types(self): @@ -335,19 +395,21 @@ def is_order_fill_http_update_executed_during_websocket_order_event_processing(s @property def expected_partial_fill_price(self) -> Decimal: - raise NotImplementedError + return Decimal("100") @property def expected_partial_fill_amount(self) -> Decimal: - raise NotImplementedError + return Decimal("10") @property def expected_fill_fee(self) -> TradeFeeBase: - raise NotImplementedError + return AddedToCostTradeFee( + percent_token=self.quote_asset, flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("30"))] + ) @property def expected_fill_trade_id(self) -> str: - raise NotImplementedError + return "10414162_22_33" @property def all_spot_markets_mock_response(self): @@ -411,7 +473,7 @@ def all_derivative_markets_mock_response(self): "perpetualMarketInfo": { "hourlyFundingRateCap": "0.000625", "hourlyInterestRate": "0.00000416666", - "nextFundingTimestamp": "1690516800", + "nextFundingTimestamp": str(self.target_funding_info_next_funding_utc_timestamp), "fundingInterval": "3600" }, "perpetualMarketFunding": { @@ -546,9 +608,14 @@ def configure_completely_filled_order_status_response( self, order: InFlightOrder, mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None + callback: Optional[Callable] = lambda *args, **kwargs: None, ) -> List[str]: - raise NotImplementedError + self.configure_all_symbols_response(mock_api=mock_api) + response = self._order_status_request_completely_filled_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] def configure_canceled_order_status_response( self, @@ -556,23 +623,44 @@ def configure_canceled_order_status_response( mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> Union[str, List[str]]: - raise NotImplementedError + self.configure_all_symbols_response(mock_api=mock_api) - def configure_open_order_status_response( - self, - order: InFlightOrder, - mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None - ) -> List[str]: - raise NotImplementedError + self.exchange._data_source._query_executor._spot_trades_responses.put_nowait( + {"trades": [], "paging": {"total": "0"}}) + self.exchange._data_source._query_executor._derivative_trades_responses.put_nowait( + {"trades": [], "paging": {"total": "0"}}) - def configure_http_error_order_status_response( - self, - order: InFlightOrder, - mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None - ) -> str: - raise NotImplementedError + response = self._order_status_request_canceled_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] + + def configure_open_order_status_response(self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> List[str]: + self.configure_all_symbols_response(mock_api=mock_api) + + self.exchange._data_source._query_executor._derivative_trades_responses.put_nowait( + {"trades": [], "paging": {"total": "0"}}) + + response = self._order_status_request_open_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] + + def configure_http_error_order_status_response(self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + self.configure_all_symbols_response(mock_api=mock_api) + + mock_queue = AsyncMock() + mock_queue.get.side_effect = IOError("Test error for trades responses") + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + + mock_queue = AsyncMock() + mock_queue.get.side_effect = IOError("Test error for historical orders responses") + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return None def configure_partially_filled_order_status_response( self, @@ -580,7 +668,12 @@ def configure_partially_filled_order_status_response( mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: - raise NotImplementedError + self.configure_all_symbols_response(mock_api=mock_api) + response = self._order_status_request_partially_filled_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return None def configure_order_not_found_error_order_status_response( self, @@ -588,7 +681,12 @@ def configure_order_not_found_error_order_status_response( mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: - raise NotImplementedError + self.configure_all_symbols_response(mock_api=mock_api) + response = self._order_status_request_not_found_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] def configure_partial_fill_trade_response( self, @@ -596,7 +694,11 @@ def configure_partial_fill_trade_response( mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: - raise NotImplementedError + response = self._order_fills_request_partial_fill_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + return None def configure_erroneous_http_fill_trade_response( self, @@ -604,27 +706,95 @@ def configure_erroneous_http_fill_trade_response( mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: - raise NotImplementedError + mock_queue = AsyncMock() + mock_queue.get.side_effect = IOError("Test error for trades responses") + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + return None - def configure_full_fill_trade_response( - self, - order: InFlightOrder, - mock_api: aioresponses, - callback: Optional[Callable] = None - ) -> str: - raise NotImplementedError + def configure_full_fill_trade_response(self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + response = self._order_fills_request_full_fill_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + return None def order_event_for_new_order_websocket_update(self, order: InFlightOrder): - raise NotImplementedError + return { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": "0", + "state": "booked", + "createdAt": "1688667498756", + "updatedAt": "1688667498756", + "direction": order.trade_type.name.lower(), + "margin": "31342413000", + "txHash": "0x0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock + } def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): - raise NotImplementedError + return { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": "0", + "state": "canceled", + "createdAt": "1688667498756", + "updatedAt": "1688667498756", + "direction": order.trade_type.name.lower(), + "margin": "31342413000", + "txHash": "0x0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock + } def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): - raise NotImplementedError + return { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "state": "filled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "direction": order.trade_type.name.lower(), + "margin": "31342413000", + "txHash": order.creation_transaction_hash + } def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): - raise NotImplementedError + return { + "orderHash": order.exchange_order_id, + "subaccountId": self.portfolio_account_subaccount_id, + "marketId": self.market_id, + "tradeExecutionType": "limitMatchRestingOrder", + "positionDelta": { + "tradeDirection": order.trade_type.name.lower(), + "executionPrice": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": str(order.amount), + "executionMargin": "3693162304" + }, + "payout": "3693278402.762361271848955224", + "fee": str(self.expected_fill_fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}")), + "executedAt": "1687878089569", + "feeRecipient": self.portfolio_account_injective_address, # noqa: mock + "tradeId": self.expected_fill_trade_id, + "executionSide": "maker" + } @aioresponses() def test_all_trading_pairs_does_not_raise_exception(self, mock_api): @@ -880,7 +1050,7 @@ def test_create_order_fails_when_trading_rule_error_and_raises_failure_event(sel order_id_for_invalid_order = self.place_buy_order( amount=Decimal("0.0001"), price=Decimal("0.0001") ) - # The second order is used only to have the event triggered and avoid using timeouts for tests + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( spot=[], derivative=["hash1"] @@ -927,6 +1097,74 @@ def test_create_order_fails_when_trading_rule_error_and_raises_failure_event(sel ) ) + @aioresponses() + def test_create_order_to_close_short_position(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + leverage = 4 + self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) + order_id = self.place_buy_order(position_action=PositionAction.CLOSE) + self.async_run_with_timeout(request_sent_event.wait()) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + + @aioresponses() + def test_create_order_to_close_long_position(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + leverage = 5 + self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) + order_id = self.place_sell_order(position_action=PositionAction.CLOSE) + self.async_run_with_timeout(request_sent_event.wait()) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + def test_get_buy_and_sell_collateral_tokens(self): self._simulate_trading_rules_initialized() @@ -1170,23 +1408,21 @@ def test_order_creation_check_waits_for_originating_transaction_to_be_mined(self "derivative_market_ids_to_cancel_all": [], "spot_orders_to_cancel": [], "derivative_orders_to_cancel": [], - "spot_orders_to_create": [ + "spot_orders_to_create": [], + "derivative_orders_to_create": [ { "market_id": self.market_id, "order_info": { "subaccount_id": self.portfolio_account_subaccount_index, "fee_recipient": self.portfolio_account_injective_address, "price": str( - hash_not_matching_order.price * Decimal( - f"1e{self.quote_decimals - self.base_decimals}")), - "quantity": str( - hash_not_matching_order.amount * Decimal(f"1e{self.base_decimals}")) + hash_not_matching_order.price * Decimal(f"1e{self.quote_decimals}")), + "quantity": str(hash_not_matching_order.amount) }, "order_type": hash_not_matching_order.trade_type.name, "trigger_price": "0.000000000000000000" } ], - "derivative_orders_to_create": [], "binary_options_orders_to_cancel": [], "binary_options_market_ids_to_cancel_all": [], "binary_options_orders_to_create": [] @@ -1256,65 +1492,1151 @@ def test_order_creation_check_waits_for_originating_transaction_to_be_mined(self mock_queue.get.assert_called() @aioresponses() - def test_set_position_mode_success(self, mock_api): - # There's only ONEWAY position mode - pass + def test_update_order_status_when_order_has_not_changed_and_one_partial_fill(self, mock_api): + self.exchange._set_current_timestamp(1640780000) - @aioresponses() - def test_set_position_mode_failure(self, mock_api): - # There's only ONEWAY position mode - pass + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + position_action=PositionAction.OPEN, + ) + order: InFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] - @aioresponses() - def test_set_leverage_failure(self, mock_api): - # Leverage is configured in a per order basis - pass + self.configure_partially_filled_order_status_response( + order=order, + mock_api=mock_api) - @aioresponses() - def test_set_leverage_success(self, mock_api): - # Leverage is configured in a per order basis - pass + if self.is_order_fill_http_update_included_in_status_update: + self.configure_partial_fill_trade_response( + order=order, + mock_api=mock_api) - @staticmethod - def _callback_wrapper_with_response(callback: Callable, response: Any, *args, **kwargs): - callback(args, kwargs) - if isinstance(response, Exception): - raise response - else: - return response + self.assertTrue(order.is_open) - def _configure_balance_response( - self, - response: Dict[str, Any], - mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None, - ) -> str: - self.configure_all_symbols_response(mock_api=mock_api) - self.exchange._data_source._query_executor._account_portfolio_responses.put_nowait(response) - return "" + self.async_run_with_timeout(self.exchange._update_order_status()) - def _msg_exec_simulation_mock_response(self) -> Any: - return { - "gasInfo": { - "gasWanted": "50000000", - "gasUsed": "90749" - }, - "result": { - "data": "Em8KJS9jb3Ntb3MuYXV0aHoudjFiZXRhMS5Nc2dFeGVjUmVzcG9uc2USRgpECkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA=", # noqa: mock - "log": "", - "events": [], - "msgResponses": [ - OrderedDict([ - ("@type", "/cosmos.authz.v1beta1.MsgExecResponse"), - ("results", [ - "CkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA="]) # noqa: mock - ]) - ] - } - } + self.assertTrue(order.is_open) + self.assertEqual(OrderState.PARTIALLY_FILLED, order.current_state) - def _order_cancelation_request_successful_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: - return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "[]"} # noqa: mock + if self.is_order_fill_http_update_included_in_status_update: + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(self.expected_partial_fill_price, fill_event.price) + self.assertEqual(self.expected_partial_fill_amount, fill_event.amount) + self.assertEqual(self.expected_fill_fee, fill_event.trade_fee) - def _order_cancelation_request_erroneous_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: - return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "Error"} # noqa: mock + def test_user_stream_balance_update(self): + client_config_map = ClientConfigAdapter(ClientConfigMap()) + network_config = InjectiveTestnetNetworkMode() + + account_config = InjectiveDelegatedAccountMode( + private_key=self.trading_account_private_key, + subaccount_index=self.trading_account_subaccount_index, + granter_address=self.portfolio_account_injective_address, + granter_subaccount_index=1, + ) + + injective_config = InjectiveConfigMap( + network=network_config, + account_type=account_config, + ) + + exchange_with_non_default_subaccount = InjectiveV2PerpetualDerivative( + client_config_map=client_config_map, + connector_configuration=injective_config, + trading_pairs=[self.trading_pair], + ) + + exchange_with_non_default_subaccount._data_source._query_executor = self.exchange._data_source._query_executor + self.exchange = exchange_with_non_default_subaccount + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) + + balance_event = self.balance_event_websocket_update + + mock_queue = AsyncMock() + mock_queue.get.side_effect = [balance_event, asyncio.CancelledError] + self.exchange._data_source._query_executor._subaccount_balance_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout(self.exchange._data_source._listen_to_account_balance_updates()) + except asyncio.CancelledError: + pass + + self.assertEqual(Decimal("10"), self.exchange.available_balances[self.base_asset]) + self.assertEqual(Decimal("15"), self.exchange.get_balance(self.base_asset)) + + def test_user_stream_update_for_new_order(self): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + order_event = self.order_event_for_new_order_websocket_update(order=order) + + mock_queue = AsyncMock() + event_messages = [order_event, asyncio.CancelledError] + mock_queue.get.side_effect = event_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + except asyncio.CancelledError: + pass + + event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, event.timestamp) + self.assertEqual(order.order_type, event.type) + self.assertEqual(order.trading_pair, event.trading_pair) + self.assertEqual(order.amount, event.amount) + self.assertEqual(order.price, event.price) + self.assertEqual(order.client_order_id, event.order_id) + self.assertEqual(order.exchange_order_id, event.exchange_order_id) + self.assertTrue(order.is_open) + + tracked_order: InFlightOrder = list(self.exchange.in_flight_orders.values())[0] + + self.assertTrue(self.is_logged("INFO", tracked_order.build_order_created_message())) + + def test_user_stream_update_for_canceled_order(self): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + order_event = self.order_event_for_canceled_order_websocket_update(order=order) + + mock_queue = AsyncMock() + event_messages = [order_event, asyncio.CancelledError] + mock_queue.get.side_effect = event_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + except asyncio.CancelledError: + pass + + cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) + self.assertEqual(order.client_order_id, cancel_event.order_id) + self.assertEqual(order.exchange_order_id, cancel_event.exchange_order_id) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertTrue(order.is_cancelled) + self.assertTrue(order.is_done) + + self.assertTrue( + self.is_logged("INFO", f"Successfully canceled order {order.client_order_id}.") + ) + + @aioresponses() + def test_user_stream_update_for_order_full_fill(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + self.configure_all_symbols_response(mock_api=None) + order_event = self.order_event_for_full_fill_websocket_update(order=order) + trade_event = self.trade_event_for_full_fill_websocket_update(order=order) + + orders_queue_mock = AsyncMock() + trades_queue_mock = AsyncMock() + orders_messages = [] + trades_messages = [] + if trade_event: + trades_messages.append(trade_event) + if order_event: + orders_messages.append(order_event) + orders_messages.append(asyncio.CancelledError) + trades_messages.append(asyncio.CancelledError) + + orders_queue_mock.get.side_effect = orders_messages + trades_queue_mock.get.side_effect = trades_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = orders_queue_mock + self.exchange._data_source._query_executor._public_derivative_trade_updates = trades_queue_mock + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + tasks = [ + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_public_derivative_trades(market_ids=[self.market_id]) + ), + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + ] + try: + self.async_run_with_timeout(safe_gather(*tasks)) + except asyncio.CancelledError: + pass + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(order.wait_until_completely_filled()) + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(order.price, fill_event.price) + self.assertEqual(order.amount, fill_event.amount) + expected_fee = self.expected_fill_fee + self.assertEqual(expected_fee, fill_event.trade_fee) + + buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) + self.assertEqual(order.client_order_id, buy_event.order_id) + self.assertEqual(order.base_asset, buy_event.base_asset) + self.assertEqual(order.quote_asset, buy_event.quote_asset) + self.assertEqual(order.amount, buy_event.base_asset_amount) + self.assertEqual(order.amount * fill_event.price, buy_event.quote_asset_amount) + self.assertEqual(order.order_type, buy_event.order_type) + self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertTrue(order.is_filled) + self.assertTrue(order.is_done) + + self.assertTrue( + self.is_logged( + "INFO", + f"BUY order {order.client_order_id} completely filled." + ) + ) + + def test_user_stream_logs_errors(self): + # This test does not apply to Injective because it handles private events in its own data source + pass + + def test_user_stream_raises_cancel_exception(self): + # This test does not apply to Injective because it handles private events in its own data source + pass + + def test_lost_order_removed_after_cancel_status_user_event_received(self): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): + self.async_run_with_timeout( + self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) + + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + + order_event = self.order_event_for_canceled_order_websocket_update(order=order) + + mock_queue = AsyncMock() + event_messages = [order_event, asyncio.CancelledError] + mock_queue.get.side_effect = event_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + except asyncio.CancelledError: + pass + + self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) + self.assertEqual(0, len(self.order_cancelled_logger.event_log)) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertFalse(order.is_cancelled) + self.assertTrue(order.is_failure) + + @aioresponses() + def test_lost_order_user_stream_full_fill_events_are_processed(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): + self.async_run_with_timeout( + self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) + + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + + self.configure_all_symbols_response(mock_api=None) + order_event = self.order_event_for_full_fill_websocket_update(order=order) + trade_event = self.trade_event_for_full_fill_websocket_update(order=order) + + orders_queue_mock = AsyncMock() + trades_queue_mock = AsyncMock() + orders_messages = [] + trades_messages = [] + if trade_event: + trades_messages.append(trade_event) + if order_event: + orders_messages.append(order_event) + orders_messages.append(asyncio.CancelledError) + trades_messages.append(asyncio.CancelledError) + + orders_queue_mock.get.side_effect = orders_messages + trades_queue_mock.get.side_effect = trades_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = orders_queue_mock + self.exchange._data_source._query_executor._public_derivative_trade_updates = trades_queue_mock + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + tasks = [ + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_public_derivative_trades(market_ids=[self.market_id]) + ), + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + ] + try: + self.async_run_with_timeout(safe_gather(*tasks)) + except asyncio.CancelledError: + pass + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(order.wait_until_completely_filled()) + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(order.price, fill_event.price) + self.assertEqual(order.amount, fill_event.amount) + expected_fee = self.expected_fill_fee + self.assertEqual(expected_fee, fill_event.trade_fee) + + self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) + self.assertTrue(order.is_filled) + self.assertTrue(order.is_failure) + + @aioresponses() + def test_lost_order_included_in_order_fills_update_and_not_in_order_status_update(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + request_sent_event = asyncio.Event() + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + position_action=PositionAction.OPEN, + ) + order: InFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): + self.async_run_with_timeout( + self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) + + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + + self.configure_completely_filled_order_status_response( + order=order, + mock_api=mock_api, + callback=lambda *args, **kwargs: request_sent_event.set()) + + if self.is_order_fill_http_update_included_in_status_update: + self.configure_full_fill_trade_response( + order=order, + mock_api=mock_api, + callback=lambda *args, **kwargs: request_sent_event.set()) + else: + # If the fill events will not be requested with the order status, we need to manually set the event + # to allow the ClientOrderTracker to process the last status update + order.completely_filled_event.set() + request_sent_event.set() + + self.async_run_with_timeout(self.exchange._update_order_status()) + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(request_sent_event.wait()) + + self.async_run_with_timeout(order.wait_until_completely_filled()) + self.assertTrue(order.is_done) + self.assertTrue(order.is_failure) + + if self.is_order_fill_http_update_included_in_status_update: + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(order.price, fill_event.price) + self.assertEqual(order.amount, fill_event.amount) + self.assertEqual(self.expected_fill_fee, fill_event.trade_fee) + + self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) + self.assertIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) + self.assertFalse( + self.is_logged( + "INFO", + f"BUY order {order.client_order_id} completely filled." + ) + ) + + request_sent_event.clear() + + # Configure again the response to the order fills request since it is required by lost orders update logic + self.configure_full_fill_trade_response( + order=order, + mock_api=mock_api, + callback=lambda *args, **kwargs: request_sent_event.set()) + + self.async_run_with_timeout(self.exchange._update_lost_orders_status()) + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertTrue(order.is_done) + self.assertTrue(order.is_failure) + + self.assertEqual(1, len(self.order_filled_logger.event_log)) + self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) + self.assertNotIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) + self.assertFalse( + self.is_logged( + "INFO", + f"BUY order {order.client_order_id} completely filled." + ) + ) + + @aioresponses() + def test_invalid_trading_pair_not_in_all_trading_pairs(self, mock_api): + self.exchange._set_trading_pair_symbol_map(None) + + invalid_pair, response = self.all_symbols_including_invalid_pair_mock_response + self.exchange._data_source._query_executor._spot_markets_responses.put_nowait( + self.all_spot_markets_mock_response + ) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait(response) + + all_trading_pairs = self.async_run_with_timeout(coroutine=self.exchange.all_trading_pairs()) + + self.assertNotIn(invalid_pair, all_trading_pairs) + + @aioresponses() + def test_check_network_success(self, mock_api): + response = self.network_status_request_successful_mock_response + self.exchange._data_source._query_executor._ping_responses.put_nowait(response) + + network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network(), timeout=10) + + self.assertEqual(NetworkStatus.CONNECTED, network_status) + + @aioresponses() + def test_check_network_failure(self, mock_api): + mock_queue = AsyncMock() + mock_queue.get.side_effect = RpcError("Test Error") + self.exchange._data_source._query_executor._ping_responses = mock_queue + + ret = self.async_run_with_timeout(coroutine=self.exchange.check_network()) + + self.assertEqual(ret, NetworkStatus.NOT_CONNECTED) + + @aioresponses() + def test_check_network_raises_cancel_exception(self, mock_api): + mock_queue = AsyncMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.exchange._data_source._query_executor._ping_responses = mock_queue + + self.assertRaises(asyncio.CancelledError, self.async_run_with_timeout, self.exchange.check_network()) + + @aioresponses() + def test_get_last_trade_prices(self, mock_api): + self.configure_all_symbols_response(mock_api=mock_api) + response = self.latest_prices_request_mock_response + self.exchange._data_source._query_executor._derivative_trades_responses.put_nowait(response) + + latest_prices: Dict[str, float] = self.async_run_with_timeout( + self.exchange.get_last_traded_prices(trading_pairs=[self.trading_pair]) + ) + + self.assertEqual(1, len(latest_prices)) + self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) + + def test_get_fee(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_fees()) + + maker_fee_rate = Decimal(self.all_derivative_markets_mock_response[0]["makerFeeRate"]) + taker_fee_rate = Decimal(self.all_derivative_markets_mock_response[0]["takerFeeRate"]) + + maker_fee = self.exchange.get_fee( + base_currency=self.base_asset, + quote_currency=self.quote_asset, + order_type=OrderType.LIMIT, + order_side=TradeType.BUY, + position_action=PositionAction.OPEN, + amount=Decimal("1000"), + price=Decimal("5"), + is_maker=True + ) + + self.assertEqual(maker_fee_rate, maker_fee.percent) + self.assertEqual(self.quote_asset, maker_fee.percent_token) + + taker_fee = self.exchange.get_fee( + base_currency=self.base_asset, + quote_currency=self.quote_asset, + order_type=OrderType.LIMIT, + order_side=TradeType.BUY, + position_action=PositionAction.OPEN, + amount=Decimal("1000"), + price=Decimal("5"), + is_maker=False, + ) + + self.assertEqual(taker_fee_rate, taker_fee.percent) + self.assertEqual(self.quote_asset, maker_fee.percent_token) + + def test_restore_tracking_states_only_registers_open_orders(self): + orders = [] + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + )) + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "2", + exchange_order_id=self.exchange_order_id_prefix + "2", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + initial_state=OrderState.CANCELED + )) + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "3", + exchange_order_id=self.exchange_order_id_prefix + "3", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + initial_state=OrderState.FILLED + )) + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "4", + exchange_order_id=self.exchange_order_id_prefix + "4", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + initial_state=OrderState.FAILED + )) + + tracking_states = {order.client_order_id: order.to_json() for order in orders} + + self.exchange.restore_tracking_states(tracking_states) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + self.assertNotIn(self.client_order_id_prefix + "2", self.exchange.in_flight_orders) + self.assertNotIn(self.client_order_id_prefix + "3", self.exchange.in_flight_orders) + self.assertNotIn(self.client_order_id_prefix + "4", self.exchange.in_flight_orders) + + @aioresponses() + def test_set_position_mode_success(self, mock_api): + # There's only ONEWAY position mode + pass + + @aioresponses() + def test_set_position_mode_failure(self, mock_api): + # There's only ONEWAY position mode + pass + + @aioresponses() + def test_set_leverage_failure(self, mock_api): + # Leverage is configured in a per order basis + pass + + @aioresponses() + def test_set_leverage_success(self, mock_api): + # Leverage is configured in a per order basis + pass + + @aioresponses() + def test_funding_payment_polling_loop_sends_update_event(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + + self.async_tasks.append(asyncio.get_event_loop().create_task(self.exchange._funding_payment_polling_loop())) + + funding_payments = { + "payments": [{ + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "amount": str(self.target_funding_payment_payment_amount), + "timestamp": 1000 * 1e3, + }], + "paging": { + "total": 1000 + } + } + self.exchange._data_source.query_executor._funding_payments_responses.put_nowait(funding_payments) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_payment_funding_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=funding_rate + ) + self.exchange._data_source.query_executor._funding_rates_responses = mock_queue + + self.exchange._funding_fee_poll_notifier.set() + self.async_run_with_timeout(request_sent_event.wait()) + + request_sent_event.clear() + + funding_payments = { + "payments": [{ + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "amount": str(self.target_funding_payment_payment_amount), + "timestamp": self.target_funding_payment_timestamp * 1e3, + }], + "paging": { + "total": 1000 + } + } + self.exchange._data_source.query_executor._funding_payments_responses.put_nowait(funding_payments) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_payment_funding_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=funding_rate + ) + self.exchange._data_source.query_executor._funding_rates_responses = mock_queue + + self.exchange._funding_fee_poll_notifier.set() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.funding_payment_logger.event_log)) + funding_event: FundingPaymentCompletedEvent = self.funding_payment_logger.event_log[0] + self.assertEqual(self.target_funding_payment_timestamp, funding_event.timestamp) + self.assertEqual(self.exchange.name, funding_event.market) + self.assertEqual(self.trading_pair, funding_event.trading_pair) + self.assertEqual(self.target_funding_payment_payment_amount, funding_event.amount) + self.assertEqual(self.target_funding_payment_funding_rate, funding_event.funding_rate) + + def test_listen_for_funding_info_update_initializes_funding_info(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + self.configure_all_symbols_response(mock_api=None) + self.exchange._data_source._query_executor._derivative_market_responses.put_nowait( + self.all_derivative_markets_mock_response[0] + ) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_info_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + self.exchange._data_source.query_executor._funding_rates_responses.put_nowait(funding_rate) + + oracle_price = { + "price": str(self.target_funding_info_mark_price) + } + self.exchange._data_source.query_executor._oracle_prices_responses.put_nowait(oracle_price) + + trades = { + "trades": [ + { + "orderHash": "0xbe1db35669028d9c7f45c23d31336c20003e4f8879721bcff35fc6f984a6481a", # noqa: mock + "subaccountId": "0x16aef18dbaa341952f1af1795cb49960f68dfee3000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": str(self.target_funding_info_index_price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": "3", + "executionMargin": "5472660" + }, + "payout": "0", + "fee": "81764.1", + "executedAt": "1689423842613", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13659264_800_0", + "executionSide": "taker" + } + ], + "paging": { + "total": "1000", + "from": 1, + "to": 1 + } + } + self.exchange._data_source.query_executor._derivative_trades_responses.put_nowait(trades) + + funding_info_update = FundingInfoUpdate( + trading_pair=self.trading_pair, + index_price=Decimal("29423.16356086"), + mark_price=Decimal("9084900"), + next_funding_utc_timestamp=1690426800, + rate=Decimal("0.000004"), + ) + mock_queue = AsyncMock() + mock_queue.get.side_effect = [funding_info_update, asyncio.CancelledError] + self.exchange.order_book_tracker.data_source._message_queue[ + self.exchange.order_book_tracker.data_source._funding_info_messages_queue_key + ] = mock_queue + + try: + self.async_run_with_timeout(self.exchange._listen_for_funding_info()) + except asyncio.CancelledError: + pass + + funding_info: FundingInfo = self.exchange.get_funding_info(self.trading_pair) + + self.assertEqual(self.trading_pair, funding_info.trading_pair) + self.assertEqual(self.target_funding_info_index_price, funding_info.index_price) + self.assertEqual(self.target_funding_info_mark_price, funding_info.mark_price) + self.assertEqual( + self.target_funding_info_next_funding_utc_timestamp, funding_info.next_funding_utc_timestamp + ) + self.assertEqual(self.target_funding_info_rate, funding_info.rate) + + def test_listen_for_funding_info_update_updates_funding_info(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + self.configure_all_symbols_response(mock_api=None) + self.exchange._data_source._query_executor._derivative_market_responses.put_nowait( + self.all_derivative_markets_mock_response[0] + ) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_info_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + self.exchange._data_source.query_executor._funding_rates_responses.put_nowait(funding_rate) + + oracle_price = { + "price": str(self.target_funding_info_mark_price) + } + self.exchange._data_source.query_executor._oracle_prices_responses.put_nowait(oracle_price) + + trades = { + "trades": [ + { + "orderHash": "0xbe1db35669028d9c7f45c23d31336c20003e4f8879721bcff35fc6f984a6481a", # noqa: mock + "subaccountId": "0x16aef18dbaa341952f1af1795cb49960f68dfee3000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": str( + self.target_funding_info_index_price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": "3", + "executionMargin": "5472660" + }, + "payout": "0", + "fee": "81764.1", + "executedAt": "1689423842613", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13659264_800_0", + "executionSide": "taker" + } + ], + "paging": { + "total": "1000", + "from": 1, + "to": 1 + } + } + self.exchange._data_source.query_executor._derivative_trades_responses.put_nowait(trades) + + funding_info_update = FundingInfoUpdate( + trading_pair=self.trading_pair, + index_price=Decimal("29423.16356086"), + mark_price=Decimal("9084900"), + next_funding_utc_timestamp=1690426800, + rate=Decimal("0.000004"), + ) + mock_queue = AsyncMock() + mock_queue.get.side_effect = [funding_info_update, asyncio.CancelledError] + self.exchange.order_book_tracker.data_source._message_queue[ + self.exchange.order_book_tracker.data_source._funding_info_messages_queue_key + ] = mock_queue + + try: + self.async_run_with_timeout( + self.exchange._listen_for_funding_info()) + except asyncio.CancelledError: + pass + + self.assertEqual(1, self.exchange._perpetual_trading.funding_info_stream.qsize()) # rest in OB DS tests + + def test_existing_account_position_detected_on_positions_update(self): + self._simulate_trading_rules_initialized() + + # url = web_utils.rest_url( + # CONSTANTS.POSITION_INFORMATION_URL, domain=self.domain, api_version=CONSTANTS.API_VERSION_V2 + # ) + # regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + # + # positions = self._get_position_risk_api_endpoint_single_position_list() + # req_mock.get(regex_url, body=json.dumps(positions)) + + task = self.ev_loop.create_task(self.exchange._update_positions()) + self.async_run_with_timeout(task) + + self.assertEqual(len(self.exchange.account_positions), 1) + pos = list(self.exchange.account_positions.values())[0] + self.assertEqual(pos.trading_pair.replace("-", ""), self.symbol) + + def _expected_initial_status_dict(self) -> Dict[str, bool]: + status_dict = super()._expected_initial_status_dict() + status_dict["data_source_initialized"] = False + return status_dict + + @staticmethod + def _callback_wrapper_with_response(callback: Callable, response: Any, *args, **kwargs): + callback(args, kwargs) + if isinstance(response, Exception): + raise response + else: + return response + + def _configure_balance_response( + self, + response: Dict[str, Any], + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, + ) -> str: + self.configure_all_symbols_response(mock_api=mock_api) + self.exchange._data_source._query_executor._account_portfolio_responses.put_nowait(response) + return "" + + def _msg_exec_simulation_mock_response(self) -> Any: + return { + "gasInfo": { + "gasWanted": "50000000", + "gasUsed": "90749" + }, + "result": { + "data": "Em8KJS9jb3Ntb3MuYXV0aHoudjFiZXRhMS5Nc2dFeGVjUmVzcG9uc2USRgpECkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA=", # noqa: mock + "log": "", + "events": [], + "msgResponses": [ + OrderedDict([ + ("@type", "/cosmos.authz.v1beta1.MsgExecResponse"), + ("results", [ + "CkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA="]) # noqa: mock + ]) + ] + } + } + + def _order_cancelation_request_successful_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: + return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "[]"} # noqa: mock + + def _order_cancelation_request_erroneous_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: + return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "Error"} # noqa: mock + + def _order_status_request_open_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": "0", + "state": "booked", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_status_request_partially_filled_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": str(self.expected_partial_fill_amount * Decimal(f"1e{self.base_decimals}")), + "state": "partial_filled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_status_request_completely_filled_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "state": "filled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_status_request_canceled_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": "0", + "state": "canceled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_status_request_not_found_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [], + "paging": { + "total": "0" + }, + } + + def _order_fills_request_partial_fill_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "trades": [ + { + "orderHash": order.exchange_order_id, + "subaccountId": self.portfolio_account_subaccount_id, + "marketId": self.market_id, + "tradeExecutionType": "limitFill", + "positionDelta": { + "tradeDirection": order.trade_type.name.lower, + "executionPrice": str(self.expected_partial_fill_price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": str(self.expected_partial_fill_amount), + "executionMargin": "1245280000" + }, + "payout": "1187984833.579447998034818126", + "fee": str(self.expected_fill_fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}")), + "executedAt": "1681735786785", + "feeRecipient": self.portfolio_account_injective_address, + "tradeId": self.expected_fill_trade_id, + "executionSide": "maker" + }, + ], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } + + def _order_fills_request_full_fill_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "trades": [ + { + "orderHash": order.exchange_order_id, + "subaccountId": self.portfolio_account_subaccount_id, + "marketId": self.market_id, + "tradeExecutionType": "limitFill", + "positionDelta": { + "tradeDirection": order.trade_type.name.lower, + "executionPrice": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": str(order.amount), + "executionMargin": "1245280000" + }, + "payout": "1187984833.579447998034818126", + "fee": str(self.expected_fill_fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}")), + "executedAt": "1681735786785", + "feeRecipient": self.portfolio_account_injective_address, + "tradeId": self.expected_fill_trade_id, + "executionSide": "maker" + }, + ], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } diff --git a/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py b/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py index d4a55db2b5..3061b136ba 100644 --- a/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py +++ b/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py @@ -20,9 +20,11 @@ def __init__(self): self._spot_trades_responses = asyncio.Queue() self._derivative_trades_responses = asyncio.Queue() self._historical_spot_orders_responses = asyncio.Queue() + self._historical_derivative_orders_responses = asyncio.Queue() self._transaction_block_height_responses = asyncio.Queue() self._funding_rates_responses = asyncio.Queue() self._oracle_prices_responses = asyncio.Queue() + self._funding_payments_responses = asyncio.Queue() self._spot_order_book_updates = asyncio.Queue() self._public_spot_trade_updates = asyncio.Queue() @@ -31,6 +33,7 @@ def __init__(self): self._oracle_prices_updates = asyncio.Queue() self._subaccount_balance_events = asyncio.Queue() self._historical_spot_order_events = asyncio.Queue() + self._historical_derivative_order_events = asyncio.Queue() self._transaction_events = asyncio.Queue() async def ping(self): @@ -109,10 +112,24 @@ async def get_historical_spot_orders( response = await self._historical_spot_orders_responses.get() return response + async def get_historical_derivative_orders( + self, + market_ids: List[str], + subaccount_id: str, + start_time: int, + skip: int, + ) -> Dict[str, Any]: + response = await self._historical_derivative_orders_responses.get() + return response + async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: response = await self._funding_rates_responses.get() return response + async def get_funding_payments(self, market_id: str, limit: int) -> Dict[str, Any]: + response = await self._funding_payments_responses.get() + return response + async def get_oracle_prices( self, base_symbol: str, @@ -160,6 +177,13 @@ async def subaccount_historical_spot_orders_stream( next_event = await self._historical_spot_order_events.get() yield next_event + async def subaccount_historical_derivative_orders_stream( + self, market_id: str, subaccount_id: str + ): + while True: + next_event = await self._historical_derivative_order_events.get() + yield next_event + async def transactions_stream(self,): while True: next_event = await self._transaction_events.get() diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py index c3f9c8a0b6..a64f3f5c95 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py @@ -173,7 +173,7 @@ def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: return ("INVALID_MARKET", response) @property - def network_status_request_successful_mock_response(self): + def ƒ(self): return {} @property @@ -1337,7 +1337,7 @@ def test_user_stream_update_for_new_order(self): try: self.async_run_with_timeout( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) except asyncio.CancelledError: pass @@ -1384,7 +1384,7 @@ def test_user_stream_update_for_canceled_order(self): try: self.async_run_with_timeout( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) except asyncio.CancelledError: pass @@ -1446,7 +1446,7 @@ def test_user_stream_update_for_order_full_fill(self, mock_api): self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) ] try: @@ -1529,7 +1529,7 @@ def test_lost_order_removed_after_cancel_status_user_event_received(self): try: self.async_run_with_timeout( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) except asyncio.CancelledError: pass @@ -1591,7 +1591,7 @@ def test_lost_order_user_stream_full_fill_events_are_processed(self, mock_api): self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) ] try: diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py index 4f799c3783..2d05c31da3 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py @@ -1134,7 +1134,7 @@ def test_user_stream_update_for_new_order(self): try: self.async_run_with_timeout( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) except asyncio.CancelledError: pass @@ -1181,7 +1181,7 @@ def test_user_stream_update_for_canceled_order(self): try: self.async_run_with_timeout( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) except asyncio.CancelledError: pass @@ -1243,7 +1243,7 @@ def test_user_stream_update_for_order_full_fill(self, mock_api): self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) ] try: @@ -1326,7 +1326,7 @@ def test_lost_order_removed_after_cancel_status_user_event_received(self): try: self.async_run_with_timeout( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) except asyncio.CancelledError: pass @@ -1388,7 +1388,7 @@ def test_lost_order_user_stream_full_fill_events_are_processed(self, mock_api): self.exchange._data_source._listen_to_public_spot_trades(market_ids=[self.market_id]) ), asyncio.get_event_loop().create_task( - self.exchange._data_source._listen_to_subaccount_order_updates(market_id=self.market_id) + self.exchange._data_source._listen_to_subaccount_spot_order_updates(market_id=self.market_id) ) ] try: From 3f1a5249eb43ad2c651aea36a73cec70664e48f0 Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 4 Aug 2023 14:55:43 -0300 Subject: [PATCH 225/359] (feat) Added logic to process position updates in Injective V2 perpetual connector --- hummingbot/connector/connector_status.py | 1 + .../injective_constants.py | 2 + ...v2_perpetual_api_order_book_data_source.py | 10 +- .../injective_v2_perpetual_derivative.py | 133 ++++++++++++++++-- .../injective_v2_perpetual_utils.py | 5 +- .../injective_v2/account_delegation_script.py | 8 +- .../data_sources/injective_data_source.py | 106 +++++++++++++- .../injective_grantee_data_source.py | 38 ++++- .../injective_v2/injective_constants.py | 2 + .../exchange/injective_v2/injective_market.py | 4 + .../injective_v2/injective_query_executor.py | 31 +++- .../injective_v2/injective_v2_exchange.py | 24 ++-- .../injective_v2/injective_v2_utils.py | 5 +- ...petual_derivative_for_delegated_account.py | 96 +++++++++++-- ...ive_v2_perpetual_order_book_data_source.py | 38 ++--- .../programmable_query_executor.py | 13 +- 16 files changed, 440 insertions(+), 76 deletions(-) diff --git a/hummingbot/connector/connector_status.py b/hummingbot/connector/connector_status.py index 110d1b86ce..10b643d012 100644 --- a/hummingbot/connector/connector_status.py +++ b/hummingbot/connector/connector_status.py @@ -62,6 +62,7 @@ 'vertex': 'bronze', 'vertex_testnet': 'bronze', 'injective_v2': 'bronze', + 'injective_v2_perpetual': 'bronze', } warning_messages = { diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py index 938e9cefab..3a58fec5d8 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py @@ -5,6 +5,8 @@ DEFAULT_DOMAIN = "" TESTNET_DOMAIN = "testnet" +TRANSACTIONS_CHECK_INTERVAL = CONSTANTS.TRANSACTIONS_CHECK_INTERVAL + RATE_LIMITS = CONSTANTS.RATE_LIMITS ORDER_STATE_MAP = CONSTANTS.ORDER_STATE_MAP diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py index 317a85b4d6..19ce377302 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_api_order_book_data_source.py @@ -1,5 +1,5 @@ import asyncio -from typing import Any, Dict, List, Optional +from typing import TYPE_CHECKING, Any, Dict, List, Optional from hummingbot.connector.derivative.injective_v2_perpetual import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_data_source import InjectiveDataSource @@ -9,14 +9,18 @@ from hummingbot.core.event.event_forwarder import EventForwarder from hummingbot.core.event.events import MarketEvent, OrderBookDataSourceEvent +if TYPE_CHECKING: + from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_derivative import ( + InjectiveV2Dericative, + ) + class InjectiveV2PerpetualAPIOrderBookDataSource(PerpetualAPIOrderBookDataSource): def __init__( self, trading_pairs: List[str], - # connector: "InjectiveV2Dericative", - connector, + connector: "InjectiveV2Dericative", data_source: InjectiveDataSource, domain: str = CONSTANTS.DEFAULT_DOMAIN, ): diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index c57ec9c024..75701c74dc 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -1,8 +1,11 @@ import asyncio from collections import defaultdict from decimal import Decimal +from enum import Enum from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Tuple +from async_timeout import timeout + from hummingbot.connector.client_order_tracker import ClientOrderTracker from hummingbot.connector.constants import FUNDING_FEE_POLL_INTERVAL, s_decimal_NaN from hummingbot.connector.derivative.injective_v2_perpetual import ( @@ -13,6 +16,7 @@ InjectiveV2PerpetualAPIOrderBookDataSource, ) from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_utils import InjectiveConfigMap +from hummingbot.connector.derivative.position import Position from hummingbot.connector.exchange.injective_v2.injective_events import InjectiveEvent from hummingbot.connector.gateway.gateway_in_flight_order import GatewayPerpetualInFlightOrder from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker @@ -28,7 +32,7 @@ from hummingbot.core.data_type.trade_fee import TradeFeeBase, TradeFeeSchema from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource from hummingbot.core.event.event_forwarder import EventForwarder -from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent +from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, PositionUpdateEvent from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_ensure_future from hummingbot.core.utils.estimate_fee import build_perpetual_trade_fee @@ -167,18 +171,6 @@ async def stop_network(self): self._queued_orders_task.cancel() self._queued_orders_task = None - async def check_network(self) -> NetworkStatus: - """ - Checks connectivity with the exchange using the API - """ - try: - status = await self._data_source.check_network() - except asyncio.CancelledError: - raise - except Exception: - status = NetworkStatus.NOT_CONNECTED - return status - def supported_order_types(self) -> List[OrderType]: return self._data_source.supported_order_types() @@ -253,8 +245,79 @@ def batch_order_cancel(self, orders_to_cancel: List[LimitOrder]): """ safe_ensure_future(coro=self._execute_batch_cancel(orders_to_cancel=orders_to_cancel)) + async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: + """ + Cancels all currently active orders. The cancellations are performed in parallel tasks. + + :param timeout_seconds: the maximum time (in seconds) the cancel logic should run + + :return: a list of CancellationResult instances, one for each of the orders to be cancelled + """ + incomplete_orders = {} + limit_orders = [] + successful_cancellations = [] + + for order in self.in_flight_orders.values(): + if not order.is_done: + incomplete_orders[order.client_order_id] = order + limit_orders.append(order.to_limit_order()) + + if len(limit_orders) > 0: + try: + async with timeout(timeout_seconds): + cancellation_results = await self._execute_batch_cancel(orders_to_cancel=limit_orders) + for cr in cancellation_results: + if cr.success: + del incomplete_orders[cr.order_id] + successful_cancellations.append(CancellationResult(cr.order_id, True)) + except Exception: + self.logger().network( + "Unexpected error cancelling orders.", + exc_info=True, + app_warning_msg="Failed to cancel order. Check API key and network connection." + ) + failed_cancellations = [CancellationResult(oid, False) for oid in incomplete_orders.keys()] + return successful_cancellations + failed_cancellations + + async def check_network(self) -> NetworkStatus: + """ + Checks connectivity with the exchange using the API + """ + try: + status = await self._data_source.check_network() + except asyncio.CancelledError: + raise + except Exception: + status = NetworkStatus.NOT_CONNECTED + return status + + def trigger_event(self, event_tag: Enum, message: any): + # Reimplemented because Injective connector has trading pairs with modified token names, because market tickers + # are not always unique. + # We need to change the original trading pair in all events to the real tokens trading pairs to not impact the + # bot events processing + trading_pair = getattr(message, "trading_pair", None) + if trading_pair is not None: + new_trading_pair = self._data_source.real_tokens_perpetual_trading_pair(unique_trading_pair=trading_pair) + if isinstance(message, tuple): + message = message._replace(trading_pair=new_trading_pair) + else: + setattr(message, "trading_pair", new_trading_pair) + + super().trigger_event(event_tag=event_tag, message=message) + async def _update_positions(self): - raise NotImplementedError + positions = await self._data_source.account_positions() + current_positions = self._perpetual_trading.account_positions + for position_key in current_positions.keys(): + self._perpetual_trading.remove_position(post_key=position_key) + + for position in positions: + position_key = self._perpetual_trading.position_key( + trading_pair=position.trading_pair, + side=position.position_side, + ) + self._perpetual_trading.set_position(pos_key=position_key, position=position) async def _trading_pair_position_mode_set(self, mode: PositionMode, trading_pair: str) -> Tuple[bool, str]: # Injective supports only one mode. It can't be changes in the chain @@ -616,6 +679,35 @@ async def _user_stream_event_listener(self): self._account_balances[event_data.asset_name] = event_data.total_balance if event_data.available_balance is not None: self._account_available_balances[event_data.asset_name] = event_data.available_balance + elif channel == "position": + position_update: PositionUpdateEvent = event_data + position_key = self._perpetual_trading.position_key( + position_update.trading_pair, position_update.position_side + ) + if position_update.amount == Decimal("0"): + self._perpetual_trading.remove_position(post_key=position_key) + else: + position: Position = self._perpetual_trading.get_position( + trading_pair=position_update.trading_pair, side=position_update.position_side + ) + if position is not None: + position.update_position( + position_side=position_update.position_side, + unrealized_pnl=position_update.unrealized_pnl, + entry_price=position_update.entry_price, + amount=position_update.amount, + leverage=position_update.leverage, + ) + else: + position = Position( + trading_pair=position_update.trading_pair, + position_side=position_update.position_side, + unrealized_pnl=position_update.unrealized_pnl, + entry_price=position_update.entry_price, + amount=position_update.amount, + leverage=position_update.leverage, + ) + self._perpetual_trading.set_position(pos_key=position_key, position=position) except asyncio.CancelledError: raise @@ -623,7 +715,8 @@ async def _user_stream_event_listener(self): self.logger().exception("Unexpected error in user stream listener loop") async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> List[TradingRule]: - raise NotImplementedError + # Not used in Injective + raise NotImplementedError # pragma: no cover async def _update_trading_rules(self): await self._data_source.update_markets() @@ -818,6 +911,10 @@ def _configure_event_forwarders(self): self._forwarders.append(event_forwarder) self._data_source.add_listener(event_tag=AccountEvent.BalanceEvent, listener=event_forwarder) + event_forwarder = EventForwarder(to_function=self._process_position_event) + self._forwarders.append(event_forwarder) + self._data_source.add_listener(event_tag=AccountEvent.PositionUpdate, listener=event_forwarder) + event_forwarder = EventForwarder(to_function=self._process_transaction_event) self._forwarders.append(event_forwarder) self._data_source.add_listener(event_tag=InjectiveEvent.ChainTransactionEvent, listener=event_forwarder) @@ -828,6 +925,12 @@ def _process_balance_event(self, event: BalanceUpdateEvent): {"channel": "balance", "data": event} ) + def _process_position_event(self, event: BalanceUpdateEvent): + self._last_received_message_timestamp = self._time() + self._all_trading_events_queue.put_nowait( + {"channel": "position", "data": event} + ) + def _process_user_order_update(self, order_update: OrderUpdate): self._last_received_message_timestamp = self._time() self._all_trading_events_queue.put_nowait( diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py index 78dde3cf2a..9349e49a97 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py @@ -23,6 +23,7 @@ class InjectiveConfigMap(BaseConnectorConfigMap): + # Setting a default dummy configuration to allow the bot to create a dummy instance to fetch all trading pairs connector: str = Field(default="injective_v2_perpetual", const=True, client_data=None) receive_connector_configuration: bool = Field( default=True, const=True, @@ -37,9 +38,9 @@ class InjectiveConfigMap(BaseConnectorConfigMap): ) account_type: Union[tuple(ACCOUNT_MODES.values())] = Field( default=InjectiveDelegatedAccountMode( - private_key="0000000000000000000000000000000000000000000000000000000000000000", # noqa: mock + private_key="0000000000000000000000000000000000000000000000000000000000000001", # noqa: mock subaccount_index=0, - granter_address="xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx", # noqa: mock + granter_address="inj10e0525sfrf53yh2aljmm3sn9jq5njk7lwfmzjf", # noqa: mock granter_subaccount_index=0, ), client_data=ClientFieldData( diff --git a/hummingbot/connector/exchange/injective_v2/account_delegation_script.py b/hummingbot/connector/exchange/injective_v2/account_delegation_script.py index 015eb694d9..9bfa515938 100644 --- a/hummingbot/connector/exchange/injective_v2/account_delegation_script.py +++ b/hummingbot/connector/exchange/injective_v2/account_delegation_script.py @@ -12,9 +12,10 @@ GRANTER_ACCOUNT_PRIVATE_KEY = "" GRANTER_SUBACCOUNT_INDEX = 0 GRANTEE_PUBLIC_INJECTIVE_ADDRESS = "" -MARKET_IDS = [] +SPOT_MARKET_IDS = [] +DERIVATIVE_MARKET_IDS = [] # List of the ids of all the markets the grant will include, for example: -# MARKET_IDS = ["0x0511ddc4e6586f3bfe1acb2dd905f8b8a82c97e1edaef654b12ca7e6031ca0fa"] # noqa: mock +# SPOT_MARKET_IDS = ["0x0511ddc4e6586f3bfe1acb2dd905f8b8a82c97e1edaef654b12ca7e6031ca0fa"] # noqa: mock # Mainnet spot markets: https://lcd.injective.network/injective/exchange/v1beta1/spot/markets # Testnet spot markets: https://k8s.testnet.lcd.injective.network/injective/exchange/v1beta1/spot/markets @@ -42,7 +43,8 @@ async def main() -> None: msg_type = "BatchUpdateOrdersAuthz", expire_in=GRANT_EXPIRATION_IN_DAYS * SECONDS_PER_DAY, subaccount_id=granter_subaccount_id, - spot_markets=MARKET_IDS, + spot_markets=SPOT_MARKET_IDS, + derivative_markets=DERIVATIVE_MARKET_IDS, ) tx = ( diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 4fb6a5fd24..aff97b82b8 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -12,6 +12,7 @@ from pyinjective import Transaction from pyinjective.composer import Composer, injective_exchange_tx_pb +from hummingbot.connector.derivative.position import Position from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.injective_events import InjectiveEvent from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveDerivativeMarket, InjectiveToken @@ -19,13 +20,19 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder, GatewayPerpetualInFlightOrder from hummingbot.connector.trading_rule import TradingRule from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase -from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType +from hummingbot.core.data_type.common import OrderType, PositionAction, PositionSide, TradeType from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase, TradeFeeSchema from hummingbot.core.event.event_listener import EventListener -from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookDataSourceEvent +from hummingbot.core.event.events import ( + AccountEvent, + BalanceUpdateEvent, + MarketEvent, + OrderBookDataSourceEvent, + PositionUpdateEvent, +) from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.utils.async_utils import safe_gather from hummingbot.logger import HummingbotLogger @@ -171,7 +178,11 @@ async def update_markets(self): raise NotImplementedError @abstractmethod - def real_tokens_trading_pair(self, unique_trading_pair: str) -> str: + def real_tokens_spot_trading_pair(self, unique_trading_pair: str) -> str: + raise NotImplementedError + + @abstractmethod + def real_tokens_perpetual_trading_pair(self, unique_trading_pair: str) -> str: raise NotImplementedError @abstractmethod @@ -234,6 +245,9 @@ async def start(self, market_ids: List[str]): asyncio.create_task(self._listen_to_public_derivative_trades(market_ids=derivative_markets))) self.add_listening_task( asyncio.create_task(self._listen_to_derivative_order_book_updates(market_ids=derivative_markets))) + self.add_listening_task( + asyncio.create_task(self._listen_to_positions_updates()) + ) for market_id in derivative_markets: self.add_listening_task(asyncio.create_task( self._listen_to_subaccount_derivative_order_updates(market_id=market_id)) @@ -373,6 +387,44 @@ async def all_account_balances(self) -> Dict[str, Dict[str, Decimal]]: return balances_dict + async def account_positions(self) -> List[Position]: + done = False + skip = 0 + position_entries = [] + + while not done: + async with self.throttler.execute_task(limit_id=CONSTANTS.POSITIONS_LIMIT_ID): + positions_response = await self.query_executor.get_derivative_positions( + subaccount_id=self.portfolio_account_subaccount_id, + skip=skip, + ) + if "positions" in positions_response: + total = int(positions_response["paging"]["total"]) + entries = positions_response["positions"] + + position_entries.extend(entries) + done = len(position_entries) >= total + skip += len(entries) + else: + done = True + + positions = [] + for position_entry in position_entries: + position_update = await self._parse_position_update_event(event=position_entry) + + position = Position( + trading_pair=position_update.trading_pair, + position_side=position_update.position_side, + unrealized_pnl=position_update.unrealized_pnl, + entry_price=position_update.entry_price, + amount=position_update.amount, + leverage=position_update.leverage, + ) + + positions.append(position) + + return positions + async def create_orders( self, spot_orders: Optional[List[GatewayInFlightOrder]] = None, @@ -686,6 +738,10 @@ def _public_derivative_trades_stream(self, market_ids: List[str]): def _oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): raise NotImplementedError + @abstractmethod + def _subaccount_positions_stream(self): + raise NotImplementedError + @abstractmethod def _subaccount_balance_stream(self): raise NotImplementedError @@ -860,6 +916,39 @@ async def _parse_order_entry(self, order_info: Dict[str, Any]) -> OrderUpdate: return status_update + async def _parse_position_update_event(self, event: Dict[str, Any]) -> PositionUpdateEvent: + market = await self.derivative_market_info_for_id(market_id=event["marketId"]) + trading_pair = await self.trading_pair_for_market(market_id=event["marketId"]) + + if "direction" in event: + position_side = PositionSide[event["direction"].upper()] + amount_sign = Decimal(-1) if position_side == PositionSide.SHORT else Decimal(1) + chain_entry_price = Decimal(event["entryPrice"]) + chain_mark_price = Decimal(event["markPrice"]) + chain_amount = Decimal(event["quantity"]) + chain_margin = Decimal(event["margin"]) + entry_price = market.price_from_chain_format(chain_price=chain_entry_price) + mark_price = market.price_from_chain_format(chain_price=chain_mark_price) + amount = market.quantity_from_chain_format(chain_quantity=chain_amount) + leverage = (chain_amount * chain_entry_price) / chain_margin + unrealized_pnl = (mark_price - entry_price) * amount * amount_sign + else: + position_side = None + entry_price = unrealized_pnl = amount = Decimal("0") + leverage = amount_sign = Decimal("1") + + parsed_event = PositionUpdateEvent( + timestamp=int(event["updatedAt"]) * 1e-3, + trading_pair=trading_pair, + position_side=position_side, + unrealized_pnl=unrealized_pnl, + entry_price=entry_price, + amount=amount * amount_sign, + leverage=leverage, + ) + + return parsed_event + async def _send_in_transaction(self, message: any_pb2.Any) -> Dict[str, Any]: transaction = Transaction() transaction.with_messages(message) @@ -937,6 +1026,13 @@ async def _listen_to_funding_info_updates(self, market_id: str): market_id=market_id, ) + async def _listen_to_positions_updates(self): + await self._listen_stream_events( + stream=self._subaccount_positions_stream(), + event_processor=self._process_position_update, + event_name_for_errors="position", + ) + async def _listen_to_account_balance_updates(self): await self._listen_stream_events( stream=self._subaccount_balance_stream(), @@ -1080,6 +1176,10 @@ async def _process_oracle_price_update(self, oracle_price_update: Dict[str, Any] ) self.publisher.trigger_event(event_tag=MarketEvent.FundingInfo, message=funding_info_update) + async def _process_position_update(self, position_event: Dict[str, Any]): + parsed_event = await self._parse_position_update_event(event=position_event) + self.publisher.trigger_event(event_tag=AccountEvent.PositionUpdate, message=parsed_event) + async def _process_subaccount_balance_update(self, balance_event: Dict[str, Any]): updated_token = await self.token(denom=balance_event["balance"]["denom"]) if updated_token is not None: diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index 173ceaa794..389718b3d0 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -299,6 +299,11 @@ async def update_markets(self): for market_info in markets: try: market = self._parse_derivative_market_info(market_info=market_info) + if market.trading_pair() in derivative_market_id_to_trading_pair.inverse: + self.logger().debug( + f"The derivative market {market_info['marketId']} will be excluded because there is other" + f" market with trading pair {market.trading_pair()} ({market_info})") + continue derivative_market_id_to_trading_pair[market.market_id] = market.trading_pair() derivative_markets_map[market.market_id] = market except KeyError: @@ -371,7 +376,7 @@ async def order_updates_for_transaction( return order_updates - def real_tokens_trading_pair(self, unique_trading_pair: str) -> str: + def real_tokens_spot_trading_pair(self, unique_trading_pair: str) -> str: resulting_trading_pair = unique_trading_pair if (self._spot_market_and_trading_pair_map is not None and self._spot_market_info_map is not None): @@ -385,6 +390,20 @@ def real_tokens_trading_pair(self, unique_trading_pair: str) -> str: return resulting_trading_pair + def real_tokens_perpetual_trading_pair(self, unique_trading_pair: str) -> str: + resulting_trading_pair = unique_trading_pair + if (self._derivative_market_and_trading_pair_map is not None + and self._derivative_market_info_map is not None): + market_id = self._derivative_market_and_trading_pair_map.inverse.get(unique_trading_pair) + market = self._derivative_market_info_map.get(market_id) + if market is not None: + resulting_trading_pair = combine_to_hb_trading_pair( + base=market.base_token_symbol(), + quote=market.quote_token.symbol, + ) + + return resulting_trading_pair + async def _initialize_timeout_height(self): await self._client.sync_timeout_height() self._is_timeout_height_initialized = True @@ -471,14 +490,19 @@ async def last_funding_rate(self, market_id: str) -> Decimal: async def last_funding_payment(self, market_id: str) -> Tuple[Decimal, float]: async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_PAYMENTS_LIMIT_ID): - response = await self.query_executor.get_funding_payments(market_id=market_id, limit=1) + response = await self.query_executor.get_funding_payments( + subaccount_id=self.portfolio_account_subaccount_id, + market_id=market_id, + limit=1 + ) last_payment = Decimal(-1) last_timestamp = 0 + payments = response.get("payments", []) - if len(response["payments"]) > 0: - last_payment = Decimal(response["payments"][0]["amount"]) - last_timestamp = int(response["payments"][0]["timestamp"]) * 1e-3 + if len(payments) > 0: + last_payment = Decimal(payments[0]["amount"]) + last_timestamp = int(payments[0]["timestamp"]) * 1e-3 return last_payment, last_timestamp @@ -537,6 +561,10 @@ def _oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type ) return stream + def _subaccount_positions_stream(self): + stream = self._query_executor.subaccount_positions_stream(subaccount_id=self.portfolio_account_subaccount_id) + return stream + def _subaccount_balance_stream(self): stream = self._query_executor.subaccount_balance_stream(subaccount_id=self.portfolio_account_subaccount_id) return stream diff --git a/hummingbot/connector/exchange/injective_v2/injective_constants.py b/hummingbot/connector/exchange/injective_v2/injective_constants.py index 4b4d900b40..1bf8c7dff3 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_constants.py +++ b/hummingbot/connector/exchange/injective_v2/injective_constants.py @@ -29,6 +29,7 @@ # Private limit ids PORTFOLIO_BALANCES_LIMIT_ID = "AccountPortfolio" +POSITIONS_LIMIT_ID = "Positions" SPOT_ORDERS_HISTORY_LIMIT_ID = "SpotOrdersHistory" DERIVATIVE_ORDERS_HISTORY_LIMIT_ID = "DerivativeOrdersHistory" SPOT_TRADES_LIMIT_ID = "SpotTrades" @@ -48,6 +49,7 @@ RateLimit(limit_id=GET_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=GET_CHAIN_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=PORTFOLIO_BALANCES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=POSITIONS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), RateLimit(limit_id=SPOT_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), diff --git a/hummingbot/connector/exchange/injective_v2/injective_market.py b/hummingbot/connector/exchange/injective_v2/injective_market.py index 67344ebfbc..5b9efb6cdb 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_market.py +++ b/hummingbot/connector/exchange/injective_v2/injective_market.py @@ -56,6 +56,10 @@ class InjectiveDerivativeMarket: quote_token: InjectiveToken market_info: Dict[str, Any] + def base_token_symbol(self): + ticker_base, _ = self.market_info["ticker"].split("/") + return ticker_base + def trading_pair(self): ticker_base, _ = self.market_info["ticker"].split("/") return combine_to_hb_trading_pair(ticker_base, self.quote_token.unique_symbol) diff --git a/hummingbot/connector/exchange/injective_v2/injective_query_executor.py b/hummingbot/connector/exchange/injective_v2/injective_query_executor.py index 735d338c27..354934138b 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_query_executor.py +++ b/hummingbot/connector/exchange/injective_v2/injective_query_executor.py @@ -109,7 +109,11 @@ async def get_oracle_prices( raise NotImplementedError @abstractmethod - async def get_funding_payments(self, market_id: str, limit: int) -> Dict[str, Any]: + async def get_funding_payments(self, subaccount_id: str, market_id: str, limit: int) -> Dict[str, Any]: + raise NotImplementedError + + @abstractmethod + async def get_derivative_positions(self, subaccount_id: str, skip: int) -> Dict[str, Any]: raise NotImplementedError @abstractmethod @@ -132,6 +136,10 @@ async def public_derivative_trades_stream(self, market_ids: List[str]): async def oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): raise NotImplementedError # pragma: no cover + @abstractmethod + async def subaccount_positions_stream(self, subaccount_id: str): + raise NotImplementedError # pragma: no cover + @abstractmethod async def subaccount_balance_stream(self, subaccount_id: str): raise NotImplementedError # pragma: no cover @@ -324,8 +332,19 @@ async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: result = json_format.MessageToDict(response) return result - async def get_funding_payments(self, market_id: str, limit: int) -> Dict[str, Any]: - response = await self._sdk_client.get_funding_payments(market_id=market_id, limit=limit) + async def get_funding_payments(self, subaccount_id: str, market_id: str, limit: int) -> Dict[str, Any]: + response = await self._sdk_client.get_funding_payments( + subaccount_id=subaccount_id, + market_id=market_id, + limit=limit + ) + result = json_format.MessageToDict(response) + return result + + async def get_derivative_positions(self, subaccount_id: str, skip: int) -> Dict[str, Any]: + response = await self._sdk_client.get_derivative_positions( + subaccount_id=subaccount_id, skip=skip + ) result = json_format.MessageToDict(response) return result @@ -376,6 +395,12 @@ async def oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle async for update in stream: yield json_format.MessageToDict(update) + async def subaccount_positions_stream(self, subaccount_id: str): # pragma: no cover + stream = await self._sdk_client.stream_derivative_positions(subaccount_id=subaccount_id) + async for event in stream: + event_data = event.position + yield json_format.MessageToDict(event_data) + async def subaccount_balance_stream(self, subaccount_id: str): # pragma: no cover stream = await self._sdk_client.stream_subaccount_balance(subaccount_id=subaccount_id) async for event in stream: diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 580edb94ce..1bfad0c15d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -156,7 +156,7 @@ async def stop_network(self): self._queued_orders_task = None def supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + return self._data_source.supported_order_types() def start_tracking_order( self, @@ -277,7 +277,7 @@ def trigger_event(self, event_tag: Enum, message: any): # bot events processing trading_pair = getattr(message, "trading_pair", None) if trading_pair is not None: - new_trading_pair = self._data_source.real_tokens_trading_pair(unique_trading_pair=trading_pair) + new_trading_pair = self._data_source.real_tokens_spot_trading_pair(unique_trading_pair=trading_pair) if isinstance(message, tuple): message = message._replace(trading_pair=new_trading_pair) else: @@ -624,6 +624,16 @@ async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> Lis # Not used in Injective raise NotImplementedError # pragma: no cover + async def _update_trading_rules(self): + await self._data_source.update_markets() + await self._initialize_trading_pair_symbol_map() + trading_rules_list = await self._data_source.all_trading_rules() + trading_rules = {} + for trading_rule in trading_rules_list: + trading_rules[trading_rule.trading_pair] = trading_rule + self._trading_rules.clear() + self._trading_rules.update(trading_rules) + async def _update_balances(self): all_balances = await self._data_source.all_account_balances() @@ -787,16 +797,6 @@ async def _initialize_trading_pair_symbol_map(self): self.logger().exception("There was an error requesting exchange info.") return exchange_info - async def _update_trading_rules(self): - await self._data_source.update_markets() - await self._initialize_trading_pair_symbol_map() - trading_rules_list = await self._data_source.all_trading_rules() - trading_rules = {} - for trading_rule in trading_rules_list: - trading_rules[trading_rule.trading_pair] = trading_rule - self._trading_rules.clear() - self._trading_rules.update(trading_rules) - def _configure_event_forwarders(self): event_forwarder = EventForwarder(to_function=self._process_user_trade_update) self._forwarders.append(event_forwarder) diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py index dd19ac8b5f..f3ff74e605 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py @@ -263,6 +263,7 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " class InjectiveConfigMap(BaseConnectorConfigMap): + # Setting a default dummy configuration to allow the bot to create a dummy instance to fetch all trading pairs connector: str = Field(default="injective_v2", const=True, client_data=None) receive_connector_configuration: bool = Field( default=True, const=True, @@ -277,9 +278,9 @@ class InjectiveConfigMap(BaseConnectorConfigMap): ) account_type: Union[tuple(ACCOUNT_MODES.values())] = Field( default=InjectiveDelegatedAccountMode( - private_key="0000000000000000000000000000000000000000000000000000000000000000", # noqa: mock + private_key="0000000000000000000000000000000000000000000000000000000000000001", # noqa: mock subaccount_index=0, - granter_address="xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx", # noqa: mock + granter_address="inj10e0525sfrf53yh2aljmm3sn9jq5njk7lwfmzjf", # noqa: mock granter_subaccount_index=0, ), client_data=ClientFieldData( diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py index 4fa653d627..c150d5c55a 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py @@ -29,7 +29,7 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayPerpetualInFlightOrder from hummingbot.connector.test_support.perpetual_derivative_test import AbstractPerpetualDerivativeTests from hummingbot.connector.trading_rule import TradingRule -from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, TradeType +from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, PositionSide, TradeType from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState from hummingbot.core.data_type.limit_order import LimitOrder @@ -2402,21 +2402,95 @@ def test_listen_for_funding_info_update_updates_funding_info(self): def test_existing_account_position_detected_on_positions_update(self): self._simulate_trading_rules_initialized() + self.configure_all_symbols_response(mock_api=None) + + position_data = { + "ticker": "BTC/USDT PERP", + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "direction": "long", + "quantity": "0.01", + "entryPrice": "25000000000", + "margin": "248483436.058851", + "liquidationPrice": "47474612957.985809", + "markPrice": "28984256513.07", + "aggregateReduceOnlyQuantity": "0", + "updatedAt": "1691077382583", + "createdAt": "-62135596800000" + } + positions = { + "positions": [position_data], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } + self.exchange._data_source._query_executor._derivative_positions_responses.put_nowait(positions) + + self.async_run_with_timeout(self.exchange._update_positions()) - # url = web_utils.rest_url( - # CONSTANTS.POSITION_INFORMATION_URL, domain=self.domain, api_version=CONSTANTS.API_VERSION_V2 - # ) - # regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - # - # positions = self._get_position_risk_api_endpoint_single_position_list() - # req_mock.get(regex_url, body=json.dumps(positions)) + self.assertEqual(len(self.exchange.account_positions), 1) + pos = list(self.exchange.account_positions.values())[0] + self.assertEqual(self.trading_pair, pos.trading_pair) + self.assertEqual(PositionSide.LONG, pos.position_side) + self.assertEqual(Decimal(position_data["quantity"]), pos.amount) + entry_price = Decimal(position_data["entryPrice"]) * Decimal(f"1e{-self.quote_decimals}") + self.assertEqual(entry_price, pos.entry_price) + expected_leverage = ((Decimal(position_data["entryPrice"]) * Decimal(position_data["quantity"])) + / Decimal(position_data["margin"])) + self.assertEqual(expected_leverage, pos.leverage) + mark_price = Decimal(position_data["markPrice"]) * Decimal(f"1e{-self.quote_decimals}") + expected_unrealized_pnl = (mark_price - entry_price) * Decimal(position_data["quantity"]) + self.assertEqual(expected_unrealized_pnl, pos.unrealized_pnl) + + def test_user_stream_position_update(self): + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) - task = self.ev_loop.create_task(self.exchange._update_positions()) - self.async_run_with_timeout(task) + position_data = { + "ticker": "BTC/USDT PERP", + "marketId": self.market_id, + "subaccountId": self.portfolio_account_subaccount_id, + "direction": "long", + "quantity": "0.01", + "entryPrice": "25000000000", + "margin": "248483436.058851", + "liquidationPrice": "47474612957.985809", + "markPrice": "28984256513.07", + "aggregateReduceOnlyQuantity": "0", + "updatedAt": "1691077382583", + "createdAt": "-62135596800000" + } + + mock_queue = AsyncMock() + mock_queue.get.side_effect = [position_data, asyncio.CancelledError] + self.exchange._data_source._query_executor._subaccount_positions_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout(self.exchange._data_source._listen_to_positions_updates()) + except asyncio.CancelledError: + pass self.assertEqual(len(self.exchange.account_positions), 1) pos = list(self.exchange.account_positions.values())[0] - self.assertEqual(pos.trading_pair.replace("-", ""), self.symbol) + self.assertEqual(self.trading_pair, pos.trading_pair) + self.assertEqual(PositionSide.LONG, pos.position_side) + self.assertEqual(Decimal(position_data["quantity"]), pos.amount) + entry_price = Decimal(position_data["entryPrice"]) * Decimal(f"1e{-self.quote_decimals}") + self.assertEqual(entry_price, pos.entry_price) + expected_leverage = ((Decimal(position_data["entryPrice"]) * Decimal(position_data["quantity"])) + / Decimal(position_data["margin"])) + self.assertEqual(expected_leverage, pos.leverage) + mark_price = Decimal(position_data["markPrice"]) * Decimal(f"1e{-self.quote_decimals}") + expected_unrealized_pnl = (mark_price - entry_price) * Decimal(position_data["quantity"]) + self.assertEqual(expected_unrealized_pnl, pos.unrealized_pnl) def _expected_initial_status_dict(self) -> Dict[str, bool]: status_dict = super()._expected_initial_status_dict() diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py index 7aea0e6130..68b6a8282d 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py @@ -6,13 +6,17 @@ from unittest import TestCase from unittest.mock import AsyncMock, MagicMock, patch +from bidict import bidict from pyinjective import Address, PrivateKey -# from hummingbot.client.config.client_config_map import ClientConfigMap -# from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_api_order_book_data_source import ( InjectiveV2PerpetualAPIOrderBookDataSource, ) +from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_derivative import ( + InjectiveV2PerpetualDerivative, +) from hummingbot.connector.exchange.injective_v2.injective_v2_utils import ( InjectiveConfigMap, InjectiveDelegatedAccountMode, @@ -44,7 +48,7 @@ def setUp(self, _) -> None: self.async_tasks = [] asyncio.set_event_loop(self.async_loop) - # client_config_map = ClientConfigAdapter(ClientConfigMap()) + client_config_map = ClientConfigAdapter(ClientConfigMap()) _, grantee_private_key = PrivateKey.generate() _, granter_private_key = PrivateKey.generate() @@ -63,24 +67,25 @@ def setUp(self, _) -> None: account_type=account_config, ) - # self.connector = InjectiveV2Exchange( - # client_config_map=client_config_map, - # connector_configuration=injective_config, - # trading_pairs=[self.trading_pair], - # ) - - self.connector = AsyncMock() - self.connector.exchange_symbol_associated_to_pair.return_value = self.market_id - + self.connector = InjectiveV2PerpetualDerivative( + client_config_map=client_config_map, + connector_configuration=injective_config, + trading_pairs=[self.trading_pair], + ) self.data_source = InjectiveV2PerpetualAPIOrderBookDataSource( trading_pairs=[self.trading_pair], connector=self.connector, - data_source=injective_config.create_data_source(), + data_source=self.connector._data_source, + ) + + self.initialize_trading_account_patch = patch( + "hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source" + ".InjectiveGranteeDataSource.initialize_trading_account" ) + self.initialize_trading_account_patch.start() self.query_executor = ProgrammableQueryExecutor() - # self.connector._data_source._query_executor = self.query_executor - self.data_source._data_source._query_executor = self.query_executor + self.connector._data_source._query_executor = self.query_executor self.log_records = [] self._logs_event: Optional[asyncio.Event] = None @@ -89,10 +94,11 @@ def setUp(self, _) -> None: self.data_source._data_source.logger().setLevel(1) self.data_source._data_source.logger().addHandler(self) - # self.connector._set_trading_pair_symbol_map(bidict({self.market_id: self.trading_pair})) + self.connector._set_trading_pair_symbol_map(bidict({self.market_id: self.trading_pair})) def tearDown(self) -> None: self.async_run_with_timeout(self.data_source._data_source.stop()) + self.initialize_trading_account_patch.stop() for task in self.async_tasks: task.cancel() self.async_loop.stop() diff --git a/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py b/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py index 3061b136ba..0474ddf6dc 100644 --- a/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py +++ b/test/hummingbot/connector/exchange/injective_v2/programmable_query_executor.py @@ -25,12 +25,14 @@ def __init__(self): self._funding_rates_responses = asyncio.Queue() self._oracle_prices_responses = asyncio.Queue() self._funding_payments_responses = asyncio.Queue() + self._derivative_positions_responses = asyncio.Queue() self._spot_order_book_updates = asyncio.Queue() self._public_spot_trade_updates = asyncio.Queue() self._derivative_order_book_updates = asyncio.Queue() self._public_derivative_trade_updates = asyncio.Queue() self._oracle_prices_updates = asyncio.Queue() + self._subaccount_positions_events = asyncio.Queue() self._subaccount_balance_events = asyncio.Queue() self._historical_spot_order_events = asyncio.Queue() self._historical_derivative_order_events = asyncio.Queue() @@ -126,10 +128,14 @@ async def get_funding_rates(self, market_id: str, limit: int) -> Dict[str, Any]: response = await self._funding_rates_responses.get() return response - async def get_funding_payments(self, market_id: str, limit: int) -> Dict[str, Any]: + async def get_funding_payments(self, subaccount_id: str, market_id: str, limit: int) -> Dict[str, Any]: response = await self._funding_payments_responses.get() return response + async def get_derivative_positions(self, subaccount_id: str, skip: int) -> Dict[str, Any]: + response = await self._derivative_positions_responses.get() + return response + async def get_oracle_prices( self, base_symbol: str, @@ -165,6 +171,11 @@ async def oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle next_update = await self._oracle_prices_updates.get() yield next_update + async def subaccount_positions_stream(self, subaccount_id: str): + while True: + next_event = await self._subaccount_positions_events.get() + yield next_event + async def subaccount_balance_stream(self, subaccount_id: str): while True: next_event = await self._subaccount_balance_events.get() From be095c7a4c42832dc1deb2258471a0700dd89572 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Fri, 4 Aug 2023 23:25:03 +0200 Subject: [PATCH 226/359] Updating gateway_clob_spot.py and gateway_clob_api_data_source_base.py --- .../gateway_clob_api_data_source_base.py | 4 ---- .../connector/gateway/clob_spot/gateway_clob_spot.py | 12 ++++++++---- 2 files changed, 8 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py b/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py index 28e103f2cf..86fa9a981c 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/gateway_clob_api_data_source_base.py @@ -159,11 +159,7 @@ async def start(self): coro=self._update_snapshots_loop() ) - await self.parent.start_network() - async def stop(self): - await self.parent.stop_network() - self._markets_update_task and self._markets_update_task.cancel() self._markets_update_task = None self._snapshots_update_task and self._snapshots_update_task.cancel() diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 19a4d02fd8..bd4a339402 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -31,7 +31,7 @@ from hummingbot.core.event.event_forwarder import EventForwarder from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_ensure_future +from hummingbot.core.utils.async_utils import call_sync, safe_ensure_future from hummingbot.core.utils.estimate_fee import build_trade_fee from hummingbot.core.utils.tracking_nonce import NonceCreator from hummingbot.core.web_assistant.auth import AuthBase @@ -156,10 +156,14 @@ def status_dict(self) -> Dict[str, bool]: return sd def start(self, *args, **kwargs): - return safe_ensure_future(self._api_data_source.start()) + call_sync(self._api_data_source.start(), asyncio.get_event_loop()) + + return super().start(**kwargs) def stop(self, *args, **kwargs): - return safe_ensure_future(self._api_data_source.stop()) + call_sync(self._api_data_source.stop(), asyncio.get_event_loop()) + + return super().stop(**kwargs) async def start_network(self): if not self.has_started: @@ -175,7 +179,7 @@ async def stop_network(self): @property def ready(self) -> bool: if not self.has_started: - safe_ensure_future(self._api_data_source.start()) + call_sync(self._api_data_source.start(), asyncio.get_event_loop()) return super().ready From 5d35af9fe90cefb21b98d3e36eea55e305cc2f3f Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 4 Aug 2023 18:32:18 -0300 Subject: [PATCH 227/359] (fix) Fix for order creation in delegate accounts to use the full subaccount id for both spot and perpetual markets --- .../exchange/injective_v2/data_sources/injective_data_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index aff97b82b8..7c42a89506 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -1229,7 +1229,7 @@ async def _create_derivative_order_definition(self, order: GatewayPerpetualInFli market_id = await self.market_id_for_derivative_trading_pair(order.trading_pair) definition = self.composer.DerivativeOrder( market_id=market_id, - subaccount_id=str(self.portfolio_account_subaccount_index), + subaccount_id=self.portfolio_account_subaccount_id, fee_recipient=self.portfolio_account_injective_address, price=order.price, quantity=order.amount, From 66368403cc5510ab187e81736fdbfb30492e2f41 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Sat, 5 Aug 2023 00:35:51 +0200 Subject: [PATCH 228/359] Updating gateway_clob_spot.py and gateway_clob_api_data_source_base.py --- .../data_sources/clob_api_data_source_base.py | 1 + .../gateway/clob_spot/gateway_clob_spot.py | 16 +++++++--------- 2 files changed, 8 insertions(+), 9 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py index d31a53ab43..2fcb3d6005 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py @@ -227,5 +227,6 @@ def add_listener(self, event_tag: Enum, listener: EventListener): def remove_listener(self, event_tag: Enum, listener: EventListener): self._publisher.remove_listener(event_tag=event_tag, listener=listener) + @property def is_cancel_request_in_exchange_synchronous(self) -> bool: return False diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index bd4a339402..68b0ad3850 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -31,7 +31,7 @@ from hummingbot.core.event.event_forwarder import EventForwarder from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import call_sync, safe_ensure_future +from hummingbot.core.utils.async_utils import safe_ensure_future from hummingbot.core.utils.estimate_fee import build_trade_fee from hummingbot.core.utils.tracking_nonce import NonceCreator from hummingbot.core.web_assistant.auth import AuthBase @@ -124,7 +124,7 @@ def trading_pairs(self) -> List[str]: @property def is_cancel_request_in_exchange_synchronous(self) -> bool: - return self._api_data_source.is_cancel_request_in_exchange_synchronous() + return self._api_data_source.is_cancel_request_in_exchange_synchronous @property def is_trading_required(self) -> bool: @@ -156,14 +156,12 @@ def status_dict(self) -> Dict[str, bool]: return sd def start(self, *args, **kwargs): - call_sync(self._api_data_source.start(), asyncio.get_event_loop()) - - return super().start(**kwargs) + super().start(**kwargs) + safe_ensure_future(self._api_data_source.start()) def stop(self, *args, **kwargs): - call_sync(self._api_data_source.stop(), asyncio.get_event_loop()) - - return super().stop(**kwargs) + super().stop(**kwargs) + safe_ensure_future(self._api_data_source.stop()) async def start_network(self): if not self.has_started: @@ -179,7 +177,7 @@ async def stop_network(self): @property def ready(self) -> bool: if not self.has_started: - call_sync(self._api_data_source.start(), asyncio.get_event_loop()) + safe_ensure_future(self.start_network()) return super().ready From 66200ad60ee309382eeb8bf005b2924e33495072 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Sat, 5 Aug 2023 01:04:43 +0200 Subject: [PATCH 229/359] Updating environment.yml --- setup/environment.yml | 1 - 1 file changed, 1 deletion(-) diff --git a/setup/environment.yml b/setup/environment.yml index 43d90c862b..dd73950e6e 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -45,7 +45,6 @@ dependencies: - docker==5.0.3 - eip712-structs==1.1.0 - dotmap==1.3.30 - - dydx-v3-python==2.0.1 - ethsnarks-loopring==0.1.5 - flake8==3.7.9 - importlib-metadata==0.23 From 81bae58369907c6c6147b456e53927361dbeb0e8 Mon Sep 17 00:00:00 2001 From: abel Date: Sat, 5 Aug 2023 01:35:52 -0300 Subject: [PATCH 230/359] (fix) Solved issues after merging the latest changes from the Injective V2 vault spot branch --- .../data_sources/test_injective_data_source.py | 6 ++++++ .../test_injective_v2_api_order_book_data_source.py | 9 +++++++-- .../test_injective_v2_exchange_for_delegated_account.py | 9 +++++++-- 3 files changed, 20 insertions(+), 4 deletions(-) diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index ec49243f6a..50d22c4e1f 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -100,6 +100,7 @@ def is_logged(self, log_level: str, message: Union[str, re.Pattern]) -> bool: def test_market_and_tokens_construction(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) market_info = self._inj_usdt_market_info() inj_usdt_market: InjectiveSpotMarket = self.async_run_with_timeout( @@ -146,6 +147,7 @@ def test_market_and_tokens_construction(self): def test_markets_initialization_generates_unique_trading_pairs_for_tokens_with_same_symbol(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) inj_usdt_trading_pair = self.async_run_with_timeout( self.data_source.trading_pair_for_market(market_id=self._inj_usdt_market_info()["marketId"]) @@ -167,6 +169,7 @@ def test_markets_initialization_generates_unique_trading_pairs_for_tokens_with_s def test_markets_initialization_adds_different_tokens_having_same_symbol(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) self.async_run_with_timeout(self.data_source.update_markets()) @@ -207,6 +210,7 @@ def test_markets_initialization_adds_different_tokens_having_same_symbol(self): def test_markets_initialization_creates_one_instance_per_token(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) inj_usdt_market: InjectiveSpotMarket = self.async_run_with_timeout( self.data_source.spot_market_info_for_id(self._inj_usdt_market_info()["marketId"]) @@ -407,6 +411,7 @@ def create_task(self, coroutine: Awaitable) -> asyncio.Task: def test_order_creation_message_generation(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) orders = [] order = GatewayInFlightOrder( @@ -480,6 +485,7 @@ def test_order_creation_message_generation(self): def test_order_cancel_message_generation(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) market = self._inj_usdt_market_info() orders_data = [] diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py index 4e6bdb50ff..2abfc3380c 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py @@ -142,6 +142,7 @@ def is_logged(self, log_level: str, message: Union[str, re.Pattern]) -> bool: def test_get_new_order_book_successful(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) base_decimals = spot_markets_response[0]["baseTokenMeta"]["decimals"] quote_decimals = spot_markets_response[0]["quoteTokenMeta"]["decimals"] @@ -187,6 +188,7 @@ def test_listen_for_trades_cancelled_when_listening(self): def test_listen_for_trades_logs_exception(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) self.query_executor._public_spot_trade_updates.put_nowait({}) trade_data = { @@ -216,13 +218,14 @@ def test_listen_for_trades_logs_exception(self): self.assertTrue( self.is_logged( - "WARNING", re.compile(r"^Invalid public trade event format \(.*") + "WARNING", re.compile(r"^Invalid public spot trade event format \(.*") ) ) def test_listen_for_trades_successful(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) base_decimals = spot_markets_response[0]["baseTokenMeta"]["decimals"] quote_decimals = spot_markets_response[0]["quoteTokenMeta"]["decimals"] @@ -275,6 +278,7 @@ def test_listen_for_order_book_diffs_cancelled(self): def test_listen_for_order_book_diffs_logs_exception(self): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) self.query_executor._spot_order_book_updates.put_nowait({}) order_book_data = { @@ -315,7 +319,7 @@ def test_listen_for_order_book_diffs_logs_exception(self): self.assertTrue( self.is_logged( - "WARNING", re.compile(r"^Invalid orderbook diff event format \(.*") + "WARNING", re.compile(r"^Invalid spot order book event format \(.*") ) ) @@ -323,6 +327,7 @@ def test_listen_for_order_book_diffs_logs_exception(self): def test_listen_for_order_book_diffs_successful(self, _): spot_markets_response = self._spot_markets_response() self.query_executor._spot_markets_responses.put_nowait(spot_markets_response) + self.query_executor._derivative_markets_responses.put_nowait([]) base_decimals = spot_markets_response[0]["baseTokenMeta"]["decimals"] quote_decimals = spot_markets_response[0]["quoteTokenMeta"]["decimals"] diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py index a64f3f5c95..69da4e9edc 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py @@ -173,7 +173,7 @@ def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: return ("INVALID_MARKET", response) @property - def ƒ(self): + def network_status_request_successful_mock_response(self): return {} @property @@ -425,6 +425,7 @@ def configure_all_symbols_response( ) -> str: all_markets_mock_response = self.all_markets_mock_response self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(all_markets_mock_response) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait([]) return "" def configure_trading_rules_response( @@ -443,8 +444,8 @@ def configure_erroneous_trading_rules_response( ) -> List[str]: response = self.trading_rules_request_erroneous_mock_response - self.exchange._data_source._query_executor._spot_markets_responses = asyncio.Queue() self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(response) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait([]) return "" def configure_successful_cancelation_response(self, order: InFlightOrder, mock_api: aioresponses, @@ -1624,6 +1625,7 @@ def test_invalid_trading_pair_not_in_all_trading_pairs(self, mock_api): invalid_pair, response = self.all_symbols_including_invalid_pair_mock_response self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(response) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait([]) all_trading_pairs = self.async_run_with_timeout(coroutine=self.exchange.all_trading_pairs()) @@ -1670,6 +1672,8 @@ def test_get_last_trade_prices(self, mock_api): self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) def test_get_fee(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None self.configure_all_symbols_response(mock_api=None) self.async_run_with_timeout(self.exchange._update_trading_fees()) @@ -1778,6 +1782,7 @@ def _configure_balance_response( ) -> str: all_markets_mock_response = self.all_markets_mock_response self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(all_markets_mock_response) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait([]) self.exchange._data_source._query_executor._account_portfolio_responses.put_nowait(response) return "" From 7d95b174acd5ba437e0922214bbd2e4f8d5a6f40 Mon Sep 17 00:00:00 2001 From: OjusWiZard Date: Thu, 13 Jul 2023 21:22:17 +0530 Subject: [PATCH 231/359] (feat) add tezos support amm class Signed-off-by: OjusWiZard --- .../gateway/amm/gateway_tezos_amm.py | 81 +++++++++++++++++++ hummingbot/core/utils/gateway_config_utils.py | 3 +- 2 files changed, 83 insertions(+), 1 deletion(-) create mode 100644 hummingbot/connector/gateway/amm/gateway_tezos_amm.py diff --git a/hummingbot/connector/gateway/amm/gateway_tezos_amm.py b/hummingbot/connector/gateway/amm/gateway_tezos_amm.py new file mode 100644 index 0000000000..5a4339179a --- /dev/null +++ b/hummingbot/connector/gateway/amm/gateway_tezos_amm.py @@ -0,0 +1,81 @@ +import asyncio +from typing import TYPE_CHECKING, List, Optional + +from hummingbot.connector.gateway.amm.gateway_evm_amm import GatewayEVMAMM +from hummingbot.core.data_type.cancellation_result import CancellationResult + +if TYPE_CHECKING: + from hummingbot.client.config.config_helpers import ClientConfigAdapter + + +class GatewayTezosAMM(GatewayEVMAMM): + """ + Defines basic functions common to connectors that interact with Gateway. + """ + + API_CALL_TIMEOUT = 60.0 + POLL_INTERVAL = 15.0 + + def __init__(self, + client_config_map: "ClientConfigAdapter", + connector_name: str, + chain: str, + network: str, + address: str, + trading_pairs: List[str] = [], + additional_spenders: List[str] = [], # not implemented + trading_required: bool = True + ): + """ + :param connector_name: name of connector on gateway + :param chain: refers to a block chain, e.g. ethereum or avalanche + :param network: refers to a network of a particular blockchain e.g. mainnet or kovan + :param address: the address of the eth wallet which has been added on gateway + :param trading_pairs: a list of trading pairs + :param trading_required: Whether actual trading is needed. Useful for some functionalities or commands like the balance command + """ + super().__init__(client_config_map=client_config_map, + connector_name=connector_name, + chain=chain, + network=network, + address=address, + trading_pairs=trading_pairs, + additional_spenders=additional_spenders, + trading_required=trading_required) + + async def get_chain_info(self): + """ + Calls the base endpoint of the connector on Gateway to know basic info about chain being used. + """ + try: + self._chain_info = await self._get_gateway_instance().get_network_status( + chain=self.chain, network=self.network + ) + if type(self._chain_info) != list: + self._native_currency = self._chain_info.get("nativeCurrency", "XTZ") + except asyncio.CancelledError: + raise + except Exception as e: + self.logger().network( + "Error fetching chain info", + exc_info=True, + app_warning_msg=str(e) + ) + + async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: + """ + This is intentionally left blank, because cancellation is not supported for tezos blockchain. + """ + return [] + + async def _execute_cancel(self, order_id: str, cancel_age: int) -> Optional[str]: + """ + This is intentionally left blank, because cancellation is not supported for tezos blockchain. + """ + pass + + async def cancel_outdated_orders(self, cancel_age: int) -> List[CancellationResult]: + """ + This is intentionally left blank, because cancellation is not supported for tezos blockchain. + """ + return [] diff --git a/hummingbot/core/utils/gateway_config_utils.py b/hummingbot/core/utils/gateway_config_utils.py index d5a566fd05..8655c27985 100644 --- a/hummingbot/core/utils/gateway_config_utils.py +++ b/hummingbot/core/utils/gateway_config_utils.py @@ -14,7 +14,8 @@ "cronos": "CRO", "near": "NEAR", "injective": "INJ", - "xdc": "XDC" + "xdc": "XDC", + "tezos": "XTZ", } SUPPORTED_CHAINS = set(native_tokens.keys()) From 0066492f7a1977b5d6e8bf45f86c8d5666371525 Mon Sep 17 00:00:00 2001 From: OjusWiZard Date: Mon, 7 Aug 2023 15:16:17 +0530 Subject: [PATCH 232/359] (feat) add chain.TEZOS enum support Signed-off-by: OjusWiZard --- .../gateway/amm/gateway_tezos_amm.py | 61 ++++++++++++++++++- hummingbot/connector/gateway/common_types.py | 1 + hummingbot/core/gateway/__init__.py | 2 + hummingbot/strategy/amm_arb/start.py | 3 + 4 files changed, 65 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/amm/gateway_tezos_amm.py b/hummingbot/connector/gateway/amm/gateway_tezos_amm.py index 5a4339179a..a21b438203 100644 --- a/hummingbot/connector/gateway/amm/gateway_tezos_amm.py +++ b/hummingbot/connector/gateway/amm/gateway_tezos_amm.py @@ -1,8 +1,12 @@ import asyncio -from typing import TYPE_CHECKING, List, Optional +from decimal import Decimal +from typing import TYPE_CHECKING, Any, Dict, List, Optional from hummingbot.connector.gateway.amm.gateway_evm_amm import GatewayEVMAMM from hummingbot.core.data_type.cancellation_result import CancellationResult +from hummingbot.core.data_type.trade_fee import TokenAmount +from hummingbot.core.event.events import TradeType +from hummingbot.core.gateway import check_transaction_exceptions if TYPE_CHECKING: from hummingbot.client.config.config_helpers import ClientConfigAdapter @@ -51,7 +55,7 @@ async def get_chain_info(self): self._chain_info = await self._get_gateway_instance().get_network_status( chain=self.chain, network=self.network ) - if type(self._chain_info) != list: + if not isinstance(self._chain_info, list): self._native_currency = self._chain_info.get("nativeCurrency", "XTZ") except asyncio.CancelledError: raise @@ -62,6 +66,59 @@ async def get_chain_info(self): app_warning_msg=str(e) ) + def parse_price_response( + self, + base: str, + quote: str, + amount: Decimal, + side: TradeType, + price_response: Dict[str, Any], + process_exception: bool = True + ) -> Optional[Decimal]: + """ + Parses price response + :param base: The base asset + :param quote: The quote asset + :param amount: amount + :param side: trade side + :param price_response: Price response from Gateway. + :param process_exception: Flag to trigger error on exception + """ + required_items = ["price", "gasLimit", "gasPrice", "gasCost", "gasPriceToken"] + if any(item not in price_response.keys() for item in required_items): + if "info" in price_response.keys(): + self.logger().info(f"Unable to get price. {price_response['info']}") + else: + self.logger().info(f"Missing data from price result. Incomplete return result for ({price_response.keys()})") + else: + gas_price_token: str = price_response["gasPriceToken"] + gas_cost: Decimal = Decimal(price_response["gasCost"]) + price: Decimal = Decimal(price_response["price"]) + self.network_transaction_fee = TokenAmount(gas_price_token, gas_cost) + if process_exception is True: + gas_limit: int = int(price_response["gasLimit"]) + exceptions: List[str] = check_transaction_exceptions( + allowances=self._allowances, + balances=self._account_balances, + base_asset=base, + quote_asset=quote, + amount=amount, + side=side, + gas_limit=gas_limit, + gas_cost=gas_cost, + gas_asset=gas_price_token, + swaps_count=len(price_response.get("swaps", [])), + chain=self.chain + ) + for index in range(len(exceptions)): + self.logger().warning( + f"Warning! [{index + 1}/{len(exceptions)}] {side} order - {exceptions[index]}" + ) + if len(exceptions) > 0: + return None + return Decimal(str(price)) + return None + async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: """ This is intentionally left blank, because cancellation is not supported for tezos blockchain. diff --git a/hummingbot/connector/gateway/common_types.py b/hummingbot/connector/gateway/common_types.py index 54471a6e12..ff70776518 100644 --- a/hummingbot/connector/gateway/common_types.py +++ b/hummingbot/connector/gateway/common_types.py @@ -5,6 +5,7 @@ class Chain(Enum): ETHEREUM = ('ethereum', 'ETH') + TEZOS = ('tezos', 'XTZ') def __init__(self, chain: str, native_currency: str): self.chain = chain diff --git a/hummingbot/core/gateway/__init__.py b/hummingbot/core/gateway/__init__.py index 5746c01521..5e6bd315e9 100644 --- a/hummingbot/core/gateway/__init__.py +++ b/hummingbot/core/gateway/__init__.py @@ -115,6 +115,8 @@ def check_transaction_exceptions( # check for gas limit set to low if chain == Chain.ETHEREUM: gas_limit_threshold: int = 21000 + elif chain == Chain.TEZOS.chain: + gas_limit_threshold: int = 0 else: raise ValueError(f"Unsupported chain: {chain}") if gas_limit < gas_limit_threshold: diff --git a/hummingbot/strategy/amm_arb/start.py b/hummingbot/strategy/amm_arb/start.py index 65557c4ba3..0063b3757d 100644 --- a/hummingbot/strategy/amm_arb/start.py +++ b/hummingbot/strategy/amm_arb/start.py @@ -2,6 +2,7 @@ from typing import cast from hummingbot.connector.gateway.amm.gateway_evm_amm import GatewayEVMAMM +from hummingbot.connector.gateway.amm.gateway_tezos_amm import GatewayTezosAMM from hummingbot.connector.gateway.common_types import Chain from hummingbot.connector.gateway.gateway_price_shim import GatewayPriceShim from hummingbot.core.rate_oracle.rate_oracle import RateOracle @@ -44,6 +45,8 @@ def start(self): other_market_name = connector_1 if Chain.ETHEREUM.chain == amm_market_info.market.chain: amm_connector: GatewayEVMAMM = cast(GatewayEVMAMM, amm_market_info.market) + elif Chain.TEZOS.chain == amm_market_info.market.chain: + amm_connector: GatewayTezosAMM = cast(GatewayTezosAMM, amm_market_info.market) else: raise ValueError(f"Unsupported chain: {amm_market_info.market.chain}") GatewayPriceShim.get_instance().patch_prices( From e1ad25670f195d9449a5a8c02269e9c86d0c04b8 Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 7 Aug 2023 10:14:38 -0300 Subject: [PATCH 233/359] (fix) Added fix in order candidate to avoid amount adjustment when current price is NaN --- hummingbot/core/data_type/order_candidate.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/hummingbot/core/data_type/order_candidate.py b/hummingbot/core/data_type/order_candidate.py index 66c5e5a44d..ccb4cd78dd 100644 --- a/hummingbot/core/data_type/order_candidate.py +++ b/hummingbot/core/data_type/order_candidate.py @@ -5,8 +5,8 @@ from typing import Dict, List, Optional from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair -from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType +from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase from hummingbot.core.utils.estimate_fee import build_perpetual_trade_fee, build_trade_fee if typing.TYPE_CHECKING: # avoid circular import problems @@ -181,7 +181,7 @@ def _get_size_collateral_price( def _adjust_for_order_collateral(self, available_balances: Dict[str, Decimal]): if self.order_collateral is not None: token, amount = self.order_collateral - if available_balances[token] < amount: + if not amount.is_nan() and available_balances[token] < amount: scaler = available_balances[token] / amount self._scale_order(scaler) From 6c6aaf52d61161a00ad0cca78ca428a46761d829 Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 8 Aug 2023 00:47:56 -0300 Subject: [PATCH 234/359] (feat) Added logic in the delegate account data source to support MARKET orders --- .../injective_v2/account_delegation_script.py | 22 +- .../data_sources/injective_data_source.py | 17 +- .../injective_grantee_data_source.py | 71 +++- .../injective_vaults_data_source.py | 2 +- .../injective_v2/injective_constants.py | 6 + .../injective_v2/injective_v2_exchange.py | 93 +++-- .../test_support/exchange_connector_test.py | 16 +- hummingbot/core/data_type/limit_order.pyx | 20 +- hummingbot/core/data_type/market_order.py | 32 +- .../test_injective_data_source.py | 10 +- ...ctive_v2_exchange_for_delegated_account.py | 354 +++++++++++++++++- 11 files changed, 584 insertions(+), 59 deletions(-) diff --git a/hummingbot/connector/exchange/injective_v2/account_delegation_script.py b/hummingbot/connector/exchange/injective_v2/account_delegation_script.py index 9bfa515938..6b3d50cd14 100644 --- a/hummingbot/connector/exchange/injective_v2/account_delegation_script.py +++ b/hummingbot/connector/exchange/injective_v2/account_delegation_script.py @@ -37,7 +37,25 @@ async def main() -> None: account = await client.get_account(granter_address.to_acc_bech32()) # noqa: F841 granter_subaccount_id = granter_address.get_subaccount_id(index=GRANTER_SUBACCOUNT_INDEX) - msg = composer.MsgGrantTyped( + msg_spot_market = composer.MsgGrantTyped( + granter=granter_address.to_acc_bech32(), + grantee=GRANTEE_PUBLIC_INJECTIVE_ADDRESS, + msg_type="CreateSpotMarketOrderAuthz", + expire_in=GRANT_EXPIRATION_IN_DAYS * SECONDS_PER_DAY, + subaccount_id=granter_subaccount_id, + market_ids=SPOT_MARKET_IDS, + ) + + msg_derivative_market = composer.MsgGrantTyped( + granter=granter_address.to_acc_bech32(), + grantee=GRANTEE_PUBLIC_INJECTIVE_ADDRESS, + msg_type="CreateDerivativeMarketOrderAuthz", + expire_in=GRANT_EXPIRATION_IN_DAYS * SECONDS_PER_DAY, + subaccount_id=granter_subaccount_id, + market_ids=DERIVATIVE_MARKET_IDS, + ) + + msg_batch_update = composer.MsgGrantTyped( granter = granter_address.to_acc_bech32(), grantee = GRANTEE_PUBLIC_INJECTIVE_ADDRESS, msg_type = "BatchUpdateOrdersAuthz", @@ -49,7 +67,7 @@ async def main() -> None: tx = ( Transaction() - .with_messages(msg) + .with_messages(msg_spot_market, msg_derivative_market, msg_batch_update) .with_sequence(client.get_sequence()) .with_account_num(client.get_number()) .with_chain_id(NETWORK.chain_id) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index e3228bed4f..606668e1bd 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -439,13 +439,13 @@ async def create_orders( if len(spot_orders) > 0 or len(perpetual_orders) > 0: async with self.order_creation_lock: - order_creation_message, spot_order_hashes, derivative_order_hashes = await self._order_creation_message( + order_creation_messages, spot_order_hashes, derivative_order_hashes = await self._order_creation_messages( spot_orders_to_create=spot_orders, derivative_orders_to_create=perpetual_orders, ) try: - result = await self._send_in_transaction(message=order_creation_message) + result = await self._send_in_transaction(messages=order_creation_messages) if result["rawLog"] != "[]" or result["txhash"] in [None, ""]: raise ValueError(f"Error sending the order creation transaction ({result['rawLog']})") else: @@ -515,7 +515,7 @@ async def cancel_orders( ) try: - result = await self._send_in_transaction(message=delegated_message) + result = await self._send_in_transaction(messages=[delegated_message]) if result["rawLog"] != "[]": raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") else: @@ -762,11 +762,11 @@ async def _last_traded_price(self, market_id: str) -> Decimal: raise NotImplementedError @abstractmethod - async def _order_creation_message( + async def _order_creation_messages( self, spot_orders_to_create: List[GatewayInFlightOrder], derivative_orders_to_create: List[GatewayPerpetualInFlightOrder], - ) -> Tuple[any_pb2.Any, List[str], List[str]]: + ) -> Tuple[List[any_pb2.Any], List[str], List[str]]: raise NotImplementedError @abstractmethod @@ -940,9 +940,9 @@ async def _parse_position_update_event(self, event: Dict[str, Any]) -> PositionU return parsed_event - async def _send_in_transaction(self, message: any_pb2.Any) -> Dict[str, Any]: + async def _send_in_transaction(self, messages: List[any_pb2.Any]) -> Dict[str, Any]: transaction = Transaction() - transaction.with_messages(message) + transaction.with_messages(*messages) transaction.with_sequence(await self.trading_account_sequence()) transaction.with_account_num(await self.trading_account_number()) transaction.with_chain_id(self.injective_chain_id) @@ -1226,7 +1226,8 @@ async def _create_derivative_order_definition(self, order: GatewayPerpetualInFli quantity=order.amount, leverage=order.leverage, is_buy=order.trade_type == TradeType.BUY, - is_po=order.order_type == OrderType.LIMIT_MAKER + is_po=order.order_type == OrderType.LIMIT_MAKER, + is_reduce_only = order.position == PositionAction.CLOSE, ) return definition diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index e662dce914..6ddcebe9da 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -27,7 +27,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase -from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub from hummingbot.logger import HummingbotLogger @@ -255,7 +255,7 @@ def order_hash_manager(self) -> OrderHashManager: return self._order_hash_manager def supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + return [OrderType.LIMIT, OrderType.LIMIT_MAKER, OrderType.MARKET] async def update_markets(self): self._tokens_map = {} @@ -327,6 +327,7 @@ async def order_updates_for_transaction( transaction_orders = spot_orders + perpetual_orders order_updates = [] + transaction_market_orders = [] transaction_spot_orders = [] transaction_derivative_orders = [] @@ -335,13 +336,17 @@ async def order_updates_for_transaction( transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) for message_info in transaction_messages[0]["value"]["msgs"]: - if message_info.get("@type") == "/injective.exchange.v1beta1.MsgBatchUpdateOrders": + if message_info.get("@type") in CONSTANTS.MARKET_ORDER_MESSAGE_TYPES: + transaction_market_orders.append(message_info["order"]) + elif message_info.get("@type") == CONSTANTS.BATCH_UPDATE_ORDERS_MESSAGE_TYPE: transaction_spot_orders.extend(message_info.get("spot_orders_to_create", [])) transaction_derivative_orders.extend(message_info.get("derivative_orders_to_create", [])) transaction_data = str(base64.b64decode(transaction_info["data"]["data"])) order_hashes = re.findall(r"(0[xX][0-9a-fA-F]{64})", transaction_data) - for order_info, order_hash in zip(transaction_spot_orders + transaction_derivative_orders, order_hashes): + for order_info, order_hash in zip( + transaction_market_orders + transaction_spot_orders + transaction_derivative_orders, order_hashes + ): market_id = order_info["market_id"] if market_id in await self.spot_market_and_trading_pair_map(): market = await self.spot_market_info_for_id(market_id=market_id) @@ -585,39 +590,79 @@ def _transactions_stream(self): stream = self._query_executor.transactions_stream() return stream - async def _order_creation_message( + async def _order_creation_messages( self, spot_orders_to_create: List[GatewayInFlightOrder], derivative_orders_to_create: List[GatewayPerpetualInFlightOrder], - ) -> Tuple[any_pb2.Any, List[str], List[str]]: + ) -> Tuple[List[any_pb2.Any], List[str], List[str]]: composer = self.composer + spot_market_order_definitions = [] + derivative_market_order_definitions = [] spot_order_definitions = [] derivative_order_definitions = [] + all_messages = [] for order in spot_orders_to_create: - order_definition = await self._create_spot_order_definition(order=order) - spot_order_definitions.append(order_definition) + if order.order_type == OrderType.MARKET: + market_id = await self.market_id_for_spot_trading_pair(order.trading_pair) + creation_message = composer.MsgCreateSpotMarketOrder( + sender=self.portfolio_account_injective_address, + market_id=market_id, + subaccount_id=self.portfolio_account_subaccount_id, + fee_recipient=self.portfolio_account_injective_address, + price=order.price, + quantity=order.amount, + is_buy=order.trade_type == TradeType.BUY, + ) + spot_market_order_definitions.append(creation_message.order) + all_messages.append(creation_message) + else: + order_definition = await self._create_spot_order_definition(order=order) + spot_order_definitions.append(order_definition) for order in derivative_orders_to_create: - order_definition = await self._create_derivative_order_definition(order=order) - derivative_order_definitions.append(order_definition) + if order.order_type == OrderType.MARKET: + market_id = await self.market_id_for_derivative_trading_pair(order.trading_pair) + creation_message = composer.MsgCreateSpotMarketOrder( + market_id=market_id, + subaccount_id=self.portfolio_account_subaccount_id, + fee_recipient=self.portfolio_account_injective_address, + price=order.price, + quantity=order.amount, + leverage=order.leverage, + is_buy=order.trade_type == TradeType.BUY, + is_reduce_only=order.position == PositionAction.CLOSE, + ) + derivative_market_order_definitions.append(creation_message.order) + all_messages.append(creation_message) + else: + order_definition = await self._create_derivative_order_definition(order=order) + derivative_order_definitions.append(order_definition) - spot_order_hashes, derivative_order_hashes = self._calculate_order_hashes( + market_spot_hashes, market_derivative_hashes = self._calculate_order_hashes( + spot_orders=spot_market_order_definitions, + derivative_orders=derivative_market_order_definitions, + ) + limit_spot_hashes, limit_derivative_hashes = self._calculate_order_hashes( spot_orders=spot_order_definitions, derivative_orders=derivative_order_definitions, ) + spot_order_hashes = market_spot_hashes + limit_spot_hashes + derivative_order_hashes = market_derivative_hashes + limit_derivative_hashes message = composer.MsgBatchUpdateOrders( sender=self.portfolio_account_injective_address, spot_orders_to_create=spot_order_definitions, derivative_orders_to_create=derivative_order_definitions, ) + all_messages.append(message) + delegated_message = composer.MsgExec( grantee=self.trading_account_injective_address, - msgs=[message] + msgs=all_messages ) - return delegated_message, spot_order_hashes, derivative_order_hashes + return [delegated_message], spot_order_hashes, derivative_order_hashes def _order_cancel_message( self, diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index aabf110a2c..91f4ef9280 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -399,7 +399,7 @@ def _transactions_stream(self): stream = self._query_executor.transactions_stream() return stream - async def _order_creation_message( + async def _order_creation_messages( self, spot_orders_to_create: List[GatewayInFlightOrder] ) -> Tuple[any_pb2.Any, List[str]]: composer = self.composer diff --git a/hummingbot/connector/exchange/injective_v2/injective_constants.py b/hummingbot/connector/exchange/injective_v2/injective_constants.py index 1bf8c7dff3..75dac9bfc0 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_constants.py +++ b/hummingbot/connector/exchange/injective_v2/injective_constants.py @@ -70,3 +70,9 @@ ORDER_NOT_FOUND_ERROR_MESSAGE = "order not found" ACCOUNT_SEQUENCE_MISMATCH_ERROR = "account sequence mismatch" + +BATCH_UPDATE_ORDERS_MESSAGE_TYPE = "/injective.exchange.v1beta1.MsgBatchUpdateOrders" +MARKET_ORDER_MESSAGE_TYPES = [ + "/injective.exchange.v1beta1.MsgCreateSpotMarketOrder", + "/injective.exchange.v1beta1.MsgCreateDerivativeMarketOrder", +] diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 1bfad0c15d..7441dd9b2e 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -2,7 +2,7 @@ from collections import defaultdict from decimal import Decimal from enum import Enum -from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Tuple +from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Tuple, Union from async_timeout import timeout @@ -27,6 +27,7 @@ from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.limit_order import LimitOrder +from hummingbot.core.data_type.market_order import MarketOrder from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource from hummingbot.core.data_type.trade_fee import TradeFeeBase, TradeFeeSchema from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource @@ -182,13 +183,13 @@ def start_tracking_order( ) ) - def batch_order_create(self, orders_to_create: List[LimitOrder]) -> List[LimitOrder]: + def batch_order_create(self, orders_to_create: List[Union[MarketOrder, LimitOrder]]) -> List[LimitOrder]: """ Issues a batch order creation as a single API request for exchanges that implement this feature. The default implementation of this method is to send the requests discretely (one by one). :param orders_to_create: A list of LimitOrder objects representing the orders to create. The order IDs can be blanc. - :returns: A tuple composed of LimitOrder objects representing the created orders, complete with the generated + :returns: A tuple composed of LimitOrder or MarketOrder objects representing the created orders, complete with the generated order IDs. """ orders_with_ids_to_create = [] @@ -199,20 +200,7 @@ def batch_order_create(self, orders_to_create: List[LimitOrder]) -> List[LimitOr hbot_order_id_prefix=self.client_order_id_prefix, max_id_len=self.client_order_id_max_length, ) - orders_with_ids_to_create.append( - LimitOrder( - client_order_id=client_order_id, - trading_pair=order.trading_pair, - is_buy=order.is_buy, - base_currency=order.base_currency, - quote_currency=order.quote_currency, - price=order.price, - quantity=order.quantity, - filled_quantity=order.filled_quantity, - creation_timestamp=order.creation_timestamp, - status=order.status, - ) - ) + orders_with_ids_to_create.append(order.copy_with_id(client_order_id=client_order_id)) safe_ensure_future(self._execute_batch_order_create(orders_to_create=orders_with_ids_to_create)) return orders_with_ids_to_create @@ -310,12 +298,66 @@ async def _place_order(self, order_id: str, trading_pair: str, amount: Decimal, # Not required because of _place_order_and_process_update redefinition raise NotImplementedError + async def _create_order(self, + trade_type: TradeType, + order_id: str, + trading_pair: str, + amount: Decimal, + order_type: OrderType, + price: Optional[Decimal] = None, + **kwargs): + """ + Creates an order in the exchange using the parameters to configure it + + :param trade_type: the side of the order (BUY of SELL) + :param order_id: the id that should be assigned to the order (the client id) + :param trading_pair: the token pair to operate with + :param amount: the order amount + :param order_type: the type of order to create (MARKET, LIMIT, LIMIT_MAKER) + :param price: the order price + """ + try: + if price is None: + calculated_price = self.get_price_for_volume( + trading_pair=trading_pair, + is_buy=trade_type == TradeType.BUY, + volume=amount, + ).result_price + calculated_price = self.quantize_order_price(trading_pair, calculated_price) + else: + calculated_price = price + + order_id, exchange_order_id = await super()._create_order( + trade_type=trade_type, + order_id=order_id, + trading_pair=trading_pair, + amount=amount, + order_type=order_type, + price=calculated_price, + ** kwargs + ) + + except asyncio.CancelledError: + raise + except Exception as ex: + self._on_order_failure( + order_id=order_id, + trading_pair=trading_pair, + amount=amount, + trade_type=trade_type, + order_type=order_type, + price=price, + exception=ex, + **kwargs, + ) + return order_id, exchange_order_id + async def _place_order_and_process_update(self, order: GatewayInFlightOrder, **kwargs) -> str: # Order creation requests for single orders are queued to be executed in batch if possible self._orders_queued_to_create.append(order) return None - async def _execute_batch_order_create(self, orders_to_create: List[LimitOrder]): + async def _execute_batch_order_create(self, orders_to_create: List[Union[MarketOrder, LimitOrder]]): inflight_orders_to_create = [] for order in orders_to_create: valid_order = await self._start_tracking_and_validate_order( @@ -323,7 +365,7 @@ async def _execute_batch_order_create(self, orders_to_create: List[LimitOrder]): order_id=order.client_order_id, trading_pair=order.trading_pair, amount=order.quantity, - order_type=OrderType.LIMIT, + order_type=order.order_type(), price=order.price, ) if valid_order is not None: @@ -382,8 +424,17 @@ async def _start_tracking_and_validate_order( ) -> Optional[GatewayInFlightOrder]: trading_rule = self._trading_rules[trading_pair] - if order_type in [OrderType.LIMIT, OrderType.LIMIT_MAKER]: - price = self.quantize_order_price(trading_pair, price) + if price is None: + calculated_price = self.get_price_for_volume( + trading_pair=trading_pair, + is_buy=trade_type == TradeType.BUY, + volume=amount, + ).result_price + calculated_price = self.quantize_order_price(trading_pair, calculated_price) + else: + calculated_price = price + + price = self.quantize_order_price(trading_pair, calculated_price) amount = self.quantize_order_amount(trading_pair=trading_pair, amount=amount) self.start_tracking_order( diff --git a/hummingbot/connector/test_support/exchange_connector_test.py b/hummingbot/connector/test_support/exchange_connector_test.py index 61a10fa672..d3fd1f0e0a 100644 --- a/hummingbot/connector/test_support/exchange_connector_test.py +++ b/hummingbot/connector/test_support/exchange_connector_test.py @@ -447,20 +447,28 @@ def configure_erroneous_trading_rules_response( mock_api.get(url, body=json.dumps(response), callback=callback) return [url] - def place_buy_order(self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000")): + def place_buy_order( + self, + amount: Decimal = Decimal("100"), + price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT): order_id = self.exchange.buy( trading_pair=self.trading_pair, amount=amount, - order_type=OrderType.LIMIT, + order_type=order_type, price=price, ) return order_id - def place_sell_order(self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000")): + def place_sell_order( + self, + amount: Decimal = Decimal("100"), + price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT): order_id = self.exchange.sell( trading_pair=self.trading_pair, amount=amount, - order_type=OrderType.LIMIT, + order_type=order_type, price=price, ) return order_id diff --git a/hummingbot/core/data_type/limit_order.pyx b/hummingbot/core/data_type/limit_order.pyx index 5662c6923b..ecda2408c2 100644 --- a/hummingbot/core/data_type/limit_order.pyx +++ b/hummingbot/core/data_type/limit_order.pyx @@ -8,7 +8,7 @@ import pandas as pd from cpython cimport PyObject from libcpp.string cimport string -from hummingbot.core.data_type.common import PositionAction +from hummingbot.core.data_type.common import PositionAction, OrderType from hummingbot.core.event.events import LimitOrderStatus cdef class LimitOrder: @@ -173,6 +173,24 @@ cdef class LimitOrder: def age_til(self, start_timestamp: int) -> int: return self.c_age_til(start_timestamp) + def order_type(self) -> OrderType: + return OrderType.LIMIT + + def copy_with_id(self, client_order_id: str): + return LimitOrder( + client_order_id=client_order_id, + trading_pair=self.trading_pair, + is_buy=self.is_buy, + base_currency=self.base_currency, + quote_currency=self.quote_currency, + price=self.price, + quantity=self.quantity, + filled_quantity=self.filled_quantity, + creation_timestamp=self.creation_timestamp, + status=self.status, + position=self.position, + ) + def __repr__(self) -> str: return (f"LimitOrder('{self.client_order_id}', '{self.trading_pair}', {self.is_buy}, '{self.base_currency}', " f"'{self.quote_currency}', {self.price}, {self.quantity}, {self.filled_quantity}, " diff --git a/hummingbot/core/data_type/market_order.py b/hummingbot/core/data_type/market_order.py index 9addeeade0..e191d8560c 100644 --- a/hummingbot/core/data_type/market_order.py +++ b/hummingbot/core/data_type/market_order.py @@ -2,7 +2,7 @@ import pandas as pd -from hummingbot.core.data_type.common import PositionAction +from hummingbot.core.data_type.common import OrderType, PositionAction class MarketOrder(NamedTuple): @@ -28,3 +28,33 @@ def to_pandas(cls, market_orders: List["MarketOrder"]) -> pd.DataFrame: pd.Timestamp(market_order.timestamp, unit='s', tz='UTC').strftime('%Y-%m-%d %H:%M:%S') ] for market_order in market_orders] return pd.DataFrame(data=data, columns=columns) + + @property + def client_order_id(self): + # Added to make this class polymorphic with LimitOrder + return self.order_id + + @property + def quantity(self): + # Added to make this class polymorphic with LimitOrder + return self.amount + + @property + def price(self): + # Added to make this class polymorphic with LimitOrder + return None + + def order_type(self) -> OrderType: + return OrderType.MARKET + + def copy_with_id(self, client_order_id: str): + return MarketOrder( + order_id=client_order_id, + trading_pair=self.trading_pair, + is_buy=self.is_buy, + base_asset=self.base_asset, + quote_asset=self.quote_asset, + amount=self.amount, + timestamp=self.timestamp, + position=self.position, + ) diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index 50d22c4e1f..823a5271e6 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -425,21 +425,21 @@ def test_order_creation_message_generation(self): ) orders.append(order) - message, order_hashes = self.async_run_with_timeout( - self.data_source._order_creation_message(spot_orders_to_create=orders) + messages, order_hashes = self.async_run_with_timeout( + self.data_source._order_creation_messages(spot_orders_to_create=orders) ) pub_key = self._grantee_private_key.to_public_key() address = pub_key.to_address() self.assertEqual(0, len(order_hashes)) - self.assertEqual(address.to_acc_bech32(), message.sender) - self.assertEqual(self._vault_address, message.contract) + self.assertEqual(address.to_acc_bech32(), messages[0].sender) + self.assertEqual(self._vault_address, messages[0].contract) market = self._inj_usdt_market_info() base_token_decimals = market["baseTokenMeta"]["decimals"] quote_token_meta = market["quoteTokenMeta"]["decimals"] - message_data = json.loads(message.msg.decode()) + message_data = json.loads(messages[0].msg.decode()) message_price = (order.price * Decimal(f"1e{quote_token_meta-base_token_decimals}")).normalize() message_quantity = (order.amount * Decimal(f"1e{base_token_decimals}")).normalize() diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py index 69da4e9edc..dc745217f5 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py @@ -29,6 +29,9 @@ from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState from hummingbot.core.data_type.limit_order import LimitOrder +from hummingbot.core.data_type.market_order import MarketOrder +from hummingbot.core.data_type.order_book import OrderBook +from hummingbot.core.data_type.order_book_row import OrderBookRow from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase from hummingbot.core.event.events import ( BuyOrderCompletedEvent, @@ -290,7 +293,7 @@ def expected_latest_price(self): @property def expected_supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + return [OrderType.LIMIT, OrderType.LIMIT_MAKER, OrderType.MARKET] @property def expected_trading_rule(self): @@ -777,6 +780,115 @@ def test_batch_order_create(self): self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].creation_transaction_hash ) + def test_batch_order_create_with_one_market_order(self): + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=["hash1", "hash2"], derivative=[] + ) + + # Configure all symbols response to initialize the trading rules + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_rules()) + + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[OrderBookRow(price=5000, amount=20, update_id=1)], + asks=[], + update_id=1, + ) + + buy_order_to_create = LimitOrder( + client_order_id="", + trading_pair=self.trading_pair, + is_buy=True, + base_currency=self.base_asset, + quote_currency=self.quote_asset, + price=Decimal("10"), + quantity=Decimal("2"), + ) + sell_order_to_create = MarketOrder( + order_id="", + trading_pair=self.trading_pair, + is_buy=False, + base_asset=self.base_asset, + quote_asset=self.quote_asset, + amount=3, + timestamp=self.exchange.current_timestamp, + ) + orders_to_create = [buy_order_to_create, sell_order_to_create] + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + expected_price_for_volume = self.exchange.get_price_for_volume( + trading_pair=self.trading_pair, + is_buy=True, + volume=Decimal(str(sell_order_to_create.amount)), + ).result_price + + orders: List[LimitOrder] = self.exchange.batch_order_create(orders_to_create=orders_to_create) + + buy_order_to_create_in_flight = GatewayInFlightOrder( + client_order_id=orders[0].client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=1640780000, + price=orders[0].price, + amount=orders[0].quantity, + exchange_order_id="hash1", + creation_transaction_hash=response["txhash"] + ) + sell_order_to_create_in_flight = GatewayInFlightOrder( + client_order_id=orders[1].order_id, + trading_pair=self.trading_pair, + order_type=OrderType.MARKET, + trade_type=TradeType.SELL, + creation_timestamp=1640780000, + price=expected_price_for_volume, + amount=orders[1].quantity, + exchange_order_id="hash2", + creation_transaction_hash=response["txhash"] + ) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(2, len(orders)) + self.assertEqual(2, len(self.exchange.in_flight_orders)) + + self.assertIn(buy_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + self.assertIn(sell_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + + self.assertEqual( + buy_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + buy_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + self.assertEqual( + sell_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + sell_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + @aioresponses() def test_create_buy_limit_order_successfully(self, mock_api): self._simulate_trading_rules_initialized() @@ -845,6 +957,106 @@ def test_create_sell_limit_order_successfully(self, mock_api): self.assertEqual("hash1", order.exchange_order_id) self.assertEqual(response["txhash"], order.creation_transaction_hash) + @aioresponses() + def test_create_buy_market_order_successfully(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=["hash1"], derivative=[] + ) + + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[], + asks=[OrderBookRow(price=5000, amount=20, update_id=1)], + update_id=1, + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_amount = Decimal(1) + expected_price_for_volume = self.exchange.get_price_for_volume( + trading_pair=self.trading_pair, + is_buy=True, + volume=order_amount + ).result_price + + order_id = self.place_buy_order(amount=order_amount, price=None, order_type=OrderType.MARKET) + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + self.assertEqual(expected_price_for_volume, order.price) + + @aioresponses() + def test_create_sell_market_order_successfully(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=["hash1"], derivative=[] + ) + + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[OrderBookRow(price=5000, amount=20, update_id=1)], + asks=[], + update_id=1, + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_amount = Decimal(1) + expected_price_for_volume = self.exchange.get_price_for_volume( + trading_pair=self.trading_pair, + is_buy=False, + volume=order_amount + ).result_price + + order_id = self.place_sell_order(amount=order_amount, price=None, order_type=OrderType.MARKET) + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + self.assertEqual(expected_price_for_volume, order.price) + @aioresponses() def test_create_order_fails_and_raises_failure_event(self, mock_api): self._simulate_trading_rules_initialized() @@ -1048,7 +1260,7 @@ def test_order_not_found_in_its_creating_transaction_marked_as_failed_during_ord { "market_id": self.market_id, "order_info": { - "subaccount_id": self.portfolio_account_subaccount_index, + "subaccount_id": self.portfolio_account_subaccount_id, "fee_recipient": self.portfolio_account_injective_address, "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), "quantity": str((order.amount + Decimal(1)) * Decimal(f"1e{self.base_decimals}")) @@ -1182,7 +1394,7 @@ def test_order_creation_check_waits_for_originating_transaction_to_be_mined(self { "market_id": self.market_id, "order_info": { - "subaccount_id": self.portfolio_account_subaccount_index, + "subaccount_id": self.portfolio_account_subaccount_id, "fee_recipient": self.portfolio_account_injective_address, "price": str( hash_not_matching_order.price * Decimal( @@ -1263,6 +1475,142 @@ def test_order_creation_check_waits_for_originating_transaction_to_be_mined(self mock_queue.get.assert_called() + def test_order_creating_transactions_identify_correctly_market_orders(self): + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=None, + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("100"), + order_type=OrderType.LIMIT, + ) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "2", + exchange_order_id=None, + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("4500"), + amount=Decimal("20"), + order_type=OrderType.MARKET, + ) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + self.assertIn(self.client_order_id_prefix + "2", self.exchange.in_flight_orders) + limit_order: GatewayInFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + market_order: GatewayInFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "2"] + limit_order.update_creation_transaction_hash(creation_transaction_hash="66A360DA2FD6884B53B5C019F1A2B5BED7C7C8FC07E83A9C36AD3362EDE096AE") # noqa: mock + market_order.update_creation_transaction_hash( + creation_transaction_hash="66A360DA2FD6884B53B5C019F1A2B5BED7C7C8FC07E83A9C36AD3362EDE096AE") # noqa: mock + + expected_hash_1 = "0xc5d66f56942e1ae407c01eedccd0471deb8e202a514cde3bae56a8307e376cd1" # noqa: mock + expected_hash_2 = "0x115975551b4f86188eee6b93d789fcc78df6e89e40011b929299b6e142f53515" # noqa: mock + + transaction_data = ('\x12\xd1\x01\n8/injective.exchange.v1beta1.MsgBatchUpdateOrdersResponse' + '\x12\x94\x01\n\x02\x00\x00\x12\x02\x00\x00\x1aB' + f'{expected_hash_1}' + '\x1aB' + f'{expected_hash_2}' + f'"\x00"\x00').encode() + transaction_messages = [ + { + "type": "/cosmos.authz.v1beta1.MsgExec", + "value": { + "grantee": PrivateKey.from_hex(self.trading_account_private_key).to_public_key().to_acc_bech32(), + "msgs": [ + { + "@type": "/injective.exchange.v1beta1.MsgCreateSpotMarketOrder", + "sender": self.portfolio_account_injective_address, + "order": { + "market_id": self.market_id, + "order_info": { + "subaccount_id": self.portfolio_account_subaccount_id, + "fee_recipient": self.portfolio_account_injective_address, + "price": str( + market_order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "quantity": str(market_order.amount * Decimal(f"1e{self.base_decimals}")) + }, + "order_type": "BUY", + "trigger_price": "0.000000000000000000" + } + }, + { + "@type": "/injective.exchange.v1beta1.MsgBatchUpdateOrders", + "sender": self.portfolio_account_injective_address, + "subaccount_id": "", + "spot_market_ids_to_cancel_all": [], + "derivative_market_ids_to_cancel_all": [], + "spot_orders_to_cancel": [], + "derivative_orders_to_cancel": [], + "spot_orders_to_create": [ + { + "market_id": self.market_id, + "order_info": { + "subaccount_id": self.portfolio_account_subaccount_id, + "fee_recipient": self.portfolio_account_injective_address, + "price": str(limit_order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "quantity": str(limit_order.amount * Decimal(f"1e{self.base_decimals}")) + }, + "order_type": limit_order.trade_type.name, + "trigger_price": "0.000000000000000000" + } + ], + "derivative_orders_to_create": [], + "binary_options_orders_to_cancel": [], + "binary_options_market_ids_to_cancel_all": [], + "binary_options_orders_to_create": [] + } + ] + } + } + ] + transaction_response = { + "s": "ok", + "data": { + "blockNumber": "13302254", + "blockTimestamp": "2023-07-05 13:55:09.94 +0000 UTC", + "hash": "0x66a360da2fd6884b53b5c019f1a2b5bed7c7c8fc07e83a9c36ad3362ede096ae", # noqa: mock + "data": base64.b64encode(transaction_data).decode(), + "gasWanted": "168306", + "gasUsed": "167769", + "gasFee": { + "amount": [ + { + "denom": "inj", + "amount": "84153000000000" + } + ], + "gasLimit": "168306", + "payer": "inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r" # noqa: mock + }, + "txType": "injective", + "messages": base64.b64encode(json.dumps(transaction_messages).encode()).decode(), + "signatures": [ + { + "pubkey": "035ddc4d5642b9383e2f087b2ee88b7207f6286ebc9f310e9df1406eccc2c31813", # noqa: mock + "address": "inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r", # noqa: mock + "sequence": "16450", + "signature": "S9atCwiVg9+8vTpbciuwErh54pJOAry3wHvbHT2fG8IumoE+7vfuoP7mAGDy2w9am+HHa1yv60VSWo3cRhWC9g==" + } + ], + "txNumber": "13182", + "blockUnixTimestamp": "1688565309940", + "logs": "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" # noqa: mock + } + } + self.exchange._data_source._query_executor._transaction_by_hash_responses.put_nowait(transaction_response) + + self.async_run_with_timeout(self.exchange._check_orders_creation_transactions()) + + self.assertEquals(2, len(self.buy_order_created_logger.event_log)) + self.assertEquals(0, len(self.order_failure_logger.event_log)) + + self.assertEquals(expected_hash_1, market_order.exchange_order_id) + self.assertEquals(expected_hash_2, limit_order.exchange_order_id) + def test_user_stream_balance_update(self): client_config_map = ClientConfigAdapter(ClientConfigMap()) network_config = InjectiveTestnetNetworkMode() From 2fae0267959bafa3e7e54f59a68c27063c705324 Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 8 Aug 2023 15:47:13 -0300 Subject: [PATCH 235/359] (fix) Added support for MARKET orders in the derivatives Injective v2 connector --- .../injective_v2_perpetual_derivative.py | 106 +++++++-- .../injective_grantee_data_source.py | 16 +- .../injective_v2/injective_v2_exchange.py | 2 +- .../connector/perpetual_derivative_py_base.py | 4 +- .../test_support/perpetual_derivative_test.py | 6 +- ...petual_derivative_for_delegated_account.py | 222 +++++++++++++++++- 6 files changed, 316 insertions(+), 40 deletions(-) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 75701c74dc..2e0d118f38 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -2,7 +2,7 @@ from collections import defaultdict from decimal import Decimal from enum import Enum -from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Tuple +from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Tuple, Union from async_timeout import timeout @@ -28,6 +28,7 @@ from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.limit_order import LimitOrder +from hummingbot.core.data_type.market_order import MarketOrder from hummingbot.core.data_type.perpetual_api_order_book_data_source import PerpetualAPIOrderBookDataSource from hummingbot.core.data_type.trade_fee import TradeFeeBase, TradeFeeSchema from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource @@ -202,13 +203,13 @@ def start_tracking_order( ) ) - def batch_order_create(self, orders_to_create: List[LimitOrder]) -> List[LimitOrder]: + def batch_order_create(self, orders_to_create: List[Union[MarketOrder, LimitOrder]]) -> List[LimitOrder]: """ Issues a batch order creation as a single API request for exchanges that implement this feature. The default implementation of this method is to send the requests discretely (one by one). - :param orders_to_create: A list of LimitOrder objects representing the orders to create. The order IDs + :param orders_to_create: A list of LimitOrder or MarketOrder objects representing the orders to create. The order IDs can be blanc. - :returns: A tuple composed of LimitOrder objects representing the created orders, complete with the generated + :returns: A tuple composed of LimitOrder or MarketOrder objects representing the created orders, complete with the generated order IDs. """ orders_with_ids_to_create = [] @@ -219,21 +220,7 @@ def batch_order_create(self, orders_to_create: List[LimitOrder]) -> List[LimitOr hbot_order_id_prefix=self.client_order_id_prefix, max_id_len=self.client_order_id_max_length, ) - orders_with_ids_to_create.append( - LimitOrder( - client_order_id=client_order_id, - trading_pair=order.trading_pair, - is_buy=order.is_buy, - base_currency=order.base_currency, - quote_currency=order.quote_currency, - price=order.price, - quantity=order.quantity, - filled_quantity=order.filled_quantity, - creation_timestamp=order.creation_timestamp, - status=order.status, - position=order.position, - ) - ) + orders_with_ids_to_create.append(order.copy_with_id(client_order_id=client_order_id)) safe_ensure_future(self._execute_batch_order_create(orders_to_create=orders_with_ids_to_create)) return orders_with_ids_to_create @@ -308,9 +295,7 @@ def trigger_event(self, event_tag: Enum, message: any): async def _update_positions(self): positions = await self._data_source.account_positions() - current_positions = self._perpetual_trading.account_positions - for position_key in current_positions.keys(): - self._perpetual_trading.remove_position(post_key=position_key) + self._perpetual_trading.account_positions.clear() for position in positions: position_key = self._perpetual_trading.position_key( @@ -364,12 +349,71 @@ async def _place_order(self, order_id: str, trading_pair: str, amount: Decimal, # Not required because of _place_order_and_process_update redefinition raise NotImplementedError + async def _create_order( + self, + trade_type: TradeType, + order_id: str, + trading_pair: str, + amount: Decimal, + order_type: OrderType, + price: Optional[Decimal] = None, + position_action: PositionAction = PositionAction.NIL, + **kwargs, + ): + """ + Creates an order in the exchange using the parameters to configure it + + :param trade_type: the side of the order (BUY of SELL) + :param order_id: the id that should be assigned to the order (the client id) + :param trading_pair: the token pair to operate with + :param amount: the order amount + :param order_type: the type of order to create (MARKET, LIMIT, LIMIT_MAKER) + :param price: the order price + :param position_action: is the order opening or closing a position + """ + try: + if price is None: + calculated_price = self.get_price_for_volume( + trading_pair=trading_pair, + is_buy=trade_type == TradeType.BUY, + volume=amount, + ).result_price + calculated_price = self.quantize_order_price(trading_pair, calculated_price) + else: + calculated_price = price + + order_id, exchange_order_id = await super()._create_order( + trade_type=trade_type, + order_id=order_id, + trading_pair=trading_pair, + amount=amount, + order_type=order_type, + price=calculated_price, + position_action=position_action, + **kwargs + ) + + except asyncio.CancelledError: + raise + except Exception as ex: + self._on_order_failure( + order_id=order_id, + trading_pair=trading_pair, + amount=amount, + trade_type=trade_type, + order_type=order_type, + price=price, + exception=ex, + **kwargs, + ) + return order_id, exchange_order_id + async def _place_order_and_process_update(self, order: GatewayPerpetualInFlightOrder, **kwargs) -> str: # Order creation requests for single orders are queued to be executed in batch if possible self._orders_queued_to_create.append(order) return None - async def _execute_batch_order_create(self, orders_to_create: List[LimitOrder]): + async def _execute_batch_order_create(self, orders_to_create: List[Union[MarketOrder, LimitOrder]]): inflight_orders_to_create = [] for order in orders_to_create: valid_order = await self._start_tracking_and_validate_order( @@ -377,8 +421,9 @@ async def _execute_batch_order_create(self, orders_to_create: List[LimitOrder]): order_id=order.client_order_id, trading_pair=order.trading_pair, amount=order.quantity, - order_type=OrderType.LIMIT, + order_type=order.order_type(), price=order.price, + position_action=order.position, ) if valid_order is not None: inflight_orders_to_create.append(valid_order) @@ -436,8 +481,17 @@ async def _start_tracking_and_validate_order( ) -> Optional[GatewayPerpetualInFlightOrder]: trading_rule = self._trading_rules[trading_pair] - if order_type in [OrderType.LIMIT, OrderType.LIMIT_MAKER]: - price = self.quantize_order_price(trading_pair, price) + if price is None: + calculated_price = self.get_price_for_volume( + trading_pair=trading_pair, + is_buy=trade_type == TradeType.BUY, + volume=amount, + ).result_price + calculated_price = self.quantize_order_price(trading_pair, calculated_price) + else: + calculated_price = price + + price = self.quantize_order_price(trading_pair, calculated_price) amount = self.quantize_order_amount(trading_pair=trading_pair, amount=amount) self.start_tracking_order( diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index 6ddcebe9da..eb7196bc71 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -623,7 +623,8 @@ async def _order_creation_messages( for order in derivative_orders_to_create: if order.order_type == OrderType.MARKET: market_id = await self.market_id_for_derivative_trading_pair(order.trading_pair) - creation_message = composer.MsgCreateSpotMarketOrder( + creation_message = composer.MsgCreateDerivativeMarketOrder( + sender=self.portfolio_account_injective_address, market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id, fee_recipient=self.portfolio_account_injective_address, @@ -650,12 +651,13 @@ async def _order_creation_messages( spot_order_hashes = market_spot_hashes + limit_spot_hashes derivative_order_hashes = market_derivative_hashes + limit_derivative_hashes - message = composer.MsgBatchUpdateOrders( - sender=self.portfolio_account_injective_address, - spot_orders_to_create=spot_order_definitions, - derivative_orders_to_create=derivative_order_definitions, - ) - all_messages.append(message) + if len(limit_spot_hashes) > 0 or len(limit_derivative_hashes) > 0: + message = composer.MsgBatchUpdateOrders( + sender=self.portfolio_account_injective_address, + spot_orders_to_create=spot_order_definitions, + derivative_orders_to_create=derivative_order_definitions, + ) + all_messages.append(message) delegated_message = composer.MsgExec( grantee=self.trading_account_injective_address, diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 7441dd9b2e..659db81515 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -187,7 +187,7 @@ def batch_order_create(self, orders_to_create: List[Union[MarketOrder, LimitOrde """ Issues a batch order creation as a single API request for exchanges that implement this feature. The default implementation of this method is to send the requests discretely (one by one). - :param orders_to_create: A list of LimitOrder objects representing the orders to create. The order IDs + :param orders_to_create: A list of LimitOrder or MarketOrder objects representing the orders to create. The order IDs can be blanc. :returns: A tuple composed of LimitOrder or MarketOrder objects representing the created orders, complete with the generated order IDs. diff --git a/hummingbot/connector/perpetual_derivative_py_base.py b/hummingbot/connector/perpetual_derivative_py_base.py index 799f851031..30fec68394 100644 --- a/hummingbot/connector/perpetual_derivative_py_base.py +++ b/hummingbot/connector/perpetual_derivative_py_base.py @@ -239,7 +239,7 @@ async def _create_order( f"Invalid position action {position_action}. Must be one of {self.VALID_POSITION_ACTIONS}" ) - await super()._create_order( + order_id, exchange_order_id = await super()._create_order( trade_type, order_id, trading_pair, @@ -250,6 +250,8 @@ async def _create_order( **kwargs, ) + return order_id, exchange_order_id + def get_fee( self, base_currency: str, diff --git a/hummingbot/connector/test_support/perpetual_derivative_test.py b/hummingbot/connector/test_support/perpetual_derivative_test.py index e7f75ebc28..fedc4fd156 100644 --- a/hummingbot/connector/test_support/perpetual_derivative_test.py +++ b/hummingbot/connector/test_support/perpetual_derivative_test.py @@ -159,12 +159,13 @@ def place_buy_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): order_id = self.exchange.buy( trading_pair=self.trading_pair, amount=amount, - order_type=OrderType.LIMIT, + order_type=order_type, price=price, position_action=position_action, ) @@ -174,12 +175,13 @@ def place_sell_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): order_id = self.exchange.sell( trading_pair=self.trading_pair, amount=amount, - order_type=OrderType.LIMIT, + order_type=order_type, price=price, position_action=position_action, ) diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py index c150d5c55a..91b8e008aa 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py @@ -33,6 +33,9 @@ from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState from hummingbot.core.data_type.limit_order import LimitOrder +from hummingbot.core.data_type.market_order import MarketOrder +from hummingbot.core.data_type.order_book import OrderBook +from hummingbot.core.data_type.order_book_row import OrderBookRow from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase from hummingbot.core.event.events import ( BuyOrderCompletedEvent, @@ -358,7 +361,7 @@ def expected_latest_price(self): @property def expected_supported_order_types(self): - return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + return [OrderType.LIMIT, OrderType.LIMIT_MAKER, OrderType.MARKET] @property def expected_trading_rule(self): @@ -887,6 +890,119 @@ def test_batch_order_create(self): self.assertIn(buy_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) self.assertIn(sell_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + self.assertEqual( + buy_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + buy_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + self.assertEqual( + sell_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + sell_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + + def test_batch_order_create_with_one_market_order(self): + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1", "hash2"] + ) + + # Configure all symbols response to initialize the trading rules + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_rules()) + + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[OrderBookRow(price=5000, amount=20, update_id=1)], + asks=[], + update_id=1, + ) + + buy_order_to_create = LimitOrder( + client_order_id="", + trading_pair=self.trading_pair, + is_buy=True, + base_currency=self.base_asset, + quote_currency=self.quote_asset, + price=Decimal("10"), + quantity=Decimal("2"), + position=PositionAction.OPEN, + ) + sell_order_to_create = MarketOrder( + order_id="", + trading_pair=self.trading_pair, + is_buy=False, + base_asset=self.base_asset, + quote_asset=self.quote_asset, + amount=3, + timestamp=self.exchange.current_timestamp, + position=PositionAction.CLOSE, + ) + orders_to_create = [buy_order_to_create, sell_order_to_create] + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + expected_price_for_volume = self.exchange.get_price_for_volume( + trading_pair=self.trading_pair, + is_buy=True, + volume=Decimal(str(sell_order_to_create.amount)), + ).result_price + + orders: List[LimitOrder] = self.exchange.batch_order_create(orders_to_create=orders_to_create) + + buy_order_to_create_in_flight = GatewayPerpetualInFlightOrder( + client_order_id=orders[0].client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=1640780000, + price=orders[0].price, + amount=orders[0].quantity, + exchange_order_id="hash1", + creation_transaction_hash=response["txhash"], + position=PositionAction.OPEN + ) + sell_order_to_create_in_flight = GatewayPerpetualInFlightOrder( + client_order_id=orders[1].order_id, + trading_pair=self.trading_pair, + order_type=OrderType.MARKET, + trade_type=TradeType.SELL, + creation_timestamp=1640780000, + price=expected_price_for_volume, + amount=orders[1].quantity, + exchange_order_id="hash2", + creation_transaction_hash=response["txhash"], + position=PositionAction.CLOSE + ) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(2, len(orders)) + self.assertEqual(2, len(self.exchange.in_flight_orders)) + + self.assertIn(buy_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + self.assertIn(sell_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + self.assertEqual( buy_order_to_create_in_flight.exchange_order_id, self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].exchange_order_id @@ -998,6 +1114,106 @@ def test_create_sell_limit_order_successfully(self, mock_api): self.assertEqual("hash1", order.exchange_order_id) self.assertEqual(response["txhash"], order.creation_transaction_hash) + @aioresponses() + def test_create_buy_market_order_successfully(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[], + asks=[OrderBookRow(price=5000, amount=20, update_id=1)], + update_id=1, + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_amount = Decimal(1) + expected_price_for_volume = self.exchange.get_price_for_volume( + trading_pair=self.trading_pair, + is_buy=True, + volume=order_amount + ).result_price + + order_id = self.place_buy_order(amount=order_amount, price=None, order_type=OrderType.MARKET) + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + self.assertEqual(expected_price_for_volume, order.price) + + @aioresponses() + def test_create_sell_market_order_successfully(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) + self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( + spot=[], derivative=["hash1"] + ) + + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[OrderBookRow(price=5000, amount=20, update_id=1)], + asks=[], + update_id=1, + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_amount = Decimal(1) + expected_price_for_volume = self.exchange.get_price_for_volume( + trading_pair=self.trading_pair, + is_buy=False, + volume=order_amount + ).result_price + + order_id = self.place_sell_order(amount=order_amount, price=None, order_type=OrderType.MARKET) + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual("hash1", order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + self.assertEqual(expected_price_for_volume, order.price) + @aioresponses() def test_create_order_fails_and_raises_failure_event(self, mock_api): self._simulate_trading_rules_initialized() @@ -1278,7 +1494,7 @@ def test_order_not_found_in_its_creating_transaction_marked_as_failed_during_ord { "market_id": self.market_id, "order_info": { - "subaccount_id": self.portfolio_account_subaccount_index, + "subaccount_id": self.portfolio_account_subaccount_id, "fee_recipient": self.portfolio_account_injective_address, "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), "quantity": str((order.amount + Decimal(1)) * Decimal(f"1e{self.base_decimals}")) @@ -1413,7 +1629,7 @@ def test_order_creation_check_waits_for_originating_transaction_to_be_mined(self { "market_id": self.market_id, "order_info": { - "subaccount_id": self.portfolio_account_subaccount_index, + "subaccount_id": self.portfolio_account_subaccount_id, "fee_recipient": self.portfolio_account_injective_address, "price": str( hash_not_matching_order.price * Decimal(f"1e{self.quote_decimals}")), From d30ac9b043d2c339cfe9da3a0ba1cf2ad0f380cc Mon Sep 17 00:00:00 2001 From: Michael Feng Date: Tue, 8 Aug 2023 16:39:06 -0700 Subject: [PATCH 236/359] (feat) start command --- Dockerfile | 2 +- start | 16 ++++++++++++++++ 2 files changed, 17 insertions(+), 1 deletion(-) create mode 100755 start diff --git a/Dockerfile b/Dockerfile index f55bd0bdd2..fd7355bf53 100644 --- a/Dockerfile +++ b/Dockerfile @@ -73,4 +73,4 @@ SHELL [ "/bin/bash", "-lc" ] # Set the default command to run when starting the container -CMD conda activate hummingbot && ./bin/hummingbot_quickstart.py \ No newline at end of file +CMD conda activate hummingbot && ./bin/hummingbot_quickstart.py 2>/dev/null \ No newline at end of file diff --git a/start b/start new file mode 100755 index 0000000000..6b5b85c67e --- /dev/null +++ b/start @@ -0,0 +1,16 @@ +#!/bin/bash + +# Check if bin/hummingbot.py exists +if [[ ! -f bin/hummingbot.py ]]; then + echo "Error: bin/hummingbot.py command not found. Make sure you are in the Hummingbot root directory" + exit 1 +fi + +# Check if the hummingbot conda environment is activated +if [[ $CONDA_DEFAULT_ENV != "hummingbot" ]]; then + echo "Error: 'hummingbot' conda environment is not activated. Please activate it and try again." + exit 1 +fi + +# Run bin/hummingbot.py +bin/hummingbot.py 2>/dev/null From 9f87776141b5282331a8bf4dcd4c6764701f574c Mon Sep 17 00:00:00 2001 From: abel Date: Wed, 9 Aug 2023 09:11:09 -0300 Subject: [PATCH 237/359] (fix) Refactored the offchain vault data source to be compatible with the changes added to the Injective data sources when implementing the perpetual markets for delegate accounts --- .../injective_v2_perpetual/README.md | 4 + .../injective_v2_perpetual_derivative.py | 3 +- .../connector/exchange/injective_v2/README.md | 2 +- .../injective_v2/account_delegation_script.py | 2 + .../data_sources/injective_data_source.py | 163 +++++++---- .../injective_grantee_data_source.py | 112 +------- .../injective_vaults_data_source.py | 262 ++++++++++++------ .../injective_v2/injective_v2_exchange.py | 3 +- .../paper_trade/paper_trade_exchange.pyx | 2 +- hummingbot/connector/exchange_py_base.py | 4 +- .../connector/perpetual_derivative_py_base.py | 4 +- .../test_dydx_perpetual_derivative.py | 6 +- ...petual_derivative_for_delegated_account.py | 21 -- .../test_injective_data_source.py | 14 +- ...njective_v2_exchange_for_offchain_vault.py | 6 + 15 files changed, 320 insertions(+), 288 deletions(-) create mode 100644 hummingbot/connector/derivative/injective_v2_perpetual/README.md diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/README.md b/hummingbot/connector/derivative/injective_v2_perpetual/README.md new file mode 100644 index 0000000000..162d7949d3 --- /dev/null +++ b/hummingbot/connector/derivative/injective_v2_perpetual/README.md @@ -0,0 +1,4 @@ +## Injective v2 Perpetual + +This is a perpetual connector created by **[Injective Labs](https://injectivelabs.org/)**. +The description and configuration steps for the perpetual connector are identical to the spot connector. Please check the README file in the Injective v2 spot connector folder. diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 2e0d118f38..665ade0937 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -382,7 +382,7 @@ async def _create_order( else: calculated_price = price - order_id, exchange_order_id = await super()._create_order( + await super()._create_order( trade_type=trade_type, order_id=order_id, trading_pair=trading_pair, @@ -406,7 +406,6 @@ async def _create_order( exception=ex, **kwargs, ) - return order_id, exchange_order_id async def _place_order_and_process_update(self, order: GatewayPerpetualInFlightOrder, **kwargs) -> str: # Order creation requests for single orders are queued to be executed in batch if possible diff --git a/hummingbot/connector/exchange/injective_v2/README.md b/hummingbot/connector/exchange/injective_v2/README.md index da6396900f..154002736b 100644 --- a/hummingbot/connector/exchange/injective_v2/README.md +++ b/hummingbot/connector/exchange/injective_v2/README.md @@ -31,4 +31,4 @@ When configuring a new instance of the connector in Hummingbot the following par - **private_key**: the vault's admin account private key - **subaccount_index**: the index (decimal number) of the subaccount from the vault's admin account -- **vault_contract_address**: the address in the chain for the vault contract \ No newline at end of file +- **vault_contract_address**: the address in the chain for the vault contract diff --git a/hummingbot/connector/exchange/injective_v2/account_delegation_script.py b/hummingbot/connector/exchange/injective_v2/account_delegation_script.py index 6b3d50cd14..a1922d6fb7 100644 --- a/hummingbot/connector/exchange/injective_v2/account_delegation_script.py +++ b/hummingbot/connector/exchange/injective_v2/account_delegation_script.py @@ -18,6 +18,8 @@ # SPOT_MARKET_IDS = ["0x0511ddc4e6586f3bfe1acb2dd905f8b8a82c97e1edaef654b12ca7e6031ca0fa"] # noqa: mock # Mainnet spot markets: https://lcd.injective.network/injective/exchange/v1beta1/spot/markets # Testnet spot markets: https://k8s.testnet.lcd.injective.network/injective/exchange/v1beta1/spot/markets +# Mainnet derivative markets: https://lcd.injective.network/injective/exchange/v1beta1/derivative/markets +# Testnet derivative markets: https://k8s.testnet.lcd.injective.network/injective/exchange/v1beta1/derivative/markets # Fixed values, do not change SECONDS_PER_DAY = 60 * 60 * 24 diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 606668e1bd..51ec0682fe 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -198,13 +198,6 @@ async def order_updates_for_transaction( def supported_order_types(self) -> List[OrderType]: raise NotImplementedError - @abstractmethod - async def last_funding_rate(self, market_id: str) -> Decimal: - raise NotImplementedError - - async def last_funding_payment(self, market_id: str) -> Tuple[Decimal, float]: - raise NotImplementedError - def is_started(self): return len(self.events_listening_tasks()) > 0 @@ -492,7 +485,7 @@ async def cancel_orders( )) else: market_id = await self.market_id_for_spot_trading_pair(trading_pair=order.trading_pair) - order_data = await self._generate_injective_order_data(order=order, market_id=market_id) + order_data = self._generate_injective_order_data(order=order, market_id=market_id) spot_orders_data.append(order_data) orders_with_hash.append(order) @@ -505,7 +498,7 @@ async def cancel_orders( )) else: market_id = await self.market_id_for_derivative_trading_pair(trading_pair=order.trading_pair) - order_data = await self._generate_injective_order_data(order=order, market_id=market_id) + order_data = self._generate_injective_order_data(order=order, market_id=market_id) derivative_orders_data.append(order_data) orders_with_hash.append(order) @@ -693,56 +686,41 @@ async def funding_info(self, market_id: str) -> FundingInfo: ) return funding_info - @abstractmethod - async def _initialize_timeout_height(self): - raise NotImplementedError - - @abstractmethod - def _sign_and_encode(self, transaction: Transaction) -> bytes: - raise NotImplementedError - - @abstractmethod - def _uses_default_portfolio_subaccount(self) -> bool: - raise NotImplementedError - - @abstractmethod - def _spot_order_book_updates_stream(self, market_ids: List[str]): - raise NotImplementedError - - @abstractmethod - def _public_spot_trades_stream(self, market_ids: List[str]): - raise NotImplementedError + async def last_funding_rate(self, market_id: str) -> Decimal: + async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_RATES_LIMIT_ID): + response = await self.query_executor.get_funding_rates(market_id=market_id, limit=1) + rate = Decimal(response["fundingRates"][0]["rate"]) - @abstractmethod - def _derivative_order_book_updates_stream(self, market_ids: List[str]): - raise NotImplementedError + return rate - @abstractmethod - def _public_derivative_trades_stream(self, market_ids: List[str]): - raise NotImplementedError + async def last_funding_payment(self, market_id: str) -> Tuple[Decimal, float]: + async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_PAYMENTS_LIMIT_ID): + response = await self.query_executor.get_funding_payments( + subaccount_id=self.portfolio_account_subaccount_id, + market_id=market_id, + limit=1 + ) - @abstractmethod - def _oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): - raise NotImplementedError + last_payment = Decimal(-1) + last_timestamp = 0 + payments = response.get("payments", []) - @abstractmethod - def _subaccount_positions_stream(self): - raise NotImplementedError + if len(payments) > 0: + last_payment = Decimal(payments[0]["amount"]) + last_timestamp = int(payments[0]["timestamp"]) * 1e-3 - @abstractmethod - def _subaccount_balance_stream(self): - raise NotImplementedError + return last_payment, last_timestamp @abstractmethod - def _subaccount_spot_orders_stream(self, market_id: str): + async def _initialize_timeout_height(self): raise NotImplementedError @abstractmethod - def _subaccount_derivative_orders_stream(self, market_id: str): + def _sign_and_encode(self, transaction: Transaction) -> bytes: raise NotImplementedError @abstractmethod - def _transactions_stream(self): + def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError @abstractmethod @@ -757,10 +735,6 @@ def _calculate_order_hashes( def _reset_order_hash_manager(self): raise NotImplementedError - @abstractmethod - async def _last_traded_price(self, market_id: str) -> Decimal: - raise NotImplementedError - @abstractmethod async def _order_creation_messages( self, @@ -781,10 +755,6 @@ def _order_cancel_message( def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: str) -> injective_exchange_tx_pb.OrderData: raise NotImplementedError - @abstractmethod - async def _oracle_price(self, market_id: str) -> Decimal: - raise NotImplementedError - @abstractmethod async def _updated_derivative_market_info_for_id(self, market_id: str) -> InjectiveDerivativeMarket: raise NotImplementedError @@ -802,6 +772,32 @@ def _place_order_results( def _chain_cookie_file_path(self) -> str: return f"{os.path.join(os.path.dirname(__file__), '../.injective_cookie')}" + async def _last_traded_price(self, market_id: str) -> Decimal: + price = Decimal("nan") + if market_id in await self.spot_market_and_trading_pair_map(): + market = await self.spot_market_info_for_id(market_id=market_id) + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): + trades_response = await self.query_executor.get_spot_trades( + market_ids=[market_id], + limit=1, + ) + if len(trades_response["trades"]) > 0: + price = market.price_from_chain_format( + chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) + + else: + market = await self.derivative_market_info_for_id(market_id=market_id) + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_TRADES_LIMIT_ID): + trades_response = await self.query_executor.get_derivative_trades( + market_ids=[market_id], + limit=1, + ) + if len(trades_response["trades"]) > 0: + price = market.price_from_chain_format( + chain_price=Decimal(trades_response["trades"][0]["positionDelta"]["executionPrice"])) + + return price + async def _transaction_from_chain(self, tx_hash: str, retries: int) -> int: executed_tries = 0 found = False @@ -824,6 +820,65 @@ async def _transaction_from_chain(self, tx_hash: str, retries: int) -> int: return block_height + async def _oracle_price(self, market_id: str) -> Decimal: + market = await self.derivative_market_info_for_id(market_id=market_id) + async with self.throttler.execute_task(limit_id=CONSTANTS.ORACLE_PRICES_LIMIT_ID): + response = await self.query_executor.get_oracle_prices( + base_symbol=market.oracle_base(), + quote_symbol=market.oracle_quote(), + oracle_type=market.oracle_type(), + oracle_scale_factor=0, + ) + price = Decimal(response["price"]) + + return price + + def _spot_order_book_updates_stream(self, market_ids: List[str]): + stream = self.query_executor.spot_order_book_updates_stream(market_ids=market_ids) + return stream + + def _public_spot_trades_stream(self, market_ids: List[str]): + stream = self.query_executor.public_spot_trades_stream(market_ids=market_ids) + return stream + + def _derivative_order_book_updates_stream(self, market_ids: List[str]): + stream = self.query_executor.derivative_order_book_updates_stream(market_ids=market_ids) + return stream + + def _public_derivative_trades_stream(self, market_ids: List[str]): + stream = self.query_executor.public_derivative_trades_stream(market_ids=market_ids) + return stream + + def _oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): + stream = self.query_executor.oracle_prices_stream( + oracle_base=oracle_base, oracle_quote=oracle_quote, oracle_type=oracle_type + ) + return stream + + def _subaccount_positions_stream(self): + stream = self.query_executor.subaccount_positions_stream(subaccount_id=self.portfolio_account_subaccount_id) + return stream + + def _subaccount_balance_stream(self): + stream = self.query_executor.subaccount_balance_stream(subaccount_id=self.portfolio_account_subaccount_id) + return stream + + def _subaccount_spot_orders_stream(self, market_id: str): + stream = self.query_executor.subaccount_historical_spot_orders_stream( + market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id + ) + return stream + + def _subaccount_derivative_orders_stream(self, market_id: str): + stream = self.query_executor.subaccount_historical_derivative_orders_stream( + market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id + ) + return stream + + def _transactions_stream(self): + stream = self.query_executor.transactions_stream() + return stream + async def _parse_spot_trade_entry(self, trade_info: Dict[str, Any]) -> TradeUpdate: exchange_order_id: str = trade_info["orderHash"] market = await self.spot_market_info_for_id(market_id=trade_info["marketId"]) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index eb7196bc71..1f858695d0 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -460,70 +460,6 @@ def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> Injectiv ) return market - async def _last_traded_price(self, market_id: str) -> Decimal: - price = Decimal("nan") - if market_id in await self.spot_market_and_trading_pair_map(): - market = await self.spot_market_info_for_id(market_id=market_id) - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): - trades_response = await self.query_executor.get_spot_trades( - market_ids=[market_id], - limit=1, - ) - if len(trades_response["trades"]) > 0: - price = market.price_from_chain_format( - chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) - - else: - market = await self.derivative_market_info_for_id(market_id=market_id) - async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_TRADES_LIMIT_ID): - trades_response = await self.query_executor.get_derivative_trades( - market_ids=[market_id], - limit=1, - ) - if len(trades_response["trades"]) > 0: - price = market.price_from_chain_format( - chain_price=Decimal(trades_response["trades"][0]["positionDelta"]["executionPrice"])) - - return price - - async def last_funding_rate(self, market_id: str) -> Decimal: - async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_RATES_LIMIT_ID): - response = await self.query_executor.get_funding_rates(market_id=market_id, limit=1) - rate = Decimal(response["fundingRates"][0]["rate"]) - - return rate - - async def last_funding_payment(self, market_id: str) -> Tuple[Decimal, float]: - async with self.throttler.execute_task(limit_id=CONSTANTS.FUNDING_PAYMENTS_LIMIT_ID): - response = await self.query_executor.get_funding_payments( - subaccount_id=self.portfolio_account_subaccount_id, - market_id=market_id, - limit=1 - ) - - last_payment = Decimal(-1) - last_timestamp = 0 - payments = response.get("payments", []) - - if len(payments) > 0: - last_payment = Decimal(payments[0]["amount"]) - last_timestamp = int(payments[0]["timestamp"]) * 1e-3 - - return last_payment, last_timestamp - - async def _oracle_price(self, market_id: str) -> Decimal: - market = await self.derivative_market_info_for_id(market_id=market_id) - async with self.throttler.execute_task(limit_id=CONSTANTS.ORACLE_PRICES_LIMIT_ID): - response = await self.query_executor.get_oracle_prices( - base_symbol=market.oracle_base(), - quote_symbol=market.oracle_quote(), - oracle_type=market.oracle_type(), - oracle_scale_factor=0, - ) - price = Decimal(response["price"]) - - return price - async def _updated_derivative_market_info_for_id(self, market_id: str) -> InjectiveDerivativeMarket: async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_MARKETS_LIMIT_ID): market_info = await self._query_executor.derivative_market(market_id=market_id) @@ -544,52 +480,6 @@ def _calculate_order_hashes( ) return hash_manager_result.spot, hash_manager_result.derivative - def _spot_order_book_updates_stream(self, market_ids: List[str]): - stream = self._query_executor.spot_order_book_updates_stream(market_ids=market_ids) - return stream - - def _public_spot_trades_stream(self, market_ids: List[str]): - stream = self._query_executor.public_spot_trades_stream(market_ids=market_ids) - return stream - - def _derivative_order_book_updates_stream(self, market_ids: List[str]): - stream = self._query_executor.derivative_order_book_updates_stream(market_ids=market_ids) - return stream - - def _public_derivative_trades_stream(self, market_ids: List[str]): - stream = self._query_executor.public_derivative_trades_stream(market_ids=market_ids) - return stream - - def _oracle_prices_stream(self, oracle_base: str, oracle_quote: str, oracle_type: str): - stream = self._query_executor.oracle_prices_stream( - oracle_base=oracle_base, oracle_quote=oracle_quote, oracle_type=oracle_type - ) - return stream - - def _subaccount_positions_stream(self): - stream = self._query_executor.subaccount_positions_stream(subaccount_id=self.portfolio_account_subaccount_id) - return stream - - def _subaccount_balance_stream(self): - stream = self._query_executor.subaccount_balance_stream(subaccount_id=self.portfolio_account_subaccount_id) - return stream - - def _subaccount_spot_orders_stream(self, market_id: str): - stream = self._query_executor.subaccount_historical_spot_orders_stream( - market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id - ) - return stream - - def _subaccount_derivative_orders_stream(self, market_id: str): - stream = self._query_executor.subaccount_historical_derivative_orders_stream( - market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id - ) - return stream - - def _transactions_stream(self): - stream = self._query_executor.transactions_stream() - return stream - async def _order_creation_messages( self, spot_orders_to_create: List[GatewayInFlightOrder], @@ -684,7 +574,7 @@ def _order_cancel_message( ) return delegated_message - async def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: str) -> injective_exchange_tx_pb.OrderData: + def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: str) -> injective_exchange_tx_pb.OrderData: order_data = self.composer.OrderData( market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id, diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 91f4ef9280..07c8b9e9a7 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -16,14 +16,18 @@ from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_data_source import InjectiveDataSource -from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveSpotMarket, InjectiveToken +from hummingbot.connector.exchange.injective_v2.injective_market import ( + InjectiveDerivativeMarket, + InjectiveSpotMarket, + InjectiveToken, +) from hummingbot.connector.exchange.injective_v2.injective_query_executor import PythonSDKInjectiveQueryExecutor from hummingbot.connector.gateway.common_types import PlaceOrderResult -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder, GatewayPerpetualInFlightOrder from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase -from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub from hummingbot.logger import HummingbotLogger @@ -78,8 +82,10 @@ def __init__( self._is_timeout_height_initialized = False self._is_trading_account_initialized = False self._markets_initialization_lock = asyncio.Lock() - self._market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None - self._market_and_trading_pair_map: Optional[Mapping[str, str]] = None + self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None + self._derivative_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None + self._spot_market_and_trading_pair_map: Optional[Mapping[str, str]] = None + self._derivative_market_and_trading_pair_map: Optional[Mapping[str, str]] = None self._tokens_map: Optional[Dict[str, InjectiveToken]] = None self._token_symbol_symbol_and_denom_map: Optional[Mapping[str, str]] = None @@ -145,43 +151,70 @@ async def timeout_height(self) -> int: return self._client.timeout_height async def spot_market_and_trading_pair_map(self): - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: await self.update_markets() - return self._market_and_trading_pair_map.copy() + return self._spot_market_and_trading_pair_map.copy() async def spot_market_info_for_id(self, market_id: str): - if self._market_info_map is None: + if self._spot_market_info_map is None: async with self._markets_initialization_lock: - if self._market_info_map is None: + if self._spot_market_info_map is None: await self.update_markets() - return self._market_info_map[market_id] + return self._spot_market_info_map[market_id] + + async def derivative_market_and_trading_pair_map(self): + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + return self._derivative_market_and_trading_pair_map.copy() + + async def derivative_market_info_for_id(self, market_id: str): + if self._derivative_market_info_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_info_map is None: + await self.update_markets() + + return self._derivative_market_info_map[market_id] async def trading_pair_for_market(self, market_id: str): - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: await self.update_markets() - return self._market_and_trading_pair_map[market_id] + trading_pair = self._spot_market_and_trading_pair_map.get(market_id) + + if trading_pair is None: + trading_pair = self._derivative_market_and_trading_pair_map[market_id] + return trading_pair async def market_id_for_spot_trading_pair(self, trading_pair: str) -> str: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: await self.update_markets() - return self._market_and_trading_pair_map.inverse[trading_pair] + return self._spot_market_and_trading_pair_map.inverse[trading_pair] + + async def market_id_for_derivative_trading_pair(self, trading_pair: str) -> str: + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + + return self._derivative_market_and_trading_pair_map.inverse[trading_pair] async def all_markets(self): - if self._market_info_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._market_info_map is None: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: await self.update_markets() - return list(self._market_info_map.values()) + return list(self._spot_market_info_map.values()) + list(self._derivative_market_info_map.values()) async def token(self, denom: str) -> InjectiveToken: if self._tokens_map is None: @@ -212,12 +245,19 @@ async def initialize_trading_account(self): await self._client.get_account(address=self.trading_account_injective_address) self._is_trading_account_initialized = True + def supported_order_types(self) -> List[OrderType]: + return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + async def update_markets(self): self._tokens_map = {} self._token_symbol_symbol_and_denom_map = bidict() - markets = await self._query_executor.spot_markets(status="active") - markets_map = {} - market_id_to_trading_pair = bidict() + spot_markets_map = {} + derivative_markets_map = {} + spot_market_id_to_trading_pair = bidict() + derivative_market_id_to_trading_pair = bidict() + + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_MARKETS_LIMIT_ID): + markets = await self._query_executor.spot_markets(status="active") for market_info in markets: try: @@ -238,19 +278,45 @@ async def update_markets(self): quote_token=quote_token, market_info=market_info ) - market_id_to_trading_pair[market.market_id] = market.trading_pair() - markets_map[market.market_id] = market + spot_market_id_to_trading_pair[market.market_id] = market.trading_pair() + spot_markets_map[market.market_id] = market except KeyError: - self.logger().debug(f"The market {market_info['marketId']} will be excluded because it could not be " - f"parsed ({market_info})") + self.logger().debug(f"The spot market {market_info['marketId']} will be excluded because it could not " + f"be parsed ({market_info})") continue - self._market_info_map = markets_map - self._market_and_trading_pair_map = market_id_to_trading_pair + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_MARKETS_LIMIT_ID): + markets = await self._query_executor.derivative_markets(status="active") + for market_info in markets: + try: + market = self._parse_derivative_market_info(market_info=market_info) + if market.trading_pair() in derivative_market_id_to_trading_pair.inverse: + self.logger().debug( + f"The derivative market {market_info['marketId']} will be excluded because there is other" + f" market with trading pair {market.trading_pair()} ({market_info})") + continue + derivative_market_id_to_trading_pair[market.market_id] = market.trading_pair() + derivative_markets_map[market.market_id] = market + except KeyError: + self.logger().debug(f"The derivative market {market_info['marketId']} will be excluded because it could" + f" not be parsed ({market_info})") + continue + + self._spot_market_info_map = spot_markets_map + self._spot_market_and_trading_pair_map = spot_market_id_to_trading_pair + self._derivative_market_info_map = derivative_markets_map + self._derivative_market_and_trading_pair_map = derivative_market_id_to_trading_pair async def order_updates_for_transaction( - self, transaction_hash: str, transaction_orders: List[GatewayInFlightOrder] + self, + transaction_hash: str, + spot_orders: Optional[List[GatewayInFlightOrder]] = None, + perpetual_orders: Optional[List[GatewayPerpetualInFlightOrder]] = None, ) -> List[OrderUpdate]: + spot_orders = spot_orders or [] + perpetual_orders = perpetual_orders or [] + transaction_orders = spot_orders + perpetual_orders + order_updates = [] async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): @@ -280,7 +346,11 @@ async def order_updates_for_transaction( amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) trade_type = TradeType.BUY if order_info["order_type"] in [1, 7, 9] else TradeType.SELL for transaction_order in transaction_orders: - market_id = await self.market_id_for_spot_trading_pair(trading_pair=transaction_order.trading_pair) + if transaction_order in spot_orders: + market_id = await self.market_id_for_spot_trading_pair(trading_pair=transaction_order.trading_pair) + else: + market_id = await self.market_id_for_derivative_trading_pair( + trading_pair=transaction_order.trading_pair) if (market_id == order_info["market_id"] and transaction_order.amount == amount and transaction_order.price == price @@ -302,12 +372,12 @@ async def order_updates_for_transaction( return order_updates - def real_tokens_trading_pair(self, unique_trading_pair: str) -> str: + def real_tokens_spot_trading_pair(self, unique_trading_pair: str) -> str: resulting_trading_pair = unique_trading_pair - if (self._market_and_trading_pair_map is not None - and self._market_info_map is not None): - market_id = self._market_and_trading_pair_map.inverse.get(unique_trading_pair) - market = self._market_info_map.get(market_id) + if (self._spot_market_and_trading_pair_map is not None + and self._spot_market_info_map is not None): + market_id = self._spot_market_and_trading_pair_map.inverse.get(unique_trading_pair) + market = self._spot_market_info_map.get(market_id) if market is not None: resulting_trading_pair = combine_to_hb_trading_pair( base=market.base_token.symbol, @@ -316,6 +386,20 @@ def real_tokens_trading_pair(self, unique_trading_pair: str) -> str: return resulting_trading_pair + def real_tokens_perpetual_trading_pair(self, unique_trading_pair: str) -> str: + resulting_trading_pair = unique_trading_pair + if (self._derivative_market_and_trading_pair_map is not None + and self._derivative_market_info_map is not None): + market_id = self._derivative_market_and_trading_pair_map.inverse.get(unique_trading_pair) + market = self._derivative_market_info_map.get(market_id) + if market is not None: + resulting_trading_pair = combine_to_hb_trading_pair( + base=market.base_token_symbol(), + quote=market.quote_token.symbol, + ) + + return resulting_trading_pair + async def _initialize_timeout_height(self): await self._client.sync_timeout_height() self._is_timeout_height_initialized = True @@ -353,65 +437,55 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token - async def _last_traded_price(self, market_id: str) -> Decimal: - if market_id in await self.spot_market_and_trading_pair_map(): - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): - trades_response = await self.query_executor.get_spot_trades( - market_ids=[market_id], - limit=1, - ) - else: - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_TRADES_LIMIT_ID): - trades_response = await self.query_executor.get_derivative_trades( - market_ids=[market_id], - limit=1, - ) + def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: + _, ticker_quote = market_info["ticker"].split("/") + quote_token = self._token_from_market_info( + denom=market_info["quoteDenom"], + token_meta=market_info["quoteTokenMeta"], + candidate_symbol=ticker_quote, + ) + market = InjectiveDerivativeMarket( + market_id=market_info["marketId"], + quote_token=quote_token, + market_info=market_info + ) + return market - price = Decimal("nan") - if len(trades_response["trades"]) > 0: - market = await self.spot_market_info_for_id(market_id=market_id) - price = market.price_from_chain_format(chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) + async def _updated_derivative_market_info_for_id(self, market_id: str) -> InjectiveDerivativeMarket: + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_MARKETS_LIMIT_ID): + market_info = await self._query_executor.derivative_market(market_id=market_id) - return price + market = self._parse_derivative_market_info(market_info=market_info) + return market - def _calculate_order_hashes(self, orders: List[GatewayInFlightOrder]) -> List[str]: + def _calculate_order_hashes( + self, + spot_orders: List[GatewayInFlightOrder], + derivative_orders: [GatewayPerpetualInFlightOrder] + ) -> Tuple[List[str], List[str]]: raise NotImplementedError - def _spot_order_book_updates_stream(self, market_ids: List[str]): - stream = self._query_executor.spot_order_book_updates_stream(market_ids=market_ids) - return stream - - def _public_spot_trades_stream(self, market_ids: List[str]): - stream = self._query_executor.public_spot_trades_stream(market_ids=market_ids) - return stream - - def _subaccount_balance_stream(self): - stream = self._query_executor.subaccount_balance_stream(subaccount_id=self.portfolio_account_subaccount_id) - return stream - - def _subaccount_spot_orders_stream(self, market_id: str): - stream = self._query_executor.subaccount_historical_spot_orders_stream( - market_id=market_id, subaccount_id=self.portfolio_account_subaccount_id - ) - return stream - - def _transactions_stream(self): - stream = self._query_executor.transactions_stream() - return stream - async def _order_creation_messages( - self, spot_orders_to_create: List[GatewayInFlightOrder] - ) -> Tuple[any_pb2.Any, List[str]]: + self, + spot_orders_to_create: List[GatewayInFlightOrder], + derivative_orders_to_create: List[GatewayPerpetualInFlightOrder], + ) -> Tuple[List[any_pb2.Any], List[str], List[str]]: composer = self.composer - order_definitions = [] + spot_order_definitions = [] + derivative_order_definitions = [] for order in spot_orders_to_create: order_definition = await self._create_spot_order_definition(order=order) - order_definitions.append(order_definition) + spot_order_definitions.append(order_definition) + + for order in derivative_orders_to_create: + order_definition = await self._create_derivative_order_definition(order=order) + derivative_order_definitions.append(order_definition) message = composer.MsgBatchUpdateOrders( sender=self.portfolio_account_injective_address, - spot_orders_to_create=order_definitions, + spot_orders_to_create=spot_order_definitions, + derivative_orders_to_create=derivative_order_definitions, ) message_as_dictionary = json_format.MessageToDict( @@ -430,7 +504,7 @@ async def _order_creation_messages( msg=json.dumps(execute_message_parameter), ) - return execute_contract_message, [] + return [execute_contract_message], [], [] def _order_cancel_message( self, @@ -476,7 +550,7 @@ def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: async def _create_spot_order_definition(self, order: GatewayInFlightOrder): # Both price and quantity have to be adjusted because the vaults expect to receive those values without - # the extra 18 zeros that the chain backend expectes for direct trading messages + # the extra 18 zeros that the chain backend expects for direct trading messages market_id = await self.market_id_for_spot_trading_pair(order.trading_pair) definition = self.composer.SpotOrder( market_id=market_id, @@ -492,6 +566,26 @@ async def _create_spot_order_definition(self, order: GatewayInFlightOrder): definition.order_info.price = f"{(Decimal(definition.order_info.price) * Decimal('1e-18')).normalize():f}" return definition + async def _create_derivative_order_definition(self, order: GatewayPerpetualInFlightOrder): + # Both price and quantity have to be adjusted because the vaults expect to receive those values without + # the extra 18 zeros that the chain backend expects for direct trading messages + market_id = await self.market_id_for_derivative_trading_pair(order.trading_pair) + definition = self.composer.DerivativeOrder( + market_id=market_id, + subaccount_id=str(self.portfolio_account_subaccount_index), + fee_recipient=self.portfolio_account_injective_address, + price=order.price, + quantity=order.amount, + leverage=order.leverage, + is_buy=order.trade_type == TradeType.BUY, + is_po=order.order_type == OrderType.LIMIT_MAKER, + is_reduce_only = order.position == PositionAction.CLOSE, + ) + + definition.order_info.quantity = f"{(Decimal(definition.order_info.quantity) * Decimal('1e-18')).normalize():f}" + definition.order_info.price = f"{(Decimal(definition.order_info.price) * Decimal('1e-18')).normalize():f}" + return definition + def _place_order_results( self, orders_to_create: List[GatewayInFlightOrder], diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 659db81515..3eabe380dd 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -327,7 +327,7 @@ async def _create_order(self, else: calculated_price = price - order_id, exchange_order_id = await super()._create_order( + await super()._create_order( trade_type=trade_type, order_id=order_id, trading_pair=trading_pair, @@ -350,7 +350,6 @@ async def _create_order(self, exception=ex, **kwargs, ) - return order_id, exchange_order_id async def _place_order_and_process_update(self, order: GatewayInFlightOrder, **kwargs) -> str: # Order creation requests for single orders are queued to be executed in batch if possible diff --git a/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx b/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx index 4c2823e0dd..9a1c7caba6 100644 --- a/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx +++ b/hummingbot/connector/exchange/paper_trade/paper_trade_exchange.pyx @@ -397,7 +397,7 @@ cdef class PaperTradeExchange(ExchangeBase): string cpp_trading_pair_str = trading_pair_str.encode("utf8") string cpp_base_asset = base_asset.encode("utf8") string cpp_quote_asset = self._trading_pairs[trading_pair_str].quote_asset.encode("utf8") - string cpp_position = "NIL".encode("uft8") + string cpp_position = "NIL".encode("utf8") LimitOrdersIterator map_it SingleTradingPairLimitOrders *limit_orders_collection_ptr = NULL pair[LimitOrders.iterator, cppbool] insert_result diff --git a/hummingbot/connector/exchange_py_base.py b/hummingbot/connector/exchange_py_base.py index bce46a1525..48404d0e46 100644 --- a/hummingbot/connector/exchange_py_base.py +++ b/hummingbot/connector/exchange_py_base.py @@ -407,7 +407,6 @@ async def _create_order(self, :param order_type: the type of order to create (MARKET, LIMIT, LIMIT_MAKER) :param price: the order price """ - exchange_order_id = "" trading_rule = self._trading_rules[trading_pair] if order_type in [OrderType.LIMIT, OrderType.LIMIT_MAKER]: @@ -450,7 +449,7 @@ async def _create_order(self, self._update_order_after_failure(order_id=order_id, trading_pair=trading_pair) return try: - exchange_order_id = await self._place_order_and_process_update(order=order, **kwargs,) + await self._place_order_and_process_update(order=order, **kwargs,) except asyncio.CancelledError: raise @@ -465,7 +464,6 @@ async def _create_order(self, exception=ex, **kwargs, ) - return order_id, exchange_order_id async def _place_order_and_process_update(self, order: InFlightOrder, **kwargs) -> str: exchange_order_id, update_timestamp = await self._place_order( diff --git a/hummingbot/connector/perpetual_derivative_py_base.py b/hummingbot/connector/perpetual_derivative_py_base.py index 30fec68394..799f851031 100644 --- a/hummingbot/connector/perpetual_derivative_py_base.py +++ b/hummingbot/connector/perpetual_derivative_py_base.py @@ -239,7 +239,7 @@ async def _create_order( f"Invalid position action {position_action}. Must be one of {self.VALID_POSITION_ACTIONS}" ) - order_id, exchange_order_id = await super()._create_order( + await super()._create_order( trade_type, order_id, trading_pair, @@ -250,8 +250,6 @@ async def _create_order( **kwargs, ) - return order_id, exchange_order_id - def get_fee( self, base_currency: str, diff --git a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py index 4c6dd1a505..e261984cd8 100644 --- a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py @@ -490,25 +490,27 @@ def place_buy_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) self.exchange._current_place_order_requests = 1 self.exchange._throttler.set_rate_limits(self.exchange.rate_limits_rules) - return super().place_buy_order(amount, price, position_action) + return super().place_buy_order(amount, price, order_type, position_action) def place_sell_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) self.exchange._current_place_order_requests = 1 self.exchange._throttler.set_rate_limits(self.exchange.rate_limits_rules) - return super().place_sell_order(amount, price, position_action) + return super().place_sell_order(amount, price, order_type, position_action) def validate_auth_credentials_present(self, request_call: RequestCall): request_headers = request_call.kwargs["headers"] diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py index 91b8e008aa..84a1f743d0 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py @@ -1019,27 +1019,6 @@ def test_batch_order_create_with_one_market_order(self): sell_order_to_create_in_flight.creation_transaction_hash, self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].creation_transaction_hash ) - # - # def test_create_order_with_invalid_position_action_raises_value_error(self): - # self._simulate_trading_rules_initialized() - # - # with self.assertRaises(ValueError) as exception_context: - # asyncio.get_event_loop().run_until_complete( - # self.exchange._create_order( - # trade_type=TradeType.BUY, - # order_id="C1", - # trading_pair=self.trading_pair, - # amount=Decimal("1"), - # order_type=OrderType.LIMIT, - # price=Decimal("46000"), - # position_action=PositionAction.NIL, - # ), - # ) - # - # self.assertEqual( - # f"Invalid position action {PositionAction.NIL}. Must be one of {[PositionAction.OPEN, PositionAction.CLOSE]}", - # str(exception_context.exception) - # ) @aioresponses() def test_create_buy_limit_order_successfully(self, mock_api): diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index 823a5271e6..4577297c42 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -425,14 +425,17 @@ def test_order_creation_message_generation(self): ) orders.append(order) - messages, order_hashes = self.async_run_with_timeout( - self.data_source._order_creation_messages(spot_orders_to_create=orders) + messages, spot_order_hashes, derivative_order_hashes = self.async_run_with_timeout( + self.data_source._order_creation_messages( + spot_orders_to_create=orders, + derivative_orders_to_create=[], + ) ) pub_key = self._grantee_private_key.to_public_key() address = pub_key.to_address() - self.assertEqual(0, len(order_hashes)) + self.assertEqual(0, len(spot_order_hashes)) self.assertEqual(address.to_acc_bech32(), messages[0].sender) self.assertEqual(self._vault_address, messages[0].contract) @@ -498,7 +501,10 @@ def test_order_cancel_message_generation(self): ) orders_data.append(order_data) - message = self.data_source._order_cancel_message(spot_orders_to_cancel=orders_data) + message = self.data_source._order_cancel_message( + spot_orders_to_cancel=orders_data, + derivative_orders_to_cancel=[], + ) pub_key = self._grantee_private_key.to_public_key() address = pub_key.to_address() diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py index 2d05c31da3..abd18dc51f 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py @@ -397,6 +397,7 @@ def create_exchange_instance(self): exchange._data_source._query_executor = ProgrammableQueryExecutor() exchange._data_source._spot_market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) + exchange._data_source._derivative_market_and_trading_pair_map = bidict() return exchange def validate_auth_credentials_present(self, request_call: RequestCall): @@ -419,6 +420,7 @@ def configure_all_symbols_response( ) -> str: all_markets_mock_response = self.all_markets_mock_response self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(all_markets_mock_response) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait([]) return "" def configure_trading_rules_response( @@ -439,6 +441,7 @@ def configure_erroneous_trading_rules_response( response = self.trading_rules_request_erroneous_mock_response self.exchange._data_source._query_executor._spot_markets_responses = asyncio.Queue() self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(response) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait([]) return "" def configure_successful_cancelation_response(self, order: InFlightOrder, mock_api: aioresponses, @@ -1467,6 +1470,8 @@ def test_get_last_trade_prices(self, mock_api): self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) def test_get_fee(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None self.configure_all_symbols_response(mock_api=None) self.async_run_with_timeout(self.exchange._update_trading_fees()) @@ -1575,6 +1580,7 @@ def _configure_balance_response( ) -> str: all_markets_mock_response = self.all_markets_mock_response self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(all_markets_mock_response) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait([]) self.exchange._data_source._query_executor._account_portfolio_responses.put_nowait(response) return "" From 480330e2fd710c86979cd5c672b25310690254f2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 9 Aug 2023 14:58:07 +0200 Subject: [PATCH 238/359] Changing the imports to use the full path. --- .../kujira/kujira_api_data_source.py | 35 ++++++++++--------- 1 file changed, 18 insertions(+), 17 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 8047d4a7c8..cd6bebc68a 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -10,21 +10,10 @@ from dotmap import DotMap from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.connector.trading_rule import TradingRule -from hummingbot.core.data_type import in_flight_order -from hummingbot.core.data_type.common import OrderType -from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate -from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType -from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema -from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent, OrderCancelledEvent -from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient -from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather - -from ..gateway_clob_api_data_source_base import GatewayCLOBAPIDataSourceBase -from .kujira_constants import ( +from hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base import ( + GatewayCLOBAPIDataSourceBase, +) +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants import ( CONNECTOR, DELAY_BETWEEN_RETRIES, KUJIRA_NATIVE_TOKEN, @@ -33,13 +22,25 @@ TIMEOUT, UPDATE_ORDER_STATUS_INTERVAL, ) -from .kujira_helpers import ( +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( AsyncLock, automatic_retry_with_timeout, convert_market_name_to_hb_trading_pair, generate_hash, ) -from .kujira_types import OrderStatus as KujiraOrderStatus +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderStatus as KujiraOrderStatus +from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type import in_flight_order +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TokenAmount, TradeFeeBase, TradeFeeSchema +from hummingbot.core.event.events import AccountEvent, MarketEvent, OrderBookDataSourceEvent, OrderCancelledEvent +from hummingbot.core.gateway.gateway_http_client import GatewayHttpClient +from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather class KujiraAPIDataSource(GatewayCLOBAPIDataSourceBase): From 5625405ffc09e9a9b227062bd473d513fc4a020d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 9 Aug 2023 15:55:34 +0200 Subject: [PATCH 239/359] Updating the code to add support to market orders and updating the enum to remove non-supported orders. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 2 +- .../gateway/clob_spot/data_sources/kujira/kujira_types.py | 6 ------ 2 files changed, 1 insertion(+), 7 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index cd6bebc68a..6998c1f5b6 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -120,7 +120,7 @@ def supported_stream_events() -> List[Enum]: ] def get_supported_order_types(self) -> List[OrderType]: - return [OrderType.LIMIT] + return [OrderType.LIMIT, OrderType.MARKET] @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) async def start(self): diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py index 72c16d5482..4469acb6b7 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_types.py @@ -68,8 +68,6 @@ def to_hummingbot(self): class OrderType(Enum): MARKET = 'MARKET', LIMIT = 'LIMIT', - IOC = 'IOC', # Immediate or Cancel - POST_ONLY = 'POST_ONLY', @staticmethod def from_name(name: str): @@ -77,10 +75,6 @@ def from_name(name: str): return OrderType.MARKET elif name == "LIMIT": return OrderType.LIMIT - elif name == "IOC": - return OrderType.IOC - elif name == "POST_ONLY": - return OrderType.POST_ONLY else: raise ValueError(f"Unknown order type: {name}") From c8bc190ec847d11acf9eb56a505e66b0d6f77c0b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 9 Aug 2023 16:13:15 +0200 Subject: [PATCH 240/359] Removing changes to add the parent reference abd to do not dispatch a async task when asking if the connector is ready. --- .../clob_spot/data_sources/clob_api_data_source_base.py | 2 -- hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py | 4 ---- 2 files changed, 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py index 2fcb3d6005..61069082c4 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/clob_api_data_source_base.py @@ -7,7 +7,6 @@ from bidict import bidict from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.exchange_py_base import ExchangePyBase from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker @@ -45,7 +44,6 @@ def __init__( self._forwarders_map: Dict[Tuple[Enum, Callable], EventForwarder] = {} self._gateway_order_tracker: Optional[GatewayOrderTracker] = None self._markets_info: Dict[str, Any] = {} - self.parent: Optional[ExchangePyBase] = None self.cancel_all_orders_timeout = None @property diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 68b0ad3850..5608edda7b 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -62,7 +62,6 @@ def __init__( self._trading_pairs = trading_pairs or [] self._trading_required = trading_required self._api_data_source = api_data_source - self._api_data_source.parent = self self._real_time_balance_update = self._api_data_source.real_time_balance_update self._trading_fees: Dict[str, MakerTakerExchangeFeeRates] = {} self._last_received_message_timestamp = 0 @@ -176,9 +175,6 @@ async def stop_network(self): @property def ready(self) -> bool: - if not self.has_started: - safe_ensure_future(self.start_network()) - return super().ready def supported_order_types(self) -> List[OrderType]: From 6bf3406992105bd15837cc94b53cb6e4fb5251a6 Mon Sep 17 00:00:00 2001 From: abel Date: Wed, 9 Aug 2023 11:34:17 -0300 Subject: [PATCH 241/359] (fix) Fixed the calculation of order hashes to support the scenario when there are no market orders, or no limit orders --- .../injective_grantee_data_source.py | 21 ++++++++++++------- 1 file changed, 14 insertions(+), 7 deletions(-) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index 1f858695d0..7146943513 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -472,13 +472,20 @@ def _calculate_order_hashes( spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] ) -> Tuple[List[str], List[str]]: - hash_manager = self.order_hash_manager() - hash_manager_result = hash_manager.compute_order_hashes( - spot_orders=spot_orders, - derivative_orders=derivative_orders, - subaccount_index=self._granter_subaccount_index, - ) - return hash_manager_result.spot, hash_manager_result.derivative + spot_hashes = [] + derivative_hashes = [] + + if len(spot_orders) > 0 or len(derivative_orders) > 0: + hash_manager = self.order_hash_manager() + hash_manager_result = hash_manager.compute_order_hashes( + spot_orders=spot_orders, + derivative_orders=derivative_orders, + subaccount_index=self._granter_subaccount_index, + ) + spot_hashes = hash_manager_result.spot + derivative_hashes = hash_manager_result.derivative + + return spot_hashes, derivative_hashes async def _order_creation_messages( self, From bdeb2fdf6701fa68e9728210ea5454ff44ffb3c9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 9 Aug 2023 17:18:28 +0200 Subject: [PATCH 242/359] Updating start method to also start the network, if needed. --- hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py index 5608edda7b..06510d928e 100644 --- a/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py +++ b/hummingbot/connector/gateway/clob_spot/gateway_clob_spot.py @@ -156,6 +156,7 @@ def status_dict(self) -> Dict[str, bool]: def start(self, *args, **kwargs): super().start(**kwargs) + safe_ensure_future(self.start_network()) safe_ensure_future(self._api_data_source.start()) def stop(self, *args, **kwargs): From 3b9a79f1c78ef1f9642cca74bdbd3c0489b428fb Mon Sep 17 00:00:00 2001 From: abel Date: Wed, 9 Aug 2023 15:54:38 -0300 Subject: [PATCH 243/359] (fix) Refactored injective data source to have separate methods to return trading rules and fees for spot and derivative markets --- .../injective_v2_perpetual_derivative.py | 4 +- .../data_sources/injective_data_source.py | 98 +++++++++++++------ .../injective_grantee_data_source.py | 16 ++- .../injective_vaults_data_source.py | 16 ++- .../injective_v2/injective_v2_exchange.py | 4 +- 5 files changed, 94 insertions(+), 44 deletions(-) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 665ade0937..9560fd21c3 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -682,7 +682,7 @@ def _get_fee( return fee async def _update_trading_fees(self): - self._trading_fees = await self._data_source.get_trading_fees() + self._trading_fees = await self._data_source.get_derivative_trading_fees() async def _user_stream_event_listener(self): while True: @@ -774,7 +774,7 @@ async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> Lis async def _update_trading_rules(self): await self._data_source.update_markets() await self._initialize_trading_pair_symbol_map() - trading_rules_list = await self._data_source.all_trading_rules() + trading_rules_list = await self._data_source.derivative_trading_rules() trading_rules = {} for trading_rule in trading_rules_list: trading_rules[trading_rule.trading_pair] = trading_rule diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 51ec0682fe..272d08deac 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -6,7 +6,7 @@ from decimal import Decimal from enum import Enum from pathlib import Path -from typing import Any, Callable, Dict, List, Optional, Tuple +from typing import Any, Callable, Dict, List, Optional, Tuple, Union from google.protobuf import any_pb2 from pyinjective import Transaction @@ -15,7 +15,11 @@ from hummingbot.connector.derivative.position import Position from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.injective_events import InjectiveEvent -from hummingbot.connector.exchange.injective_v2.injective_market import InjectiveDerivativeMarket, InjectiveToken +from hummingbot.connector.exchange.injective_v2.injective_market import ( + InjectiveDerivativeMarket, + InjectiveSpotMarket, + InjectiveToken, +) from hummingbot.connector.gateway.common_types import CancelOrderResult, PlaceOrderResult from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder, GatewayPerpetualInFlightOrder from hummingbot.connector.trading_rule import TradingRule @@ -142,7 +146,11 @@ async def market_id_for_derivative_trading_pair(self, trading_pair: str) -> str: raise NotImplementedError @abstractmethod - async def all_markets(self): + async def spot_markets(self): + raise NotImplementedError + + @abstractmethod + async def derivative_markets(self): raise NotImplementedError @abstractmethod @@ -265,26 +273,16 @@ def add_listener(self, event_tag: Enum, listener: EventListener): def remove_listener(self, event_tag: Enum, listener: EventListener): self.publisher.remove_listener(event_tag=event_tag, listener=listener) - async def all_trading_rules(self) -> List[TradingRule]: - all_markets = await self.all_markets() - trading_rules = [] + async def spot_trading_rules(self) -> List[TradingRule]: + markets = await self.spot_markets() + trading_rules = self._create_trading_rules(markets=markets) + + return trading_rules + + async def derivative_trading_rules(self) -> List[TradingRule]: + markets = await self.derivative_markets() + trading_rules = self._create_trading_rules(markets=markets) - for market in all_markets: - try: - min_price_tick_size = market.min_price_tick_size() - min_quantity_tick_size = market.min_quantity_tick_size() - trading_rule = TradingRule( - trading_pair=market.trading_pair(), - min_order_size=min_quantity_tick_size, - min_price_increment=min_price_tick_size, - min_base_amount_increment=min_quantity_tick_size, - min_quote_amount_increment=min_price_tick_size, - ) - trading_rules.append(trading_rule) - except asyncio.CancelledError: - raise - except Exception: - self.logger().exception(f"Error parsing the trading pair rule: {market.market_info}. Skipping...") return trading_rules async def spot_order_book_snapshot(self, market_id: str, trading_pair: str) -> OrderBookMessage: @@ -658,16 +656,15 @@ async def reset_order_hash_generator(self, active_orders: List[GatewayInFlightOr await safe_gather(*transaction_wait_tasks, return_exceptions=True) self._reset_order_hash_manager() - async def get_trading_fees(self) -> Dict[str, TradeFeeSchema]: - markets = await self.all_markets() - fees = {} - for market in markets: - trading_pair = await self.trading_pair_for_market(market_id=market.market_id) - fees[trading_pair] = TradeFeeSchema( - percent_fee_token=market.quote_token.unique_symbol, - maker_percent_fee_decimal=market.maker_fee_rate(), - taker_percent_fee_decimal=market.taker_fee_rate(), - ) + async def get_spot_trading_fees(self) -> Dict[str, TradeFeeSchema]: + markets = await self.spot_markets() + fees = await self._create_trading_fees(markets=markets) + + return fees + + async def get_derivative_trading_fees(self) -> Dict[str, TradeFeeSchema]: + markets = await self.derivative_markets() + fees = await self._create_trading_fees(markets=markets) return fees @@ -1286,6 +1283,43 @@ async def _create_derivative_order_definition(self, order: GatewayPerpetualInFli ) return definition + def _create_trading_rules( + self, markets: List[Union[InjectiveSpotMarket, InjectiveDerivativeMarket]] + ) -> List[TradingRule]: + trading_rules = [] + for market in markets: + try: + min_price_tick_size = market.min_price_tick_size() + min_quantity_tick_size = market.min_quantity_tick_size() + trading_rule = TradingRule( + trading_pair=market.trading_pair(), + min_order_size=min_quantity_tick_size, + min_price_increment=min_price_tick_size, + min_base_amount_increment=min_quantity_tick_size, + min_quote_amount_increment=min_price_tick_size, + ) + trading_rules.append(trading_rule) + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception(f"Error parsing the trading pair rule: {market.market_info}. Skipping...") + + return trading_rules + + async def _create_trading_fees( + self, markets: List[Union[InjectiveSpotMarket, InjectiveDerivativeMarket]] + ) -> Dict[str, TradeFeeSchema]: + fees = {} + for market in markets: + trading_pair = await self.trading_pair_for_market(market_id=market.market_id) + fees[trading_pair] = TradeFeeSchema( + percent_fee_token=market.quote_token.unique_symbol, + maker_percent_fee_decimal=market.maker_fee_rate(), + taker_percent_fee_decimal=market.taker_fee_rate(), + ) + + return fees + def _time(self): return time.time() diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index 7146943513..df142b5d0a 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -208,13 +208,21 @@ async def market_id_for_derivative_trading_pair(self, trading_pair: str) -> str: return self._derivative_market_and_trading_pair_map.inverse[trading_pair] - async def all_markets(self): - if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: + async def spot_markets(self): + if self._spot_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: + await self.update_markets() + + return list(self._spot_market_info_map.values()) + + async def derivative_markets(self): + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: await self.update_markets() - return list(self._spot_market_info_map.values()) + list(self._derivative_market_info_map.values()) + return list(self._derivative_market_info_map.values()) async def token(self, denom: str) -> InjectiveToken: if self._tokens_map is None: diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 07c8b9e9a7..5eb118d83c 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -208,13 +208,21 @@ async def market_id_for_derivative_trading_pair(self, trading_pair: str) -> str: return self._derivative_market_and_trading_pair_map.inverse[trading_pair] - async def all_markets(self): - if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: + async def spot_markets(self): + if self._spot_market_and_trading_pair_map is None: async with self._markets_initialization_lock: - if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: + if self._spot_market_and_trading_pair_map is None: + await self.update_markets() + + return list(self._spot_market_info_map.values()) + + async def derivative_markets(self): + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: await self.update_markets() - return list(self._spot_market_info_map.values()) + list(self._derivative_market_info_map.values()) + return list(self._derivative_market_info_map.values()) async def token(self, denom: str) -> InjectiveToken: if self._tokens_map is None: diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 3eabe380dd..8edf29d94f 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -614,7 +614,7 @@ def _get_fee(self, base_currency: str, quote_currency: str, order_type: OrderTyp return fee async def _update_trading_fees(self): - self._trading_fees = await self._data_source.get_trading_fees() + self._trading_fees = await self._data_source.get_spot_trading_fees() async def _user_stream_event_listener(self): while True: @@ -677,7 +677,7 @@ async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> Lis async def _update_trading_rules(self): await self._data_source.update_markets() await self._initialize_trading_pair_symbol_map() - trading_rules_list = await self._data_source.all_trading_rules() + trading_rules_list = await self._data_source.spot_trading_rules() trading_rules = {} for trading_rule in trading_rules_list: trading_rules[trading_rule.trading_pair] = trading_rule From 748febc35e7a81ad1000e30980a4e9ceabec0851 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 10 Aug 2023 15:39:56 -0300 Subject: [PATCH 244/359] (fix) Changed stream processors to regenerate a stream channel when it breaks --- .../data_sources/injective_data_source.py | 36 ++++++++++++------- 1 file changed, 24 insertions(+), 12 deletions(-) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 272d08deac..72307eacdf 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -5,6 +5,7 @@ from abc import ABC, abstractmethod from decimal import Decimal from enum import Enum +from functools import partial from pathlib import Path from typing import Any, Callable, Dict, List, Optional, Tuple, Union @@ -1032,28 +1033,28 @@ async def _send_in_transaction(self, messages: List[any_pb2.Any]) -> Dict[str, A async def _listen_to_spot_order_book_updates(self, market_ids: List[str]): await self._listen_stream_events( - stream=self._spot_order_book_updates_stream(market_ids=market_ids), + stream_provider=partial(self._spot_order_book_updates_stream, market_ids=market_ids), event_processor=self._process_order_book_update, event_name_for_errors="spot order book", ) async def _listen_to_public_spot_trades(self, market_ids: List[str]): await self._listen_stream_events( - stream=self._public_spot_trades_stream(market_ids=market_ids), + stream_provider=partial(self._public_spot_trades_stream, market_ids=market_ids), event_processor=self._process_public_spot_trade_update, event_name_for_errors="public spot trade", ) async def _listen_to_derivative_order_book_updates(self, market_ids: List[str]): await self._listen_stream_events( - stream=self._derivative_order_book_updates_stream(market_ids=market_ids), + stream_provider=partial(self._derivative_order_book_updates_stream, market_ids=market_ids), event_processor=self._process_order_book_update, event_name_for_errors="derivative order book", ) async def _listen_to_public_derivative_trades(self, market_ids: List[str]): await self._listen_stream_events( - stream=self._public_derivative_trades_stream(market_ids=market_ids), + stream_provider=partial(self._public_derivative_trades_stream, market_ids=market_ids), event_processor=self._process_public_derivative_trade_update, event_name_for_errors="public derivative trade", ) @@ -1061,8 +1062,11 @@ async def _listen_to_public_derivative_trades(self, market_ids: List[str]): async def _listen_to_funding_info_updates(self, market_id: str): market = await self.derivative_market_info_for_id(market_id=market_id) await self._listen_stream_events( - stream=self._oracle_prices_stream( - oracle_base=market.oracle_base(), oracle_quote=market.oracle_quote(), oracle_type=market.oracle_type() + stream_provider=partial( + self._oracle_prices_stream, + oracle_base=market.oracle_base(), + oracle_quote=market.oracle_quote(), + oracle_type=market.oracle_type() ), event_processor=self._process_oracle_price_update, event_name_for_errors="funding info", @@ -1071,42 +1075,49 @@ async def _listen_to_funding_info_updates(self, market_id: str): async def _listen_to_positions_updates(self): await self._listen_stream_events( - stream=self._subaccount_positions_stream(), + stream_provider=self._subaccount_positions_stream, event_processor=self._process_position_update, event_name_for_errors="position", ) async def _listen_to_account_balance_updates(self): await self._listen_stream_events( - stream=self._subaccount_balance_stream(), + stream_provider=self._subaccount_balance_stream, event_processor=self._process_subaccount_balance_update, event_name_for_errors="balance", ) async def _listen_to_subaccount_spot_order_updates(self, market_id: str): await self._listen_stream_events( - stream=self._subaccount_spot_orders_stream(market_id=market_id), + stream_provider=partial(self._subaccount_spot_orders_stream, market_id=market_id), event_processor=self._process_subaccount_order_update, event_name_for_errors="subaccount spot order", ) async def _listen_to_subaccount_derivative_order_updates(self, market_id: str): await self._listen_stream_events( - stream=self._subaccount_derivative_orders_stream(market_id=market_id), + stream_provider=partial(self._subaccount_derivative_orders_stream, market_id=market_id), event_processor=self._process_subaccount_order_update, event_name_for_errors="subaccount derivative order", ) async def _listen_to_chain_transactions(self): await self._listen_stream_events( - stream = self._transactions_stream(), + stream_provider=self._transactions_stream, event_processor=self._process_transaction_update, event_name_for_errors="transaction", ) - async def _listen_stream_events(self, stream, event_processor: Callable, event_name_for_errors: str, **kwargs): + async def _listen_stream_events( + self, + stream_provider: Callable, + event_processor: Callable, + event_name_for_errors: str, + **kwargs): while True: + self.logger().debug(f"Starting stream for {event_name_for_errors}") try: + stream = stream_provider() async for event in stream: try: await event_processor(event, **kwargs) @@ -1118,6 +1129,7 @@ async def _listen_stream_events(self, stream, event_processor: Callable, event_n raise except Exception as ex: self.logger().error(f"Error while listening to {event_name_for_errors} stream, reconnecting ... ({ex})") + self.logger().debug(f"Reconnecting stream for {event_name_for_errors}") async def _process_order_book_update(self, order_book_update: Dict[str, Any]): market_id = order_book_update["marketId"] From 0e9cdf1ea6958329505fbd11422f77749b370496 Mon Sep 17 00:00:00 2001 From: Michael Feng Date: Mon, 14 Aug 2023 06:50:45 -0700 Subject: [PATCH 245/359] errors.log --- Dockerfile | 2 +- start | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index fd7355bf53..cbbf5caa7c 100644 --- a/Dockerfile +++ b/Dockerfile @@ -73,4 +73,4 @@ SHELL [ "/bin/bash", "-lc" ] # Set the default command to run when starting the container -CMD conda activate hummingbot && ./bin/hummingbot_quickstart.py 2>/dev/null \ No newline at end of file +CMD conda activate hummingbot && touch errors.log && ./bin/hummingbot_quickstart.py 2>>errors.log \ No newline at end of file diff --git a/start b/start index 6b5b85c67e..1acb53ac9e 100755 --- a/start +++ b/start @@ -13,4 +13,4 @@ if [[ $CONDA_DEFAULT_ENV != "hummingbot" ]]; then fi # Run bin/hummingbot.py -bin/hummingbot.py 2>/dev/null +touch errors.log && bin/hummingbot.py 2>>errors.log From 060ffde4a4ff5b65f02c82e1c3f54e0f1b1466de Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 14 Aug 2023 13:22:40 -0300 Subject: [PATCH 246/359] (feat) Added support for off-chain vaults trading in Injective V2 Perpetual connector --- .../injective_vaults_data_source.py | 135 +- ...petual_derivative_for_delegated_account.py | 34 +- ...perpetual_derivative_for_offchain_vault.py | 2701 +++++++++++++++++ ...njective_v2_exchange_for_offchain_vault.py | 12 +- 4 files changed, 2804 insertions(+), 78 deletions(-) create mode 100644 test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 5eb118d83c..ca2c907c9a 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -3,7 +3,7 @@ import json import re from decimal import Decimal -from typing import Any, Dict, List, Mapping, Optional, Tuple +from typing import Any, Dict, List, Mapping, Optional, Tuple, Union from bidict import bidict from google.protobuf import any_pb2, json_format @@ -323,62 +323,36 @@ async def order_updates_for_transaction( ) -> List[OrderUpdate]: spot_orders = spot_orders or [] perpetual_orders = perpetual_orders or [] - transaction_orders = spot_orders + perpetual_orders - - order_updates = [] async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) transaction_spot_orders = transaction_messages[0]["value"]["msg"]["admin_execute_message"]["injective_message"]["custom"]["msg_data"]["batch_update_orders"]["spot_orders_to_create"] - transaction_logs = json.loads(base64.b64decode(transaction_info["data"]["logs"]).decode()) - batch_orders_message_event = next( - (event for event in transaction_logs[0].get("events", []) if event.get("type") == "wasm"), - {} + transaction_derivative_orders = transaction_messages[0]["value"]["msg"]["admin_execute_message"]["injective_message"]["custom"]["msg_data"]["batch_update_orders"]["derivative_orders_to_create"] + + spot_order_hashes = self._order_hashes_from_transaction( + transaction_info=transaction_info, + hashes_group_key="spot_order_hashes", + ) + derivative_order_hashes = self._order_hashes_from_transaction( + transaction_info=transaction_info, + hashes_group_key="derivative_order_hashes", ) - response = next( - (attribute.get("value", "") - for attribute in batch_orders_message_event.get("attributes", []) - if attribute.get("key") == "batch_update_orders_response"), "") - spot_order_hashes_match = re.search(r"spot_order_hashes: (\[.*?\])", response) - if spot_order_hashes_match is not None: - spot_order_hashes_text = spot_order_hashes_match.group(1) - else: - spot_order_hashes_text = "" - spot_order_hashes = re.findall(r"[\"'](0x\w+)[\"']", spot_order_hashes_text) - for order_info, order_hash in zip(transaction_spot_orders, spot_order_hashes): - market = await self.spot_market_info_for_id(market_id=order_info["market_id"]) - price = market.price_from_chain_format(chain_price=Decimal(order_info["order_info"]["price"])) - amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) - trade_type = TradeType.BUY if order_info["order_type"] in [1, 7, 9] else TradeType.SELL - for transaction_order in transaction_orders: - if transaction_order in spot_orders: - market_id = await self.market_id_for_spot_trading_pair(trading_pair=transaction_order.trading_pair) - else: - market_id = await self.market_id_for_derivative_trading_pair( - trading_pair=transaction_order.trading_pair) - if (market_id == order_info["market_id"] - and transaction_order.amount == amount - and transaction_order.price == price - and transaction_order.trade_type == trade_type): - new_state = OrderState.OPEN if transaction_order.is_pending_create else transaction_order.current_state - order_update = OrderUpdate( - trading_pair=transaction_order.trading_pair, - update_timestamp=self._time(), - new_state=new_state, - client_order_id=transaction_order.client_order_id, - exchange_order_id=order_hash, - ) - transaction_orders.remove(transaction_order) - order_updates.append(order_update) - self.logger().debug( - f"Exchange order id found for order {transaction_order.client_order_id} ({order_update})" - ) - break + spot_order_updates = await self._transaction_order_updates( + orders=spot_orders, + transaction_orders_info=transaction_spot_orders, + order_hashes=spot_order_hashes + ) - return order_updates + derivative_order_updates = await self._transaction_order_updates( + orders=perpetual_orders, + transaction_orders_info=transaction_derivative_orders, + order_hashes=derivative_order_hashes + ) + + return spot_order_updates + derivative_order_updates def real_tokens_spot_trading_pair(self, unique_trading_pair: str) -> str: resulting_trading_pair = unique_trading_pair @@ -413,7 +387,8 @@ async def _initialize_timeout_height(self): self._is_timeout_height_initialized = True def _reset_order_hash_manager(self): - raise NotImplementedError + # The vaults data source does not calculate locally the order hashes + pass def _sign_and_encode(self, transaction: Transaction) -> bytes: sign_doc = transaction.get_sign_doc(self._public_key) @@ -575,7 +550,7 @@ async def _create_spot_order_definition(self, order: GatewayInFlightOrder): return definition async def _create_derivative_order_definition(self, order: GatewayPerpetualInFlightOrder): - # Both price and quantity have to be adjusted because the vaults expect to receive those values without + # Price, quantity and margin have to be adjusted because the vaults expect to receive those values without # the extra 18 zeros that the chain backend expects for direct trading messages market_id = await self.market_id_for_derivative_trading_pair(order.trading_pair) definition = self.composer.DerivativeOrder( @@ -592,6 +567,7 @@ async def _create_derivative_order_definition(self, order: GatewayPerpetualInFli definition.order_info.quantity = f"{(Decimal(definition.order_info.quantity) * Decimal('1e-18')).normalize():f}" definition.order_info.price = f"{(Decimal(definition.order_info.price) * Decimal('1e-18')).normalize():f}" + definition.margin = f"{(Decimal(definition.margin) * Decimal('1e-18')).normalize():f}" return definition def _place_order_results( @@ -625,3 +601,62 @@ def _create_execute_contract_internal_message(self, batch_update_orders_params: } } } + + def _order_hashes_from_transaction(self, transaction_info: Dict[str, Any], hashes_group_key: str) -> List[str]: + transaction_logs = json.loads(base64.b64decode(transaction_info["data"]["logs"]).decode()) + batch_orders_message_event = next( + (event for event in transaction_logs[0].get("events", []) if event.get("type") == "wasm"), + {} + ) + response = next( + (attribute.get("value", "") + for attribute in batch_orders_message_event.get("attributes", []) + if attribute.get("key") == "batch_update_orders_response"), "") + order_hashes_match = re.search(f"{hashes_group_key}: (\\[.*?\\])", response) + if order_hashes_match is not None: + order_hashes_text = order_hashes_match.group(1) + else: + order_hashes_text = "" + order_hashes = re.findall(r"[\"'](0x\w+)[\"']", order_hashes_text) + + return order_hashes + + async def _transaction_order_updates( + self, + orders: List[Union[GatewayInFlightOrder, GatewayPerpetualInFlightOrder]], + transaction_orders_info: List[Dict[str, Any]], + order_hashes: List[str], + ) -> List[OrderUpdate]: + order_updates = [] + + for order_info, order_hash in zip(transaction_orders_info, order_hashes): + market_id = order_info["market_id"] + if market_id in await self.spot_market_and_trading_pair_map(): + market = await self.spot_market_info_for_id(market_id=market_id) + else: + market = await self.derivative_market_info_for_id(market_id=market_id) + market_trading_pair = await self.trading_pair_for_market(market_id=market_id) + price = market.price_from_chain_format(chain_price=Decimal(order_info["order_info"]["price"])) + amount = market.quantity_from_chain_format(chain_quantity=Decimal(order_info["order_info"]["quantity"])) + trade_type = TradeType.BUY if order_info["order_type"] in [1, 7, 9] else TradeType.SELL + for transaction_order in orders: + if (transaction_order.trading_pair == market_trading_pair + and transaction_order.amount == amount + and transaction_order.price == price + and transaction_order.trade_type == trade_type): + new_state = OrderState.OPEN if transaction_order.is_pending_create else transaction_order.current_state + order_update = OrderUpdate( + trading_pair=transaction_order.trading_pair, + update_timestamp=self._time(), + new_state=new_state, + client_order_id=transaction_order.client_order_id, + exchange_order_id=order_hash, + ) + orders.remove(transaction_order) + order_updates.append(order_update) + self.logger().debug( + f"Exchange order id found for order {transaction_order.client_order_id} ({order_update})" + ) + break + + return order_updates diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py index 84a1f743d0..3e6b85327a 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py @@ -729,9 +729,9 @@ def order_event_for_new_order_websocket_update(self, order: InFlightOrder): "subaccountId": self.portfolio_account_subaccount_id, "executionType": "market" if order.order_type == OrderType.MARKET else "limit", "orderType": order.trade_type.name.lower(), - "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), "triggerPrice": "0", - "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "quantity": str(order.amount), "filledQuantity": "0", "state": "booked", "createdAt": "1688667498756", @@ -748,9 +748,9 @@ def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): "subaccountId": self.portfolio_account_subaccount_id, "executionType": "market" if order.order_type == OrderType.MARKET else "limit", "orderType": order.trade_type.name.lower(), - "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), "triggerPrice": "0", - "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "quantity": str(order.amount), "filledQuantity": "0", "state": "canceled", "createdAt": "1688667498756", @@ -767,10 +767,10 @@ def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): "subaccountId": self.portfolio_account_subaccount_id, "executionType": "market" if order.order_type == OrderType.MARKET else "limit", "orderType": order.trade_type.name.lower(), - "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), "triggerPrice": "0", - "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), - "filledQuantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "quantity": str(order.amount), + "filledQuantity": str(order.amount), "state": "filled", "createdAt": "1688476825015", "updatedAt": "1688476825015", @@ -2745,9 +2745,9 @@ def _order_status_request_open_mock_response(self, order: GatewayPerpetualInFlig "subaccountId": self.portfolio_account_subaccount_id, "executionType": "market" if order.order_type == OrderType.MARKET else "limit", "orderType": order.trade_type.name.lower(), - "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), "triggerPrice": "0", - "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "quantity": str(order.amount), "filledQuantity": "0", "state": "booked", "createdAt": "1688476825015", @@ -2772,10 +2772,10 @@ def _order_status_request_partially_filled_mock_response(self, order: GatewayPer "subaccountId": self.portfolio_account_subaccount_id, "executionType": "market" if order.order_type == OrderType.MARKET else "limit", "orderType": order.trade_type.name.lower(), - "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), "triggerPrice": "0", - "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), - "filledQuantity": str(self.expected_partial_fill_amount * Decimal(f"1e{self.base_decimals}")), + "quantity": str(order.amount), + "filledQuantity": str(self.expected_partial_fill_amount), "state": "partial_filled", "createdAt": "1688476825015", "updatedAt": "1688476825015", @@ -2799,10 +2799,10 @@ def _order_status_request_completely_filled_mock_response(self, order: GatewayPe "subaccountId": self.portfolio_account_subaccount_id, "executionType": "market" if order.order_type == OrderType.MARKET else "limit", "orderType": order.trade_type.name.lower(), - "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), "triggerPrice": "0", - "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), - "filledQuantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "quantity": str(order.amount), + "filledQuantity": str(order.amount), "state": "filled", "createdAt": "1688476825015", "updatedAt": "1688476825015", @@ -2826,9 +2826,9 @@ def _order_status_request_canceled_mock_response(self, order: GatewayPerpetualIn "subaccountId": self.portfolio_account_subaccount_id, "executionType": "market" if order.order_type == OrderType.MARKET else "limit", "orderType": order.trade_type.name.lower(), - "price": str(order.price * Decimal(f"1e{self.quote_decimals - self.base_decimals}")), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), "triggerPrice": "0", - "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "quantity": str(order.amount), "filledQuantity": "0", "state": "canceled", "createdAt": "1688476825015", diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py new file mode 100644 index 0000000000..04aa07dafa --- /dev/null +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py @@ -0,0 +1,2701 @@ +import asyncio +import base64 +import json +from collections import OrderedDict +from copy import copy +from decimal import Decimal +from functools import partial +from test.hummingbot.connector.exchange.injective_v2.programmable_query_executor import ProgrammableQueryExecutor +from typing import Any, Callable, Dict, List, Optional, Tuple, Union +from unittest.mock import AsyncMock + +from aioresponses import aioresponses +from aioresponses.core import RequestCall +from bidict import bidict +from grpc import RpcError +from pyinjective import Address, PrivateKey + +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_derivative import ( + InjectiveV2PerpetualDerivative, +) +from hummingbot.connector.derivative.injective_v2_perpetual.injective_v2_perpetual_utils import InjectiveConfigMap +from hummingbot.connector.exchange.injective_v2.injective_v2_utils import ( + InjectiveTestnetNetworkMode, + InjectiveVaultAccountMode, +) +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayPerpetualInFlightOrder +from hummingbot.connector.test_support.perpetual_derivative_test import AbstractPerpetualDerivativeTests +from hummingbot.connector.trading_rule import TradingRule +from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, PositionSide, TradeType +from hummingbot.core.data_type.funding_info import FundingInfo, FundingInfoUpdate +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState +from hummingbot.core.data_type.limit_order import LimitOrder +from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase +from hummingbot.core.event.events import ( + BuyOrderCompletedEvent, + BuyOrderCreatedEvent, + FundingPaymentCompletedEvent, + MarketOrderFailureEvent, + OrderCancelledEvent, + OrderFilledEvent, +) +from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.utils.async_utils import safe_gather + + +class InjectiveV2PerpetualDerivativeForOffChainVaultTests(AbstractPerpetualDerivativeTests.PerpetualDerivativeTests): + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.base_asset = "INJ" + cls.quote_asset = "USDT" + cls.base_asset_denom = "inj" + cls.quote_asset_denom = "peggy0x87aB3B4C8661e07D6372361211B96ed4Dc36B1B5" # noqa: mock + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.market_id = "0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6" # noqa: mock + + _, grantee_private_key = PrivateKey.generate() + cls.trading_account_private_key = grantee_private_key.to_hex() + cls.trading_account_public_key = grantee_private_key.to_public_key().to_address().to_acc_bech32() + cls.trading_account_subaccount_index = 0 + cls.vault_contract_address = "inj1zlwdkv49rmsug0pnwu6fmwnl267lfr34yvhwgp" # noqa: mock" + cls.vault_contract_subaccount_index = 1 + vault_address = Address.from_acc_bech32(cls.vault_contract_address) + cls.vault_contract_subaccount_id = vault_address.get_subaccount_id( + index=cls.vault_contract_subaccount_index + ) + cls.base_decimals = 18 + cls.quote_decimals = 6 + + cls._transaction_hash = "017C130E3602A48E5C9D661CAC657BF1B79262D4B71D5C25B1DA62DE2338DA0E" # noqa: mock" + + def setUp(self) -> None: + super().setUp() + self._original_async_loop = asyncio.get_event_loop() + self.async_loop = asyncio.new_event_loop() + asyncio.set_event_loop(self.async_loop) + self._logs_event: Optional[asyncio.Event] = None + self.exchange._data_source.logger().setLevel(1) + self.exchange._data_source.logger().addHandler(self) + + self.exchange._orders_processing_delta_time = 0.1 + self.async_tasks.append(self.async_loop.create_task(self.exchange._process_queued_orders())) + + def tearDown(self) -> None: + super().tearDown() + self.async_loop.stop() + self.async_loop.close() + asyncio.set_event_loop(self._original_async_loop) + self._logs_event = None + + def handle(self, record): + super().handle(record=record) + if self._logs_event is not None: + self._logs_event.set() + + def reset_log_event(self): + if self._logs_event is not None: + self._logs_event.clear() + + async def wait_for_a_log(self): + if self._logs_event is not None: + await self._logs_event.wait() + + @property + def expected_supported_position_modes(self) -> List[PositionMode]: + return [PositionMode.ONEWAY] + + @property + def funding_info_url(self): + raise NotImplementedError + + @property + def funding_payment_url(self): + raise NotImplementedError + + @property + def funding_info_mock_response(self): + raise NotImplementedError + + @property + def empty_funding_payment_mock_response(self): + raise NotImplementedError + + @property + def funding_payment_mock_response(self): + raise NotImplementedError + + @property + def all_symbols_url(self): + raise NotImplementedError + + @property + def latest_prices_url(self): + raise NotImplementedError + + @property + def network_status_url(self): + raise NotImplementedError + + @property + def trading_rules_url(self): + raise NotImplementedError + + @property + def order_creation_url(self): + raise NotImplementedError + + @property + def balance_url(self): + raise NotImplementedError + + @property + def all_symbols_request_mock_response(self): + raise NotImplementedError + + @property + def latest_prices_request_mock_response(self): + return { + "trades": [ + { + "orderHash": "0x9ffe4301b24785f09cb529c1b5748198098b17bd6df8fe2744d923a574179229", # noqa: mock + "subaccountId": "0xa73ad39eab064051fb468a5965ee48ca87ab66d4000000000000000000000000", # noqa: mock + "marketId": "0x0611780ba69656949525013d947713300f56c37b6175e02f26bffa495c3208fe", # noqa: mock + "tradeExecutionType": "limitMatchRestingOrder", + "positionDelta": { + "tradeDirection": "sell", + "executionPrice": str( + Decimal(str(self.expected_latest_price)) * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": "142000000000000000000", + "executionMargin": "1245280000" + }, + "payout": "1187984833.579447998034818126", + "fee": "-112393", + "executedAt": "1688734042063", + "feeRecipient": "inj15uad884tqeq9r76x3fvktmjge2r6kek55c2zpa", # noqa: mock + "tradeId": "13374245_801_0", + "executionSide": "maker" + }, + ], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } + + @property + def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: + response = self.all_derivative_markets_mock_response + response.append({ + "marketId": "invalid_market_id", + "marketStatus": "active", + "ticker": "INVALID/MARKET", + "makerFeeRate": "-0.0001", + "takerFeeRate": "0.001", + "serviceProviderFee": "0.4", + "minPriceTickSize": "0.000000000000001", + "minQuantityTickSize": "1000000000000000" + }) + + return ("INVALID_MARKET", response) + + @property + def network_status_request_successful_mock_response(self): + return {} + + @property + def trading_rules_request_mock_response(self): + raise NotImplementedError + + @property + def trading_rules_request_erroneous_mock_response(self): + return [{ + "marketId": "0x0611780ba69656949525013d947713300f56c37b6175e02f26bffa495c3208fe", # noqa: mock + "marketStatus": "active", + "ticker": f"{self.base_asset}/{self.quote_asset}", + "baseDenom": self.base_asset_denom, + "baseTokenMeta": { + "name": "Base Asset", + "address": "0xe28b3B32B6c345A34Ff64674606124Dd5Aceca30", # noqa: mock + "symbol": self.base_asset, + "logo": "https://static.alchemyapi.io/images/assets/7226.png", + "decimals": self.base_decimals, + "updatedAt": "1687190809715" + }, + "quoteDenom": self.quote_asset_denom, # noqa: mock + "quoteTokenMeta": { + "name": "Quote Asset", + "address": "0x0000000000000000000000000000000000000000", # noqa: mock + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": self.quote_decimals, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0001", + "takerFeeRate": "0.001", + "serviceProviderFee": "0.4", + }] + + @property + def order_creation_request_successful_mock_response(self): + return {"txhash": "017C130E3602A48E5C9D661CAC657BF1B79262D4B71D5C25B1DA62DE2338DA0E", # noqa: mock" + "rawLog": "[]"} + + @property + def balance_request_mock_response_for_base_and_quote(self): + return { + "accountAddress": self.vault_contract_address, + "bankBalances": [ + { + "denom": self.base_asset_denom, + "amount": str(Decimal(5) * Decimal(1e18)) + }, + { + "denom": self.quote_asset_denom, + "amount": str(Decimal(1000) * Decimal(1e6)) + } + ], + "subaccounts": [ + { + "subaccountId": self.vault_contract_subaccount_id, + "denom": self.quote_asset_denom, + "deposit": { + "totalBalance": str(Decimal(2000) * Decimal(1e6)), + "availableBalance": str(Decimal(2000) * Decimal(1e6)) + } + }, + { + "subaccountId": self.vault_contract_subaccount_id, + "denom": self.base_asset_denom, + "deposit": { + "totalBalance": str(Decimal(15) * Decimal(1e18)), + "availableBalance": str(Decimal(10) * Decimal(1e18)) + } + }, + ] + } + + @property + def balance_request_mock_response_only_base(self): + return { + "accountAddress": self.vault_contract_address, + "bankBalances": [], + "subaccounts": [ + { + "subaccountId": self.vault_contract_subaccount_id, + "denom": self.base_asset_denom, + "deposit": { + "totalBalance": str(Decimal(15) * Decimal(1e18)), + "availableBalance": str(Decimal(10) * Decimal(1e18)) + } + }, + ] + } + + @property + def balance_event_websocket_update(self): + return { + "balance": { + "subaccountId": self.vault_contract_subaccount_id, + "accountAddress": self.vault_contract_address, + "denom": self.base_asset_denom, + "deposit": { + "totalBalance": str(Decimal(15) * Decimal(1e18)), + "availableBalance": str(Decimal(10) * Decimal(1e18)), + } + }, + "timestamp": "1688659208000" + } + + @property + def expected_latest_price(self): + return 9999.9 + + @property + def expected_supported_order_types(self): + return [OrderType.LIMIT, OrderType.LIMIT_MAKER] + + @property + def expected_trading_rule(self): + market_info = self.all_derivative_markets_mock_response[0] + min_price_tick_size = (Decimal(market_info["minPriceTickSize"]) + * Decimal(f"1e{-market_info['quoteTokenMeta']['decimals']}")) + min_quantity_tick_size = Decimal(market_info["minQuantityTickSize"]) + trading_rule = TradingRule( + trading_pair=self.trading_pair, + min_order_size=min_quantity_tick_size, + min_price_increment=min_price_tick_size, + min_base_amount_increment=min_quantity_tick_size, + min_quote_amount_increment=min_price_tick_size, + ) + + return trading_rule + + @property + def expected_logged_error_for_erroneous_trading_rule(self): + erroneous_rule = self.trading_rules_request_erroneous_mock_response[0] + return f"Error parsing the trading pair rule: {erroneous_rule}. Skipping..." + + @property + def expected_exchange_order_id(self): + return "0x3870fbdd91f07d54425147b1bb96404f4f043ba6335b422a6d494d285b387f00" # noqa: mock + + @property + def is_order_fill_http_update_included_in_status_update(self) -> bool: + return True + + @property + def is_order_fill_http_update_executed_during_websocket_order_event_processing(self) -> bool: + raise NotImplementedError + + @property + def expected_partial_fill_price(self) -> Decimal: + return Decimal("100") + + @property + def expected_partial_fill_amount(self) -> Decimal: + return Decimal("10") + + @property + def expected_fill_fee(self) -> TradeFeeBase: + return AddedToCostTradeFee( + percent_token=self.quote_asset, flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("30"))] + ) + + @property + def expected_fill_trade_id(self) -> str: + return "10414162_22_33" + + @property + def all_spot_markets_mock_response(self): + return [{ + "marketId": "0x0611780ba69656949525013d947713300f56c37b6175e02f26bffa495c3208fe", # noqa: mock + "marketStatus": "active", + "ticker": f"{self.base_asset}/{self.quote_asset}", + "baseDenom": self.base_asset_denom, + "baseTokenMeta": { + "name": "Base Asset", + "address": "0xe28b3B32B6c345A34Ff64674606124Dd5Aceca30", # noqa: mock + "symbol": self.base_asset, + "logo": "https://static.alchemyapi.io/images/assets/7226.png", + "decimals": self.base_decimals, + "updatedAt": "1687190809715" + }, + "quoteDenom": self.quote_asset_denom, # noqa: mock + "quoteTokenMeta": { + "name": "Quote Asset", + "address": "0x0000000000000000000000000000000000000000", # noqa: mock + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": self.quote_decimals, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0001", + "takerFeeRate": "0.001", + "serviceProviderFee": "0.4", + "minPriceTickSize": "0.000000000000001", + "minQuantityTickSize": "1000000000000000" + }] + + @property + def all_derivative_markets_mock_response(self): + return [ + { + "marketId": self.market_id, + "marketStatus": "active", + "ticker": f"{self.base_asset}/{self.quote_asset} PERP", + "oracleBase": "0x2d9315a88f3019f8efa88dfe9c0f0843712da0bac814461e27733f6b83eb51b3", # noqa: mock + "oracleQuote": "0x1fc18861232290221461220bd4e2acd1dcdfbc89c84092c93c18bdc7756c1588", # noqa: mock + "oracleType": "pyth", + "oracleScaleFactor": 6, + "initialMarginRatio": "0.195", + "maintenanceMarginRatio": "0.05", + "quoteDenom": self.quote_asset_denom, + "quoteTokenMeta": { + "name": "Testnet Tether USDT", + "address": "0x0000000000000000000000000000000000000000", + "symbol": self.quote_asset, + "logo": "https://static.alchemyapi.io/images/assets/825.png", + "decimals": self.quote_decimals, + "updatedAt": "1687190809716" + }, + "makerFeeRate": "-0.0003", + "takerFeeRate": "0.003", + "serviceProviderFee": "0.4", + "isPerpetual": True, + "minPriceTickSize": "100", + "minQuantityTickSize": "0.0001", + "perpetualMarketInfo": { + "hourlyFundingRateCap": "0.000625", + "hourlyInterestRate": "0.00000416666", + "nextFundingTimestamp": str(self.target_funding_info_next_funding_utc_timestamp), + "fundingInterval": "3600" + }, + "perpetualMarketFunding": { + "cumulativeFunding": "81363.592243119007273334", + "cumulativePrice": "1.432536051546776736", + "lastTimestamp": "1689423842" + } + }, + ] + + def position_event_for_full_fill_websocket_update(self, order: InFlightOrder, unrealized_pnl: float): + raise NotImplementedError + + def configure_successful_set_position_mode(self, position_mode: PositionMode, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None): + raise NotImplementedError + + def configure_failed_set_position_mode( + self, + position_mode: PositionMode, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> Tuple[str, str]: + raise NotImplementedError + + def configure_failed_set_leverage( + self, + leverage: int, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> Tuple[str, str]: + raise NotImplementedError + + def configure_successful_set_leverage( + self, + leverage: int, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ): + raise NotImplementedError + + def funding_info_event_for_websocket_update(self): + raise NotImplementedError + + def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + return self.market_id + + def create_exchange_instance(self): + client_config_map = ClientConfigAdapter(ClientConfigMap()) + network_config = InjectiveTestnetNetworkMode() + + account_config = InjectiveVaultAccountMode( + private_key=self.trading_account_private_key, + subaccount_index=self.trading_account_subaccount_index, + vault_contract_address=self.vault_contract_address, + ) + + injective_config = InjectiveConfigMap( + network=network_config, + account_type=account_config, + ) + + exchange = InjectiveV2PerpetualDerivative( + client_config_map=client_config_map, + connector_configuration=injective_config, + trading_pairs=[self.trading_pair], + ) + + exchange._data_source._query_executor = ProgrammableQueryExecutor() + exchange._data_source._spot_market_and_trading_pair_map = bidict() + exchange._data_source._derivative_market_and_trading_pair_map = bidict({self.market_id: self.trading_pair}) + return exchange + + def validate_auth_credentials_present(self, request_call: RequestCall): + raise NotImplementedError + + def validate_order_creation_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def validate_order_cancelation_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def validate_order_status_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def validate_trades_request(self, order: InFlightOrder, request_call: RequestCall): + raise NotImplementedError + + def configure_all_symbols_response( + self, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + all_markets_mock_response = self.all_spot_markets_mock_response + self.exchange._data_source._query_executor._spot_markets_responses.put_nowait(all_markets_mock_response) + all_markets_mock_response = self.all_derivative_markets_mock_response + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait(all_markets_mock_response) + return "" + + def configure_trading_rules_response( + self, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, + ) -> List[str]: + + self.configure_all_symbols_response(mock_api=mock_api, callback=callback) + return "" + + def configure_erroneous_trading_rules_response( + self, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, + ) -> List[str]: + + self.exchange._data_source._query_executor._spot_markets_responses.put_nowait([]) + response = self.trading_rules_request_erroneous_mock_response + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait(response) + return "" + + def configure_successful_cancelation_response(self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + response = self._order_cancelation_request_successful_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + return "" + + def configure_erroneous_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + response = self._order_cancelation_request_erroneous_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + return "" + + def configure_order_not_found_error_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + raise NotImplementedError + + def configure_one_successful_one_erroneous_cancel_all_response( + self, + successful_order: InFlightOrder, + erroneous_order: InFlightOrder, + mock_api: aioresponses + ) -> List[str]: + raise NotImplementedError + + def configure_completely_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> List[str]: + self.configure_all_symbols_response(mock_api=mock_api) + response = self._order_status_request_completely_filled_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] + + def configure_canceled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> Union[str, List[str]]: + self.configure_all_symbols_response(mock_api=mock_api) + + self.exchange._data_source._query_executor._spot_trades_responses.put_nowait( + {"trades": [], "paging": {"total": "0"}}) + self.exchange._data_source._query_executor._derivative_trades_responses.put_nowait( + {"trades": [], "paging": {"total": "0"}}) + + response = self._order_status_request_canceled_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] + + def configure_open_order_status_response(self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> List[str]: + self.configure_all_symbols_response(mock_api=mock_api) + + self.exchange._data_source._query_executor._derivative_trades_responses.put_nowait( + {"trades": [], "paging": {"total": "0"}}) + + response = self._order_status_request_open_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] + + def configure_http_error_order_status_response(self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + self.configure_all_symbols_response(mock_api=mock_api) + + mock_queue = AsyncMock() + mock_queue.get.side_effect = IOError("Test error for trades responses") + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + + mock_queue = AsyncMock() + mock_queue.get.side_effect = IOError("Test error for historical orders responses") + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return None + + def configure_partially_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + self.configure_all_symbols_response(mock_api=mock_api) + response = self._order_status_request_partially_filled_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return None + + def configure_order_not_found_error_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> List[str]: + self.configure_all_symbols_response(mock_api=mock_api) + response = self._order_status_request_not_found_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._historical_derivative_orders_responses = mock_queue + return [] + + def configure_partial_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + response = self._order_fills_request_partial_fill_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + return None + + def configure_erroneous_http_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + mock_queue = AsyncMock() + mock_queue.get.side_effect = IOError("Test error for trades responses") + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + return None + + def configure_full_fill_trade_response(self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + response = self._order_fills_request_full_fill_mock_response(order=order) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._derivative_trades_responses = mock_queue + return None + + def order_event_for_new_order_websocket_update(self, order: InFlightOrder): + return { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount), + "filledQuantity": "0", + "state": "booked", + "createdAt": "1688667498756", + "updatedAt": "1688667498756", + "direction": order.trade_type.name.lower(), + "margin": "31342413000", + "txHash": "0x0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock" + } + + def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): + return { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount), + "filledQuantity": "0", + "state": "canceled", + "createdAt": "1688667498756", + "updatedAt": "1688667498756", + "direction": order.trade_type.name.lower(), + "margin": "31342413000", + "txHash": "0x0000000000000000000000000000000000000000000000000000000000000000" # noqa: mock + } + + def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): + return { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount), + "filledQuantity": str(order.amount), + "state": "filled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "direction": order.trade_type.name.lower(), + "margin": "31342413000", + "txHash": order.creation_transaction_hash + } + + def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): + return { + "orderHash": order.exchange_order_id, + "subaccountId": self.vault_contract_subaccount_id, + "marketId": self.market_id, + "tradeExecutionType": "limitMatchRestingOrder", + "positionDelta": { + "tradeDirection": order.trade_type.name.lower(), + "executionPrice": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": str(order.amount), + "executionMargin": "3693162304" + }, + "payout": "3693278402.762361271848955224", + "fee": str(self.expected_fill_fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}")), + "executedAt": "1687878089569", + "feeRecipient": self.vault_contract_address, # noqa: mock + "tradeId": self.expected_fill_trade_id, + "executionSide": "maker" + } + + @aioresponses() + def test_all_trading_pairs_does_not_raise_exception(self, mock_api): + self.exchange._set_trading_pair_symbol_map(None) + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + queue_mock = AsyncMock() + queue_mock.get.side_effect = Exception("Test error") + self.exchange._data_source._query_executor._spot_markets_responses = queue_mock + + result: List[str] = self.async_run_with_timeout(self.exchange.all_trading_pairs(), timeout=10) + + self.assertEqual(0, len(result)) + + def test_batch_order_create(self): + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + # Configure all symbols response to initialize the trading rules + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_rules()) + + buy_order_to_create = LimitOrder( + client_order_id="", + trading_pair=self.trading_pair, + is_buy=True, + base_currency=self.base_asset, + quote_currency=self.quote_asset, + price=Decimal("10"), + quantity=Decimal("2"), + ) + sell_order_to_create = LimitOrder( + client_order_id="", + trading_pair=self.trading_pair, + is_buy=False, + base_currency=self.base_asset, + quote_currency=self.quote_asset, + price=Decimal("11"), + quantity=Decimal("3"), + ) + orders_to_create = [buy_order_to_create, sell_order_to_create] + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + orders: List[LimitOrder] = self.exchange.batch_order_create(orders_to_create=orders_to_create) + + buy_order_to_create_in_flight = GatewayPerpetualInFlightOrder( + client_order_id=orders[0].client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=1640780000, + price=orders[0].price, + amount=orders[0].quantity, + exchange_order_id="0x05536de7e0a41f0bfb493c980c1137afd3e548ae7e740e2662503f940a80e944", # noqa: mock" + creation_transaction_hash=response["txhash"] + ) + sell_order_to_create_in_flight = GatewayPerpetualInFlightOrder( + client_order_id=orders[1].client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.SELL, + creation_timestamp=1640780000, + price=orders[1].price, + amount=orders[1].quantity, + exchange_order_id="0x05536de7e0a41f0bfb493c980c1137afd3e548ae7e740e2662503f940a80e945", # noqa: mock" + creation_transaction_hash=response["txhash"] + ) + + self.async_run_with_timeout(request_sent_event.wait()) + request_sent_event.clear() + + expected_order_hashes = [ + buy_order_to_create_in_flight.exchange_order_id, + sell_order_to_create_in_flight.exchange_order_id, + ] + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_chain_transactions() + ) + ) + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + full_transaction_response = self._orders_creation_transaction_response( + orders=[buy_order_to_create_in_flight, sell_order_to_create_in_flight], + order_hashes=[expected_order_hashes] + ) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=full_transaction_response + ) + self.exchange._data_source._query_executor._transaction_by_hash_responses = mock_queue + + transaction_event = self._orders_creation_transaction_event() + self.exchange._data_source._query_executor._transaction_events.put_nowait(transaction_event) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(2, len(orders)) + self.assertEqual(2, len(self.exchange.in_flight_orders)) + + self.assertIn(buy_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + self.assertIn(sell_order_to_create_in_flight.client_order_id, self.exchange.in_flight_orders) + + self.assertEqual( + buy_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + buy_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[buy_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + self.assertEqual( + sell_order_to_create_in_flight.exchange_order_id, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].exchange_order_id + ) + self.assertEqual( + sell_order_to_create_in_flight.creation_transaction_hash, + self.exchange.in_flight_orders[sell_order_to_create_in_flight.client_order_id].creation_transaction_hash + ) + + @aioresponses() + def test_create_buy_limit_order_successfully(self, mock_api): + """Open long position""" + # Configure all symbols response to initialize the trading rules + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_rules()) + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + leverage = 2 + self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) + order_id = self.place_buy_order() + self.async_run_with_timeout(request_sent_event.wait()) + request_sent_event.clear() + order = self.exchange.in_flight_orders[order_id] + + expected_order_hash = "0x05536de7e0a41f0bfb493c980c1137afd3e548ae7e740e2662503f940a80e944" # noqa: mock" + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_chain_transactions() + ) + ) + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + full_transaction_response = self._orders_creation_transaction_response(orders=[order], + order_hashes=[expected_order_hash]) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=full_transaction_response + ) + self.exchange._data_source._query_executor._transaction_by_hash_responses = mock_queue + + transaction_event = self._orders_creation_transaction_event() + self.exchange._data_source._query_executor._transaction_events.put_nowait(transaction_event) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual(expected_order_hash, order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + + @aioresponses() + def test_create_sell_limit_order_successfully(self, mock_api): + self.configure_all_symbols_response(mock_api=None) + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_id = self.place_sell_order() + self.async_run_with_timeout(request_sent_event.wait()) + request_sent_event.clear() + order = self.exchange.in_flight_orders[order_id] + + expected_order_hash = "0x05536de7e0a41f0bfb493c980c1137afd3e548ae7e740e2662503f940a80e944" # noqa: mock" + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_chain_transactions() + ) + ) + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + full_transaction_response = self._orders_creation_transaction_response( + orders=[order], + order_hashes=[expected_order_hash] + ) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=full_transaction_response + ) + self.exchange._data_source._query_executor._transaction_by_hash_responses = mock_queue + + transaction_event = self._orders_creation_transaction_event() + self.exchange._data_source._query_executor._transaction_events.put_nowait(transaction_event) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual(expected_order_hash, order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + + @aioresponses() + def test_create_order_fails_and_raises_failure_event(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = {"txhash": "", "rawLog": "Error"} + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_id = self.place_buy_order() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertNotIn(order_id, self.exchange.in_flight_orders) + + self.assertEquals(0, len(self.buy_order_created_logger.event_log)) + failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + self.assertEqual(OrderType.LIMIT, failure_event.order_type) + self.assertEqual(order_id, failure_event.order_id) + + self.assertTrue( + self.is_logged( + "INFO", + f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " + f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " + f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" + ) + ) + + @aioresponses() + def test_create_order_fails_when_trading_rule_error_and_raises_failure_event(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + order_id_for_invalid_order = self.place_buy_order( + amount=Decimal("0.0001"), price=Decimal("0.0001") + ) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = {"txhash": "", "rawLog": "Error"} + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + order_id = self.place_buy_order() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertNotIn(order_id_for_invalid_order, self.exchange.in_flight_orders) + self.assertNotIn(order_id, self.exchange.in_flight_orders) + + self.assertEquals(0, len(self.buy_order_created_logger.event_log)) + failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + self.assertEqual(OrderType.LIMIT, failure_event.order_type) + self.assertEqual(order_id_for_invalid_order, failure_event.order_id) + + self.assertTrue( + self.is_logged( + "WARNING", + "Buy order amount 0.0001 is lower than the minimum order size 0.01. The order will not be created, " + "increase the amount to be higher than the minimum order size." + ) + ) + self.assertTrue( + self.is_logged( + "INFO", + f"Order {order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " + f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " + f"client_order_id='{order_id}', exchange_order_id=None, misc_updates=None)" + ) + ) + + @aioresponses() + def test_create_order_to_close_short_position(self, mock_api): + self.configure_all_symbols_response(mock_api=None) + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + leverage = 4 + self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) + order_id = self.place_buy_order(position_action=PositionAction.CLOSE) + self.async_run_with_timeout(request_sent_event.wait()) + request_sent_event.clear() + order = self.exchange.in_flight_orders[order_id] + + expected_order_hash = "0x05536de7e0a41f0bfb493c980c1137afd3e548ae7e740e2662503f940a80e944" # noqa: mock" + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_chain_transactions() + ) + ) + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + full_transaction_response = self._orders_creation_transaction_response(orders=[order], + order_hashes=[expected_order_hash]) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=full_transaction_response + ) + self.exchange._data_source._query_executor._transaction_by_hash_responses = mock_queue + + transaction_event = self._orders_creation_transaction_event() + self.exchange._data_source._query_executor._transaction_events.put_nowait(transaction_event) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual(expected_order_hash, order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + + @aioresponses() + def test_create_order_to_close_long_position(self, mock_api): + self.configure_all_symbols_response(mock_api=None) + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( + transaction_simulation_response) + + response = self.order_creation_request_successful_mock_response + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + leverage = 5 + self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) + order_id = self.place_sell_order(position_action=PositionAction.CLOSE) + self.async_run_with_timeout(request_sent_event.wait()) + request_sent_event.clear() + order = self.exchange.in_flight_orders[order_id] + + expected_order_hash = "0x05536de7e0a41f0bfb493c980c1137afd3e548ae7e740e2662503f940a80e944" # noqa: mock" + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_chain_transactions() + ) + ) + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + full_transaction_response = self._orders_creation_transaction_response(orders=[order], + order_hashes=[expected_order_hash]) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=full_transaction_response + ) + self.exchange._data_source._query_executor._transaction_by_hash_responses = mock_queue + + transaction_event = self._orders_creation_transaction_event() + self.exchange._data_source._query_executor._transaction_events.put_nowait(transaction_event) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.exchange.in_flight_orders)) + self.assertIn(order_id, self.exchange.in_flight_orders) + + order = self.exchange.in_flight_orders[order_id] + + self.assertEqual(expected_order_hash, order.exchange_order_id) + self.assertEqual(response["txhash"], order.creation_transaction_hash) + + def test_batch_order_cancel(self): + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id="11", + exchange_order_id=self.expected_exchange_order_id + "1", + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("100"), + order_type=OrderType.LIMIT, + ) + self.exchange.start_tracking_order( + order_id="12", + exchange_order_id=self.expected_exchange_order_id + "2", + trading_pair=self.trading_pair, + trade_type=TradeType.SELL, + price=Decimal("11000"), + amount=Decimal("110"), + order_type=OrderType.LIMIT, + ) + + buy_order_to_cancel: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders["11"] + sell_order_to_cancel: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders["12"] + orders_to_cancel = [buy_order_to_cancel, sell_order_to_cancel] + + transaction_simulation_response = self._msg_exec_simulation_mock_response() + self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait(transaction_simulation_response) + + response = self._order_cancelation_request_successful_mock_response(order=buy_order_to_cancel) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=response + ) + self.exchange._data_source._query_executor._send_transaction_responses = mock_queue + + self.exchange.batch_order_cancel(orders_to_cancel=orders_to_cancel) + + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertIn(buy_order_to_cancel.client_order_id, self.exchange.in_flight_orders) + self.assertIn(sell_order_to_cancel.client_order_id, self.exchange.in_flight_orders) + self.assertTrue(buy_order_to_cancel.is_pending_cancel_confirmation) + self.assertEqual(response["txhash"], buy_order_to_cancel.cancel_tx_hash) + self.assertTrue(sell_order_to_cancel.is_pending_cancel_confirmation) + self.assertEqual(response["txhash"], sell_order_to_cancel.cancel_tx_hash) + + @aioresponses() + def test_cancel_order_not_found_in_the_exchange(self, mock_api): + # This tests does not apply for Injective. The batch orders update message used for cancelations will not + # detect if the orders exists or not. That will happen when the transaction is executed. + pass + + @aioresponses() + def test_cancel_two_orders_with_cancel_all_and_one_fails(self, mock_api): + # This tests does not apply for Injective. The batch orders update message used for cancelations will not + # detect if the orders exists or not. That will happen when the transaction is executed. + pass + + def test_get_buy_and_sell_collateral_tokens(self): + self._simulate_trading_rules_initialized() + + linear_buy_collateral_token = self.exchange.get_buy_collateral_token(self.trading_pair) + linear_sell_collateral_token = self.exchange.get_sell_collateral_token(self.trading_pair) + + self.assertEqual(self.quote_asset, linear_buy_collateral_token) + self.assertEqual(self.quote_asset, linear_sell_collateral_token) + + def test_order_not_found_in_its_creating_transaction_marked_as_failed_during_order_creation_check(self): + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id="0x9f94598b4842ab66037eaa7c64ec10ae16dcf196e61db8522921628522c0f62e", # noqa: mock + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("100"), + order_type=OrderType.LIMIT, + ) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + order: GatewayPerpetualInFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + order.update_creation_transaction_hash(creation_transaction_hash="66A360DA2FD6884B53B5C019F1A2B5BED7C7C8FC07E83A9C36AD3362EDE096AE") # noqa: mock + + modified_order = copy(order) + modified_order.amount = modified_order.amount + Decimal("1") + transaction_response = self._orders_creation_transaction_response( + orders=[modified_order], + order_hashes=["0xc5d66f56942e1ae407c01eedccd0471deb8e202a514cde3bae56a8307e376cd1"], # noqa: mock" + ) + self.exchange._data_source._query_executor._transaction_by_hash_responses.put_nowait(transaction_response) + + self.async_run_with_timeout(self.exchange._check_orders_creation_transactions()) + + self.assertEquals(0, len(self.buy_order_created_logger.event_log)) + failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + self.assertEqual(OrderType.LIMIT, failure_event.order_type) + self.assertEqual(order.client_order_id, failure_event.order_id) + + self.assertTrue( + self.is_logged( + "INFO", + f"Order {order.client_order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}', " + f"update_timestamp={self.exchange.current_timestamp}, new_state={repr(OrderState.FAILED)}, " + f"client_order_id='{order.client_order_id}', exchange_order_id=None, misc_updates=None)" + ) + ) + + def test_user_stream_balance_update(self): + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) + + balance_event = self.balance_event_websocket_update + + mock_queue = AsyncMock() + mock_queue.get.side_effect = [balance_event, asyncio.CancelledError] + self.exchange._data_source._query_executor._subaccount_balance_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout(self.exchange._data_source._listen_to_account_balance_updates()) + except asyncio.CancelledError: + pass + + self.assertEqual(Decimal("10"), self.exchange.available_balances[self.base_asset]) + self.assertEqual(Decimal("15"), self.exchange.get_balance(self.base_asset)) + + def test_user_stream_update_for_new_order(self): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + order_event = self.order_event_for_new_order_websocket_update(order=order) + + mock_queue = AsyncMock() + event_messages = [order_event, asyncio.CancelledError] + mock_queue.get.side_effect = event_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + except asyncio.CancelledError: + pass + + event: BuyOrderCreatedEvent = self.buy_order_created_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, event.timestamp) + self.assertEqual(order.order_type, event.type) + self.assertEqual(order.trading_pair, event.trading_pair) + self.assertEqual(order.amount, event.amount) + self.assertEqual(order.price, event.price) + self.assertEqual(order.client_order_id, event.order_id) + self.assertEqual(order.exchange_order_id, event.exchange_order_id) + self.assertTrue(order.is_open) + + tracked_order: InFlightOrder = list(self.exchange.in_flight_orders.values())[0] + + self.assertTrue(self.is_logged("INFO", tracked_order.build_order_created_message())) + + def test_user_stream_update_for_canceled_order(self): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + order_event = self.order_event_for_canceled_order_websocket_update(order=order) + + mock_queue = AsyncMock() + event_messages = [order_event, asyncio.CancelledError] + mock_queue.get.side_effect = event_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + except asyncio.CancelledError: + pass + + cancel_event: OrderCancelledEvent = self.order_cancelled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, cancel_event.timestamp) + self.assertEqual(order.client_order_id, cancel_event.order_id) + self.assertEqual(order.exchange_order_id, cancel_event.exchange_order_id) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertTrue(order.is_cancelled) + self.assertTrue(order.is_done) + + self.assertTrue( + self.is_logged("INFO", f"Successfully canceled order {order.client_order_id}.") + ) + + @aioresponses() + def test_user_stream_update_for_order_full_fill(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + self.configure_all_symbols_response(mock_api=None) + order_event = self.order_event_for_full_fill_websocket_update(order=order) + trade_event = self.trade_event_for_full_fill_websocket_update(order=order) + + orders_queue_mock = AsyncMock() + trades_queue_mock = AsyncMock() + orders_messages = [] + trades_messages = [] + if trade_event: + trades_messages.append(trade_event) + if order_event: + orders_messages.append(order_event) + orders_messages.append(asyncio.CancelledError) + trades_messages.append(asyncio.CancelledError) + + orders_queue_mock.get.side_effect = orders_messages + trades_queue_mock.get.side_effect = trades_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = orders_queue_mock + self.exchange._data_source._query_executor._public_derivative_trade_updates = trades_queue_mock + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + tasks = [ + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_public_derivative_trades(market_ids=[self.market_id]) + ), + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + ] + try: + self.async_run_with_timeout(safe_gather(*tasks)) + except asyncio.CancelledError: + pass + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(order.wait_until_completely_filled()) + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(order.price, fill_event.price) + self.assertEqual(order.amount, fill_event.amount) + expected_fee = self.expected_fill_fee + self.assertEqual(expected_fee, fill_event.trade_fee) + + buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) + self.assertEqual(order.client_order_id, buy_event.order_id) + self.assertEqual(order.base_asset, buy_event.base_asset) + self.assertEqual(order.quote_asset, buy_event.quote_asset) + self.assertEqual(order.amount, buy_event.base_asset_amount) + self.assertEqual(order.amount * fill_event.price, buy_event.quote_asset_amount) + self.assertEqual(order.order_type, buy_event.order_type) + self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertTrue(order.is_filled) + self.assertTrue(order.is_done) + + self.assertTrue( + self.is_logged( + "INFO", + f"BUY order {order.client_order_id} completely filled." + ) + ) + + def test_user_stream_logs_errors(self): + # This test does not apply to Injective because it handles private events in its own data source + pass + + def test_user_stream_raises_cancel_exception(self): + # This test does not apply to Injective because it handles private events in its own data source + pass + + @aioresponses() + def test_update_order_status_when_order_has_not_changed_and_one_partial_fill(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + position_action=PositionAction.OPEN, + ) + order: InFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + self.configure_partially_filled_order_status_response( + order=order, + mock_api=mock_api) + + if self.is_order_fill_http_update_included_in_status_update: + self.configure_partial_fill_trade_response( + order=order, + mock_api=mock_api) + + self.assertTrue(order.is_open) + + self.async_run_with_timeout(self.exchange._update_order_status()) + + self.assertTrue(order.is_open) + self.assertEqual(OrderState.PARTIALLY_FILLED, order.current_state) + + if self.is_order_fill_http_update_included_in_status_update: + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(self.expected_partial_fill_price, fill_event.price) + self.assertEqual(self.expected_partial_fill_amount, fill_event.amount) + self.assertEqual(self.expected_fill_fee, fill_event.trade_fee) + + def test_lost_order_removed_after_cancel_status_user_event_received(self): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): + self.async_run_with_timeout( + self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) + + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + + order_event = self.order_event_for_canceled_order_websocket_update(order=order) + + mock_queue = AsyncMock() + event_messages = [order_event, asyncio.CancelledError] + mock_queue.get.side_effect = event_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + except asyncio.CancelledError: + pass + + self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) + self.assertEqual(0, len(self.order_cancelled_logger.event_log)) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertFalse(order.is_cancelled) + self.assertTrue(order.is_failure) + + @aioresponses() + def test_lost_order_user_stream_full_fill_events_are_processed(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): + self.async_run_with_timeout( + self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) + + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + + self.configure_all_symbols_response(mock_api=None) + order_event = self.order_event_for_full_fill_websocket_update(order=order) + trade_event = self.trade_event_for_full_fill_websocket_update(order=order) + + orders_queue_mock = AsyncMock() + trades_queue_mock = AsyncMock() + orders_messages = [] + trades_messages = [] + if trade_event: + trades_messages.append(trade_event) + if order_event: + orders_messages.append(order_event) + orders_messages.append(asyncio.CancelledError) + trades_messages.append(asyncio.CancelledError) + + orders_queue_mock.get.side_effect = orders_messages + trades_queue_mock.get.side_effect = trades_messages + self.exchange._data_source._query_executor._historical_derivative_order_events = orders_queue_mock + self.exchange._data_source._query_executor._public_derivative_trade_updates = trades_queue_mock + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + tasks = [ + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_public_derivative_trades(market_ids=[self.market_id]) + ), + asyncio.get_event_loop().create_task( + self.exchange._data_source._listen_to_subaccount_derivative_order_updates(market_id=self.market_id) + ) + ] + try: + self.async_run_with_timeout(safe_gather(*tasks)) + except asyncio.CancelledError: + pass + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(order.wait_until_completely_filled()) + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(order.price, fill_event.price) + self.assertEqual(order.amount, fill_event.amount) + expected_fee = self.expected_fill_fee + self.assertEqual(expected_fee, fill_event.trade_fee) + + self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertNotIn(order.client_order_id, self.exchange._order_tracker.lost_orders) + self.assertTrue(order.is_filled) + self.assertTrue(order.is_failure) + + @aioresponses() + def test_lost_order_included_in_order_fills_update_and_not_in_order_status_update(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + request_sent_event = asyncio.Event() + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + position_action=PositionAction.OPEN, + ) + order: InFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + for _ in range(self.exchange._order_tracker._lost_order_count_limit + 1): + self.async_run_with_timeout( + self.exchange._order_tracker.process_order_not_found(client_order_id=order.client_order_id)) + + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + + self.configure_completely_filled_order_status_response( + order=order, + mock_api=mock_api, + callback=lambda *args, **kwargs: request_sent_event.set()) + + if self.is_order_fill_http_update_included_in_status_update: + self.configure_full_fill_trade_response( + order=order, + mock_api=mock_api, + callback=lambda *args, **kwargs: request_sent_event.set()) + else: + # If the fill events will not be requested with the order status, we need to manually set the event + # to allow the ClientOrderTracker to process the last status update + order.completely_filled_event.set() + request_sent_event.set() + + self.async_run_with_timeout(self.exchange._update_order_status()) + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(request_sent_event.wait()) + + self.async_run_with_timeout(order.wait_until_completely_filled()) + self.assertTrue(order.is_done) + self.assertTrue(order.is_failure) + + if self.is_order_fill_http_update_included_in_status_update: + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(order.price, fill_event.price) + self.assertEqual(order.amount, fill_event.amount) + self.assertEqual(self.expected_fill_fee, fill_event.trade_fee) + + self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) + self.assertIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) + self.assertFalse( + self.is_logged( + "INFO", + f"BUY order {order.client_order_id} completely filled." + ) + ) + + request_sent_event.clear() + + # Configure again the response to the order fills request since it is required by lost orders update logic + self.configure_full_fill_trade_response( + order=order, + mock_api=mock_api, + callback=lambda *args, **kwargs: request_sent_event.set()) + + self.async_run_with_timeout(self.exchange._update_lost_orders_status()) + # Execute one more synchronization to ensure the async task that processes the update is finished + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertTrue(order.is_done) + self.assertTrue(order.is_failure) + + self.assertEqual(1, len(self.order_filled_logger.event_log)) + self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) + self.assertNotIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) + self.assertFalse( + self.is_logged( + "INFO", + f"BUY order {order.client_order_id} completely filled." + ) + ) + + @aioresponses() + def test_invalid_trading_pair_not_in_all_trading_pairs(self, mock_api): + self.exchange._set_trading_pair_symbol_map(None) + + invalid_pair, response = self.all_symbols_including_invalid_pair_mock_response + self.exchange._data_source._query_executor._spot_markets_responses.put_nowait( + self.all_spot_markets_mock_response + ) + self.exchange._data_source._query_executor._derivative_markets_responses.put_nowait(response) + + all_trading_pairs = self.async_run_with_timeout(coroutine=self.exchange.all_trading_pairs()) + + self.assertNotIn(invalid_pair, all_trading_pairs) + + @aioresponses() + def test_check_network_success(self, mock_api): + response = self.network_status_request_successful_mock_response + self.exchange._data_source._query_executor._ping_responses.put_nowait(response) + + network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network(), timeout=10) + + self.assertEqual(NetworkStatus.CONNECTED, network_status) + + @aioresponses() + def test_check_network_failure(self, mock_api): + mock_queue = AsyncMock() + mock_queue.get.side_effect = RpcError("Test Error") + self.exchange._data_source._query_executor._ping_responses = mock_queue + + ret = self.async_run_with_timeout(coroutine=self.exchange.check_network()) + + self.assertEqual(ret, NetworkStatus.NOT_CONNECTED) + + @aioresponses() + def test_check_network_raises_cancel_exception(self, mock_api): + mock_queue = AsyncMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.exchange._data_source._query_executor._ping_responses = mock_queue + + self.assertRaises(asyncio.CancelledError, self.async_run_with_timeout, self.exchange.check_network()) + + @aioresponses() + def test_get_last_trade_prices(self, mock_api): + self.configure_all_symbols_response(mock_api=mock_api) + response = self.latest_prices_request_mock_response + self.exchange._data_source._query_executor._derivative_trades_responses.put_nowait(response) + + latest_prices: Dict[str, float] = self.async_run_with_timeout( + self.exchange.get_last_traded_prices(trading_pairs=[self.trading_pair]) + ) + + self.assertEqual(1, len(latest_prices)) + self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) + + def test_get_fee(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + self.configure_all_symbols_response(mock_api=None) + self.async_run_with_timeout(self.exchange._update_trading_fees()) + + maker_fee_rate = Decimal(self.all_derivative_markets_mock_response[0]["makerFeeRate"]) + taker_fee_rate = Decimal(self.all_derivative_markets_mock_response[0]["takerFeeRate"]) + + maker_fee = self.exchange.get_fee( + base_currency=self.base_asset, + quote_currency=self.quote_asset, + order_type=OrderType.LIMIT, + order_side=TradeType.BUY, + position_action=PositionAction.OPEN, + amount=Decimal("1000"), + price=Decimal("5"), + is_maker=True + ) + + self.assertEqual(maker_fee_rate, maker_fee.percent) + self.assertEqual(self.quote_asset, maker_fee.percent_token) + + taker_fee = self.exchange.get_fee( + base_currency=self.base_asset, + quote_currency=self.quote_asset, + order_type=OrderType.LIMIT, + order_side=TradeType.BUY, + position_action=PositionAction.OPEN, + amount=Decimal("1000"), + price=Decimal("5"), + is_maker=False, + ) + + self.assertEqual(taker_fee_rate, taker_fee.percent) + self.assertEqual(self.quote_asset, maker_fee.percent_token) + + def test_restore_tracking_states_only_registers_open_orders(self): + orders = [] + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + )) + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "2", + exchange_order_id=self.exchange_order_id_prefix + "2", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + initial_state=OrderState.CANCELED + )) + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "3", + exchange_order_id=self.exchange_order_id_prefix + "3", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + initial_state=OrderState.FILLED + )) + orders.append(GatewayPerpetualInFlightOrder( + client_order_id=self.client_order_id_prefix + "4", + exchange_order_id=self.exchange_order_id_prefix + "4", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + amount=Decimal("1000.0"), + price=Decimal("1.0"), + creation_timestamp=1640001112.223, + initial_state=OrderState.FAILED + )) + + tracking_states = {order.client_order_id: order.to_json() for order in orders} + + self.exchange.restore_tracking_states(tracking_states) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + self.assertNotIn(self.client_order_id_prefix + "2", self.exchange.in_flight_orders) + self.assertNotIn(self.client_order_id_prefix + "3", self.exchange.in_flight_orders) + self.assertNotIn(self.client_order_id_prefix + "4", self.exchange.in_flight_orders) + + @aioresponses() + def test_set_position_mode_success(self, mock_api): + # There's only ONEWAY position mode + pass + + @aioresponses() + def test_set_position_mode_failure(self, mock_api): + # There's only ONEWAY position mode + pass + + @aioresponses() + def test_set_leverage_failure(self, mock_api): + # Leverage is configured in a per order basis + pass + + @aioresponses() + def test_set_leverage_success(self, mock_api): + # Leverage is configured in a per order basis + pass + + @aioresponses() + def test_funding_payment_polling_loop_sends_update_event(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + + self.async_tasks.append(asyncio.get_event_loop().create_task(self.exchange._funding_payment_polling_loop())) + + funding_payments = { + "payments": [{ + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "amount": str(self.target_funding_payment_payment_amount), + "timestamp": 1000 * 1e3, + }], + "paging": { + "total": 1000 + } + } + self.exchange._data_source.query_executor._funding_payments_responses.put_nowait(funding_payments) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_payment_funding_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=funding_rate + ) + self.exchange._data_source.query_executor._funding_rates_responses = mock_queue + + self.exchange._funding_fee_poll_notifier.set() + self.async_run_with_timeout(request_sent_event.wait()) + + request_sent_event.clear() + + funding_payments = { + "payments": [{ + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "amount": str(self.target_funding_payment_payment_amount), + "timestamp": self.target_funding_payment_timestamp * 1e3, + }], + "paging": { + "total": 1000 + } + } + self.exchange._data_source.query_executor._funding_payments_responses.put_nowait(funding_payments) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_payment_funding_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, + callback=lambda args, kwargs: request_sent_event.set(), + response=funding_rate + ) + self.exchange._data_source.query_executor._funding_rates_responses = mock_queue + + self.exchange._funding_fee_poll_notifier.set() + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertEqual(1, len(self.funding_payment_logger.event_log)) + funding_event: FundingPaymentCompletedEvent = self.funding_payment_logger.event_log[0] + self.assertEqual(self.target_funding_payment_timestamp, funding_event.timestamp) + self.assertEqual(self.exchange.name, funding_event.market) + self.assertEqual(self.trading_pair, funding_event.trading_pair) + self.assertEqual(self.target_funding_payment_payment_amount, funding_event.amount) + self.assertEqual(self.target_funding_payment_funding_rate, funding_event.funding_rate) + + def test_listen_for_funding_info_update_initializes_funding_info(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + self.configure_all_symbols_response(mock_api=None) + self.exchange._data_source._query_executor._derivative_market_responses.put_nowait( + self.all_derivative_markets_mock_response[0] + ) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_info_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + self.exchange._data_source.query_executor._funding_rates_responses.put_nowait(funding_rate) + + oracle_price = { + "price": str(self.target_funding_info_mark_price) + } + self.exchange._data_source.query_executor._oracle_prices_responses.put_nowait(oracle_price) + + trades = { + "trades": [ + { + "orderHash": "0xbe1db35669028d9c7f45c23d31336c20003e4f8879721bcff35fc6f984a6481a", # noqa: mock + "subaccountId": "0x16aef18dbaa341952f1af1795cb49960f68dfee3000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": str( + self.target_funding_info_index_price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": "3", + "executionMargin": "5472660" + }, + "payout": "0", + "fee": "81764.1", + "executedAt": "1689423842613", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13659264_800_0", + "executionSide": "taker" + } + ], + "paging": { + "total": "1000", + "from": 1, + "to": 1 + } + } + self.exchange._data_source.query_executor._derivative_trades_responses.put_nowait(trades) + + funding_info_update = FundingInfoUpdate( + trading_pair=self.trading_pair, + index_price=Decimal("29423.16356086"), + mark_price=Decimal("9084900"), + next_funding_utc_timestamp=1690426800, + rate=Decimal("0.000004"), + ) + mock_queue = AsyncMock() + mock_queue.get.side_effect = [funding_info_update, asyncio.CancelledError] + self.exchange.order_book_tracker.data_source._message_queue[ + self.exchange.order_book_tracker.data_source._funding_info_messages_queue_key + ] = mock_queue + + try: + self.async_run_with_timeout(self.exchange._listen_for_funding_info()) + except asyncio.CancelledError: + pass + + funding_info: FundingInfo = self.exchange.get_funding_info(self.trading_pair) + + self.assertEqual(self.trading_pair, funding_info.trading_pair) + self.assertEqual(self.target_funding_info_index_price, funding_info.index_price) + self.assertEqual(self.target_funding_info_mark_price, funding_info.mark_price) + self.assertEqual( + self.target_funding_info_next_funding_utc_timestamp, funding_info.next_funding_utc_timestamp + ) + self.assertEqual(self.target_funding_info_rate, funding_info.rate) + + def test_listen_for_funding_info_update_updates_funding_info(self): + self.exchange._data_source._spot_market_and_trading_pair_map = None + self.exchange._data_source._derivative_market_and_trading_pair_map = None + self.configure_all_symbols_response(mock_api=None) + self.exchange._data_source._query_executor._derivative_market_responses.put_nowait( + self.all_derivative_markets_mock_response[0] + ) + + funding_rate = { + "fundingRates": [ + { + "marketId": self.market_id, + "rate": str(self.target_funding_info_rate), + "timestamp": "1690426800493" + }, + ], + "paging": { + "total": "2370" + } + } + self.exchange._data_source.query_executor._funding_rates_responses.put_nowait(funding_rate) + + oracle_price = { + "price": str(self.target_funding_info_mark_price) + } + self.exchange._data_source.query_executor._oracle_prices_responses.put_nowait(oracle_price) + + trades = { + "trades": [ + { + "orderHash": "0xbe1db35669028d9c7f45c23d31336c20003e4f8879721bcff35fc6f984a6481a", # noqa: mock + "subaccountId": "0x16aef18dbaa341952f1af1795cb49960f68dfee3000000000000000000000000", # noqa: mock + "marketId": self.market_id, + "tradeExecutionType": "market", + "positionDelta": { + "tradeDirection": "buy", + "executionPrice": str( + self.target_funding_info_index_price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": "3", + "executionMargin": "5472660" + }, + "payout": "0", + "fee": "81764.1", + "executedAt": "1689423842613", + "feeRecipient": "inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh", + "tradeId": "13659264_800_0", + "executionSide": "taker" + } + ], + "paging": { + "total": "1000", + "from": 1, + "to": 1 + } + } + self.exchange._data_source.query_executor._derivative_trades_responses.put_nowait(trades) + + funding_info_update = FundingInfoUpdate( + trading_pair=self.trading_pair, + index_price=Decimal("29423.16356086"), + mark_price=Decimal("9084900"), + next_funding_utc_timestamp=1690426800, + rate=Decimal("0.000004"), + ) + mock_queue = AsyncMock() + mock_queue.get.side_effect = [funding_info_update, asyncio.CancelledError] + self.exchange.order_book_tracker.data_source._message_queue[ + self.exchange.order_book_tracker.data_source._funding_info_messages_queue_key + ] = mock_queue + + try: + self.async_run_with_timeout( + self.exchange._listen_for_funding_info()) + except asyncio.CancelledError: + pass + + self.assertEqual(1, self.exchange._perpetual_trading.funding_info_stream.qsize()) # rest in OB DS tests + + def test_existing_account_position_detected_on_positions_update(self): + self._simulate_trading_rules_initialized() + self.configure_all_symbols_response(mock_api=None) + + position_data = { + "ticker": "BTC/USDT PERP", + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "direction": "long", + "quantity": "0.01", + "entryPrice": "25000000000", + "margin": "248483436.058851", + "liquidationPrice": "47474612957.985809", + "markPrice": "28984256513.07", + "aggregateReduceOnlyQuantity": "0", + "updatedAt": "1691077382583", + "createdAt": "-62135596800000" + } + positions = { + "positions": [position_data], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } + self.exchange._data_source._query_executor._derivative_positions_responses.put_nowait(positions) + + self.async_run_with_timeout(self.exchange._update_positions()) + + self.assertEqual(len(self.exchange.account_positions), 1) + pos = list(self.exchange.account_positions.values())[0] + self.assertEqual(self.trading_pair, pos.trading_pair) + self.assertEqual(PositionSide.LONG, pos.position_side) + self.assertEqual(Decimal(position_data["quantity"]), pos.amount) + entry_price = Decimal(position_data["entryPrice"]) * Decimal(f"1e{-self.quote_decimals}") + self.assertEqual(entry_price, pos.entry_price) + expected_leverage = ((Decimal(position_data["entryPrice"]) * Decimal(position_data["quantity"])) + / Decimal(position_data["margin"])) + self.assertEqual(expected_leverage, pos.leverage) + mark_price = Decimal(position_data["markPrice"]) * Decimal(f"1e{-self.quote_decimals}") + expected_unrealized_pnl = (mark_price - entry_price) * Decimal(position_data["quantity"]) + self.assertEqual(expected_unrealized_pnl, pos.unrealized_pnl) + + def test_user_stream_position_update(self): + self.configure_all_symbols_response(mock_api=None) + self.exchange._set_current_timestamp(1640780000) + + position_data = { + "ticker": "BTC/USDT PERP", + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "direction": "long", + "quantity": "0.01", + "entryPrice": "25000000000", + "margin": "248483436.058851", + "liquidationPrice": "47474612957.985809", + "markPrice": "28984256513.07", + "aggregateReduceOnlyQuantity": "0", + "updatedAt": "1691077382583", + "createdAt": "-62135596800000" + } + + mock_queue = AsyncMock() + mock_queue.get.side_effect = [position_data, asyncio.CancelledError] + self.exchange._data_source._query_executor._subaccount_positions_events = mock_queue + + self.async_tasks.append( + asyncio.get_event_loop().create_task( + self.exchange._user_stream_event_listener() + ) + ) + + try: + self.async_run_with_timeout(self.exchange._data_source._listen_to_positions_updates()) + except asyncio.CancelledError: + pass + + self.assertEqual(len(self.exchange.account_positions), 1) + pos = list(self.exchange.account_positions.values())[0] + self.assertEqual(self.trading_pair, pos.trading_pair) + self.assertEqual(PositionSide.LONG, pos.position_side) + self.assertEqual(Decimal(position_data["quantity"]), pos.amount) + entry_price = Decimal(position_data["entryPrice"]) * Decimal(f"1e{-self.quote_decimals}") + self.assertEqual(entry_price, pos.entry_price) + expected_leverage = ((Decimal(position_data["entryPrice"]) * Decimal(position_data["quantity"])) + / Decimal(position_data["margin"])) + self.assertEqual(expected_leverage, pos.leverage) + mark_price = Decimal(position_data["markPrice"]) * Decimal(f"1e{-self.quote_decimals}") + expected_unrealized_pnl = (mark_price - entry_price) * Decimal(position_data["quantity"]) + self.assertEqual(expected_unrealized_pnl, pos.unrealized_pnl) + + def _expected_initial_status_dict(self) -> Dict[str, bool]: + status_dict = super()._expected_initial_status_dict() + status_dict["data_source_initialized"] = False + return status_dict + + @staticmethod + def _callback_wrapper_with_response(callback: Callable, response: Any, *args, **kwargs): + callback(args, kwargs) + if isinstance(response, Exception): + raise response + else: + return response + + def _configure_balance_response( + self, + response: Dict[str, Any], + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, + ) -> str: + self.configure_all_symbols_response(mock_api=mock_api) + self.exchange._data_source._query_executor._account_portfolio_responses.put_nowait(response) + return "" + + def _msg_exec_simulation_mock_response(self) -> Any: + return { + "gasInfo": { + "gasWanted": "50000000", + "gasUsed": "90749" + }, + "result": { + "data": "Em8KJS9jb3Ntb3MuYXV0aHoudjFiZXRhMS5Nc2dFeGVjUmVzcG9uc2USRgpECkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA=", # noqa: mock + "log": "", + "events": [], + "msgResponses": [ + OrderedDict([ + ("@type", "/cosmos.authz.v1beta1.MsgExecResponse"), + ("results", [ + "CkIweGYxNGU5NGMxZmQ0MjE0M2I3ZGRhZjA4ZDE3ZWMxNzAzZGMzNzZlOWU2YWI0YjY0MjBhMzNkZTBhZmFlYzJjMTA="]) # noqa: mock + ]) + ] + } + } + + def _orders_creation_transaction_event(self) -> Dict[str, Any]: + return { + 'blockNumber': '44237', + 'blockTimestamp': '2023-07-18 20:25:43.518 +0000 UTC', + 'hash': self._transaction_hash, + 'messages': '[{"type":"/cosmwasm.wasm.v1.MsgExecuteContract","value":{"sender":"inj15uad884tqeq9r76x3fvktmjge2r6kek55c2zpa","contract":"inj1zlwdkv49rmsug0pnwu6fmwnl267lfr34yvhwgp","msg":{"admin_execute_message":{"injective_message":{"custom":{"route":"exchange","msg_data":{"batch_update_orders":{"sender":"inj1zlwdkv49rmsug0pnwu6fmwnl267lfr34yvhwgp","spot_orders_to_create":[],"spot_market_ids_to_cancel_all":[],"derivative_market_ids_to_cancel_all":[],"spot_orders_to_cancel":[],"derivative_orders_to_cancel":[],"derivative_orders_to_create":[{"market_id":"0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0","order_info":{"subaccount_id":"1","price":"0.000000000002559000","quantity":"10000000000000000000.000000000000000000"},"order_type":1,"trigger_price":"0"}]}}}}}},"funds":[]}}]', # noqa: mock" + 'txNumber': '122692' + } + + def _orders_creation_transaction_response(self, orders: List[GatewayPerpetualInFlightOrder], order_hashes: List[str]): + derivative_orders = [] + for order in orders: + order_creation_message = { + "market_id": self.market_id, + "order_info": { + "subaccount_id": str(self.vault_contract_subaccount_index), + "fee_recipient": self.vault_contract_address, + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "quantity": str(order.amount) + }, + "order_type": 1 if order.trade_type == TradeType.BUY else 2, + "margin": str(order.amount * order.price * Decimal(f"1e{self.quote_decimals}")), + "trigger_price": "0" + } + derivative_orders.append(order_creation_message) + messages = [ + { + "type": "/cosmwasm.wasm.v1.MsgExecuteContract", + "value": { + "sender": self.trading_account_public_key, + "contract": self.vault_contract_address, + "msg": { + "admin_execute_message": { + "injective_message": { + "custom": { + "route": "exchange", + "msg_data": { + "batch_update_orders": { + "sender": self.vault_contract_address, + "spot_orders_to_create": [], + "spot_market_ids_to_cancel_all": [], + "derivative_market_ids_to_cancel_all": [], + "spot_orders_to_cancel": [], + "derivative_orders_to_cancel": [], + "derivative_orders_to_create": derivative_orders}}}}}}, + "funds": []}}] + + logs = [{ + "msg_index": 0, + "events": [ + { + "type": "message", + "attributes": [{"key": "action", "value": "/cosmwasm.wasm.v1.MsgExecuteContract"}, + {"key": "sender", "value": "inj15uad884tqeq9r76x3fvktmjge2r6kek55c2zpa"}, # noqa: mock" + {"key": "module", "value": "wasm"}]}, + { + "type": "execute", + "attributes": [ + {"key": "_contract_address", "value": "inj1zlwdkv49rmsug0pnwu6fmwnl267lfr34yvhwgp"}]}, # noqa: mock" + { + "type": "reply", + "attributes": [ + {"key": "_contract_address", "value": "inj1zlwdkv49rmsug0pnwu6fmwnl267lfr34yvhwgp"}]}, # noqa: mock" + { + "type": "wasm", + "attributes": [ + { + "key": "_contract_address", + "value": "inj1zlwdkv49rmsug0pnwu6fmwnl267lfr34yvhwgp"}, # noqa: mock" + { + "key": "method", + "value": "instantiate"}, + { + "key": "reply_id", + "value": "1"}, + { + "key": "batch_update_orders_response", + "value": f'MsgBatchUpdateOrdersResponse {{ spot_cancel_success: [], derivative_cancel_success: [], spot_order_hashes: [], derivative_order_hashes: {order_hashes}, binary_options_cancel_success: [], binary_options_order_hashes: [], unknown_fields: UnknownFields {{ fields: None }}, cached_size: CachedSize {{ size: 0 }} }}' + } + ] + } + ] + }] + + transaction_response = { + "s": "ok", + "data": { + "blockNumber": "30159", + "blockTimestamp": "2023-07-19 15:39:21.798 +0000 UTC", + "hash": self._transaction_hash, + "data": "Ei4KLC9jb3Ntd2FzbS53YXNtLnYxLk1zZ0V4ZWN1dGVDb250cmFjdFJlc3BvbnNl", # noqa: mock" + "gasWanted": "163571", + "gasUsed": "162984", + "gasFee": { + "amount": [ + { + "denom": "inj", + "amount": "81785500000000"}], "gasLimit": "163571", + "payer": "inj15uad884tqeq9r76x3fvktmjge2r6kek55c2zpa" # noqa: mock" + }, + "txType": "injective", + "messages": base64.b64encode(json.dumps(messages).encode()).decode(), + "signatures": [ + { + "pubkey": "0382e03bf4b0ad77bef5f756a717a1a54d3c444b250b4ce097acb578aa80f58aab", # noqa: mock" + "address": "inj15uad884tqeq9r76x3fvktmjge2r6kek55c2zpa", # noqa: mock" + "sequence": "2", + "signature": "mF+KepSndvbu5UznsqfSl3rS9HkQQkDIcwBM3UIEzlF/SORCoI2fLue5okALWX5ZzfZXmwJGdjLqfjHDcJ3uEg==" # noqa: mock" + } + ], + "txNumber": "5", + "blockUnixTimestamp": "1689781161798", + "logs": base64.b64encode(json.dumps(logs).encode()).decode(), + } + } + + return transaction_response + + def _order_cancelation_request_successful_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: + return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "[]"} # noqa: mock + + def _order_cancelation_request_erroneous_mock_response(self, order: InFlightOrder) -> Dict[str, Any]: + return {"txhash": "79DBF373DE9C534EE2DC9D009F32B850DA8D0C73833FAA0FD52C6AE8989EC659", "rawLog": "Error"} # noqa: mock + + def _order_status_request_partially_filled_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount * Decimal(f"1e{self.base_decimals}")), + "filledQuantity": str(self.expected_partial_fill_amount), + "state": "partial_filled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_fills_request_partial_fill_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "trades": [ + { + "orderHash": order.exchange_order_id, + "subaccountId": self.vault_contract_subaccount_id, + "marketId": self.market_id, + "tradeExecutionType": "limitFill", + "positionDelta": { + "tradeDirection": order.trade_type.name.lower, + "executionPrice": str(self.expected_partial_fill_price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": str(self.expected_partial_fill_amount), + "executionMargin": "1245280000" + }, + "payout": "1187984833.579447998034818126", + "fee": str(self.expected_fill_fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}")), + "executedAt": "1681735786785", + "feeRecipient": self.vault_contract_address, + "tradeId": self.expected_fill_trade_id, + "executionSide": "maker" + }, + ], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } + + def _order_status_request_canceled_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount), + "filledQuantity": "0", + "state": "canceled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_status_request_completely_filled_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount), + "filledQuantity": str(order.amount), + "state": "filled", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_fills_request_full_fill_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "trades": [ + { + "orderHash": order.exchange_order_id, + "subaccountId": self.vault_contract_subaccount_id, + "marketId": self.market_id, + "tradeExecutionType": "limitFill", + "positionDelta": { + "tradeDirection": order.trade_type.name.lower, + "executionPrice": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "executionQuantity": str(order.amount), + "executionMargin": "1245280000" + }, + "payout": "1187984833.579447998034818126", + "fee": str(self.expected_fill_fee.flat_fees[0].amount * Decimal(f"1e{self.quote_decimals}")), + "executedAt": "1681735786785", + "feeRecipient": self.vault_contract_address, + "tradeId": self.expected_fill_trade_id, + "executionSide": "maker" + }, + ], + "paging": { + "total": "1", + "from": 1, + "to": 1 + } + } + + def _order_status_request_open_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [ + { + "orderHash": order.exchange_order_id, + "marketId": self.market_id, + "subaccountId": self.vault_contract_subaccount_id, + "executionType": "market" if order.order_type == OrderType.MARKET else "limit", + "orderType": order.trade_type.name.lower(), + "price": str(order.price * Decimal(f"1e{self.quote_decimals}")), + "triggerPrice": "0", + "quantity": str(order.amount), + "filledQuantity": "0", + "state": "booked", + "createdAt": "1688476825015", + "updatedAt": "1688476825015", + "isReduceOnly": True, + "direction": order.trade_type.name.lower(), + "margin": "7219676852.725", + "txHash": order.creation_transaction_hash, + }, + ], + "paging": { + "total": "1" + }, + } + + def _order_status_request_not_found_mock_response(self, order: GatewayPerpetualInFlightOrder) -> Dict[str, Any]: + return { + "orders": [], + "paging": { + "total": "0" + }, + } diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py index abd18dc51f..c1e2d76509 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py @@ -6,13 +6,12 @@ from functools import partial from test.hummingbot.connector.exchange.injective_v2.programmable_query_executor import ProgrammableQueryExecutor from typing import Any, Callable, Dict, List, Optional, Tuple, Union -from unittest.mock import AsyncMock, MagicMock +from unittest.mock import AsyncMock from aioresponses import aioresponses from aioresponses.core import RequestCall from bidict import bidict from grpc import RpcError -from pyinjective.orderhash import OrderHashManager, OrderHashResponse from pyinjective.wallet import Address, PrivateKey from hummingbot.client.config.client_config_map import ClientConfigMap @@ -929,10 +928,6 @@ def test_create_order_fails_and_raises_failure_event(self, mock_api): self._simulate_trading_rules_initialized() request_sent_event = asyncio.Event() self.exchange._set_current_timestamp(1640780000) - self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) - self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( - spot=["hash1"], derivative=[] - ) transaction_simulation_response = self._msg_exec_simulation_mock_response() self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( @@ -976,11 +971,6 @@ def test_create_order_fails_when_trading_rule_error_and_raises_failure_event(sel order_id_for_invalid_order = self.place_buy_order( amount=Decimal("0.0001"), price=Decimal("0.0001") ) - # The second order is used only to have the event triggered and avoid using timeouts for tests - self.exchange._data_source._order_hash_manager = MagicMock(spec=OrderHashManager) - self.exchange._data_source._order_hash_manager.compute_order_hashes.return_value = OrderHashResponse( - spot=["hash1"], derivative=[] - ) transaction_simulation_response = self._msg_exec_simulation_mock_response() self.exchange._data_source._query_executor._simulate_transaction_responses.put_nowait( From cea2b5640f2ab7366099df937a8431ab98fe2b4c Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 14 Aug 2023 17:56:34 -0300 Subject: [PATCH 247/359] (feat) Added new type of account mode for Injective for read-only. The intention is to simplify the account configuration for the user. --- .../injective_v2_perpetual_utils.py | 9 +- .../injective_grantee_data_source.py | 2 +- .../injective_read_only_data_source.py | 394 ++++++++++++++++++ .../injective_vaults_data_source.py | 2 +- .../injective_v2/injective_v2_utils.py | 25 +- 5 files changed, 416 insertions(+), 16 deletions(-) create mode 100644 hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py index 9349e49a97..5e5533b5e9 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py @@ -8,8 +8,8 @@ from hummingbot.connector.exchange.injective_v2.injective_v2_utils import ( ACCOUNT_MODES, NETWORK_MODES, - InjectiveDelegatedAccountMode, InjectiveMainnetNetworkMode, + InjectiveReadOnlyAccountMode, ) from hummingbot.core.data_type.trade_fee import TradeFeeSchema @@ -37,12 +37,7 @@ class InjectiveConfigMap(BaseConnectorConfigMap): ), ) account_type: Union[tuple(ACCOUNT_MODES.values())] = Field( - default=InjectiveDelegatedAccountMode( - private_key="0000000000000000000000000000000000000000000000000000000000000001", # noqa: mock - subaccount_index=0, - granter_address="inj10e0525sfrf53yh2aljmm3sn9jq5njk7lwfmzjf", # noqa: mock - granter_subaccount_index=0, - ), + default=InjectiveReadOnlyAccountMode(), client_data=ClientFieldData( prompt=lambda cm: f"Select the type of account configuration ({'/'.join(list(ACCOUNT_MODES.keys()))})", prompt_on_new=True, diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index df142b5d0a..e0e80871f9 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -83,7 +83,7 @@ def __init__( self._is_trading_account_initialized = False self._markets_initialization_lock = asyncio.Lock() self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None - self._derivative_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None + self._derivative_market_info_map: Optional[Dict[str, InjectiveDerivativeMarket]] = None self._spot_market_and_trading_pair_map: Optional[Mapping[str, str]] = None self._derivative_market_and_trading_pair_map: Optional[Mapping[str, str]] = None self._tokens_map: Optional[Dict[str, InjectiveToken]] = None diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py new file mode 100644 index 0000000000..6663486fcd --- /dev/null +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py @@ -0,0 +1,394 @@ +import asyncio +from typing import Any, Dict, List, Mapping, Optional, Tuple + +from bidict import bidict +from google.protobuf import any_pb2 +from pyinjective import Transaction +from pyinjective.async_client import AsyncClient +from pyinjective.composer import Composer, injective_exchange_tx_pb +from pyinjective.constant import Network + +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS +from hummingbot.connector.exchange.injective_v2.data_sources.injective_data_source import InjectiveDataSource +from hummingbot.connector.exchange.injective_v2.injective_market import ( + InjectiveDerivativeMarket, + InjectiveSpotMarket, + InjectiveToken, +) +from hummingbot.connector.exchange.injective_v2.injective_query_executor import PythonSDKInjectiveQueryExecutor +from hummingbot.connector.gateway.common_types import PlaceOrderResult +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder, GatewayPerpetualInFlightOrder +from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler +from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.data_type.common import OrderType +from hummingbot.core.data_type.in_flight_order import OrderUpdate +from hummingbot.core.pubsub import PubSub +from hummingbot.logger import HummingbotLogger + + +class InjectiveReadOnlyDataSource(InjectiveDataSource): + _logger: Optional[HummingbotLogger] = None + + def __init__( + self, + network: Network, + use_secure_connection: bool = True): + self._network = network + self._client = AsyncClient( + network=self._network, + insecure=not use_secure_connection, + chain_cookie_location=self._chain_cookie_file_path(), + ) + self._composer = Composer(network=self._network.string()) + self._query_executor = PythonSDKInjectiveQueryExecutor(sdk_client=self._client) + + self._publisher = PubSub() + self._last_received_message_time = 0 + # We create a throttler instance here just to have a fully valid instance from the first moment. + # The connector using this data source should replace the throttler with the one used by the connector. + self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + + self._markets_initialization_lock = asyncio.Lock() + self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None + self._derivative_market_info_map: Optional[Dict[str, InjectiveDerivativeMarket]] = None + self._spot_market_and_trading_pair_map: Optional[Mapping[str, str]] = None + self._derivative_market_and_trading_pair_map: Optional[Mapping[str, str]] = None + self._tokens_map: Optional[Dict[str, InjectiveToken]] = None + self._token_symbol_symbol_and_denom_map: Optional[Mapping[str, str]] = None + + self._events_listening_tasks: List[asyncio.Task] = [] + + @property + def publisher(self): + return self._publisher + + @property + def query_executor(self): + return self._query_executor + + @property + def composer(self) -> Composer: + return self._composer + + @property + def order_creation_lock(self) -> asyncio.Lock: + return None + + @property + def throttler(self): + return self._throttler + + @property + def portfolio_account_injective_address(self) -> str: + raise NotImplementedError + + @property + def portfolio_account_subaccount_id(self) -> str: + raise NotImplementedError + + @property + def trading_account_injective_address(self) -> str: + raise NotImplementedError + + @property + def injective_chain_id(self) -> str: + return self._network.chain_id + + @property + def fee_denom(self) -> str: + return self._network.fee_denom + + @property + def portfolio_account_subaccount_index(self) -> int: + raise NotImplementedError + + @property + def network_name(self) -> str: + return self._network.string() + + async def timeout_height(self) -> int: + raise NotImplementedError + + async def spot_market_and_trading_pair_map(self): + if self._spot_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._spot_market_and_trading_pair_map is None: + await self.update_markets() + return self._spot_market_and_trading_pair_map.copy() + + async def spot_market_info_for_id(self, market_id: str): + if self._spot_market_info_map is None: + async with self._markets_initialization_lock: + if self._spot_market_info_map is None: + await self.update_markets() + + return self._spot_market_info_map[market_id] + + async def derivative_market_and_trading_pair_map(self): + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + return self._derivative_market_and_trading_pair_map.copy() + + async def derivative_market_info_for_id(self, market_id: str): + if self._derivative_market_info_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_info_map is None: + await self.update_markets() + + return self._derivative_market_info_map[market_id] + + async def trading_pair_for_market(self, market_id: str): + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._spot_market_and_trading_pair_map is None or self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + + trading_pair = self._spot_market_and_trading_pair_map.get(market_id) + + if trading_pair is None: + trading_pair = self._derivative_market_and_trading_pair_map[market_id] + return trading_pair + + async def market_id_for_spot_trading_pair(self, trading_pair: str) -> str: + if self._spot_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._spot_market_and_trading_pair_map is None: + await self.update_markets() + + return self._spot_market_and_trading_pair_map.inverse[trading_pair] + + async def market_id_for_derivative_trading_pair(self, trading_pair: str) -> str: + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + + return self._derivative_market_and_trading_pair_map.inverse[trading_pair] + + async def spot_markets(self): + if self._spot_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._spot_market_and_trading_pair_map is None: + await self.update_markets() + + return list(self._spot_market_info_map.values()) + + async def derivative_markets(self): + if self._derivative_market_and_trading_pair_map is None: + async with self._markets_initialization_lock: + if self._derivative_market_and_trading_pair_map is None: + await self.update_markets() + + return list(self._derivative_market_info_map.values()) + + async def token(self, denom: str) -> InjectiveToken: + if self._tokens_map is None: + async with self._markets_initialization_lock: + if self._tokens_map is None: + await self.update_markets() + + return self._tokens_map.get(denom) + + def events_listening_tasks(self) -> List[asyncio.Task]: + return self._events_listening_tasks.copy() + + def add_listening_task(self, task: asyncio.Task): + self._events_listening_tasks.append(task) + + def configure_throttler(self, throttler: AsyncThrottlerBase): + self._throttler = throttler + + async def trading_account_sequence(self) -> int: + raise NotImplementedError + + async def trading_account_number(self) -> int: + raise NotImplementedError + + async def initialize_trading_account(self): + raise NotImplementedError + + async def update_markets(self): + self._tokens_map = {} + self._token_symbol_symbol_and_denom_map = bidict() + spot_markets_map = {} + derivative_markets_map = {} + spot_market_id_to_trading_pair = bidict() + derivative_market_id_to_trading_pair = bidict() + + async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_MARKETS_LIMIT_ID): + markets = await self._query_executor.spot_markets(status="active") + + for market_info in markets: + try: + ticker_base, ticker_quote = market_info["ticker"].split("/") + base_token = self._token_from_market_info( + denom=market_info["baseDenom"], + token_meta=market_info["baseTokenMeta"], + candidate_symbol=ticker_base, + ) + quote_token = self._token_from_market_info( + denom=market_info["quoteDenom"], + token_meta=market_info["quoteTokenMeta"], + candidate_symbol=ticker_quote, + ) + market = InjectiveSpotMarket( + market_id=market_info["marketId"], + base_token=base_token, + quote_token=quote_token, + market_info=market_info + ) + spot_market_id_to_trading_pair[market.market_id] = market.trading_pair() + spot_markets_map[market.market_id] = market + except KeyError: + self.logger().debug(f"The spot market {market_info['marketId']} will be excluded because it could not " + f"be parsed ({market_info})") + continue + + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_MARKETS_LIMIT_ID): + markets = await self._query_executor.derivative_markets(status="active") + for market_info in markets: + try: + market = self._parse_derivative_market_info(market_info=market_info) + if market.trading_pair() in derivative_market_id_to_trading_pair.inverse: + self.logger().debug( + f"The derivative market {market_info['marketId']} will be excluded because there is other" + f" market with trading pair {market.trading_pair()} ({market_info})") + continue + derivative_market_id_to_trading_pair[market.market_id] = market.trading_pair() + derivative_markets_map[market.market_id] = market + except KeyError: + self.logger().debug(f"The derivative market {market_info['marketId']} will be excluded because it could" + f" not be parsed ({market_info})") + continue + + self._spot_market_info_map = spot_markets_map + self._spot_market_and_trading_pair_map = spot_market_id_to_trading_pair + self._derivative_market_info_map = derivative_markets_map + self._derivative_market_and_trading_pair_map = derivative_market_id_to_trading_pair + + def real_tokens_spot_trading_pair(self, unique_trading_pair: str) -> str: + resulting_trading_pair = unique_trading_pair + if (self._spot_market_and_trading_pair_map is not None + and self._spot_market_info_map is not None): + market_id = self._spot_market_and_trading_pair_map.inverse.get(unique_trading_pair) + market = self._spot_market_info_map.get(market_id) + if market is not None: + resulting_trading_pair = combine_to_hb_trading_pair( + base=market.base_token.symbol, + quote=market.quote_token.symbol, + ) + + return resulting_trading_pair + + def real_tokens_perpetual_trading_pair(self, unique_trading_pair: str) -> str: + resulting_trading_pair = unique_trading_pair + if (self._derivative_market_and_trading_pair_map is not None + and self._derivative_market_info_map is not None): + market_id = self._derivative_market_and_trading_pair_map.inverse.get(unique_trading_pair) + market = self._derivative_market_info_map.get(market_id) + if market is not None: + resulting_trading_pair = combine_to_hb_trading_pair( + base=market.base_token_symbol(), + quote=market.quote_token.symbol, + ) + + return resulting_trading_pair + + async def order_updates_for_transaction( + self, + transaction_hash: str, + spot_orders: Optional[List[GatewayInFlightOrder]] = None, + perpetual_orders: Optional[List[GatewayPerpetualInFlightOrder]] = None + ) -> List[OrderUpdate]: + raise NotImplementedError + + def supported_order_types(self) -> List[OrderType]: + return [] + + async def _initialize_timeout_height(self): + raise NotImplementedError + + def _sign_and_encode(self, transaction: Transaction) -> bytes: + raise NotImplementedError + + def _uses_default_portfolio_subaccount(self) -> bool: + raise NotImplementedError + + def _calculate_order_hashes(self, spot_orders: List[GatewayInFlightOrder], + derivative_orders: [GatewayPerpetualInFlightOrder]) -> Tuple[List[str], List[str]]: + raise NotImplementedError + + def _reset_order_hash_manager(self): + raise NotImplementedError + + async def _order_creation_messages( + self, + spot_orders_to_create: List[GatewayInFlightOrder], + derivative_orders_to_create: List[GatewayPerpetualInFlightOrder] + ) -> Tuple[List[any_pb2.Any], List[str], List[str]]: + raise NotImplementedError + + def _order_cancel_message( + self, + spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData], + derivative_orders_to_cancel: List[injective_exchange_tx_pb.OrderData] + ) -> any_pb2.Any: + raise NotImplementedError + + def _generate_injective_order_data(self, order: GatewayInFlightOrder, + market_id: str) -> injective_exchange_tx_pb.OrderData: + raise NotImplementedError + + async def _updated_derivative_market_info_for_id(self, market_id: str) -> InjectiveDerivativeMarket: + async with self.throttler.execute_task(limit_id=CONSTANTS.DERIVATIVE_MARKETS_LIMIT_ID): + market_info = await self._query_executor.derivative_market(market_id=market_id) + + market = self._parse_derivative_market_info(market_info=market_info) + return market + + def _place_order_results( + self, + orders_to_create: List[GatewayInFlightOrder], + order_hashes: List[str], + misc_updates: Dict[str, Any], + exception: Optional[Exception] = None + ) -> List[PlaceOrderResult]: + raise NotImplementedError + + def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candidate_symbol: str) -> InjectiveToken: + token = self._tokens_map.get(denom) + if token is None: + unique_symbol = token_meta["symbol"] + if unique_symbol in self._token_symbol_symbol_and_denom_map: + if candidate_symbol not in self._token_symbol_symbol_and_denom_map: + unique_symbol = candidate_symbol + else: + unique_symbol = token_meta["name"] + token = InjectiveToken( + denom=denom, + symbol=token_meta["symbol"], + unique_symbol=unique_symbol, + name=token_meta["name"], + decimals=token_meta["decimals"] + ) + self._tokens_map[denom] = token + self._token_symbol_symbol_and_denom_map[unique_symbol] = denom + + return token + + def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: + _, ticker_quote = market_info["ticker"].split("/") + quote_token = self._token_from_market_info( + denom=market_info["quoteDenom"], + token_meta=market_info["quoteTokenMeta"], + candidate_symbol=ticker_quote, + ) + market = InjectiveDerivativeMarket( + market_id=market_info["marketId"], + quote_token=quote_token, + market_info=market_info + ) + return market diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index ca2c907c9a..0a9c0bf8cf 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -83,7 +83,7 @@ def __init__( self._is_trading_account_initialized = False self._markets_initialization_lock = asyncio.Lock() self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None - self._derivative_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None + self._derivative_market_info_map: Optional[Dict[str, InjectiveDerivativeMarket]] = None self._spot_market_and_trading_pair_map: Optional[Mapping[str, str]] = None self._derivative_market_and_trading_pair_map: Optional[Mapping[str, str]] = None self._tokens_map: Optional[Dict[str, InjectiveToken]] = None diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py index ae9bc89d9c..cdb433c38c 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py @@ -10,6 +10,9 @@ from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) +from hummingbot.connector.exchange.injective_v2.data_sources.injective_read_only_data_source import ( + InjectiveReadOnlyDataSource, +) from hummingbot.connector.exchange.injective_v2.data_sources.injective_vaults_data_source import ( InjectiveVaultsDataSource, ) @@ -44,7 +47,7 @@ class InjectiveMainnetNetworkMode(InjectiveNetworkMode): node: str = Field( default="lb", client_data=ClientFieldData( - prompt=lambda cm: ("Enter the mainnet node you want to connect to"), + prompt=lambda cm: (f"Enter the mainnet node you want to connect to ({'/'.join(MAINNET_NODES)})"), prompt_on_new=True ), ) @@ -256,9 +259,22 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " ) +class InjectiveReadOnlyAccountMode(InjectiveAccountMode): + + class Config: + title = "read_only_account" + + def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + return InjectiveReadOnlyDataSource( + network=network, + use_secure_connection=use_secure_connection, + ) + + ACCOUNT_MODES = { InjectiveDelegatedAccountMode.Config.title: InjectiveDelegatedAccountMode, InjectiveVaultAccountMode.Config.title: InjectiveVaultAccountMode, + InjectiveReadOnlyAccountMode.Config.title: InjectiveReadOnlyAccountMode, } @@ -277,12 +293,7 @@ class InjectiveConfigMap(BaseConnectorConfigMap): ), ) account_type: Union[tuple(ACCOUNT_MODES.values())] = Field( - default=InjectiveDelegatedAccountMode( - private_key="0000000000000000000000000000000000000000000000000000000000000001", # noqa: mock - subaccount_index=0, - granter_address="inj10e0525sfrf53yh2aljmm3sn9jq5njk7lwfmzjf", # noqa: mock - granter_subaccount_index=0, - ), + default=InjectiveReadOnlyAccountMode(), client_data=ClientFieldData( prompt=lambda cm: f"Select the type of account configuration ({'/'.join(list(ACCOUNT_MODES.keys()))})", prompt_on_new=True, From 86026f0c895ff1b6d6de63d7fc6245195eeef41e Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 14 Aug 2023 18:05:05 -0300 Subject: [PATCH 248/359] (fix) Fix string representation of configuration models --- hummingbot/client/config/config_helpers.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/hummingbot/client/config/config_helpers.py b/hummingbot/client/config/config_helpers.py index 7e66cda3ce..7289574827 100644 --- a/hummingbot/client/config/config_helpers.py +++ b/hummingbot/client/config/config_helpers.py @@ -228,6 +228,8 @@ def get_default_str_repr(self, attr_name: str) -> str: default_str = "" elif isinstance(default, (List, Tuple)): default_str = ",".join(default) + elif isinstance(default, BaseClientModel): + default_str = default.Config.title else: default_str = str(default) return default_str From 9b5c59656b9e554164756de5a6e3d218f6fae5e8 Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 15 Aug 2023 17:44:54 -0300 Subject: [PATCH 249/359] (feat) Added logic in Injective v2 connectors to cancel all orders for the subaccount used by the connector --- .../injective_v2_perpetual_derivative.py | 5 +++ .../data_sources/injective_data_source.py | 25 +++++++++++++++ .../injective_grantee_data_source.py | 19 +++++++++++ .../injective_read_only_data_source.py | 7 ++++ .../injective_vaults_data_source.py | 32 +++++++++++++++++++ .../injective_v2/injective_v2_exchange.py | 5 +++ 6 files changed, 93 insertions(+) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 9560fd21c3..3c528c7fc5 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -266,6 +266,11 @@ async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: failed_cancellations = [CancellationResult(oid, False) for oid in incomplete_orders.keys()] return successful_cancellations + failed_cancellations + async def cancel_all_subaccount_orders(self): + markets_ids = [await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + for trading_pair in self.trading_pairs] + await self._data_source.cancel_all_subaccount_orders(perpetual_markets_ids=markets_ids) + async def check_network(self) -> NetworkStatus: """ Checks connectivity with the exchange using the API diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 72307eacdf..a6aecf4466 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -532,6 +532,23 @@ async def cancel_orders( return results + async def cancel_all_subaccount_orders( + self, + spot_markets_ids: Optional[List[str]] = None, + perpetual_markets_ids: Optional[List[str]] = None, + ): + spot_markets_ids = spot_markets_ids or [] + perpetual_markets_ids = perpetual_markets_ids or [] + + delegated_message = self._all_subaccount_orders_cancel_message( + spot_markets_ids=spot_markets_ids, + derivative_markets_ids=perpetual_markets_ids, + ) + + result = await self._send_in_transaction(messages=[delegated_message]) + if result["rawLog"] != "[]": + raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") + async def spot_trade_updates(self, market_ids: List[str], start_time: float) -> List[TradeUpdate]: done = False skip = 0 @@ -749,6 +766,14 @@ def _order_cancel_message( ) -> any_pb2.Any: raise NotImplementedError + @abstractmethod + def _all_subaccount_orders_cancel_message( + self, + spot_markets_ids: List[str], + derivative_markets_ids: List[str] + ) -> any_pb2.Any: + raise NotImplementedError + @abstractmethod def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: str) -> injective_exchange_tx_pb.OrderData: raise NotImplementedError diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index e0e80871f9..d50bc7bc8e 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -589,6 +589,25 @@ def _order_cancel_message( ) return delegated_message + def _all_subaccount_orders_cancel_message( + self, + spot_markets_ids: List[str], + derivative_markets_ids: List[str] + ) -> any_pb2.Any: + composer = self.composer + + message = composer.MsgBatchUpdateOrders( + sender=self.portfolio_account_injective_address, + subaccount_id=self.portfolio_account_subaccount_id, + spot_market_ids_to_cancel_all=spot_markets_ids, + derivative_market_ids_to_cancel_all=derivative_markets_ids, + ) + delegated_message = composer.MsgExec( + grantee=self.trading_account_injective_address, + msgs=[message] + ) + return delegated_message + def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: str) -> injective_exchange_tx_pb.OrderData: order_data = self.composer.OrderData( market_id=market_id, diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py index 6663486fcd..1a56e03f87 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py @@ -338,6 +338,13 @@ def _order_cancel_message( ) -> any_pb2.Any: raise NotImplementedError + def _all_subaccount_orders_cancel_message( + self, + spot_orders_to_cancel: List[injective_exchange_tx_pb.OrderData], + derivative_orders_to_cancel: List[injective_exchange_tx_pb.OrderData] + ) -> any_pb2.Any: + raise NotImplementedError + def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: str) -> injective_exchange_tx_pb.OrderData: raise NotImplementedError diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 0a9c0bf8cf..80d8904d16 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -520,6 +520,38 @@ def _order_cancel_message( return execute_contract_message + def _all_subaccount_orders_cancel_message( + self, + spot_markets_ids: List[str], + derivative_markets_ids: List[str] + ) -> any_pb2.Any: + composer = self.composer + + message = composer.MsgBatchUpdateOrders( + sender=self.portfolio_account_injective_address, + subaccount_id=self.portfolio_account_subaccount_id, + spot_market_ids_to_cancel_all=spot_markets_ids, + derivative_market_ids_to_cancel_all=derivative_markets_ids, + ) + + message_as_dictionary = json_format.MessageToDict( + message=message, + including_default_value_fields=True, + preserving_proto_field_name=True, + use_integers_for_enums=True, + ) + + execute_message_parameter = self._create_execute_contract_internal_message( + batch_update_orders_params=message_as_dictionary) + + execute_contract_message = composer.MsgExecuteContract( + sender=self._vault_admin_address.to_acc_bech32(), + contract=self._vault_contract_address.to_acc_bech32(), + msg=json.dumps(execute_message_parameter), + ) + + return execute_contract_message + def _generate_injective_order_data(self, order: GatewayInFlightOrder, market_id: str) -> injective_exchange_tx_pb.OrderData: order_data = self.composer.OrderData( market_id=market_id, diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 8edf29d94f..6b5f67a2f5 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -246,6 +246,11 @@ async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: failed_cancellations = [CancellationResult(oid, False) for oid in incomplete_orders.keys()] return successful_cancellations + failed_cancellations + async def cancel_all_subaccount_orders(self): + markets_ids = [await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + for trading_pair in self.trading_pairs] + await self._data_source.cancel_all_subaccount_orders(spot_markets_ids=markets_ids) + async def check_network(self) -> NetworkStatus: """ Checks connectivity with the exchange using the API From 7488381834d127396b0dc19845d4e2e59187b8e1 Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Wed, 16 Aug 2023 14:53:16 -0400 Subject: [PATCH 250/359] (feat) Introduces the CoinCap RateOracle rate source --- bin/hummingbot.py | 9 +- hummingbot/client/config/client_config_map.py | 50 +++- hummingbot/client/config/config_helpers.py | 167 +++++++---- .../test_support/network_mocking_assistant.py | 46 ++- hummingbot/core/rate_oracle/rate_oracle.py | 2 + .../sources/coin_cap_rate_source.py | 39 +++ .../connections/connections_factory.py | 6 +- .../core/web_assistant/rest_assistant.py | 37 ++- hummingbot/data_feed/coin_cap_data_feed.py | 93 ------ .../data_feed/coin_cap_data_feed/__init__.py | 3 + .../coin_cap_data_feed/coin_cap_constants.py | 38 +++ .../coin_cap_data_feed/coin_cap_data_feed.py | 163 +++++++++++ .../client/config/test_config_helpers.py | 4 +- .../sources/test_coin_cap_rate_source.py | 274 ++++++++++++++++++ 14 files changed, 759 insertions(+), 172 deletions(-) create mode 100644 hummingbot/core/rate_oracle/sources/coin_cap_rate_source.py delete mode 100644 hummingbot/data_feed/coin_cap_data_feed.py create mode 100644 hummingbot/data_feed/coin_cap_data_feed/__init__.py create mode 100644 hummingbot/data_feed/coin_cap_data_feed/coin_cap_constants.py create mode 100644 hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py create mode 100644 test/hummingbot/core/rate_oracle/sources/test_coin_cap_rate_source.py diff --git a/bin/hummingbot.py b/bin/hummingbot.py index 6360af0b71..52cb112dab 100755 --- a/bin/hummingbot.py +++ b/bin/hummingbot.py @@ -7,6 +7,7 @@ import path_util # noqa: F401 from hummingbot import chdir_to_data_directory, init_logging +from hummingbot.client.config.client_config_map import ClientConfigMap from hummingbot.client.config.config_crypt import ETHKeyFileSecretManger from hummingbot.client.config.config_helpers import ( ClientConfigAdapter, @@ -85,8 +86,12 @@ def main(): ev_loop: asyncio.AbstractEventLoop = asyncio.new_event_loop() asyncio.set_event_loop(ev_loop) - client_config_map = load_client_config_map_from_file() - if login_prompt(secrets_manager_cls, style=load_style(client_config_map)): + # We need to load a default style for the login screen because the password is required to load the + # real configuration now that it can include secret parameters + style = load_style(ClientConfigAdapter(ClientConfigMap())) + + if login_prompt(secrets_manager_cls, style=style): + client_config_map = load_client_config_map_from_file() ev_loop.run_until_complete(main_async(client_config_map)) diff --git a/hummingbot/client/config/client_config_map.py b/hummingbot/client/config/client_config_map.py index 2fe35eb8a9..52d5d03b53 100644 --- a/hummingbot/client/config/client_config_map.py +++ b/hummingbot/client/config/client_config_map.py @@ -8,7 +8,7 @@ from pathlib import Path from typing import TYPE_CHECKING, Callable, Dict, List, Optional, Union -from pydantic import BaseModel, Field, root_validator, validator +from pydantic import BaseModel, Field, SecretStr, root_validator, validator from tabulate import tabulate_formats from hummingbot.client.config.config_data_types import BaseClientModel, ClientConfigEnum, ClientFieldData @@ -805,6 +805,49 @@ def post_validations(cls, values: Dict): return values +class CoinCapRateSourceMode(RateSourceModeBase): + name: str = Field( + default="coin_cap", + const=True, + client_data=None, + ) + assets_map: Dict[str, str] = Field( + default={ + "BTC": "bitcoin", + "ETH": "ethereum", + "USDT": "tether", + "CONV": "convergence", + "FIRO": "zcoin", + "BUSD": "binance-usd", + "ONE": "harmony", + "PDEX": "polkadex", + }, + description=( + "The symbol-to-asset ID map for CoinCap. Assets IDs can be found by selecting a symbol" + " on https://coincap.io/ and extracting the last segment of the URL path." + ), + ) + api_key: SecretStr = Field( + default=SecretStr(""), + description="API key to use to request information from CoinCap (if empty public requests will be used)", + client_data=ClientFieldData( + prompt=lambda cm: "CoinCap API key", + is_secure=True, + is_connect_key=True, + prompt_on_new=True, + ), + ) + + def build_rate_source(self) -> RateSourceBase: + rate_source = RATE_ORACLE_SOURCES[self.Config.title]( + assets_map=self.assets_map, api_key=self.api_key.get_secret_value() + ) + return rate_source + + class Config: + title = "coin_cap" + + class KuCoinRateSourceMode(ExchangeRateSourceModeBase): name: str = Field( default="kucoin", @@ -831,6 +874,7 @@ class Config: AscendExRateSourceMode.Config.title: AscendExRateSourceMode, BinanceRateSourceMode.Config.title: BinanceRateSourceMode, CoinGeckoRateSourceMode.Config.title: CoinGeckoRateSourceMode, + CoinCapRateSourceMode.Config.title: CoinCapRateSourceMode, KuCoinRateSourceMode.Config.title: KuCoinRateSourceMode, GateIoRateSourceMode.Config.title: GateIoRateSourceMode, } @@ -1153,7 +1197,5 @@ def post_validations(cls, values: Dict): @classmethod def rate_oracle_source_on_validated(cls, values: Dict): rate_source_mode: RateSourceModeBase = values["rate_oracle_source"] - rate_source_name = rate_source_mode.Config.title - if rate_source_name != RateOracle.get_instance().source.name: - RateOracle.get_instance().source = rate_source_mode.build_rate_source() + RateOracle.get_instance().source = rate_source_mode.build_rate_source() RateOracle.get_instance().quote_token = values["global_token"].global_token_name diff --git a/hummingbot/client/config/config_helpers.py b/hummingbot/client/config/config_helpers.py index 7e66cda3ce..cd120d307f 100644 --- a/hummingbot/client/config/config_helpers.py +++ b/hummingbot/client/config/config_helpers.py @@ -38,63 +38,6 @@ AllConnectorSettings, ) -# Use ruamel.yaml to preserve order and comments in .yml file -yaml_parser = ruamel.yaml.YAML() # legacy - - -def decimal_representer(dumper: SafeDumper, data: Decimal): - return dumper.represent_float(float(data)) - - -def enum_representer(dumper: SafeDumper, data: ClientConfigEnum): - return dumper.represent_str(str(data)) - - -def date_representer(dumper: SafeDumper, data: date): - return dumper.represent_date(data) - - -def time_representer(dumper: SafeDumper, data: time): - return dumper.represent_str(data.strftime("%H:%M:%S")) - - -def datetime_representer(dumper: SafeDumper, data: datetime): - return dumper.represent_datetime(data) - - -def path_representer(dumper: SafeDumper, data: Path): - return dumper.represent_str(str(data)) - - -def command_shortcut_representer(dumper: SafeDumper, data: CommandShortcutModel): - return dumper.represent_dict(data.__dict__) - - -yaml.add_representer( - data_type=Decimal, representer=decimal_representer, Dumper=SafeDumper -) -yaml.add_multi_representer( - data_type=ClientConfigEnum, multi_representer=enum_representer, Dumper=SafeDumper -) -yaml.add_representer( - data_type=date, representer=date_representer, Dumper=SafeDumper -) -yaml.add_representer( - data_type=time, representer=time_representer, Dumper=SafeDumper -) -yaml.add_representer( - data_type=datetime, representer=datetime_representer, Dumper=SafeDumper -) -yaml.add_representer( - data_type=Path, representer=path_representer, Dumper=SafeDumper -) -yaml.add_representer( - data_type=PosixPath, representer=path_representer, Dumper=SafeDumper -) -yaml.add_representer( - data_type=CommandShortcutModel, representer=command_shortcut_representer, Dumper=SafeDumper -) - class ConfigValidationError(Exception): pass @@ -242,12 +185,18 @@ def generate_yml_output_str_with_comments(self) -> str: return yml_str def validate_model(self) -> List[str]: - results = validate_model(type(self._hb_config), json.loads(self._hb_config.json())) + input_data = self._hb_config.dict() + results = validate_model(model=type(self._hb_config), input_data=input_data) # coerce types + conf_dict = results[0] + errors = results[2] + for key, value in conf_dict.items(): + self.setattr_no_validation(key, value) + self.decrypt_all_secure_data() + input_data = self._hb_config.dict() + results = validate_model(model=type(self._hb_config), input_data=input_data) # validate decrypted values conf_dict = results[0] for key, value in conf_dict.items(): self.setattr_no_validation(key, value) - self._decrypt_all_internal_secrets() - errors = results[2] validation_errors = [] if errors is not None: errors = errors.errors() @@ -264,6 +213,29 @@ def setattr_no_validation(self, attr: str, value: Any): def full_copy(self): return self.__class__(hb_config=self._hb_config.copy(deep=True)) + def decrypt_all_secure_data(self): + from hummingbot.client.config.security import Security # avoids circular import + + secure_config_items = ( + traversal_item + for traversal_item in self.traverse() + if traversal_item.client_field_data is not None and traversal_item.client_field_data.is_secure + ) + for traversal_item in secure_config_items: + value = traversal_item.value + if isinstance(value, SecretStr): + value = value.get_secret_value() + if value == "" or Security.secrets_manager is None: + decrypted_value = value + else: + decrypted_value = Security.secrets_manager.decrypt_secret_value(attr=traversal_item.attr, value=value) + *intermediate_items, final_config_element = traversal_item.config_path.split(".") + config_model = self + if len(intermediate_items) > 0: + for attr in intermediate_items: + config_model = config_model.__getattr__(attr) + setattr(config_model, final_config_element, decrypted_value) + @contextlib.contextmanager def _disable_validation(self): self._hb_config.Config.validate_assignment = False @@ -385,6 +357,79 @@ def lock_config(cls, config_map: ClientConfigMap): return cls(config_map._hb_config) +# Use ruamel.yaml to preserve order and comments in .yml file +yaml_parser = ruamel.yaml.YAML() # legacy + + +def decimal_representer(dumper: SafeDumper, data: Decimal): + return dumper.represent_float(float(data)) + + +def enum_representer(dumper: SafeDumper, data: ClientConfigEnum): + return dumper.represent_str(str(data)) + + +def date_representer(dumper: SafeDumper, data: date): + return dumper.represent_date(data) + + +def time_representer(dumper: SafeDumper, data: time): + return dumper.represent_str(data.strftime("%H:%M:%S")) + + +def datetime_representer(dumper: SafeDumper, data: datetime): + return dumper.represent_datetime(data) + + +def path_representer(dumper: SafeDumper, data: Path): + return dumper.represent_str(str(data)) + + +def command_shortcut_representer(dumper: SafeDumper, data: CommandShortcutModel): + return dumper.represent_dict(data.__dict__) + + +def client_config_adapter_representer(dumper: SafeDumper, data: ClientConfigAdapter): + return dumper.represent_dict(data._dict_in_conf_order()) + + +def base_client_model_representer(dumper: SafeDumper, data: BaseClientModel): + dictionary_representation = ClientConfigAdapter(data)._dict_in_conf_order() + return dumper.represent_dict(dictionary_representation) + + +yaml.add_representer( + data_type=Decimal, representer=decimal_representer, Dumper=SafeDumper +) +yaml.add_multi_representer( + data_type=ClientConfigEnum, multi_representer=enum_representer, Dumper=SafeDumper +) +yaml.add_representer( + data_type=date, representer=date_representer, Dumper=SafeDumper +) +yaml.add_representer( + data_type=time, representer=time_representer, Dumper=SafeDumper +) +yaml.add_representer( + data_type=datetime, representer=datetime_representer, Dumper=SafeDumper +) +yaml.add_representer( + data_type=Path, representer=path_representer, Dumper=SafeDumper +) +yaml.add_representer( + data_type=PosixPath, representer=path_representer, Dumper=SafeDumper +) +yaml.add_representer( + data_type=CommandShortcutModel, representer=command_shortcut_representer, Dumper=SafeDumper +) +yaml.add_representer( + data_type=ClientConfigAdapter, representer=client_config_adapter_representer, Dumper=SafeDumper +) +yaml.add_multi_representer( + data_type=BaseClientModel, multi_representer=base_client_model_representer, Dumper=SafeDumper +) + + def parse_cvar_value(cvar: ConfigVar, value: Any) -> Any: """ Based on the target type specified in `ConfigVar.type_str`, parses a string value into the target type. @@ -809,7 +854,7 @@ def save_to_yml_legacy(yml_path: str, cm: Dict[str, ConfigVar]): data = yaml_parser.load(stream) or {} for key in cm: cvar = cm.get(key) - if type(cvar.value) == Decimal: + if isinstance(cvar.value, Decimal): data[key] = float(cvar.value) else: data[key] = cvar.value diff --git a/hummingbot/connector/test_support/network_mocking_assistant.py b/hummingbot/connector/test_support/network_mocking_assistant.py index 3191070743..f044831be5 100644 --- a/hummingbot/connector/test_support/network_mocking_assistant.py +++ b/hummingbot/connector/test_support/network_mocking_assistant.py @@ -1,14 +1,38 @@ import asyncio import functools from collections import defaultdict, deque +from typing import Any, Dict, Optional, Tuple, Union from unittest.mock import AsyncMock, PropertyMock import aiohttp +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory -class NetworkMockingAssistant: - def __init__(self): +class MockWebsocketClientSession: + # Created this class instead of using a generic mock to be sure that no other methods from the client session + # are required when working with websockets + def __init__(self, mock_websocket: AsyncMock): + self._mock_websocket = mock_websocket + self._connection_args: Optional[Tuple[Any]] = None + self._connection_kwargs: Optional[Dict[str, Any]] = None + + @property + def connection_args(self) -> Tuple[Any]: + return self._connection_args or () + + @property + def connection_kwargs(self) -> Dict[str, Any]: + return self._connection_kwargs or {} + + async def ws_connect(self, *args, **kwargs): + self._connection_args = args + self._connection_kwargs = kwargs + return self._mock_websocket + + +class NetworkMockingAssistant: + def __init__(self, event_loop=None): super().__init__() self._response_text_queues = defaultdict(asyncio.Queue) @@ -60,6 +84,18 @@ def _handle_http_request(self, http_mock, url, headers=None, params=None, data=N return response + def configure_web_assistants_factory(self, web_assistants_factory: WebAssistantsFactory) -> AsyncMock: + websocket_mock = self.create_websocket_mock() + client_session_mock = MockWebsocketClientSession(mock_websocket=websocket_mock) + + web_assistants_factory._connections_factory._ws_independent_session = client_session_mock + + return websocket_mock + + @staticmethod + def extract_client_session_mock(web_assistants_factory: WebAssistantsFactory) -> MockWebsocketClientSession: + return web_assistants_factory._connections_factory._ws_independent_session + def configure_http_request_mock(self, http_request_mock): http_request_mock.side_effect = functools.partial(self._handle_http_request, http_request_mock) @@ -85,6 +121,8 @@ async def _get_next_websocket_aiohttp_message(self, websocket_mock, *args, **kwa message = await queue.get() if queue.empty(): self._all_incoming_websocket_aiohttp_delivered_event[websocket_mock].set() + if isinstance(message, (BaseException, Exception)): + raise message return message async def _get_next_websocket_text_message(self, websocket_mock, *args, **kwargs): @@ -121,6 +159,10 @@ def add_websocket_aiohttp_message( self._incoming_websocket_aiohttp_queues[websocket_mock].put_nowait(msg) self._all_incoming_websocket_aiohttp_delivered_event[websocket_mock].clear() + def add_websocket_aiohttp_exception(self, websocket_mock, exception: Union[Exception, BaseException]): + self._incoming_websocket_aiohttp_queues[websocket_mock].put_nowait(exception) + self._all_incoming_websocket_aiohttp_delivered_event[websocket_mock].clear() + def json_messages_sent_through_websocket(self, websocket_mock): return self._sent_websocket_json_messages[websocket_mock] diff --git a/hummingbot/core/rate_oracle/rate_oracle.py b/hummingbot/core/rate_oracle/rate_oracle.py index 2538374380..2adcd4f6d2 100644 --- a/hummingbot/core/rate_oracle/rate_oracle.py +++ b/hummingbot/core/rate_oracle/rate_oracle.py @@ -9,6 +9,7 @@ from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.rate_oracle.sources.ascend_ex_rate_source import AscendExRateSource from hummingbot.core.rate_oracle.sources.binance_rate_source import BinanceRateSource +from hummingbot.core.rate_oracle.sources.coin_cap_rate_source import CoinCapRateSource from hummingbot.core.rate_oracle.sources.coin_gecko_rate_source import CoinGeckoRateSource from hummingbot.core.rate_oracle.sources.gate_io_rate_source import GateIoRateSource from hummingbot.core.rate_oracle.sources.kucoin_rate_source import KucoinRateSource @@ -20,6 +21,7 @@ RATE_ORACLE_SOURCES = { "binance": BinanceRateSource, "coin_gecko": CoinGeckoRateSource, + "coin_cap": CoinCapRateSource, "kucoin": KucoinRateSource, "ascend_ex": AscendExRateSource, "gate_io": GateIoRateSource, diff --git a/hummingbot/core/rate_oracle/sources/coin_cap_rate_source.py b/hummingbot/core/rate_oracle/sources/coin_cap_rate_source.py new file mode 100644 index 0000000000..afdfafa8c9 --- /dev/null +++ b/hummingbot/core/rate_oracle/sources/coin_cap_rate_source.py @@ -0,0 +1,39 @@ +from decimal import Decimal +from typing import Dict, Optional + +from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.rate_oracle.sources.rate_source_base import RateSourceBase +from hummingbot.data_feed.coin_cap_data_feed import CoinCapDataFeed +from hummingbot.logger import HummingbotLogger + + +class CoinCapRateSource(RateSourceBase): + _logger: Optional[HummingbotLogger] = None + + def __init__(self, assets_map: Dict[str, str], api_key: str): + self._coin_cap_data_feed = CoinCapDataFeed(assets_map=assets_map, api_key=api_key) + + @property + def name(self) -> str: + return "coin_cap" + + async def start_network(self): + await self._coin_cap_data_feed.start_network() + + async def stop_network(self): + await self._coin_cap_data_feed.stop_network() + + async def check_network(self) -> NetworkStatus: + return await self._coin_cap_data_feed.check_network() + + async def get_prices(self, quote_token: Optional[str] = None) -> Dict[str, Decimal]: + prices = {} + + if quote_token == self._coin_cap_data_feed.universal_quote_token: + prices = await self._coin_cap_data_feed.get_all_usd_quoted_prices() + else: + self.logger().warning( + "CoinCapRateSource only supports USD as quote token. Please set your global token to USD." + ) + + return prices diff --git a/hummingbot/core/web_assistant/connections/connections_factory.py b/hummingbot/core/web_assistant/connections/connections_factory.py index 6de83ead2f..d10b4945e8 100644 --- a/hummingbot/core/web_assistant/connections/connections_factory.py +++ b/hummingbot/core/web_assistant/connections/connections_factory.py @@ -1,6 +1,7 @@ from typing import Optional import aiohttp + from hummingbot.core.web_assistant.connections.rest_connection import RESTConnection from hummingbot.core.web_assistant.connections.ws_connection import WSConnection @@ -18,6 +19,9 @@ class ConnectionsFactory: """ def __init__(self): + # _ws_independent_session is intended to be used only in unit tests + self._ws_independent_session: Optional[aiohttp.ClientSession] = None + self._shared_client: Optional[aiohttp.ClientSession] = None async def get_rest_connection(self) -> RESTConnection: @@ -26,7 +30,7 @@ async def get_rest_connection(self) -> RESTConnection: return connection async def get_ws_connection(self) -> WSConnection: - shared_client = await self._get_shared_client() + shared_client = self._ws_independent_session or await self._get_shared_client() connection = WSConnection(aiohttp_client_session=shared_client) return connection diff --git a/hummingbot/core/web_assistant/rest_assistant.py b/hummingbot/core/web_assistant/rest_assistant.py index 9ad821ad15..be0c94ebe4 100644 --- a/hummingbot/core/web_assistant/rest_assistant.py +++ b/hummingbot/core/web_assistant/rest_assistant.py @@ -33,6 +33,32 @@ def __init__( self._throttler = throttler async def execute_request( + self, + url: str, + throttler_limit_id: str, + params: Optional[Dict[str, Any]] = None, + data: Optional[Dict[str, Any]] = None, + method: RESTMethod = RESTMethod.GET, + is_auth_required: bool = False, + return_err: bool = False, + timeout: Optional[float] = None, + headers: Optional[Dict[str, Any]] = None, + ) -> Union[str, Dict[str, Any]]: + response = await self.execute_request_and_get_response( + url=url, + throttler_limit_id=throttler_limit_id, + params=params, + data=data, + method=method, + is_auth_required=is_auth_required, + return_err=return_err, + timeout=timeout, + headers=headers, + ) + response_json = await response.json() + return response_json + + async def execute_request_and_get_response( self, url: str, throttler_limit_id: str, @@ -42,7 +68,8 @@ async def execute_request( is_auth_required: bool = False, return_err: bool = False, timeout: Optional[float] = None, - headers: Optional[Dict[str, Any]] = None) -> Union[str, Dict[str, Any]]: + headers: Optional[Dict[str, Any]] = None, + ) -> RESTResponse: headers = headers or {} @@ -66,16 +93,12 @@ async def execute_request( response = await self.call(request=request, timeout=timeout) if 400 <= response.status: - if return_err: - error_response = await response.json() - return error_response - else: + if not return_err: error_response = await response.text() error_text = "N/A" if " RESTResponse: request = deepcopy(request) diff --git a/hummingbot/data_feed/coin_cap_data_feed.py b/hummingbot/data_feed/coin_cap_data_feed.py deleted file mode 100644 index 78f9663e6c..0000000000 --- a/hummingbot/data_feed/coin_cap_data_feed.py +++ /dev/null @@ -1,93 +0,0 @@ -import asyncio -import logging -from typing import ( - Dict, - Optional, -) -from hummingbot.data_feed.data_feed_base import DataFeedBase -from hummingbot.logger import HummingbotLogger -from hummingbot.core.utils.async_utils import safe_ensure_future - - -class CoinCapDataFeed(DataFeedBase): - ccdf_logger: Optional[HummingbotLogger] = None - _ccdf_shared_instance: "CoinCapDataFeed" = None - - COIN_CAP_BASE_URL = "https://api.coincap.io/v2" - - @classmethod - def get_instance(cls) -> "CoinCapDataFeed": - if cls._ccdf_shared_instance is None: - cls._ccdf_shared_instance = CoinCapDataFeed() - return cls._ccdf_shared_instance - - @classmethod - def logger(cls) -> HummingbotLogger: - if cls.ccdf_logger is None: - cls.ccdf_logger = logging.getLogger(__name__) - return cls.ccdf_logger - - def __init__(self, update_interval: float = 5.0): - super().__init__() - self._check_network_interval = 30.0 - self._ev_loop = asyncio.get_event_loop() - self._price_dict: Dict[str, float] = {} - self._update_interval: float = update_interval - self._fetch_price_task: Optional[asyncio.Task] = None - - @property - def name(self): - return "coincap_api" - - @property - def price_dict(self): - return self._price_dict.copy() - - @property - def health_check_endpoint(self): - # Only fetch data of one asset - so that the health check is faster - return "http://api.coincap.io/v2/assets/bitcoin" - - def get_price(self, asset: str) -> float: - return self._price_dict.get(asset.upper()) - - async def fetch_price_loop(self): - while True: - try: - await self.fetch_prices() - except asyncio.CancelledError: - raise - except Exception: - self.logger().network(f"Error fetching new prices from {self.name}.", exc_info=True, - app_warning_msg="Couldn't fetch newest prices from CoinCap. " - "Check network connection.") - - await asyncio.sleep(self._update_interval) - - async def fetch_prices(self): - client = await self._http_client() - async with client.request("GET", f"{self.COIN_CAP_BASE_URL}/assets") as resp: - rates_dict = await resp.json() - for rate_obj in rates_dict["data"]: - asset = rate_obj["symbol"].upper() - self._price_dict[asset] = float(rate_obj["priceUsd"]) - - # coincap does not include all coins in assets - async with client.request("GET", f"{self.COIN_CAP_BASE_URL}/rates") as resp: - rates_dict = await resp.json() - for rate_obj in rates_dict["data"]: - asset = rate_obj["symbol"].upper() - self._price_dict[asset] = float(rate_obj["rateUsd"]) - - # CoinCap does not have a separate feed for WETH - self._price_dict["WETH"] = self._price_dict["ETH"] - self._ready_event.set() - - async def start_network(self): - await self.stop_network() - self._fetch_price_task = safe_ensure_future(self.fetch_price_loop()) - - async def stop_network(self): - if self._fetch_price_task is not None: - self._fetch_price_task.cancel() - self._fetch_price_task = None diff --git a/hummingbot/data_feed/coin_cap_data_feed/__init__.py b/hummingbot/data_feed/coin_cap_data_feed/__init__.py new file mode 100644 index 0000000000..b24d31ee10 --- /dev/null +++ b/hummingbot/data_feed/coin_cap_data_feed/__init__.py @@ -0,0 +1,3 @@ +from hummingbot.data_feed.coin_cap_data_feed.coin_cap_data_feed import CoinCapDataFeed + +__all__ = ["CoinCapDataFeed"] diff --git a/hummingbot/data_feed/coin_cap_data_feed/coin_cap_constants.py b/hummingbot/data_feed/coin_cap_data_feed/coin_cap_constants.py new file mode 100644 index 0000000000..94458ebe56 --- /dev/null +++ b/hummingbot/data_feed/coin_cap_data_feed/coin_cap_constants.py @@ -0,0 +1,38 @@ +import sys + +from hummingbot.core.api_throttler.data_types import LinkedLimitWeightPair, RateLimit + +UNIVERSAL_QUOTE_TOKEN = "USD" # coincap only works with USD + +BASE_REST_URL = "https://api.coincap.io/v2" +BASE_WS_URL = "wss://ws.coincap.io/prices?assets=" + +ALL_ASSETS_ENDPOINT = "/assets" +ASSET_ENDPOINT = "/assets/{}" +HEALTH_CHECK_ENDPOINT = ASSET_ENDPOINT.format("bitcoin") # get a single asset + +ALL_ASSETS_LIMIT_ID = "allAssetsLimitID" +ASSET_LIMIT_ID = "assetLimitID" +NO_KEY_LIMIT_ID = "noKeyLimitID" +API_KEY_LIMIT_ID = "APIKeyLimitID" +WS_CONNECTIONS_LIMIT_ID = "WSConnectionsLimitID" +NO_KEY_LIMIT = 200 +API_KEY_LIMIT = 500 +NO_LIMIT = sys.maxsize +MINUTE = 60 +SECOND = 1 + +RATE_LIMITS = [ + RateLimit(limit_id=API_KEY_LIMIT_ID, limit=API_KEY_LIMIT, time_interval=MINUTE), + RateLimit( + limit_id=NO_KEY_LIMIT_ID, + limit=NO_KEY_LIMIT, + time_interval=MINUTE, + linked_limits=[LinkedLimitWeightPair(API_KEY_LIMIT_ID)], + ), + RateLimit( + limit_id=WS_CONNECTIONS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=SECOND, + ), +] diff --git a/hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py b/hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py new file mode 100644 index 0000000000..f1eb70b05e --- /dev/null +++ b/hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py @@ -0,0 +1,163 @@ +import asyncio +from decimal import Decimal +from typing import TYPE_CHECKING, Any, Dict, Optional + +from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.core.network_iterator import NetworkStatus, safe_ensure_future +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, RESTRequest, RESTResponse +from hummingbot.core.web_assistant.rest_pre_processors import RESTPreProcessorBase +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory +from hummingbot.data_feed.coin_cap_data_feed import coin_cap_constants as CONSTANTS +from hummingbot.data_feed.data_feed_base import DataFeedBase +from hummingbot.logger import HummingbotLogger + +if TYPE_CHECKING: + from hummingbot.core.api_throttler.async_throttler import AsyncThrottler + + +class CoinCapAPIKeyAppender(RESTPreProcessorBase): + def __init__(self, api_key: str): + super().__init__() + self._api_key = api_key + + async def pre_process(self, request: RESTRequest) -> RESTRequest: + request.headers = request.headers or {} + request.headers["Authorization"] = self._api_key + return request + + +class CoinCapDataFeed(DataFeedBase): + _logger: Optional[HummingbotLogger] = None + _async_throttler: Optional["AsyncThrottler"] = None + + @classmethod + def _get_async_throttler(cls) -> "AsyncThrottler": + """This avoids circular imports.""" + from hummingbot.core.api_throttler.async_throttler import AsyncThrottler + + if cls._async_throttler is None: + cls._async_throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) + return cls._async_throttler + + def __init__(self, assets_map: Dict[str, str], api_key: str): + super().__init__() + self._assets_map = assets_map + self._price_dict: Dict[str, Decimal] = {} + self._api_factory: Optional[WebAssistantsFactory] = None + self._api_key = api_key + self._is_api_key_authorized = True + self._prices_stream_task: Optional[asyncio.Task] = None + + self._ready_event.set() + + @property + def name(self): + return "coin_cap_api" + + @property + def health_check_endpoint(self): + return f"{CONSTANTS.BASE_REST_URL}{CONSTANTS.HEALTH_CHECK_ENDPOINT}" + + @property + def universal_quote_token(self) -> str: + return CONSTANTS.UNIVERSAL_QUOTE_TOKEN + + async def start_network(self): + self._prices_stream_task = safe_ensure_future(self._stream_prices()) + + async def stop_network(self): + self._prices_stream_task and self._prices_stream_task.cancel() + self._prices_stream_task = None + + async def check_network(self) -> NetworkStatus: + try: + await self._make_request(url=self.health_check_endpoint) + except asyncio.CancelledError: + raise + except Exception: + return NetworkStatus.NOT_CONNECTED + return NetworkStatus.CONNECTED + + async def get_all_usd_quoted_prices(self) -> Dict[str, Decimal]: + prices = ( + self._price_dict + if self._prices_stream_task and len(self._price_dict) != 0 + else await self._get_all_usd_quoted_prices_by_rest_request() + ) + return prices + + def _get_api_factory(self) -> WebAssistantsFactory: + # Avoids circular logic (i.e. CoinCap needs a throttler, which needs a client config map, which needs + # a data feed — CoinCap, in this case) + if self._api_factory is None: + self._api_factory = WebAssistantsFactory( + throttler=self._get_async_throttler(), + rest_pre_processors=[CoinCapAPIKeyAppender(api_key=self._api_key)], + ) + return self._api_factory + + async def _get_all_usd_quoted_prices_by_rest_request(self) -> Dict[str, Decimal]: + prices = {} + url = f"{CONSTANTS.BASE_REST_URL}{CONSTANTS.ALL_ASSETS_ENDPOINT}" + + params = { + "ids": ",".join(self._assets_map.values()), + } + + data = await self._make_request(url=url, params=params) + for asset_data in data["data"]: + base = asset_data["symbol"] + trading_pair = combine_to_hb_trading_pair(base=base, quote=CONSTANTS.UNIVERSAL_QUOTE_TOKEN) + try: + prices[trading_pair] = Decimal(asset_data["priceUsd"]) + except TypeError: + continue + + return prices + + async def _make_request(self, url: str, params: Optional[Dict[str, Any]] = None) -> Dict[str, Any]: + api_factory = self._get_api_factory() + rest_assistant = await api_factory.get_rest_assistant() + rate_limit_id = CONSTANTS.API_KEY_LIMIT_ID if self._is_api_key_authorized else CONSTANTS.NO_KEY_LIMIT_ID + response = await rest_assistant.execute_request_and_get_response( + url=url, + throttler_limit_id=rate_limit_id, + params=params, + method=RESTMethod.GET, + ) + self._check_is_api_key_authorized(response=response) + data = await response.json() + return data + + def _check_is_api_key_authorized(self, response: RESTResponse): + self.logger().debug(f"CoinCap REST response headers: {response.headers}") + self._is_api_key_authorized = int(response.headers["X-Ratelimit-Limit"]) == CONSTANTS.API_KEY_LIMIT + + async def _stream_prices(self): + while True: + try: + api_factory = self._get_api_factory() + self._price_dict = await self._get_all_usd_quoted_prices_by_rest_request() + ws = await api_factory.get_ws_assistant() + symbols_map = {asset_id: symbol for symbol, asset_id in self._assets_map.items()} + ws_url = f"{CONSTANTS.BASE_WS_URL}{','.join(self._assets_map.values())}" + async with api_factory.throttler.execute_task(limit_id=CONSTANTS.WS_CONNECTIONS_LIMIT_ID): + await ws.connect(ws_url=ws_url) + async for msg in ws.iter_messages(): + for asset_id, price_str in msg.data.items(): + base = symbols_map[asset_id] + trading_pair = combine_to_hb_trading_pair(base=base, quote=CONSTANTS.UNIVERSAL_QUOTE_TOKEN) + self._price_dict[trading_pair] = Decimal(price_str) + except asyncio.CancelledError: + raise + except Exception: + self.logger().network( + log_msg="Unexpected error while streaming prices. Restarting the stream.", + exc_info=True, + ) + await self._sleep(delay=1) + + @staticmethod + async def _sleep(delay: float): + """Used for unit-test mocking.""" + await asyncio.sleep(delay) diff --git a/test/hummingbot/client/config/test_config_helpers.py b/test/hummingbot/client/config/test_config_helpers.py index dd8c2e7b14..6f613313a8 100644 --- a/test/hummingbot/client/config/test_config_helpers.py +++ b/test/hummingbot/client/config/test_config_helpers.py @@ -11,7 +11,7 @@ from hummingbot.client.config import config_helpers from hummingbot.client.config.client_config_map import ClientConfigMap, CommandShortcutModel from hummingbot.client.config.config_crypt import ETHKeyFileSecretManger -from hummingbot.client.config.config_data_types import BaseClientModel, BaseConnectorConfigMap +from hummingbot.client.config.config_data_types import BaseClientModel, BaseConnectorConfigMap, ClientFieldData from hummingbot.client.config.config_helpers import ( ClientConfigAdapter, ReadOnlyClientConfigAdapter, @@ -122,7 +122,7 @@ class Config: def test_load_connector_config_map_from_file_with_secrets(self, get_connector_config_keys_mock: MagicMock): class DummyConnectorModel(BaseConnectorConfigMap): connector = "some-connector" - secret_attr: Optional[SecretStr] = Field(default=None) + secret_attr: Optional[SecretStr] = Field(default=None, client_data=ClientFieldData(is_secure=True)) password = "some-pass" Security.secrets_manager = ETHKeyFileSecretManger(password) diff --git a/test/hummingbot/core/rate_oracle/sources/test_coin_cap_rate_source.py b/test/hummingbot/core/rate_oracle/sources/test_coin_cap_rate_source.py new file mode 100644 index 0000000000..c01fc1e968 --- /dev/null +++ b/test/hummingbot/core/rate_oracle/sources/test_coin_cap_rate_source.py @@ -0,0 +1,274 @@ +import asyncio +import json +import re +import unittest +from decimal import Decimal +from typing import Awaitable, Optional +from unittest.mock import AsyncMock, patch + +from aioresponses import aioresponses + +from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant +from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.rate_oracle.sources.coin_cap_rate_source import CoinCapRateSource +from hummingbot.data_feed.coin_cap_data_feed import coin_cap_constants as CONSTANTS + + +class CoinCapRateSourceTest(unittest.TestCase): + level = 0 + target_token: str + target_asset_id: str + global_token: str + trading_pair: str + + @classmethod + def setUpClass(cls): + super().setUpClass() + cls.target_token = "COINALPHA" + cls.target_asset_id = "some CoinAlpha ID" + cls.global_token = CONSTANTS.UNIVERSAL_QUOTE_TOKEN + cls.trading_pair = combine_to_hb_trading_pair(base=cls.target_token, quote=cls.global_token) + + def setUp(self) -> None: + super().setUp() + self.log_records = [] + self.rate_source = CoinCapRateSource(assets_map={}, api_key="") + self.rate_source._coin_cap_data_feed.logger().setLevel(1) + self.rate_source._coin_cap_data_feed.logger().addHandler(self) + self.mocking_assistant = NetworkMockingAssistant() + self.rate_source._coin_cap_data_feed._get_api_factory() + self._web_socket_mock = self.mocking_assistant.configure_web_assistants_factory( + web_assistants_factory=self.rate_source._coin_cap_data_feed._api_factory + ) + + def handle(self, record): + self.log_records.append(record) + + @staticmethod + def async_run_with_timeout(coroutine: Awaitable, timeout: int = 1): + ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coroutine, timeout)) + return ret + + def get_coin_cap_assets_data_mock( + self, + asset_symbol: str, + asset_price: Decimal, + asset_id: Optional[str] = None, + ): + data = { + "data": [ + { + "id": asset_id or self.target_asset_id, + "rank": "1", + "symbol": asset_symbol, + "name": "Bitcoin", + "supply": "19351375.0000000000000000", + "maxSupply": "21000000.0000000000000000", + "marketCapUsd": "560124156928.7894433300126125", + "volumeUsd24Hr": "8809682089.3591086933779149", + "priceUsd": str(asset_price), + "changePercent24Hr": "-3.7368339984395858", + "vwap24Hr": "29321.6954689987292113", + "explorer": "https://blockchain.info/", + }, + { + "id": "bitcoin-bep2", + "rank": "36", + "symbol": "BTCB", + "name": "Bitcoin BEP2", + "supply": "53076.5813160500000000", + "maxSupply": None, + "marketCapUsd": "1535042933.7400446414478907", + "volumeUsd24Hr": "545107668.1789385958198549", + "priceUsd": "28921.2849749962704851", + "changePercent24Hr": "-3.6734367191141411", + "vwap24Hr": "29306.9911285134523131", + "explorer": "https://explorer.binance.org/asset/BTCB-1DE", + }, + ], + "timestamp": 1681975911184, + } + return data + + @aioresponses() + def test_get_prices(self, mock_api: aioresponses): + expected_rate = Decimal("20") + + data = self.get_coin_cap_assets_data_mock(asset_symbol=self.target_token, asset_price=expected_rate) + url = f"{CONSTANTS.BASE_REST_URL}{CONSTANTS.ALL_ASSETS_ENDPOINT}" + url_regex = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_api.get( + url=url_regex, + body=json.dumps(data), + headers={ + "X-Ratelimit-Remaining": str(CONSTANTS.NO_KEY_LIMIT - 1), + "X-Ratelimit-Limit": str(CONSTANTS.NO_KEY_LIMIT), + }, + ) + + prices = self.async_run_with_timeout(self.rate_source.get_prices(quote_token="SOMETOKEN")) + + self.assertEqual(prices, {}) + + prices = self.async_run_with_timeout( + coroutine=self.rate_source.get_prices(quote_token=self.global_token) + ) + + self.assertIn(self.trading_pair, prices) + self.assertEqual(expected_rate, prices[self.trading_pair]) + + @aioresponses() + def test_check_network(self, mock_api: aioresponses): + url = f"{CONSTANTS.BASE_REST_URL}{CONSTANTS.HEALTH_CHECK_ENDPOINT}" + mock_api.get(url, exception=Exception()) + + status = self.async_run_with_timeout(coroutine=self.rate_source.check_network()) + self.assertEqual(NetworkStatus.NOT_CONNECTED, status) + + mock_api.get( + url, + body=json.dumps({}), + headers={ + "X-Ratelimit-Remaining": str(CONSTANTS.NO_KEY_LIMIT - 1), + "X-Ratelimit-Limit": str(CONSTANTS.NO_KEY_LIMIT), + }, + ) + + status = self.async_run_with_timeout(coroutine=self.rate_source.check_network()) + self.assertEqual(NetworkStatus.CONNECTED, status) + + @aioresponses() + def test_ws_stream_prices(self, mock_api: aioresponses): + # initial request + rest_rate = Decimal("20") + data = self.get_coin_cap_assets_data_mock(asset_symbol=self.target_token, asset_price=rest_rate) + assets_map = { + asset_data["symbol"]: asset_data["id"] for asset_data in data["data"] + } + rate_source = CoinCapRateSource(assets_map=assets_map, api_key="") + rate_source._coin_cap_data_feed._get_api_factory() + web_socket_mock = self.mocking_assistant.configure_web_assistants_factory( + web_assistants_factory=rate_source._coin_cap_data_feed._api_factory + ) + url = f"{CONSTANTS.BASE_REST_URL}{CONSTANTS.ALL_ASSETS_ENDPOINT}" + url_regex = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_api.get( + url=url_regex, + body=json.dumps(data), + headers={ + "X-Ratelimit-Remaining": str(CONSTANTS.NO_KEY_LIMIT - 1), + "X-Ratelimit-Limit": str(CONSTANTS.NO_KEY_LIMIT), + }, + repeat=True, + ) + + self.async_run_with_timeout(coroutine=rate_source.start_network()) + + prices = self.async_run_with_timeout( + coroutine=rate_source.get_prices(quote_token=self.global_token) + ) + + self.assertIn(self.trading_pair, prices) + self.assertEqual(rest_rate, prices[self.trading_pair]) + + streamed_rate = rest_rate + Decimal("1") + stream_response = {self.target_asset_id: str(streamed_rate)} + self.mocking_assistant.add_websocket_aiohttp_message( + websocket_mock=web_socket_mock, message=json.dumps(stream_response) + ) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=web_socket_mock) + + prices = self.async_run_with_timeout( + coroutine=rate_source.get_prices(quote_token=self.global_token) + ) + + self.assertIn(self.trading_pair, prices) + self.assertEqual(streamed_rate, prices[self.trading_pair]) + + self.async_run_with_timeout(coroutine=rate_source.stop_network()) + + prices = self.async_run_with_timeout( + coroutine=rate_source.get_prices(quote_token=self.global_token) + ) + + self.assertIn(self.trading_pair, prices) + self.assertEqual(rest_rate, prices[self.trading_pair]) # rest requests are used once again + + @aioresponses() + @patch("hummingbot.data_feed.coin_cap_data_feed.coin_cap_data_feed.CoinCapDataFeed._sleep") + def test_ws_stream_logs_exceptions_and_restarts(self, mock_api: aioresponses, sleep_mock: AsyncMock): + continue_event = asyncio.Event() + + async def _continue_event_wait(*_, **__): + await continue_event.wait() + continue_event.clear() + + sleep_mock.side_effect = _continue_event_wait + + # initial request + rest_rate = Decimal("20") + data = self.get_coin_cap_assets_data_mock(asset_symbol=self.target_token, asset_price=rest_rate) + assets_map = { + asset_data["symbol"]: asset_data["id"] for asset_data in data["data"] + } + rate_source = CoinCapRateSource(assets_map=assets_map, api_key="") + rate_source._coin_cap_data_feed._get_api_factory() + web_socket_mock = self.mocking_assistant.configure_web_assistants_factory( + web_assistants_factory=rate_source._coin_cap_data_feed._api_factory + ) + url = f"{CONSTANTS.BASE_REST_URL}{CONSTANTS.ALL_ASSETS_ENDPOINT}" + url_regex = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_api.get( + url=url_regex, + body=json.dumps(data), + headers={ + "X-Ratelimit-Remaining": str(CONSTANTS.NO_KEY_LIMIT - 1), + "X-Ratelimit-Limit": str(CONSTANTS.NO_KEY_LIMIT), + }, + repeat=True, + ) + + self.async_run_with_timeout(coroutine=rate_source.start_network()) + + streamed_rate = rest_rate + Decimal("1") + stream_response = {self.target_asset_id: str(streamed_rate)} + self.mocking_assistant.add_websocket_aiohttp_message( + websocket_mock=web_socket_mock, message=json.dumps(stream_response) + ) + self.mocking_assistant.add_websocket_aiohttp_exception( + websocket_mock=web_socket_mock, exception=Exception("test exception") + ) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=web_socket_mock) + + prices = self.async_run_with_timeout( + coroutine=rate_source.get_prices(quote_token=self.global_token) + ) + + self.assertIn(self.trading_pair, prices) + self.assertEqual(streamed_rate, prices[self.trading_pair]) + log_level = "NETWORK" + message = "Unexpected error while streaming prices. Restarting the stream." + any( + record.levelname == log_level and message == record.getMessage() is not None + for record in self.log_records + ) + + streamed_rate = rest_rate + Decimal("2") + stream_response = {self.target_asset_id: str(streamed_rate)} + self.mocking_assistant.add_websocket_aiohttp_message( + websocket_mock=web_socket_mock, message=json.dumps(stream_response) + ) + + continue_event.set() + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(websocket_mock=web_socket_mock) + + prices = self.async_run_with_timeout( + coroutine=rate_source.get_prices(quote_token=self.global_token) + ) + + self.assertIn(self.trading_pair, prices) + self.assertEqual(streamed_rate, prices[self.trading_pair]) From 077e02ea3fbecd9422c3210dfabb4743d292ecb1 Mon Sep 17 00:00:00 2001 From: bczhang Date: Thu, 17 Aug 2023 18:02:55 +0800 Subject: [PATCH 251/359] (refactor) Create&updates Mexc spot to ths latest standards --- .../mexc/mexc_api_order_book_data_source.py | 380 +-- .../mexc/mexc_api_user_stream_data_source.py | 223 +- .../connector/exchange/mexc/mexc_auth.py | 110 +- .../connector/exchange/mexc/mexc_constants.py | 207 +- .../connector/exchange/mexc/mexc_exchange.py | 1485 +++++------ .../exchange/mexc/mexc_in_flight_order.py | 48 - .../exchange/mexc/mexc_order_book.py | 114 +- .../exchange/mexc/mexc_order_book_message.py | 60 - .../exchange/mexc/mexc_order_book_tracker.py | 130 - .../exchange/mexc/mexc_user_stream_tracker.py | 63 - .../connector/exchange/mexc/mexc_utils.py | 65 +- .../connector/exchange/mexc/mexc_web_utils.py | 75 + .../exchange/mexc/mexc_websocket_adaptor.py | 121 - .../connector/exchange/mexc/__init__.py | 2 - .../test_mexc_api_order_book_data_source.py | 484 +++- .../test_mexc_api_user_stream_data_source.py | 80 - .../connector/exchange/mexc/test_mexc_auth.py | 60 +- .../exchange/mexc/test_mexc_exchange.py | 2259 ++++++++++------- .../mexc/test_mexc_in_flight_order.py | 98 - .../exchange/mexc/test_mexc_order_book.py | 127 + .../mexc/test_mexc_order_book_message.py | 67 - .../mexc/test_mexc_order_book_tracker.py | 138 - .../mexc/test_mexc_user_stream_data_source.py | 319 +++ .../mexc/test_mexc_user_stream_tracker.py | 50 - .../exchange/mexc/test_mexc_utils.py | 44 + .../exchange/mexc/test_mexc_web_utils.py | 19 + .../mexc/test_mexc_websocket_adaptor.py | 108 - 27 files changed, 3323 insertions(+), 3613 deletions(-) mode change 100644 => 100755 hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py mode change 100644 => 100755 hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py mode change 100644 => 100755 hummingbot/connector/exchange/mexc/mexc_exchange.py delete mode 100644 hummingbot/connector/exchange/mexc/mexc_in_flight_order.py delete mode 100644 hummingbot/connector/exchange/mexc/mexc_order_book_message.py delete mode 100644 hummingbot/connector/exchange/mexc/mexc_order_book_tracker.py delete mode 100644 hummingbot/connector/exchange/mexc/mexc_user_stream_tracker.py create mode 100644 hummingbot/connector/exchange/mexc/mexc_web_utils.py delete mode 100644 hummingbot/connector/exchange/mexc/mexc_websocket_adaptor.py delete mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_api_user_stream_data_source.py delete mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_in_flight_order.py create mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py delete mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_order_book_message.py delete mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_order_book_tracker.py create mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py delete mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_tracker.py create mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_utils.py create mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_web_utils.py delete mode 100644 test/hummingbot/connector/exchange/mexc/test_mexc_websocket_adaptor.py diff --git a/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py b/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py old mode 100644 new mode 100755 index 69411ed752..d785891ba4 --- a/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py +++ b/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py @@ -1,288 +1,140 @@ -#!/usr/bin/env python -import aiohttp -import aiohttp.client_ws import asyncio -import logging -import pandas as pd import time -from typing import ( - Any, - Dict, - List, - Optional, -) +from typing import TYPE_CHECKING, Any, Dict, List, Optional -from hummingbot.connector.exchange.mexc.mexc_utils import ( - convert_from_exchange_trading_pair, - convert_to_exchange_trading_pair, - microseconds, -) +from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS, mexc_web_utils as web_utils +from hummingbot.connector.exchange.mexc.mexc_order_book import MexcOrderBook from hummingbot.core.data_type.order_book_message import OrderBookMessage -from hummingbot.core.data_type.order_book import OrderBook from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, WSJSONRequest +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory +from hummingbot.core.web_assistant.ws_assistant import WSAssistant from hummingbot.logger import HummingbotLogger -from hummingbot.connector.exchange.mexc.mexc_order_book import MexcOrderBook -from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS -from dateutil.parser import parse as dateparse -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler -from hummingbot.connector.exchange.mexc.mexc_websocket_adaptor import MexcWebSocketAdaptor -from collections import defaultdict + +if TYPE_CHECKING: + from hummingbot.connector.exchange.mexc.mexc_exchange import MexcExchange class MexcAPIOrderBookDataSource(OrderBookTrackerDataSource): - MESSAGE_TIMEOUT = 120.0 - PING_TIMEOUT = 10.0 + HEARTBEAT_TIME_INTERVAL = 30.0 + TRADE_STREAM_ID = 1 + DIFF_STREAM_ID = 2 + ONE_HOUR = 60 * 60 _logger: Optional[HummingbotLogger] = None - def __init__(self, trading_pairs: List[str], - shared_client: Optional[aiohttp.ClientSession] = None, - throttler: Optional[AsyncThrottler] = None, ): + def __init__(self, + trading_pairs: List[str], + connector: 'MexcExchange', + api_factory: WebAssistantsFactory, + domain: str = CONSTANTS.DEFAULT_DOMAIN): super().__init__(trading_pairs) - self._trading_pairs: List[str] = trading_pairs - self._throttler = throttler or self._get_throttler_instance() - self._shared_client = shared_client or self._get_session_instance() - self._message_queue: Dict[str, asyncio.Queue] = defaultdict(asyncio.Queue) - - @classmethod - def logger(cls) -> HummingbotLogger: - if cls._logger is None: - cls._logger = logging.getLogger(__name__) - return cls._logger - - @classmethod - def _get_session_instance(cls) -> aiohttp.ClientSession: - session = aiohttp.ClientSession() - return session - - @classmethod - def _get_throttler_instance(cls) -> AsyncThrottler: - throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) - return throttler - - @staticmethod - async def fetch_trading_pairs() -> List[str]: - async with aiohttp.ClientSession() as client: - throttler = MexcAPIOrderBookDataSource._get_throttler_instance() - async with throttler.execute_task(CONSTANTS.MEXC_SYMBOL_URL): - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_SYMBOL_URL - async with client.get(url) as products_response: - - products_response: aiohttp.ClientResponse = products_response - if products_response.status != 200: - return [] - # raise IOError(f"Error fetching active MEXC. HTTP status is {products_response.status}.") - - data = await products_response.json() - data = data['data'] - - trading_pairs = [] - for item in data: - if item['state'] == "ENABLED": - trading_pairs.append(convert_from_exchange_trading_pair(item["symbol"])) - return trading_pairs - - async def get_new_order_book(self, trading_pair: str) -> OrderBook: - snapshot: Dict[str, Any] = await self.get_snapshot(self._shared_client, trading_pair) - - snapshot_msg: OrderBookMessage = MexcOrderBook.snapshot_message_from_exchange( - snapshot, - trading_pair, - timestamp=microseconds(), - metadata={"trading_pair": trading_pair}) - order_book: OrderBook = self.order_book_create_function() - order_book.apply_snapshot(snapshot_msg.bids, snapshot_msg.asks, snapshot_msg.update_id) - return order_book - - @classmethod - async def get_last_traded_prices(cls, trading_pairs: List[str], throttler: Optional[AsyncThrottler] = None, - shared_client: Optional[aiohttp.ClientSession] = None) -> Dict[str, float]: - client = shared_client or cls._get_session_instance() - throttler = throttler or cls._get_throttler_instance() - async with throttler.execute_task(CONSTANTS.MEXC_TICKERS_URL): - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_TICKERS_URL - async with client.get(url) as products_response: - products_response: aiohttp.ClientResponse = products_response - if products_response.status != 200: - # raise IOError(f"Error get tickers from MEXC markets. HTTP status is {products_response.status}.") - return {} - data = await products_response.json() - data = data['data'] - all_markets: pd.DataFrame = pd.DataFrame.from_records(data=data) - all_markets.set_index("symbol", inplace=True) - - out: Dict[str, float] = {} - - for trading_pair in trading_pairs: - exchange_trading_pair = convert_to_exchange_trading_pair(trading_pair) - out[trading_pair] = float(all_markets['last'][exchange_trading_pair]) - return out - - async def get_trading_pairs(self) -> List[str]: - if not self._trading_pairs: - try: - self._trading_pairs = await self.fetch_trading_pairs() - except Exception: - self._trading_pairs = [] - self.logger().network( - "Error getting active exchange information.", - exc_info=True, - app_warning_msg="Error getting active exchange information. Check network connection." - ) - return self._trading_pairs - - @staticmethod - async def get_snapshot(client: aiohttp.ClientSession, trading_pair: str, - throttler: Optional[AsyncThrottler] = None) -> Dict[str, Any]: - throttler = throttler or MexcAPIOrderBookDataSource._get_throttler_instance() - async with throttler.execute_task(CONSTANTS.MEXC_DEPTH_URL): - trading_pair = convert_to_exchange_trading_pair(trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - async with client.get(url) as response: - response: aiohttp.ClientResponse = response - status = response.status - if status != 200: - raise IOError(f"Error fetching MEXC market snapshot for {trading_pair}. " - f"HTTP status is {status}.") - api_data = await response.json() - data = api_data['data'] - data['ts'] = microseconds() - - return data + self._connector = connector + self._trade_messages_queue_key = CONSTANTS.TRADE_EVENT_TYPE + self._diff_messages_queue_key = CONSTANTS.DIFF_EVENT_TYPE + self._domain = domain + self._api_factory = api_factory + + async def get_last_traded_prices(self, + trading_pairs: List[str], + domain: Optional[str] = None) -> Dict[str, float]: + return await self._connector.get_last_traded_prices(trading_pairs=trading_pairs) + + async def _request_order_book_snapshot(self, trading_pair: str) -> Dict[str, Any]: + """ + Retrieves a copy of the full order book from the exchange, for a particular trading pair. - @classmethod - def iso_to_timestamp(cls, date: str): - return dateparse(date).timestamp() + :param trading_pair: the trading pair for which the order book will be retrieved - async def _sleep(self, delay): - """ - Function added only to facilitate patching the sleep in unit tests without affecting the asyncio module + :return: the response from the exchange (JSON dictionary) """ - await asyncio.sleep(delay) - - async def _create_websocket_connection(self) -> MexcWebSocketAdaptor: + params = { + "symbol": await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair), + "limit": "1000" + } + + rest_assistant = await self._api_factory.get_rest_assistant() + data = await rest_assistant.execute_request( + url=web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL, domain=self._domain), + params=params, + method=RESTMethod.GET, + throttler_limit_id=CONSTANTS.SNAPSHOT_PATH_URL, + ) + + return data + + async def _subscribe_channels(self, ws: WSAssistant): """ - Initialize WebSocket client for UserStreamDataSource + Subscribes to the trade events and diff orders events through the provided websocket connection. + :param ws: the websocket assistant used to connect to the exchange """ try: - ws = MexcWebSocketAdaptor(throttler=self._throttler, shared_client=self._shared_client) - await ws.connect() - return ws + trade_params = [] + depth_params = [] + for trading_pair in self._trading_pairs: + symbol = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + trade_params.append(f"spot@public.deals.v3.api@{symbol}") + depth_params.append(f"spot@public.increase.depth.v3.api@{symbol}") + payload = { + "method": "SUBSCRIPTION", + "params": trade_params, + } + subscribe_trade_request: WSJSONRequest = WSJSONRequest(payload=payload) + + payload = { + "method": "SUBSCRIPTION", + "params": depth_params, + } + subscribe_orderbook_request: WSJSONRequest = WSJSONRequest(payload=payload) + + await ws.send(subscribe_trade_request) + await ws.send(subscribe_orderbook_request) + + self.logger().info("Subscribed to public order book and trade channels...") except asyncio.CancelledError: raise - except Exception as e: - self.logger().network(f"Unexpected error occured connecting to {CONSTANTS.EXCHANGE_NAME} WebSocket API. " - f"({e})") + except Exception: + self.logger().error( + "Unexpected error occurred subscribing to order book trading and delta streams...", + exc_info=True + ) raise - async def listen_for_subscriptions(self): - ws = None - while True: - try: - ws = await self._create_websocket_connection() - await ws.subscribe_to_order_book_streams(self._trading_pairs) - - async for msg in ws.iter_messages(): - decoded_msg: dict = msg + async def _connected_websocket_assistant(self) -> WSAssistant: + ws: WSAssistant = await self._api_factory.get_ws_assistant() + await ws.connect(ws_url=CONSTANTS.WSS_URL.format(self._domain), + ping_timeout=CONSTANTS.WS_HEARTBEAT_TIME_INTERVAL) + return ws - if 'channel' in decoded_msg.keys() and decoded_msg['channel'] in MexcWebSocketAdaptor.SUBSCRIPTION_LIST: - self._message_queue[decoded_msg['channel']].put_nowait(decoded_msg) - else: - self.logger().debug(f"Unrecognized message received from MEXC websocket: {decoded_msg}") - except asyncio.CancelledError: - raise - except Exception: - self.logger().error( - "Unexpected error occurred when listening to order book streams. Retrying in 5 seconds...", - exc_info=True, - ) - await self._sleep(5.0) - finally: - ws and await ws.disconnect() - - async def listen_for_trades(self, ev_loop: asyncio.BaseEventLoop, output: asyncio.Queue): - msg_queue = self._message_queue[MexcWebSocketAdaptor.DEAL_CHANNEL_ID] - while True: - try: - decoded_msg = await msg_queue.get() - self.logger().debug(f"Recived new trade: {decoded_msg}") - - for data in decoded_msg['data']['deals']: - trading_pair = convert_from_exchange_trading_pair(decoded_msg['symbol']) - trade_message: OrderBookMessage = MexcOrderBook.trade_message_from_exchange( - data, data['t'], metadata={"trading_pair": trading_pair} - ) - self.logger().debug(f'Putting msg in queue: {str(trade_message)}') - output.put_nowait(trade_message) - except asyncio.CancelledError: - raise - except Exception: - self.logger().error("Unexpected error with WebSocket connection ,Retrying after 30 seconds...", - exc_info=True) - await self._sleep(30.0) - - async def listen_for_order_book_diffs(self, ev_loop: asyncio.BaseEventLoop, output: asyncio.Queue): - msg_queue = self._message_queue[MexcWebSocketAdaptor.DEPTH_CHANNEL_ID] - while True: - try: - decoded_msg = await msg_queue.get() - if decoded_msg['data'].get('asks'): - asks = [ - { - 'price': ask['p'], - 'quantity': ask['q'] - } - for ask in decoded_msg["data"]["asks"]] - decoded_msg['data']['asks'] = asks - if decoded_msg['data'].get('bids'): - bids = [ - { - 'price': bid['p'], - 'quantity': bid['q'] - } - for bid in decoded_msg["data"]["bids"]] - decoded_msg['data']['bids'] = bids - order_book_message: OrderBookMessage = MexcOrderBook.diff_message_from_exchange( - decoded_msg['data'], microseconds(), - metadata={"trading_pair": convert_from_exchange_trading_pair(decoded_msg['symbol'])} - ) - output.put_nowait(order_book_message) - - except asyncio.CancelledError: - raise - except Exception: - self.logger().error("Unexpected error with WebSocket connection. Retrying after 30 seconds...", - exc_info=True) - await self._sleep(30.0) - - async def listen_for_order_book_snapshots(self, ev_loop: asyncio.BaseEventLoop, output: asyncio.Queue): - while True: - try: - trading_pairs: List[str] = await self.get_trading_pairs() - session = self._shared_client - for trading_pair in trading_pairs: - try: - snapshot: Dict[str, Any] = await self.get_snapshot(session, trading_pair) - snapshot_msg: OrderBookMessage = MexcOrderBook.snapshot_message_from_exchange( - snapshot, - trading_pair, - timestamp=microseconds(), - metadata={"trading_pair": trading_pair}) - output.put_nowait(snapshot_msg) - self.logger().debug(f"Saved order book snapshot for {trading_pair}") - await self._sleep(5.0) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().error("Unexpected error." + repr(ex), exc_info=True) - await self._sleep(5.0) - this_hour: pd.Timestamp = pd.Timestamp.utcnow().replace(minute=0, second=0, microsecond=0) - next_hour: pd.Timestamp = this_hour + pd.Timedelta(hours=1) - delta: float = next_hour.timestamp() - time.time() - await self._sleep(delta) - except asyncio.CancelledError: - raise - except Exception as ex1: - self.logger().error("Unexpected error." + repr(ex1), exc_info=True) - await self._sleep(5.0) + async def _order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: + snapshot: Dict[str, Any] = await self._request_order_book_snapshot(trading_pair) + snapshot_timestamp: float = time.time() + snapshot_msg: OrderBookMessage = MexcOrderBook.snapshot_message_from_exchange( + snapshot, + snapshot_timestamp, + metadata={"trading_pair": trading_pair} + ) + return snapshot_msg + + async def _parse_trade_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): + if "result" not in raw_message: + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=raw_message["s"]) + for sinlge_msg in raw_message['d']['deals']: + trade_message = MexcOrderBook.trade_message_from_exchange( + sinlge_msg, timestamp=raw_message['t'], metadata={"trading_pair": trading_pair}) + message_queue.put_nowait(trade_message) + + async def _parse_order_book_diff_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): + if "result" not in raw_message: + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=raw_message["s"]) + order_book_message: OrderBookMessage = MexcOrderBook.diff_message_from_exchange( + raw_message, raw_message['t'], {"trading_pair": trading_pair}) + message_queue.put_nowait(order_book_message) + + def _channel_originating_message(self, event_message: Dict[str, Any]) -> str: + channel = "" + if "result" not in event_message: + event_type = event_message.get("c") + channel = (self._diff_messages_queue_key if CONSTANTS.DIFF_EVENT_TYPE in event_type + else self._trade_messages_queue_key) + return channel diff --git a/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py b/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py old mode 100644 new mode 100755 index 8dd1dde147..15fa731522 --- a/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py +++ b/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py @@ -1,117 +1,136 @@ -#!/usr/bin/env python import asyncio -import hashlib -import json -from urllib.parse import urlencode - -import aiohttp -import aiohttp.client_ws - -import logging - -from typing import ( - Optional, - AsyncIterable, - List, - Dict, - Any -) +import time +from typing import TYPE_CHECKING, List, Optional -from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler +from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS, mexc_web_utils as web_utils +from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource +from hummingbot.core.utils.async_utils import safe_ensure_future +from hummingbot.core.web_assistant.connections.data_types import RESTMethod +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory +from hummingbot.core.web_assistant.ws_assistant import WSAssistant from hummingbot.logger import HummingbotLogger -from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth - -import time -from websockets.exceptions import ConnectionClosed +if TYPE_CHECKING: + from hummingbot.connector.exchange.mexc.mexc_exchange import MexcExchange class MexcAPIUserStreamDataSource(UserStreamTrackerDataSource): - _logger: Optional[HummingbotLogger] = None - MESSAGE_TIMEOUT = 300.0 - - @classmethod - def logger(cls) -> HummingbotLogger: - if cls._logger is None: - cls._logger = logging.getLogger(__name__) - - return cls._logger - - def __init__(self, throttler: AsyncThrottler, mexc_auth: MexcAuth, trading_pairs: Optional[List[str]] = [], - shared_client: Optional[aiohttp.ClientSession] = None): - self._shared_client = shared_client or self._get_session_instance() - self._last_recv_time: float = 0 - self._auth: MexcAuth = mexc_auth - self._trading_pairs = trading_pairs - self._throttler = throttler - super().__init__() - @classmethod - def _get_session_instance(cls) -> aiohttp.ClientSession: - session = aiohttp.ClientSession() - return session + LISTEN_KEY_KEEP_ALIVE_INTERVAL = 1800 # Recommended to Ping/Update listen key to keep connection alive + HEARTBEAT_TIME_INTERVAL = 30.0 - @property - def last_recv_time(self) -> float: - return self._last_recv_time + _logger: Optional[HummingbotLogger] = None - async def _authenticate_client(self): + def __init__(self, + auth: MexcAuth, + trading_pairs: List[str], + connector: 'MexcExchange', + api_factory: WebAssistantsFactory, + domain: str = CONSTANTS.DEFAULT_DOMAIN): + super().__init__() + self._auth: MexcAuth = auth + self._current_listen_key = None + self._domain = domain + self._api_factory = api_factory + + self._listen_key_initialized_event: asyncio.Event = asyncio.Event() + self._last_listen_key_ping_ts = 0 + + async def _connected_websocket_assistant(self) -> WSAssistant: + """ + Creates an instance of WSAssistant connected to the exchange + """ + self._manage_listen_key_task = safe_ensure_future(self._manage_listen_key_task_loop()) + await self._listen_key_initialized_event.wait() + + ws: WSAssistant = await self._get_ws_assistant() + url = f"{CONSTANTS.WSS_URL.format(self._domain)}?listenKey={self._current_listen_key}" + await ws.connect(ws_url=url, ping_timeout=CONSTANTS.WS_HEARTBEAT_TIME_INTERVAL) + return ws + + async def _subscribe_channels(self, websocket_assistant: WSAssistant): + """ + Subscribes to the trade events and diff orders events through the provided websocket connection. + + Mexc does not require any channel subscription. + + :param websocket_assistant: the websocket assistant used to connect to the exchange + """ pass - async def listen_for_user_stream(self, output: asyncio.Queue): - while True: - session = self._shared_client - try: - ws = await session.ws_connect(CONSTANTS.MEXC_WS_URL_PUBLIC) - ws: aiohttp.client_ws.ClientWebSocketResponse = ws - try: - params: Dict[str, Any] = { - 'api_key': self._auth.api_key, - "op": "sub.personal", - 'req_time': int(time.time() * 1000), - "api_secret": self._auth.secret_key, - } - params_sign = urlencode(params) - sign_data = hashlib.md5(params_sign.encode()).hexdigest() - del params['api_secret'] - params["sign"] = sign_data - async with self._throttler.execute_task(CONSTANTS.MEXC_WS_URL_PUBLIC): - await ws.send_str(json.dumps(params)) - - async for raw_msg in self._inner_messages(ws): - self._last_recv_time = time.time() - decoded_msg: dict = raw_msg - if 'channel' in decoded_msg.keys() and decoded_msg['channel'] == 'push.personal.order': - output.put_nowait(decoded_msg) - elif 'channel' in decoded_msg.keys() and decoded_msg['channel'] == 'sub.personal': - pass - else: - self.logger().debug(f"other message received from MEXC websocket: {decoded_msg}") - except Exception as ex2: - raise ex2 - finally: - await ws.close() - - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().error("Unexpected error with WebSocket connection ,Retrying after 30 seconds..." + str(ex), - exc_info=True) - await asyncio.sleep(30.0) - - async def _inner_messages(self, - ws: aiohttp.ClientWebSocketResponse) -> AsyncIterable[str]: + async def _get_listen_key(self): + rest_assistant = await self._api_factory.get_rest_assistant() + try: + data = await rest_assistant.execute_request( + url=web_utils.public_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self._domain), + method=RESTMethod.POST, + throttler_limit_id=CONSTANTS.MEXC_USER_STREAM_PATH_URL, + headers=self._auth.header_for_authentication() + ) + except asyncio.CancelledError: + raise + except Exception as exception: + raise IOError(f"Error fetching user stream listen key. Error: {exception}") + + return data["listenKey"] + + async def _ping_listen_key(self) -> bool: + rest_assistant = await self._api_factory.get_rest_assistant() + try: + data = await rest_assistant.execute_request( + url=web_utils.public_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self._domain), + params={"listenKey": self._current_listen_key}, + method=RESTMethod.PUT, + return_err=True, + throttler_limit_id=CONSTANTS.MEXC_USER_STREAM_PATH_URL, + headers=self._auth.header_for_authentication() + ) + + if "code" in data: + self.logger().warning(f"Failed to refresh the listen key {self._current_listen_key}: {data}") + return False + + except asyncio.CancelledError: + raise + except Exception as exception: + self.logger().warning(f"Failed to refresh the listen key {self._current_listen_key}: {exception}") + return False + + return True + + async def _manage_listen_key_task_loop(self): try: while True: - msg = await asyncio.wait_for(ws.receive(), timeout=self.MESSAGE_TIMEOUT) - if msg.type == aiohttp.WSMsgType.CLOSED: - raise ConnectionError - yield json.loads(msg.data) - except asyncio.TimeoutError: - return - except ConnectionClosed: - return - except ConnectionError: - return + now = int(time.time()) + if self._current_listen_key is None: + self._current_listen_key = await self._get_listen_key() + self.logger().info(f"Successfully obtained listen key {self._current_listen_key}") + self._listen_key_initialized_event.set() + self._last_listen_key_ping_ts = int(time.time()) + + if now - self._last_listen_key_ping_ts >= self.LISTEN_KEY_KEEP_ALIVE_INTERVAL: + success: bool = await self._ping_listen_key() + if not success: + self.logger().error("Error occurred renewing listen key ...") + break + else: + self.logger().info(f"Refreshed listen key {self._current_listen_key}.") + self._last_listen_key_ping_ts = int(time.time()) + else: + await self._sleep(self.LISTEN_KEY_KEEP_ALIVE_INTERVAL) + finally: + self._current_listen_key = None + self._listen_key_initialized_event.clear() + + async def _get_ws_assistant(self) -> WSAssistant: + if self._ws_assistant is None: + self._ws_assistant = await self._api_factory.get_ws_assistant() + return self._ws_assistant + + async def _on_user_stream_interruption(self, websocket_assistant: Optional[WSAssistant]): + await super()._on_user_stream_interruption(websocket_assistant=websocket_assistant) + self._manage_listen_key_task and self._manage_listen_key_task.cancel() + self._current_listen_key = None + self._listen_key_initialized_event.clear() + await self._sleep(5) diff --git a/hummingbot/connector/exchange/mexc/mexc_auth.py b/hummingbot/connector/exchange/mexc/mexc_auth.py index cb1f64a3bc..4b54f006bd 100644 --- a/hummingbot/connector/exchange/mexc/mexc_auth.py +++ b/hummingbot/connector/exchange/mexc/mexc_auth.py @@ -1,68 +1,64 @@ -#!/usr/bin/env python - -import base64 import hashlib import hmac -from typing import ( - Any, - Dict, Optional -) +import json +from collections import OrderedDict +from typing import Any, Dict +from urllib.parse import urlencode + +from hummingbot.connector.time_synchronizer import TimeSynchronizer +from hummingbot.core.web_assistant.auth import AuthBase +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, RESTRequest, WSRequest + -from hummingbot.connector.exchange.mexc import mexc_utils -from urllib.parse import urlencode, unquote +class MexcAuth(AuthBase): + def __init__(self, api_key: str, secret_key: str, time_provider: TimeSynchronizer): + self.api_key = api_key + self.secret_key = secret_key + self.time_provider = time_provider + + async def rest_authenticate(self, request: RESTRequest) -> RESTRequest: + """ + Adds the server time and the signature to the request, required for authenticated interactions. It also adds + the required parameter in the request header. + :param request: the request to be configured for authenticated interaction + """ + if request.method == RESTMethod.POST: + request.data = self.add_auth_to_params(params=json.loads(request.data)) + else: + request.params = self.add_auth_to_params(params=request.params) + headers = {} + if request.headers is not None: + headers.update(request.headers) + headers.update(self.header_for_authentication()) + request.headers = headers -class MexcAuth: - def __init__(self, api_key: str, secret_key: str): - self.api_key: str = api_key - self.secret_key: str = secret_key + return request - def _sig(self, method, path, original_params=None): - params = { - 'api_key': self.api_key, - 'req_time': mexc_utils.seconds() - } - if original_params is not None: - params.update(original_params) - params_str = '&'.join('{}={}'.format(k, params[k]) for k in sorted(params)) - to_sign = '\n'.join([method, path, params_str]) - params.update({'sign': hmac.new(self.secret_key.encode(), to_sign.encode(), hashlib.sha256).hexdigest()}) - if path in ('/open/api/v2/order/cancel', '/open/api/v2/order/query'): - if 'order_ids' in params: - params.update({'order_ids': unquote(params['order_ids'])}) - if 'client_order_ids' in params: - params.update({'client_order_ids': unquote(params['client_order_ids'])}) - return params + async def ws_authenticate(self, request: WSRequest) -> WSRequest: + """ + This method is intended to configure a websocket request to be authenticated. Mexc does not use this + functionality + """ + return request # pass-through def add_auth_to_params(self, - method: str, - path_url: str, - params: Optional[Dict[str, Any]] = {}, - is_auth_required: bool = False - ) -> Dict[str, Any]: - uppercase_method = method.upper() - params = params if params else dict() - if not is_auth_required: - params.update({'api_key': self.api_key}) - else: - params = self._sig(uppercase_method, path_url, params) - if params: - path_url = path_url + '?' + urlencode(params) - return path_url + params: Dict[str, Any]): + timestamp = int(self.time_provider.time() * 1e3) + + request_params = OrderedDict(params or {}) + request_params["timestamp"] = timestamp + + signature = self._generate_signature(params=request_params) + request_params["signature"] = signature + + return request_params - def get_signature(self, operation, timestamp) -> str: - auth = operation + timestamp + self.api_key + def header_for_authentication(self) -> Dict[str, str]: + return {"X-MEXC-APIKEY": self.api_key} - _hash = hmac.new(self.secret_key.encode(), auth.encode(), hashlib.sha256).digest() - signature = base64.b64encode(_hash).decode() - return signature + def _generate_signature(self, params: Dict[str, Any]) -> str: - def generate_ws_auth(self, operation: str): - # timestamp = str(int(time.time())) - # return { - # "op": operation, # sub key - # "api_key": self.api_key, # - # "sign": self.get_signature(operation, timestamp), # - # "req_time": timestamp # - # } - pass + encoded_params_str = urlencode(params) + digest = hmac.new(self.secret_key.encode("utf8"), encoded_params_str.encode("utf8"), hashlib.sha256).hexdigest() + return digest diff --git a/hummingbot/connector/exchange/mexc/mexc_constants.py b/hummingbot/connector/exchange/mexc/mexc_constants.py index 06e1058624..23a884200a 100644 --- a/hummingbot/connector/exchange/mexc/mexc_constants.py +++ b/hummingbot/connector/exchange/mexc/mexc_constants.py @@ -1,117 +1,110 @@ -from hummingbot.core.api_throttler.data_types import RateLimit, LinkedLimitWeightPair +from hummingbot.core.api_throttler.data_types import LinkedLimitWeightPair, RateLimit +from hummingbot.core.data_type.in_flight_order import OrderState -EXCHANGE_NAME = "mexc" -# URLs +DEFAULT_DOMAIN = "com" -MEXC_BASE_URL = "https://www.mexc.com" +HBOT_ORDER_ID_PREFIX = "x-XEKWYICX" +MAX_ORDER_ID_LEN = 32 -MEXC_SYMBOL_URL = '/open/api/v2/market/symbols' -MEXC_TICKERS_URL = '/open/api/v2/market/ticker' -MEXC_DEPTH_URL = '/open/api/v2/market/depth?symbol={trading_pair}&depth=200' -MEXC_PRICE_URL = '/open/api/v2/market/ticker?symbol={trading_pair}' -MEXC_PING_URL = '/open/api/v2/common/ping' +# Base URL +REST_URL = "https://api.mexc.{}/api/" +WSS_URL = "wss://wbs.mexc.{}/ws" +PUBLIC_API_VERSION = "v3" +PRIVATE_API_VERSION = "v3" -MEXC_PLACE_ORDER = "/open/api/v2/order/place" -MEXC_ORDER_DETAILS_URL = '/open/api/v2/order/query' -MEXC_ORDER_CANCEL = '/open/api/v2/order/cancel' -MEXC_BATCH_ORDER_CANCEL = '/open/api/v2/order/cancel' -MEXC_BALANCE_URL = '/open/api/v2/account/info' -MEXC_DEAL_DETAIL = '/open/api/v2/order/deal_detail' +# Public API endpoints or MexcClient function +TICKER_PRICE_CHANGE_PATH_URL = "/ticker/24hr" +TICKER_BOOK_PATH_URL = "/ticker/bookTicker" +EXCHANGE_INFO_PATH_URL = "/exchangeInfo" +PING_PATH_URL = "/ping" +SNAPSHOT_PATH_URL = "/depth" +SERVER_TIME_PATH_URL = "/time" -# WS -MEXC_WS_URL_PUBLIC = 'wss://wbs.mexc.com/raw/ws' +# Private API endpoints or MexcClient function +ACCOUNTS_PATH_URL = "/account" +MY_TRADES_PATH_URL = "/myTrades" +ORDER_PATH_URL = "/order" +MEXC_USER_STREAM_PATH_URL = "/userDataStream" -MINUTE = 1 -SECOND_MINUTE = 2 -HTTP_ENDPOINTS_LIMIT_ID = "AllHTTP" -HTTP_LIMIT = 20 -WS_AUTH_LIMIT_ID = "AllWsAuth" -WS_ENDPOINTS_LIMIT_ID = "AllWs" -WS_LIMIT = 20 +WS_HEARTBEAT_TIME_INTERVAL = 30 -RATE_LIMITS = [ - RateLimit( - limit_id=HTTP_ENDPOINTS_LIMIT_ID, - limit=HTTP_LIMIT, - time_interval=MINUTE - ), - # public http - RateLimit( - limit_id=MEXC_SYMBOL_URL, - limit=HTTP_LIMIT, - time_interval=SECOND_MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_TICKERS_URL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_DEPTH_URL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - # private http - RateLimit( - limit_id=MEXC_PRICE_URL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_PING_URL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_PLACE_ORDER, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_ORDER_DETAILS_URL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_ORDER_CANCEL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_BATCH_ORDER_CANCEL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_BALANCE_URL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - RateLimit( - limit_id=MEXC_DEAL_DETAIL, - limit=HTTP_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)], - ), - # ws public - RateLimit(limit_id=WS_AUTH_LIMIT_ID, limit=50, time_interval=MINUTE), - RateLimit(limit_id=WS_ENDPOINTS_LIMIT_ID, limit=WS_LIMIT, time_interval=MINUTE), - RateLimit( - limit_id=MEXC_WS_URL_PUBLIC, - limit=WS_LIMIT, - time_interval=MINUTE, - linked_limits=[LinkedLimitWeightPair(WS_ENDPOINTS_LIMIT_ID)], - ), +# Mexc params + +SIDE_BUY = "BUY" +SIDE_SELL = "SELL" + +TIME_IN_FORCE_GTC = "GTC" # Good till cancelled +TIME_IN_FORCE_IOC = "IOC" # Immediate or cancel +TIME_IN_FORCE_FOK = "FOK" # Fill or kill + +# Rate Limit Type +IP_REQUEST_WEIGHT = "IP_REQUEST_WEIGHT" +UID_REQUEST_WEIGHT = "UID_REQUEST_WEIGHT" + +# Rate Limit time intervals +ONE_MINUTE = 60 +ONE_SECOND = 1 +ONE_DAY = 86400 + +MAX_REQUEST = 5000 +# Order States +ORDER_STATE = { + "PENDING": OrderState.PENDING_CREATE, + "NEW": OrderState.OPEN, + "FILLED": OrderState.FILLED, + "PARTIALLY_FILLED": OrderState.PARTIALLY_FILLED, + "PENDING_CANCEL": OrderState.OPEN, + "CANCELED": OrderState.CANCELED, + "REJECTED": OrderState.FAILED, + "EXPIRED": OrderState.FAILED, +} + +# WS Order States +WS_ORDER_STATE = { + 1: OrderState.OPEN, + 2: OrderState.FILLED, + 3: OrderState.PARTIALLY_FILLED, + 4: OrderState.CANCELED, + 5: OrderState.OPEN, +} + +# Websocket event types +DIFF_EVENT_TYPE = "increase.depth" +TRADE_EVENT_TYPE = "public.deals" + +USER_TRADES_ENDPOINT_NAME= "spot@private.deals.v3.api" +USER_ORDERS_ENDPOINT_NAME= "spot@private.orders.v3.api" +USER_BALANCE_ENDPOINT_NAME= "spot@private.account.v3.api" + +RATE_LIMITS = [ + RateLimit(limit_id=IP_REQUEST_WEIGHT, limit=20000, time_interval=ONE_MINUTE), + RateLimit(limit_id=UID_REQUEST_WEIGHT, limit=240000, time_interval=ONE_MINUTE), + # Weighted Limits + RateLimit(limit_id=TICKER_PRICE_CHANGE_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 1)]), + RateLimit(limit_id=TICKER_BOOK_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 2)]), + RateLimit(limit_id=EXCHANGE_INFO_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 10)]), + RateLimit(limit_id=SNAPSHOT_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 50)]), + RateLimit(limit_id=MEXC_USER_STREAM_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(UID_REQUEST_WEIGHT, 1)]), + RateLimit(limit_id=SERVER_TIME_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 1)]), + RateLimit(limit_id=PING_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 1)]), + RateLimit(limit_id=ACCOUNTS_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(UID_REQUEST_WEIGHT, 10)]), + RateLimit(limit_id=MY_TRADES_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(UID_REQUEST_WEIGHT, 10)]), + RateLimit(limit_id=ORDER_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(UID_REQUEST_WEIGHT, 2)]) ] + +ORDER_NOT_EXIST_ERROR_CODE = -2013 +ORDER_NOT_EXIST_MESSAGE = "Order does not exist" +UNKNOWN_ORDER_ERROR_CODE = -2011 +UNKNOWN_ORDER_MESSAGE = "Unknown order sent" diff --git a/hummingbot/connector/exchange/mexc/mexc_exchange.py b/hummingbot/connector/exchange/mexc/mexc_exchange.py old mode 100644 new mode 100755 index 42de70c2ea..7a0ff7525e --- a/hummingbot/connector/exchange/mexc/mexc_exchange.py +++ b/hummingbot/connector/exchange/mexc/mexc_exchange.py @@ -1,963 +1,658 @@ import asyncio -import logging from decimal import Decimal -from typing import TYPE_CHECKING, Any, AsyncIterable, Dict, List, Optional -from urllib.parse import quote, urljoin +from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple -import aiohttp -import ujson +from bidict import bidict -from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS +from hummingbot.connector.constants import s_decimal_NaN +from hummingbot.connector.exchange.mexc import ( + mexc_constants as CONSTANTS, + mexc_utils, + mexc_web_utils as web_utils, +) from hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source import MexcAPIOrderBookDataSource +from hummingbot.connector.exchange.mexc.mexc_api_user_stream_data_source import MexcAPIUserStreamDataSource from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth -from hummingbot.connector.exchange.mexc.mexc_in_flight_order import MexcInFlightOrder -from hummingbot.connector.exchange.mexc.mexc_order_book_tracker import MexcOrderBookTracker -from hummingbot.connector.exchange.mexc.mexc_user_stream_tracker import MexcUserStreamTracker -from hummingbot.connector.exchange.mexc.mexc_utils import ( - convert_from_exchange_trading_pair, - convert_to_exchange_trading_pair, - num_to_increment, - ws_order_status_convert_to_str, -) -from hummingbot.connector.exchange_base import ExchangeBase, s_decimal_NaN +from hummingbot.connector.exchange_py_base import ExchangePyBase from hummingbot.connector.trading_rule import TradingRule -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler -from hummingbot.core.clock import Clock -from hummingbot.core.data_type.cancellation_result import CancellationResult -from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.data_type.limit_order import LimitOrder -from hummingbot.core.data_type.order_book import OrderBook -from hummingbot.core.data_type.order_book_tracker import OrderBookTrackerDataSourceType -from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee -from hummingbot.core.event.events import ( - BuyOrderCompletedEvent, - BuyOrderCreatedEvent, - MarketEvent, - MarketOrderFailureEvent, - OrderCancelledEvent, - OrderFilledEvent, - SellOrderCompletedEvent, - SellOrderCreatedEvent, -) -from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_call_scheduler import AsyncCallScheduler -from hummingbot.core.utils.async_utils import safe_ensure_future, safe_gather -from hummingbot.core.utils.tracking_nonce import get_tracking_nonce -from hummingbot.logger import HummingbotLogger +from hummingbot.connector.utils import TradeFillOrderDetails, combine_to_hb_trading_pair +from hummingbot.core.data_type.common import OrderType, TradeType, PriceType +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource +from hummingbot.core.data_type.trade_fee import DeductedFromReturnsTradeFee, TokenAmount, TradeFeeBase +from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource +from hummingbot.core.event.events import MarketEvent, OrderFilledEvent +from hummingbot.core.utils.async_utils import safe_gather +from hummingbot.core.web_assistant.connections.data_types import RESTMethod +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory if TYPE_CHECKING: from hummingbot.client.config.config_helpers import ClientConfigAdapter -hm_logger = None -s_decimal_0 = Decimal(0) - - -class MexcAPIError(IOError): - def __init__(self, error_payload: Dict[str, Any]): - super().__init__(str(error_payload)) - self.error_payload = error_payload - - -class MexcExchange(ExchangeBase): - MARKET_RECEIVED_ASSET_EVENT_TAG = MarketEvent.ReceivedAsset - MARKET_BUY_ORDER_COMPLETED_EVENT_TAG = MarketEvent.BuyOrderCompleted - MARKET_SELL_ORDER_COMPLETED_EVENT_TAG = MarketEvent.SellOrderCompleted - MARKET_WITHDRAW_ASSET_EVENT_TAG = MarketEvent.WithdrawAsset - MARKET_ORDER_CANCELED_EVENT_TAG = MarketEvent.OrderCancelled - MARKET_TRANSACTION_FAILURE_EVENT_TAG = MarketEvent.TransactionFailure - MARKET_ORDER_FAILURE_EVENT_TAG = MarketEvent.OrderFailure - MARKET_ORDER_FILLED_EVENT_TAG = MarketEvent.OrderFilled - MARKET_BUY_ORDER_CREATED_EVENT_TAG = MarketEvent.BuyOrderCreated - MARKET_SELL_ORDER_CREATED_EVENT_TAG = MarketEvent.SellOrderCreated - API_CALL_TIMEOUT = 10.0 - UPDATE_ORDERS_INTERVAL = 10.0 - SHORT_POLL_INTERVAL = 5.0 - MORE_SHORT_POLL_INTERVAL = 1.0 - LONG_POLL_INTERVAL = 120.0 - ORDER_LEN_LIMIT = 20 - - _logger = None - - @classmethod - def logger(cls) -> HummingbotLogger: - if cls._logger is None: - cls._logger = logging.getLogger(__name__) - return cls._logger + +class MexcExchange(ExchangePyBase): + UPDATE_ORDER_STATUS_MIN_INTERVAL = 10.0 + + web_utils = web_utils def __init__(self, client_config_map: "ClientConfigAdapter", mexc_api_key: str, - mexc_secret_key: str, - poll_interval: float = 5.0, - order_book_tracker_data_source_type: OrderBookTrackerDataSourceType = OrderBookTrackerDataSourceType.EXCHANGE_API, + mexc_api_secret: str, trading_pairs: Optional[List[str]] = None, - trading_required: bool = True): - - super().__init__(client_config_map=client_config_map) - self._throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) - self._shared_client = aiohttp.ClientSession() - self._async_scheduler = AsyncCallScheduler(call_interval=0.5) - self._data_source_type = order_book_tracker_data_source_type - self._ev_loop = asyncio.get_event_loop() - self._mexc_auth = MexcAuth(api_key=mexc_api_key, secret_key=mexc_secret_key) - self._in_flight_orders = {} - self._last_poll_timestamp = 0 - self._last_timestamp = 0 - self._set_order_book_tracker(MexcOrderBookTracker( - throttler=self._throttler, trading_pairs=trading_pairs, shared_client=self._shared_client)) - self._poll_notifier = asyncio.Event() - self._poll_interval = poll_interval - self._status_polling_task = None + trading_required: bool = True, + domain: str = CONSTANTS.DEFAULT_DOMAIN, + ): + self.api_key = mexc_api_key + self.secret_key = mexc_api_secret + self._domain = domain self._trading_required = trading_required - self._trading_rules = {} - self._trading_rules_polling_task = None - self._user_stream_tracker = MexcUserStreamTracker(throttler=self._throttler, - mexc_auth=self._mexc_auth, - trading_pairs=trading_pairs, - shared_client=self._shared_client) - self._user_stream_tracker_task = None - self._user_stream_event_listener_task = None + self._trading_pairs = trading_pairs + self._last_trades_poll_mexc_timestamp = 1.0 + super().__init__(client_config_map) - @property - def name(self) -> str: - return "mexc" + @staticmethod + def mexc_order_type(order_type: OrderType) -> str: + return order_type.name.upper() - @property - def order_books(self) -> Dict[str, OrderBook]: - return self.order_book_tracker.order_books + @staticmethod + def to_hb_order_type(mexc_type: str) -> OrderType: + return OrderType[mexc_type] @property - def trading_rules(self) -> Dict[str, TradingRule]: - return self._trading_rules + def authenticator(self): + return MexcAuth( + api_key=self.api_key, + secret_key=self.secret_key, + time_provider=self._time_synchronizer) @property - def in_flight_orders(self) -> Dict[str, MexcInFlightOrder]: - return self._in_flight_orders + def name(self) -> str: + if self._domain == "com": + return "mexc" + else: + return f"mexc_{self._domain}" @property - def limit_orders(self) -> List[LimitOrder]: - return [ - in_flight_order.to_limit_order() - for in_flight_order in self._in_flight_orders.values() - ] + def rate_limits_rules(self): + return CONSTANTS.RATE_LIMITS @property - def tracking_states(self) -> Dict[str, Any]: - return { - client_oid: order.to_json() - for client_oid, order in self._in_flight_orders.items() - if not order.is_done - } - - def restore_tracking_states(self, saved_states: Dict[str, Any]): - self._in_flight_orders.update({ - key: MexcInFlightOrder.from_json(value) - for key, value in saved_states.items() - }) + def domain(self): + return self._domain @property - def shared_client(self) -> aiohttp.ClientSession: - return self._shared_client + def client_order_id_max_length(self): + return CONSTANTS.MAX_ORDER_ID_LEN @property - def user_stream_tracker(self) -> MexcUserStreamTracker: - return self._user_stream_tracker - - @shared_client.setter - def shared_client(self, client: aiohttp.ClientSession): - self._shared_client = client - - def start(self, clock: Clock, timestamp: float): - """ - This function is called automatically by the clock. - """ - super().start(clock, timestamp) + def client_order_id_prefix(self): + return CONSTANTS.HBOT_ORDER_ID_PREFIX - def stop(self, clock: Clock): - """ - This function is called automatically by the clock. - """ - super().stop(clock) - - async def start_network(self): - """ - This function is required by NetworkIterator base class and is called automatically. - It starts tracking order book, polling trading rules, - updating statuses and tracking user data. - """ - await self.stop_network() - self.order_book_tracker.start() - self._trading_rules_polling_task = safe_ensure_future(self._trading_rules_polling_loop()) - - if self._trading_required: - self._status_polling_task = safe_ensure_future(self._status_polling_loop()) - self._user_stream_tracker_task = safe_ensure_future(self._user_stream_tracker.start()) - self._user_stream_event_listener_task = safe_ensure_future(self._user_stream_event_listener()) - await self._update_balances() - - async def stop_network(self): - self.order_book_tracker.stop() - if self._status_polling_task is not None: - self._status_polling_task.cancel() - self._status_polling_task = None - if self._trading_rules_polling_task is not None: - self._trading_rules_polling_task.cancel() - self._trading_rules_polling_task = None - if self._user_stream_tracker_task is not None: - self._user_stream_tracker_task.cancel() - self._user_stream_tracker_task = None - if self._user_stream_event_listener_task is not None: - self._user_stream_event_listener_task.cancel() - self._user_stream_event_listener_task = None - - async def check_network(self) -> NetworkStatus: - try: - resp = await self._api_request(method="GET", path_url=CONSTANTS.MEXC_PING_URL) - if 'code' not in resp or resp['code'] != 200: - raise Exception() - except asyncio.CancelledError: - raise - except Exception: - return NetworkStatus.NOT_CONNECTED - return NetworkStatus.CONNECTED - - def tick(self, timestamp: float): - """ - Is called automatically by the clock for each clock's tick (1 second by default). - It checks if status polling task is due for execution. - """ - # now = time.time() - poll_interval = self.MORE_SHORT_POLL_INTERVAL - last_tick = int(self._last_timestamp / poll_interval) - current_tick = int(timestamp / poll_interval) - if current_tick > last_tick: - if not self._poll_notifier.is_set(): - self._poll_notifier.set() - self._last_timestamp = timestamp - - async def _http_client(self) -> aiohttp.ClientSession: - if self._shared_client is None: - self._shared_client = aiohttp.ClientSession() - return self._shared_client - - async def _api_request(self, - method: str, - path_url: str, - params: Optional[Dict[str, Any]] = {}, - data={}, - is_auth_required: bool = False, - limit_id: Optional[str] = None) -> Dict[str, Any]: - - headers = {"Content-Type": "application/json"} - if path_url in CONSTANTS.MEXC_PLACE_ORDER: - headers.update({'source': 'HUMBOT'}) - client = await self._http_client() - text_data = ujson.dumps(data) if data else None - limit_id = limit_id or path_url - path_url = self._mexc_auth.add_auth_to_params(method, path_url, params, is_auth_required) - url = urljoin(CONSTANTS.MEXC_BASE_URL, path_url) - async with self._throttler.execute_task(limit_id): - response_core = await client.request( - method=method.upper(), - url=url, - headers=headers, - # params=params if params else None, #mexc`s params is already in the url - data=text_data, - ) - - # async with response_core as response: - if response_core.status != 200: - raise IOError(f"Error request from {url}. Response: {await response_core.json()}.") - try: - parsed_response = await response_core.json() - return parsed_response - except Exception as ex: - raise IOError(f"Error parsing data from {url}." + repr(ex)) - - async def _update_balances(self): - path_url = CONSTANTS.MEXC_BALANCE_URL - msg = await self._api_request("GET", path_url=path_url, is_auth_required=True) - if msg['code'] == 200: - balances = msg['data'] - else: - raise Exception(msg) - self.logger().info(f" _update_balances error: {msg} ") - return - - self._account_available_balances.clear() - self._account_balances.clear() - for k, balance in balances.items(): - # if Decimal(balance['frozen']) + Decimal(balance['available']) > Decimal(0.0001): - self._account_balances[k] = Decimal(balance['frozen']) + Decimal(balance['available']) - self._account_available_balances[k] = Decimal(balance['available']) - - async def _update_trading_rules(self): - try: - last_tick = int(self._last_timestamp / 60.0) - current_tick = int(self.current_timestamp / 60.0) - if current_tick > last_tick or len(self._trading_rules) < 1: - exchange_info = await self._api_request("GET", path_url=CONSTANTS.MEXC_SYMBOL_URL) - trading_rules_list = self._format_trading_rules(exchange_info['data']) - self._trading_rules.clear() - for trading_rule in trading_rules_list: - self._trading_rules[trading_rule.trading_pair] = trading_rule - except Exception as ex: - self.logger().error("Error _update_trading_rules:" + str(ex), exc_info=True) - - def _format_trading_rules(self, raw_trading_pair_info: List[Dict[str, Any]]) -> List[TradingRule]: - trading_rules = [] - for info in raw_trading_pair_info: - try: - trading_rules.append( - TradingRule(trading_pair=convert_from_exchange_trading_pair(info['symbol']), - # min_order_size=Decimal(info["min_amount"]), - # max_order_size=Decimal(info["max_amount"]), - min_price_increment=Decimal(num_to_increment(info["price_scale"])), - min_base_amount_increment=Decimal(num_to_increment(info["quantity_scale"])), - # min_quote_amount_increment=Decimal(info["1e-{info['value-precision']}"]), - # min_notional_size=Decimal(info["min-order-value"]) - min_notional_size=Decimal(info["min_amount"]), - # max_notional_size=Decimal(info["max_amount"]), - - ) - ) - except Exception: - self.logger().error(f"Error parsing the trading pair rule {info}. Skipping.", exc_info=True) - return trading_rules - - async def get_order_status(self, exchangge_order_id: str, trading_pair: str) -> Dict[str, Any]: - params = {"order_ids": exchangge_order_id} - msg = await self._api_request("GET", - path_url=CONSTANTS.MEXC_ORDER_DETAILS_URL, - params=params, - is_auth_required=True) - - if msg["code"] == 200: - return msg['data'][0] - - async def _update_order_status(self): - last_tick = int(self._last_poll_timestamp / self.UPDATE_ORDERS_INTERVAL) - current_tick = int(self.current_timestamp / self.UPDATE_ORDERS_INTERVAL) - if current_tick > last_tick and len(self._in_flight_orders) > 0: - tracked_orders = list(self._in_flight_orders.values()) - for tracked_order in tracked_orders: - try: - exchange_order_id = await tracked_order.get_exchange_order_id() - try: - order_update = await self.get_order_status(exchange_order_id, tracked_order.trading_pair) - except MexcAPIError as ex: - err_code = ex.error_payload.get("error").get('err-code') - self.stop_tracking_order(tracked_order.client_order_id) - self.logger().info(f"The limit order {tracked_order.client_order_id} " - f"has failed according to order status API. - {err_code}") - self.trigger_event( - self.MARKET_ORDER_FAILURE_EVENT_TAG, - MarketOrderFailureEvent( - self.current_timestamp, - tracked_order.client_order_id, - tracked_order.order_type - ) - ) - continue - - if order_update is None: - self.logger().network( - f"Error fetching status update for the order {tracked_order.client_order_id}: " - f"{exchange_order_id}.", - app_warning_msg=f"Could not fetch updates for the order {tracked_order.client_order_id}. " - f"The order has either been filled or canceled." - ) - continue - tracked_order.last_state = order_update['state'] - order_status = order_update['state'] - new_confirmed_amount = Decimal(order_update['deal_quantity']) - execute_amount_diff = new_confirmed_amount - tracked_order.executed_amount_base - - if execute_amount_diff > s_decimal_0: - execute_price = Decimal( - Decimal(order_update['deal_amount']) / Decimal(order_update['deal_quantity'])) - tracked_order.executed_amount_base = Decimal(order_update['deal_quantity']) - tracked_order.executed_amount_quote = Decimal(order_update['deal_amount']) - - order_filled_event = OrderFilledEvent( - self.current_timestamp, - tracked_order.client_order_id, - tracked_order.trading_pair, - tracked_order.trade_type, - tracked_order.order_type, - execute_price, - execute_amount_diff, - self.get_fee( - tracked_order.base_asset, - tracked_order.quote_asset, - tracked_order.order_type, - tracked_order.trade_type, - execute_amount_diff, - execute_price, - ), - exchange_trade_id=str(int(self._time() * 1e6)) - ) - self.logger().info(f"Filled {execute_amount_diff} out of {tracked_order.amount} of the " - f"order {tracked_order.client_order_id}.") - self.trigger_event(self.MARKET_ORDER_FILLED_EVENT_TAG, order_filled_event) - if order_status == "FILLED": - fee_paid, fee_currency = await self.get_deal_detail_fee(tracked_order.exchange_order_id) - tracked_order.fee_paid = fee_paid - tracked_order.fee_asset = fee_currency - tracked_order.last_state = order_status - self.stop_tracking_order(tracked_order.client_order_id) - if tracked_order.trade_type is TradeType.BUY: - self.logger().info( - f"The BUY {tracked_order.order_type} order {tracked_order.client_order_id} has completed " - f"according to order delta restful API.") - self.trigger_event(self.MARKET_BUY_ORDER_COMPLETED_EVENT_TAG, - BuyOrderCompletedEvent(self.current_timestamp, - tracked_order.client_order_id, - tracked_order.base_asset, - tracked_order.quote_asset, - tracked_order.executed_amount_base, - tracked_order.executed_amount_quote, - tracked_order.order_type)) - elif tracked_order.trade_type is TradeType.SELL: - self.logger().info( - f"The SELL {tracked_order.order_type} order {tracked_order.client_order_id} has completed " - f"according to order delta restful API.") - self.trigger_event(self.MARKET_SELL_ORDER_COMPLETED_EVENT_TAG, - SellOrderCompletedEvent(self.current_timestamp, - tracked_order.client_order_id, - tracked_order.base_asset, - tracked_order.quote_asset, - tracked_order.executed_amount_base, - tracked_order.executed_amount_quote, - tracked_order.order_type)) - continue - if order_status == "CANCELED" or order_status == "PARTIALLY_CANCELED": - tracked_order.last_state = order_status - self.stop_tracking_order(tracked_order.client_order_id) - self.logger().info(f"Order {tracked_order.client_order_id} has been canceled " - f"according to order delta restful API.") - self.trigger_event(self.MARKET_ORDER_CANCELED_EVENT_TAG, - OrderCancelledEvent(self.current_timestamp, - tracked_order.client_order_id)) - except Exception as ex: - self.logger().error("_update_order_status error ..." + repr(ex), exc_info=True) - - def _reset_poll_notifier(self): - self._poll_notifier = asyncio.Event() - - async def _status_polling_loop(self): - while True: - try: - self._reset_poll_notifier() - await self._poll_notifier.wait() - await safe_gather( - self._update_balances(), - self._update_order_status(), - ) - self._last_poll_timestamp = self.current_timestamp - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().network("Unexpected error while fetching account updates." + repr(ex), - exc_info=True, - app_warning_msg="Could not fetch account updates from MEXC. " - "Check API key and network connection.") - await asyncio.sleep(0.5) - - async def _trading_rules_polling_loop(self): - while True: - try: - await self._update_trading_rules() - await asyncio.sleep(60) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().network("Unexpected error while fetching trading rules." + repr(ex), - exc_info=True, - app_warning_msg="Could not fetch new trading rules from MEXC. " - "Check network connection.") - await asyncio.sleep(0.5) - - async def _iter_user_event_queue(self) -> AsyncIterable[Dict[str, Any]]: - while True: - try: - yield await self._user_stream_tracker.user_stream.get() - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().error(f"Unknown error. Retrying after 1 second. {ex}", exc_info=True) - await asyncio.sleep(1.0) + @property + def trading_rules_request_path(self): + return CONSTANTS.EXCHANGE_INFO_PATH_URL - async def _user_stream_event_listener(self): - async for stream_message in self._iter_user_event_queue(): - # self.logger().info(f"stream_message:{stream_message}") - try: - if 'channel' in stream_message.keys() and stream_message['channel'] == 'push.personal.account': - continue - elif 'channel' in stream_message.keys() and stream_message['channel'] == 'push.personal.order': - await self._process_order_message(stream_message) - else: - self.logger().debug(f"Unknown event received from the connector ({stream_message})") - except asyncio.CancelledError: - raise - except Exception as e: - self.logger().error(f"Unexpected error in user stream listener lopp. {e}", exc_info=True) - await asyncio.sleep(5.0) - - async def _process_order_message(self, stream_message: Dict[str, Any]): - client_order_id = stream_message["data"]["clientOrderId"] - # trading_pair = convert_from_exchange_trading_pair(stream_message["symbol"]) - # 1:NEW,2:FILLED,3:PARTIALLY_FILLED,4:CANCELED,5:PARTIALLY_CANCELED - order_status = ws_order_status_convert_to_str(stream_message["data"]["status"]) - tracked_order = self._in_flight_orders.get(client_order_id, None) - if tracked_order is None: - return - # Update balance in time - await self._update_balances() - - if order_status in {"FILLED", "PARTIALLY_FILLED"}: - executed_amount = Decimal(str(stream_message["data"]['quantity'])) - Decimal( - str(stream_message["data"]['remainQuantity'])) - execute_price = Decimal(str(stream_message["data"]['price'])) - execute_amount_diff = executed_amount - tracked_order.executed_amount_base - if execute_amount_diff > s_decimal_0: - tracked_order.executed_amount_base = executed_amount - tracked_order.executed_amount_quote = Decimal( - str(stream_message["data"]['amount'])) - Decimal( - str(stream_message["data"]['remainAmount'])) - - current_fee = self.get_fee(tracked_order.base_asset, - tracked_order.quote_asset, - tracked_order.order_type, - tracked_order.trade_type, - execute_amount_diff, - execute_price) - self.logger().info(f"Filled {execute_amount_diff} out of {tracked_order.amount} of ") - self.trigger_event(self.MARKET_ORDER_FILLED_EVENT_TAG, - OrderFilledEvent(self.current_timestamp, - tracked_order.client_order_id, - tracked_order.trading_pair, - tracked_order.trade_type, - tracked_order.order_type, - execute_price, - execute_amount_diff, - current_fee, - exchange_trade_id=str(int(self._time() * 1e6)))) - if order_status == "FILLED": - fee_paid, fee_currency = await self.get_deal_detail_fee(tracked_order.exchange_order_id) - tracked_order.fee_paid = fee_paid - tracked_order.fee_asset = fee_currency - tracked_order.last_state = order_status - if tracked_order.trade_type is TradeType.BUY: - self.logger().info( - f"The BUY {tracked_order.order_type} order {tracked_order.client_order_id} has completed " - f"according to order delta websocket API.") - self.trigger_event(self.MARKET_BUY_ORDER_COMPLETED_EVENT_TAG, - BuyOrderCompletedEvent(self.current_timestamp, - tracked_order.client_order_id, - tracked_order.base_asset, - tracked_order.quote_asset, - tracked_order.executed_amount_base, - tracked_order.executed_amount_quote, - tracked_order.order_type)) - elif tracked_order.trade_type is TradeType.SELL: - self.logger().info( - f"The SELL {tracked_order.order_type} order {tracked_order.client_order_id} has completed " - f"according to order delta websocket API.") - self.trigger_event(self.MARKET_SELL_ORDER_COMPLETED_EVENT_TAG, - SellOrderCompletedEvent(self.current_timestamp, - tracked_order.client_order_id, - tracked_order.base_asset, - tracked_order.quote_asset, - tracked_order.executed_amount_base, - tracked_order.executed_amount_quote, - tracked_order.order_type)) - self.stop_tracking_order(tracked_order.client_order_id) - return + @property + def trading_pairs_request_path(self): + return CONSTANTS.EXCHANGE_INFO_PATH_URL - if order_status == "CANCELED" or order_status == "PARTIALLY_CANCELED": - tracked_order.last_state = order_status - self.logger().info(f"Order {tracked_order.client_order_id} has been canceled " - f"according to order delta websocket API.") - self.trigger_event(self.MARKET_ORDER_CANCELED_EVENT_TAG, - OrderCancelledEvent(self.current_timestamp, - tracked_order.client_order_id)) - self.stop_tracking_order(tracked_order.client_order_id) + @property + def check_network_request_path(self): + return CONSTANTS.PING_PATH_URL @property - def status_dict(self) -> Dict[str, bool]: - return { - "order_books_initialized": self.order_book_tracker.ready, - "acount_balance": len(self._account_balances) > 0 if self._trading_required else True, - "trading_rule_initialized": len(self._trading_rules) > 0 - } + def trading_pairs(self): + return self._trading_pairs - def supported_order_types(self): - return [OrderType.LIMIT, OrderType.MARKET] + @property + def is_cancel_request_in_exchange_synchronous(self) -> bool: + return True @property - def ready(self) -> bool: - return all(self.status_dict.values()) - - async def place_order(self, - order_id: str, - trading_pair: str, - amount: Decimal, - is_buy: bool, - order_type: OrderType, - price: Decimal) -> str: - - if order_type is OrderType.LIMIT: - order_type_str = "LIMIT_ORDER" - elif order_type is OrderType.LIMIT_MAKER: - order_type_str = "POST_ONLY" - - data = { - 'client_order_id': order_id, - 'order_type': order_type_str, - 'trade_type': "BID" if is_buy else "ASK", - 'symbol': convert_to_exchange_trading_pair(trading_pair), - 'quantity': format(Decimal(str(amount)), "f"), - 'price': format(Decimal(str(price)), "f") - } + def is_trading_required(self) -> bool: + return self._trading_required - exchange_order_id = await self._api_request( - "POST", - path_url=CONSTANTS.MEXC_PLACE_ORDER, - params={}, - data=data, - is_auth_required=True + def supported_order_types(self): + return [OrderType.LIMIT, OrderType.LIMIT_MAKER, OrderType.MARKET] + + async def get_all_pairs_prices(self) -> List[Dict[str, str]]: + pairs_prices = await self._api_get(path_url=CONSTANTS.TICKER_BOOK_PATH_URL) + return pairs_prices + + def _is_request_exception_related_to_time_synchronizer(self, request_exception: Exception): + error_description = str(request_exception) + is_time_synchronizer_related = ("-1021" in error_description + and "Timestamp for this request" in error_description) + return is_time_synchronizer_related + + def _is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: + return str(CONSTANTS.ORDER_NOT_EXIST_ERROR_CODE) in str( + status_update_exception + ) and CONSTANTS.ORDER_NOT_EXIST_MESSAGE in str(status_update_exception) + + def _is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: + return str(CONSTANTS.UNKNOWN_ORDER_ERROR_CODE) in str( + cancelation_exception + ) and CONSTANTS.UNKNOWN_ORDER_MESSAGE in str(cancelation_exception) + + def _create_web_assistants_factory(self) -> WebAssistantsFactory: + return web_utils.build_api_factory( + throttler=self._throttler, + time_synchronizer=self._time_synchronizer, + domain=self._domain, + auth=self._auth) + + def _create_order_book_data_source(self) -> OrderBookTrackerDataSource: + return MexcAPIOrderBookDataSource( + trading_pairs=self._trading_pairs, + connector=self, + domain=self.domain, + api_factory=self._web_assistants_factory) + + def _create_user_stream_data_source(self) -> UserStreamTrackerDataSource: + return MexcAPIUserStreamDataSource( + auth=self._auth, + trading_pairs=self._trading_pairs, + connector=self, + api_factory=self._web_assistants_factory, + domain=self.domain, ) - return str(exchange_order_id.get('data')) - - async def execute_buy(self, - order_id: str, - trading_pair: str, - amount: Decimal, - order_type: OrderType, - price: Optional[Decimal] = s_decimal_0): - - trading_rule = self._trading_rules[trading_pair] - - if not order_type.is_limit_type(): - self.trigger_event(self.MARKET_ORDER_FAILURE_EVENT_TAG, - MarketOrderFailureEvent(self.current_timestamp, order_id, order_type)) - raise Exception(f"Unsupported order type: {order_type}") + def _get_fee(self, + base_currency: str, + quote_currency: str, + order_type: OrderType, + order_side: TradeType, + amount: Decimal, + price: Decimal = s_decimal_NaN, + is_maker: Optional[bool] = None) -> TradeFeeBase: + is_maker = order_type is OrderType.LIMIT_MAKER + return DeductedFromReturnsTradeFee(percent=self.estimate_fee_pct(is_maker)) - decimal_price = self.quantize_order_price(trading_pair, price) - decimal_amount = self.quantize_order_amount(trading_pair, amount, decimal_price) - if decimal_price * decimal_amount < trading_rule.min_notional_size: - self.trigger_event(self.MARKET_ORDER_FAILURE_EVENT_TAG, - MarketOrderFailureEvent(self.current_timestamp, order_id, order_type)) - raise ValueError(f"Buy order amount {decimal_amount} is lower than the notional size ") - try: - exchange_order_id = await self.place_order(order_id, trading_pair, decimal_amount, True, order_type, - decimal_price) - self.start_tracking_order( - order_id=order_id, - exchange_order_id=exchange_order_id, - trading_pair=trading_pair, - order_type=order_type, - trade_type=TradeType.BUY, - price=decimal_price, - amount=decimal_amount - ) - tracked_order = self._in_flight_orders.get(order_id) - if tracked_order is not None: - self.logger().info( - f"Created {order_type.name.upper()} buy order {order_id} for {decimal_amount} {trading_pair}.") - self.trigger_event(self.MARKET_BUY_ORDER_CREATED_EVENT_TAG, - BuyOrderCreatedEvent( - self.current_timestamp, - order_type, - trading_pair, - decimal_amount, - decimal_price, - order_id, - tracked_order.creation_timestamp - )) - except asyncio.CancelledError: - raise - except Exception as ex: - self.stop_tracking_order(order_id) - order_type_str = order_type.name.lower() - - self.logger().network( - f"Error submitting buy {order_type_str} order to Mexc for " - f"{decimal_amount} {trading_pair} " - f"{decimal_price if order_type is OrderType.LIMIT else ''}." - f"{decimal_price}." + repr(ex), - exc_info=True, - app_warning_msg="Failed to submit buy order to Mexc. Check API key and network connection." - ) - self.trigger_event(self.MARKET_ORDER_FAILURE_EVENT_TAG, - MarketOrderFailureEvent(self.current_timestamp, order_id, order_type)) - - def buy(self, trading_pair: str, amount: Decimal, order_type=OrderType.MARKET, - price: Decimal = s_decimal_NaN, **kwargs) -> str: - tracking_nonce = int(get_tracking_nonce()) - order_id = self._shorten_trading_pair("buy", trading_pair, tracking_nonce) - safe_ensure_future(self.execute_buy(order_id, trading_pair, amount, order_type, price)) - return order_id - - def _shorten_trading_pair(self, prefix, trading_pair, tracking_nonce, max_length=32): - max_nonce_length = max_length - len(prefix) - len(trading_pair) - 2 - tracking_nonce = str(tracking_nonce)[-max_nonce_length:] - return f"{prefix}-{trading_pair}-{tracking_nonce}" - - async def execute_sell(self, + async def _place_order(self, order_id: str, trading_pair: str, amount: Decimal, + trade_type: TradeType, order_type: OrderType, - price: Optional[Decimal] = s_decimal_0): - trading_rule = self._trading_rules[trading_pair] - - if not order_type.is_limit_type(): - self.trigger_event(self.MARKET_ORDER_FAILURE_EVENT_TAG, - MarketOrderFailureEvent(self.current_timestamp, order_id, order_type)) - raise Exception(f"Unsupported order type: {order_type}") - - decimal_price = self.quantize_order_price(trading_pair, price) - decimal_amount = self.quantize_order_amount(trading_pair, amount, decimal_price) - - if decimal_price * decimal_amount < trading_rule.min_notional_size: - self.trigger_event(self.MARKET_ORDER_FAILURE_EVENT_TAG, - MarketOrderFailureEvent(self.current_timestamp, order_id, order_type)) - raise ValueError(f"Sell order amount {decimal_amount} is lower than the notional size ") - - try: - exchange_order_id = await self.place_order(order_id, trading_pair, decimal_amount, False, order_type, - decimal_price) - self.start_tracking_order( - order_id=order_id, - exchange_order_id=exchange_order_id, - trading_pair=trading_pair, - order_type=order_type, - trade_type=TradeType.SELL, - price=decimal_price, - amount=decimal_amount - ) - tracked_order = self._in_flight_orders.get(order_id) - if tracked_order is not None: - self.logger().info( - f"Created {order_type.name.upper()} sell order {order_id} for {decimal_amount} {trading_pair}.") - self.trigger_event(self.MARKET_SELL_ORDER_CREATED_EVENT_TAG, - SellOrderCreatedEvent( - self.current_timestamp, - order_type, - trading_pair, - decimal_amount, - decimal_price, - order_id, - tracked_order.creation_timestamp - )) - except asyncio.CancelledError: - raise - except Exception as ex: - self.stop_tracking_order(order_id) - order_type_str = order_type.name.lower() - self.logger().network( - f"Error submitting sell {order_type_str} order to Mexc for " - f"{decimal_amount} {trading_pair} " - f"{decimal_price if order_type is OrderType.LIMIT else ''}." - f"{decimal_price}." + ",ex:" + repr(ex), - exc_info=True, - app_warning_msg="Failed to submit sell order to Mexc. Check API key and network connection." - ) - self.trigger_event(self.MARKET_ORDER_FAILURE_EVENT_TAG, - MarketOrderFailureEvent(self.current_timestamp, order_id, order_type)) - - def sell(self, trading_pair: str, amount: Decimal, order_type: OrderType = OrderType.MARKET, - price: Decimal = s_decimal_NaN, **kwargs) -> str: - - tracking_nonce = int(get_tracking_nonce()) - order_id = self._shorten_trading_pair("sell", trading_pair, tracking_nonce) - - safe_ensure_future(self.execute_sell(order_id, trading_pair, amount, order_type, price)) - return order_id - - async def execute_cancel(self, trading_pair: str, client_order_id: str): - try: - tracked_order = self._in_flight_orders.get(client_order_id) - if tracked_order is None: - # raise ValueError(f"Failed to cancel order - {client_order_id}. Order not found.") - self.logger().network(f"Failed to cancel order - {client_order_id}. Order not found.") - return - params = { - "client_order_ids": client_order_id, - } - response = await self._api_request("DELETE", path_url=CONSTANTS.MEXC_ORDER_CANCEL, params=params, - is_auth_required=True) - - if not response['code'] == 200: - raise MexcAPIError("Order could not be canceled") - - except MexcAPIError as ex: - self.logger().network( - f"Failed to cancel order {client_order_id} : {repr(ex)}", - exc_info=True, - app_warning_msg=f"Failed to cancel the order {client_order_id} on Mexc. " - f"Check API key and network connection." - ) - - def cancel(self, trading_pair: str, order_id: str): - safe_ensure_future(self.execute_cancel(trading_pair, order_id)) - return order_id - - async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: - orders_by_trading_pair = {} - - for order in self._in_flight_orders.values(): - orders_by_trading_pair[order.trading_pair] = orders_by_trading_pair.get(order.trading_pair, []) - orders_by_trading_pair[order.trading_pair].append(order) - - if len(orders_by_trading_pair) == 0: - return [] - - for trading_pair in orders_by_trading_pair: - cancel_order_ids = [o.exchange_order_id for o in orders_by_trading_pair[trading_pair]] - is_need_loop = True - while is_need_loop: - if len(cancel_order_ids) > self.ORDER_LEN_LIMIT: - is_need_loop = True - this_turn_cancel_order_ids = cancel_order_ids[:self.ORDER_LEN_LIMIT] - cancel_order_ids = cancel_order_ids[self.ORDER_LEN_LIMIT:] - else: - this_turn_cancel_order_ids = cancel_order_ids - is_need_loop = False - self.logger().debug( - f"cancel_order_ids {this_turn_cancel_order_ids} orders_by_trading_pair[trading_pair]") - params = { - 'order_ids': quote(','.join([o for o in this_turn_cancel_order_ids])), - } - - cancellation_results = [] - try: - cancel_all_results = await self._api_request( - "DELETE", - path_url=CONSTANTS.MEXC_ORDER_CANCEL, - params=params, - is_auth_required=True + price: Decimal, + **kwargs) -> Tuple[str, float]: + order_result = None + amount_str = f"{amount:f}" + type_str = MexcExchange.mexc_order_type(order_type) + side_str = CONSTANTS.SIDE_BUY if trade_type is TradeType.BUY else CONSTANTS.SIDE_SELL + symbol = await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + api_params = {"symbol": symbol, + "side": side_str, + "quantity": amount_str, + # "quoteOrderQty": amount_str, + "type": type_str, + "newClientOrderId": order_id} + if order_type.is_limit_type(): + price_str = f"{price:f}" + api_params["price"] = price_str + else: + if trade_type.name.lower() == 'buy': + if price.is_nan(): + price = self.get_price_for_volume( + trading_pair, + True, + amount ) + del api_params['quantity'] + api_params.update({ + "quoteOrderQty": f"{price * amount:f}", + }) + if order_type == OrderType.LIMIT: + api_params["timeInForce"] = CONSTANTS.TIME_IN_FORCE_GTC - for order_result_client_order_id, order_result_value in cancel_all_results['data'].items(): - for o in orders_by_trading_pair[trading_pair]: - if o.client_order_id == order_result_client_order_id: - result_bool = True if order_result_value == "invalid order state" or order_result_value == "success" else False - cancellation_results.append(CancellationResult(o.client_order_id, result_bool)) - if result_bool: - self.trigger_event(self.MARKET_ORDER_CANCELED_EVENT_TAG, - OrderCancelledEvent(self.current_timestamp, - order_id=o.client_order_id, - exchange_order_id=o.exchange_order_id)) - self.stop_tracking_order(o.client_order_id) + try: + order_result = await self._api_post( + path_url=CONSTANTS.ORDER_PATH_URL, + data=api_params, + is_auth_required=True) + o_id = str(order_result["orderId"]) + transact_time = order_result["transactTime"] * 1e-3 + except IOError as e: + error_description = str(e) + is_server_overloaded = ("status is 503" in error_description + and "Unknown error, please check your request or try again later." in error_description) + if is_server_overloaded: + o_id = "UNKNOWN" + transact_time = self._time_synchronizer.time() + else: + raise + return o_id, transact_time - except Exception as ex: + async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder): + symbol = await self.exchange_symbol_associated_to_pair(trading_pair=tracked_order.trading_pair) + api_params = { + "symbol": symbol, + "origClientOrderId": order_id, + } + cancel_result = await self._api_delete( + path_url=CONSTANTS.ORDER_PATH_URL, + params=api_params, + is_auth_required=True) + if cancel_result.get("status") == "CANCELED": + return True + return False + + async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> List[TradingRule]: + """ + Example: + { + "symbol": "ETHBTC", + "baseAssetPrecision": 8, + "quotePrecision": 8, + "orderTypes": ["LIMIT", "MARKET"], + "filters": [ + { + "filterType": "PRICE_FILTER", + "minPrice": "0.00000100", + "maxPrice": "100000.00000000", + "tickSize": "0.00000100" + }, { + "filterType": "LOT_SIZE", + "minQty": "0.00100000", + "maxQty": "100000.00000000", + "stepSize": "0.00100000" + }, { + "filterType": "MIN_NOTIONAL", + "minNotional": "0.00100000" + } + ] + } + """ + trading_pair_rules = exchange_info_dict.get("symbols", []) + retval = [] + for rule in filter(mexc_utils.is_exchange_information_valid, trading_pair_rules): + try: + trading_pair = await self.trading_pair_associated_to_exchange_symbol(symbol=rule.get("symbol")) + min_order_size = Decimal(rule.get("baseSizePrecision")) + min_price_inc = Decimal(f"1e-{rule['quotePrecision']}") + min_amount_inc = Decimal(f"1e-{rule['baseAssetPrecision']}") + min_notional = Decimal(rule['quoteAmountPrecision']) + retval.append( + TradingRule(trading_pair, + min_order_size=min_order_size, + min_price_increment=min_price_inc, + min_base_amount_increment=min_amount_inc, + min_notional_size=min_notional)) - self.logger().network( - f"Failed to cancel all orders: {this_turn_cancel_order_ids}" + repr(ex), - exc_info=True, - app_warning_msg="Failed to cancel all orders on Mexc. Check API key and network connection." - ) - return cancellation_results - - def get_order_book(self, trading_pair: str) -> OrderBook: - if trading_pair not in self.order_book_tracker.order_books: - raise ValueError(f"No order book exists for '{trading_pair}'.") - return self.order_book_tracker.order_books[trading_pair] - - def start_tracking_order(self, - order_id: str, - exchange_order_id: Optional[str], - trading_pair: str, - trade_type: TradeType, - price: Decimal, - amount: Decimal, - order_type: OrderType): - self._in_flight_orders[order_id] = MexcInFlightOrder( - client_order_id=order_id, - exchange_order_id=exchange_order_id, - trading_pair=trading_pair, - order_type=order_type, - trade_type=trade_type, - price=price, - amount=amount, - creation_timestamp=self.current_timestamp - ) + except Exception: + self.logger().exception(f"Error parsing the trading pair rule {rule}. Skipping.") + return retval - def stop_tracking_order(self, order_id: str): - if order_id in self._in_flight_orders: - del self._in_flight_orders[order_id] + async def _status_polling_loop_fetch_updates(self): + await self._update_order_fills_from_trades() + await super()._status_polling_loop_fetch_updates() - def get_order_price_quantum(self, trading_pair: str, price: Decimal) -> Decimal: + async def _update_trading_fees(self): """ - Used by quantize_order_price() in _create_order() - Returns a price step, a minimum price increment for a given trading pair. + Update fees information from the exchange """ - trading_rule = self._trading_rules[trading_pair] - return trading_rule.min_price_increment + pass - def get_order_size_quantum(self, trading_pair: str, order_size: Decimal) -> Decimal: + async def _user_stream_event_listener(self): """ - Used by quantize_order_price() in _create_order() - Returns an order amount step, a minimum amount increment for a given trading pair. + Listens to messages from _user_stream_tracker.user_stream queue. + Traders, Orders, and Balance updates from the WS. """ - trading_rule = self._trading_rules[trading_pair] - return Decimal(trading_rule.min_base_amount_increment) - - def quantize_order_amount(self, trading_pair: str, amount: Decimal, price: Decimal = s_decimal_0) -> Decimal: - - trading_rule = self._trading_rules[trading_pair] + user_channels = [ + CONSTANTS.USER_TRADES_ENDPOINT_NAME, + CONSTANTS.USER_ORDERS_ENDPOINT_NAME, + CONSTANTS.USER_BALANCE_ENDPOINT_NAME, + ] + async for event_message in self._iter_user_event_queue(): + channel: str = event_message.get("c", None) + results: Dict[str, Any] = event_message.get("d", {}) + try: + if channel not in user_channels: + self.logger().error( + f"Unexpected message in user stream: {event_message}.", exc_info=True) + continue + if channel == CONSTANTS.USER_TRADES_ENDPOINT_NAME: + self._process_trade_message(results) + elif channel == CONSTANTS.USER_ORDERS_ENDPOINT_NAME: + self._process_order_message(event_message) + elif channel == CONSTANTS.USER_BALANCE_ENDPOINT_NAME: + self._process_balance_message_ws(results) - quantized_amount = ExchangeBase.quantize_order_amount(self, trading_pair, amount) + except asyncio.CancelledError: + raise + except Exception: + self.logger().error( + "Unexpected error in user stream listener loop.", exc_info=True) + await self._sleep(5.0) + + + def _process_balance_message_ws(self, account): + asset_name = account["a"] + self._account_available_balances[asset_name] = Decimal(str(account["f"])) + self._account_balances[asset_name] = Decimal(str(account["f"])) + Decimal(str(account["l"])) + + def _create_trade_update_with_order_fill_data( + self, + order_fill: Dict[str, Any], + order: InFlightOrder): + + fee = TradeFeeBase.new_spot_fee( + fee_schema=self.trade_fee_schema(), + trade_type=order.trade_type, + percent_token=order_fill["N"], + flat_fees=[TokenAmount( + amount=Decimal(order_fill["n"]), + token=order_fill["N"] + )] + ) + trade_update = TradeUpdate( + trade_id=str(order_fill["t"]), + client_order_id=order.client_order_id, + exchange_order_id=order.exchange_order_id, + trading_pair=order.trading_pair, + fee=fee, + fill_base_amount=Decimal(order_fill["v"]), + fill_quote_amount=Decimal(order_fill["v"]) * Decimal(order_fill["a"]), + fill_price=Decimal(order_fill["a"]), + fill_timestamp=order_fill["T"] * 1e-3, + ) + return trade_update - current_price = self.get_price(trading_pair, False) + def _process_trade_message(self, trade: Dict[str, Any], client_order_id: Optional[str] = None): + client_order_id = client_order_id or str(trade["c"]) + tracked_order = self._order_tracker.all_fillable_orders.get(client_order_id) + if tracked_order is None: + self.logger().debug(f"Ignoring trade message with id {client_order_id}: not in in_flight_orders.") + else: + trade_update = self._create_trade_update_with_order_fill_data( + order_fill=trade, + order=tracked_order) + self._order_tracker.process_trade_update(trade_update) + + + def _create_order_update_with_order_status_data(self, order_status: Dict[str, Any], order: InFlightOrder): + client_order_id = str(order_status["d"].get("c", "")) + order_update = OrderUpdate( + trading_pair=order.trading_pair, + update_timestamp=int(order_status["t"] * 1e-3), + new_state=CONSTANTS.WS_ORDER_STATE[order_status["d"]["o"]], + client_order_id=client_order_id, + exchange_order_id=str(order_status["d"]["i"]), + ) + return order_update + + def _process_order_message(self, raw_msg: Dict[str, Any]): + order_msg = raw_msg.get("d", {}) + client_order_id = str(order_msg.get("c", "")) + tracked_order = self._order_tracker.all_updatable_orders.get(client_order_id) + if not tracked_order: + self.logger().debug(f"Ignoring order message with id {client_order_id}: not in in_flight_orders.") + return - calc_price = current_price if price == s_decimal_0 else price + order_update = self._create_order_update_with_order_status_data(order_status=raw_msg, order=tracked_order) + self._order_tracker.process_order_update(order_update=order_update) + # + # + # async def _user_stream_event_listener(self): + # """ + # This functions runs in background continuously processing the events received from the exchange by the user + # stream data source. It keeps reading events from the queue until the task is interrupted. + # The events received are balance updates, order updates and trade events. + # """ + # async for event_message in self._iter_user_event_queue(): + # try: + # event_type = event_message.get("e") + # if event_type == "executionReport": + # execution_type = event_message.get("x") + # if execution_type != "CANCELED": + # client_order_id = event_message.get("c") + # else: + # client_order_id = event_message.get("C") + # + # if execution_type == "TRADE": + # tracked_order = self._order_tracker.all_fillable_orders.get(client_order_id) + # if tracked_order is not None: + # fee = TradeFeeBase.new_spot_fee( + # fee_schema=self.trade_fee_schema(), + # trade_type=tracked_order.trade_type, + # percent_token=event_message["N"], + # flat_fees=[TokenAmount(amount=Decimal(event_message["n"]), token=event_message["N"])] + # ) + # trade_update = TradeUpdate( + # trade_id=str(event_message["t"]), + # client_order_id=client_order_id, + # exchange_order_id=str(event_message["i"]), + # trading_pair=tracked_order.trading_pair, + # fee=fee, + # fill_base_amount=Decimal(event_message["l"]), + # fill_quote_amount=Decimal(event_message["l"]) * Decimal(event_message["L"]), + # fill_price=Decimal(event_message["L"]), + # fill_timestamp=event_message["T"] * 1e-3, + # ) + # self._order_tracker.process_trade_update(trade_update) + # + # tracked_order = self._order_tracker.all_updatable_orders.get(client_order_id) + # if tracked_order is not None: + # order_update = OrderUpdate( + # trading_pair=tracked_order.trading_pair, + # update_timestamp=event_message["E"] * 1e-3, + # new_state=CONSTANTS.ORDER_STATE[event_message["X"]], + # client_order_id=client_order_id, + # exchange_order_id=str(event_message["i"]), + # ) + # self._order_tracker.process_order_update(order_update=order_update) + # + # elif event_type == "outboundAccountPosition": + # balances = event_message["B"] + # for balance_entry in balances: + # asset_name = balance_entry["a"] + # free_balance = Decimal(balance_entry["f"]) + # total_balance = Decimal(balance_entry["f"]) + Decimal(balance_entry["l"]) + # self._account_available_balances[asset_name] = free_balance + # self._account_balances[asset_name] = total_balance + # + # except asyncio.CancelledError: + # raise + # except Exception: + # self.logger().error("Unexpected error in user stream listener loop.", exc_info=True) + # await self._sleep(5.0) + + async def _update_order_fills_from_trades(self): + """ + This is intended to be a backup measure to get filled events with trade ID for orders, + in case Mexc's user stream events are not working. + NOTE: It is not required to copy this functionality in other connectors. + This is separated from _update_order_status which only updates the order status without producing filled + events, since Mexc's get order endpoint does not return trade IDs. + The minimum poll interval for order status is 10 seconds. + """ + small_interval_last_tick = self._last_poll_timestamp / self.UPDATE_ORDER_STATUS_MIN_INTERVAL + small_interval_current_tick = self.current_timestamp / self.UPDATE_ORDER_STATUS_MIN_INTERVAL + long_interval_last_tick = self._last_poll_timestamp / self.LONG_POLL_INTERVAL + long_interval_current_tick = self.current_timestamp / self.LONG_POLL_INTERVAL + + if (long_interval_current_tick > long_interval_last_tick + or (self.in_flight_orders and small_interval_current_tick > small_interval_last_tick)): + query_time = int(self._last_trades_poll_mexc_timestamp * 1e3) + self._last_trades_poll_mexc_timestamp = self._time_synchronizer.time() + order_by_exchange_id_map = {} + for order in self._order_tracker.all_fillable_orders.values(): + order_by_exchange_id_map[order.exchange_order_id] = order + + tasks = [] + trading_pairs = self.trading_pairs + for trading_pair in trading_pairs: + params = { + "symbol": await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) + } + if self._last_poll_timestamp > 0: + params["startTime"] = query_time + tasks.append(self._api_get( + path_url=CONSTANTS.MY_TRADES_PATH_URL, + params=params, + is_auth_required=True)) - notional_size = calc_price * quantized_amount + self.logger().debug(f"Polling for order fills of {len(tasks)} trading pairs.") + results = await safe_gather(*tasks, return_exceptions=True) - if notional_size < trading_rule.min_notional_size * Decimal("1"): - return s_decimal_0 + for trades, trading_pair in zip(results, trading_pairs): - return quantized_amount + if isinstance(trades, Exception): + self.logger().network( + f"Error fetching trades update for the order {trading_pair}: {trades}.", + app_warning_msg=f"Failed to fetch trade update for {trading_pair}." + ) + continue + for trade in trades: + exchange_order_id = str(trade["orderId"]) + if exchange_order_id in order_by_exchange_id_map: + # This is a fill for a tracked order + tracked_order = order_by_exchange_id_map[exchange_order_id] + fee = TradeFeeBase.new_spot_fee( + fee_schema=self.trade_fee_schema(), + trade_type=tracked_order.trade_type, + percent_token=trade["commissionAsset"], + flat_fees=[TokenAmount(amount=Decimal(trade["commission"]), token=trade["commissionAsset"])] + ) + trade_update = TradeUpdate( + trade_id=str(trade["id"]), + client_order_id=tracked_order.client_order_id, + exchange_order_id=exchange_order_id, + trading_pair=trading_pair, + fee=fee, + fill_base_amount=Decimal(trade["qty"]), + fill_quote_amount=Decimal(trade["quoteQty"]), + fill_price=Decimal(trade["price"]), + fill_timestamp=trade["time"] * 1e-3, + ) + self._order_tracker.process_trade_update(trade_update) + elif self.is_confirmed_new_order_filled_event(str(trade["id"]), exchange_order_id, trading_pair): + # This is a fill of an order registered in the DB but not tracked any more + self._current_trade_fills.add(TradeFillOrderDetails( + market=self.display_name, + exchange_trade_id=str(trade["id"]), + symbol=trading_pair)) + self.trigger_event( + MarketEvent.OrderFilled, + OrderFilledEvent( + timestamp=float(trade["time"]) * 1e-3, + order_id=self._exchange_order_ids.get(str(trade["orderId"]), None), + trading_pair=trading_pair, + trade_type=TradeType.BUY if trade["isBuyer"] else TradeType.SELL, + order_type=OrderType.LIMIT_MAKER if trade["isMaker"] else OrderType.LIMIT, + price=Decimal(trade["price"]), + amount=Decimal(trade["qty"]), + trade_fee=DeductedFromReturnsTradeFee( + flat_fees=[ + TokenAmount( + trade["commissionAsset"], + Decimal(trade["commission"]) + ) + ] + ), + exchange_trade_id=str(trade["id"]) + )) + self.logger().info(f"Recreating missing trade in TradeFill: {trade}") + + async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[TradeUpdate]: + trade_updates = [] + + if order.exchange_order_id is not None: + exchange_order_id = int(order.exchange_order_id) + trading_pair = await self.exchange_symbol_associated_to_pair(trading_pair=order.trading_pair) + all_fills_response = await self._api_get( + path_url=CONSTANTS.MY_TRADES_PATH_URL, + params={ + "symbol": trading_pair, + "orderId": exchange_order_id + }, + is_auth_required=True, + limit_id=CONSTANTS.MY_TRADES_PATH_URL) + + for trade in all_fills_response: + exchange_order_id = str(trade["orderId"]) + fee = TradeFeeBase.new_spot_fee( + fee_schema=self.trade_fee_schema(), + trade_type=order.trade_type, + percent_token=trade["commissionAsset"], + flat_fees=[TokenAmount(amount=Decimal(trade["commission"]), token=trade["commissionAsset"])] + ) + trade_update = TradeUpdate( + trade_id=str(trade["id"]), + client_order_id=order.client_order_id, + exchange_order_id=exchange_order_id, + trading_pair=trading_pair, + fee=fee, + fill_base_amount=Decimal(trade["qty"]), + fill_quote_amount=Decimal(trade["quoteQty"]), + fill_price=Decimal(trade["price"]), + fill_timestamp=trade["time"] * 1e-3, + ) + trade_updates.append(trade_update) + + return trade_updates + + async def _request_order_status(self, tracked_order: InFlightOrder) -> OrderUpdate: + trading_pair = await self.exchange_symbol_associated_to_pair(trading_pair=tracked_order.trading_pair) + updated_order_data = await self._api_get( + path_url=CONSTANTS.ORDER_PATH_URL, + params={ + "symbol": trading_pair, + "origClientOrderId": tracked_order.client_order_id}, + is_auth_required=True) + + new_state = CONSTANTS.ORDER_STATE[updated_order_data["status"]] + + order_update = OrderUpdate( + client_order_id=tracked_order.client_order_id, + exchange_order_id=str(updated_order_data["orderId"]), + trading_pair=tracked_order.trading_pair, + update_timestamp=updated_order_data["updateTime"] * 1e-3, + new_state=new_state, + ) - def get_fee(self, - base_currency: str, - quote_currency: str, - order_type: OrderType, - order_side: TradeType, - amount: Decimal, - price: Decimal = s_decimal_NaN, - is_maker: Optional[bool] = None) -> AddedToCostTradeFee: - is_maker = order_type is OrderType.LIMIT_MAKER - return AddedToCostTradeFee(percent=self.estimate_fee_pct(is_maker)) + return order_update - async def get_deal_detail_fee(self, order_id: str) -> Dict[str, Any]: + async def _update_balances(self): + local_asset_names = set(self._account_balances.keys()) + remote_asset_names = set() + + account_info = await self._api_get( + path_url=CONSTANTS.ACCOUNTS_PATH_URL, + is_auth_required=True) + + balances = account_info["balances"] + for balance_entry in balances: + asset_name = balance_entry["asset"] + free_balance = Decimal(balance_entry["free"]) + total_balance = Decimal(balance_entry["free"]) + Decimal(balance_entry["locked"]) + self._account_available_balances[asset_name] = free_balance + self._account_balances[asset_name] = total_balance + remote_asset_names.add(asset_name) + + asset_names_to_remove = local_asset_names.difference(remote_asset_names) + for asset_name in asset_names_to_remove: + del self._account_available_balances[asset_name] + del self._account_balances[asset_name] + + def _initialize_trading_pair_symbols_from_exchange_info(self, exchange_info: Dict[str, Any]): + mapping = bidict() + for symbol_data in filter(mexc_utils.is_exchange_information_valid, exchange_info["symbols"]): + mapping[symbol_data["symbol"]] = combine_to_hb_trading_pair(base=symbol_data["baseAsset"], + quote=symbol_data["quoteAsset"]) + self._set_trading_pair_symbol_map(mapping) + + async def _get_last_traded_price(self, trading_pair: str) -> float: params = { - 'order_id': order_id, + "symbol": await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) } - msg = await self._api_request("GET", path_url=CONSTANTS.MEXC_DEAL_DETAIL, params=params, is_auth_required=True) - fee = s_decimal_0 - fee_currency = None - if msg['code'] == 200: - balances = msg['data'] - else: - raise Exception(msg) - for order in balances: - fee += Decimal(order['fee']) - fee_currency = order['fee_currency'] - return fee, fee_currency - - async def all_trading_pairs(self) -> List[str]: - # This method should be removed and instead we should implement _initialize_trading_pair_symbol_map - return await MexcAPIOrderBookDataSource.fetch_trading_pairs() - - async def get_last_traded_prices(self, trading_pairs: List[str]) -> Dict[str, float]: - # This method should be removed and instead we should implement _get_last_traded_price - return await MexcAPIOrderBookDataSource.get_last_traded_prices( - trading_pairs=trading_pairs, - throttler=self._throttler, - shared_client=self._shared_client) + + resp_json = await self._api_request( + method=RESTMethod.GET, + path_url=CONSTANTS.TICKER_PRICE_CHANGE_PATH_URL, + params=params + ) + + return float(resp_json["lastPrice"]) diff --git a/hummingbot/connector/exchange/mexc/mexc_in_flight_order.py b/hummingbot/connector/exchange/mexc/mexc_in_flight_order.py deleted file mode 100644 index 0c79b689f0..0000000000 --- a/hummingbot/connector/exchange/mexc/mexc_in_flight_order.py +++ /dev/null @@ -1,48 +0,0 @@ -from decimal import Decimal - -from hummingbot.connector.in_flight_order_base import InFlightOrderBase -from hummingbot.core.data_type.common import OrderType, TradeType - - -class MexcInFlightOrder(InFlightOrderBase): - def __init__(self, - client_order_id: str, - exchange_order_id: str, - trading_pair: str, - order_type: OrderType, - trade_type: TradeType, - price: Decimal, - amount: Decimal, - creation_timestamp: float, - initial_state: str = "NEW"): - super().__init__( - client_order_id, - exchange_order_id, - trading_pair, - order_type, - trade_type, - price, - amount, - creation_timestamp, - initial_state, # submitted, partial-filled, cancelling, filled, canceled, partial-canceled - ) - self.fee_asset = self.quote_asset - - @property - def is_done(self) -> bool: - return self.last_state in {"FILLED", "CANCELED", "PARTIALLY_CANCELED"} - - @property - def is_cancelled(self) -> bool: - return self.last_state in {"CANCELED", "PARTIALLY_CANCELED"} - - @property - def is_failure(self) -> bool: - return self.last_state in {"CANCELED", "PARTIALLY_CANCELED"} - - @property - def is_open(self) -> bool: - return self.last_state in {"NEW", "PARTIALLY_FILLED"} - - def mark_as_filled(self): - self.last_state = "FILLED" diff --git a/hummingbot/connector/exchange/mexc/mexc_order_book.py b/hummingbot/connector/exchange/mexc/mexc_order_book.py index 8ad297f941..42a041b7ed 100644 --- a/hummingbot/connector/exchange/mexc/mexc_order_book.py +++ b/hummingbot/connector/exchange/mexc/mexc_order_book.py @@ -1,81 +1,77 @@ -import logging -from typing import ( - Any, - Optional, - Dict -) +from typing import Dict, Optional -from hummingbot.connector.exchange.mexc.mexc_order_book_message import MexcOrderBookMessage from hummingbot.core.data_type.common import TradeType from hummingbot.core.data_type.order_book import OrderBook -from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType -from hummingbot.logger import HummingbotLogger - -_logger = None +from hummingbot.core.data_type.order_book_message import ( + OrderBookMessage, + OrderBookMessageType +) class MexcOrderBook(OrderBook): - @classmethod - def logger(cls) -> HummingbotLogger: - global _logger - if _logger is None: - _logger = logging.getLogger(__name__), - return _logger @classmethod def snapshot_message_from_exchange(cls, - msg: Dict[str, Any], - trading_pair: str, - timestamp: Optional[float] = None, + msg: Dict[str, any], + timestamp: float, metadata: Optional[Dict] = None) -> OrderBookMessage: + """ + Creates a snapshot message with the order book snapshot message + :param msg: the response from the exchange when requesting the order book snapshot + :param timestamp: the snapshot timestamp + :param metadata: a dictionary with extra information to add to the snapshot data + :return: a snapshot message with the snapshot information received from the exchange + """ if metadata: msg.update(metadata) - msg_ts = int(timestamp * 1e-3) - content = { - "trading_pair": trading_pair, - "update_id": msg_ts, + return OrderBookMessage(OrderBookMessageType.SNAPSHOT, { + "trading_pair": msg["trading_pair"], + "update_id": msg["lastUpdateId"], "bids": msg["bids"], "asks": msg["asks"] - } - return MexcOrderBookMessage(OrderBookMessageType.SNAPSHOT, content, timestamp or msg_ts) + }, timestamp=timestamp) @classmethod - def trade_message_from_exchange(cls, - msg: Dict[str, Any], - timestamp: Optional[float] = None, - metadata: Optional[Dict] = None) -> OrderBookMessage: + def diff_message_from_exchange(cls, + msg: Dict[str, any], + timestamp: Optional[float] = None, + metadata: Optional[Dict] = None) -> OrderBookMessage: + """ + Creates a diff message with the changes in the order book received from the exchange + :param msg: the changes in the order book + :param timestamp: the timestamp of the difference + :param metadata: a dictionary with extra information to add to the difference data + :return: a diff message with the changes in the order book notified by the exchange + """ if metadata: msg.update(metadata) - msg_ts = int(timestamp * 1e-3) - content = { + return OrderBookMessage(OrderBookMessageType.DIFF, { "trading_pair": msg["trading_pair"], - "trade_type": float(TradeType.SELL.value) if msg["T"] == 2 else float(TradeType.BUY.value), - "trade_id": msg["t"], - "update_id": msg["t"], - "amount": msg["q"], - "price": msg["p"] - } - return MexcOrderBookMessage(OrderBookMessageType.TRADE, content, timestamp or msg_ts) + "update_id": int(msg['d']["r"]), + "bids": [[i['p'], i['v']] for i in msg['d'].get("bids", [])], + "asks": [[i['p'], i['v']] for i in msg['d'].get("asks", [])], + }, timestamp=timestamp * 1e-3) @classmethod - def diff_message_from_exchange(cls, - data: Dict[str, Any], - timestamp: float = None, - metadata: Optional[Dict] = None) -> OrderBookMessage: + def trade_message_from_exchange(cls, + msg: Dict[str, any], + timestamp: Optional[float] = None, + metadata: Optional[Dict] = None): + """ + Creates a trade message with the information from the trade event sent by the exchange + :param msg: the trade event details sent by the exchange + :param timestamp: the timestamp of the difference + :param metadata: a dictionary with extra information to add to trade message + :return: a trade message with the details of the trade as provided by the exchange + """ if metadata: - data.update(metadata) - - msg_ts = int(timestamp * 1e-3) - content = { - "trading_pair": data["trading_pair"], - "update_id": msg_ts, - "bids": data.get("bids", []), - "asks": data.get("asks", []) - } - return MexcOrderBookMessage(OrderBookMessageType.DIFF, content, timestamp or msg_ts) - - @classmethod - def from_snapshot(cls, msg: OrderBookMessage) -> OrderBook: - retval = MexcOrderBook() - retval.apply_snapshot(msg.bids, msg.asks, msg.update_id) - return retval + msg.update(metadata) + ts = timestamp + return OrderBookMessage(OrderBookMessageType.TRADE, { + "trading_pair": msg["trading_pair"], + "trade_type": float(TradeType.SELL.value) if msg["S"] == 2 else float(TradeType.BUY.value), + "trade_id": msg["t"], + "update_id": ts, + "price": msg["p"], + "amount": msg["v"] + }, timestamp=ts * 1e-3) diff --git a/hummingbot/connector/exchange/mexc/mexc_order_book_message.py b/hummingbot/connector/exchange/mexc/mexc_order_book_message.py deleted file mode 100644 index f2f1caa253..0000000000 --- a/hummingbot/connector/exchange/mexc/mexc_order_book_message.py +++ /dev/null @@ -1,60 +0,0 @@ -#!/usr/bin/env python - -from typing import ( - Dict, - List, - Optional, -) - -from hummingbot.core.data_type.order_book_row import OrderBookRow -from hummingbot.core.data_type.order_book_message import ( - OrderBookMessage, - OrderBookMessageType, -) - - -class MexcOrderBookMessage(OrderBookMessage): - def __new__( - cls, - message_type: OrderBookMessageType, - content: Dict[str, any], - timestamp: Optional[float] = None, - *args, - **kwargs, - ): - if timestamp is None: - if message_type is OrderBookMessageType.SNAPSHOT: - raise ValueError("timestamp must not be None when initializing snapshot messages.") - timestamp = content["time"] * 1e-3 - return super(MexcOrderBookMessage, cls).__new__( - cls, message_type, content, timestamp=timestamp, *args, **kwargs - ) - - @property - def update_id(self) -> int: - return int(self.timestamp * 1e3) - - @property - def trade_id(self) -> int: - return int(self.timestamp * 1e3) - - @property - def trading_pair(self) -> str: - return self.content.get('trading_pair', None) - - @property - def asks(self) -> (List[OrderBookRow]): - return [ - OrderBookRow(float(ask["price"]), float(ask["quantity"]), self.update_id) - for ask in self.content.get("asks", []) - ] - - @property - def bids(self) -> (List[OrderBookRow]): - return [ - OrderBookRow(float(bid["price"]), float(bid["quantity"]), self.update_id) - for bid in self.content.get("bids", []) - ] - - def __hash__(self) -> int: - return hash((self.type, self.timestamp)) diff --git a/hummingbot/connector/exchange/mexc/mexc_order_book_tracker.py b/hummingbot/connector/exchange/mexc/mexc_order_book_tracker.py deleted file mode 100644 index 1b93720d19..0000000000 --- a/hummingbot/connector/exchange/mexc/mexc_order_book_tracker.py +++ /dev/null @@ -1,130 +0,0 @@ -#!/usr/bin/env python -# -*- coding: UTF-8 -*- - -import asyncio -import logging -import time -from typing import ( - List, - Optional -) - -import aiohttp -from hummingbot.core.data_type.order_book import OrderBook - -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler -from hummingbot.core.data_type.order_book_message import ( - OrderBookMessage, - OrderBookMessageType -) - -from hummingbot.core.data_type.order_book_tracker import OrderBookTracker -from hummingbot.core.utils.async_utils import safe_ensure_future -from hummingbot.logger import HummingbotLogger -from hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source import MexcAPIOrderBookDataSource - - -class MexcOrderBookTracker(OrderBookTracker): - _mexcobt_logger: Optional[HummingbotLogger] = None - - @classmethod - def logger(cls) -> HummingbotLogger: - if cls._mexcobt_logger is None: - cls._mexcobt_logger = logging.getLogger(__name__) - return cls._mexcobt_logger - - def __init__(self, - trading_pairs: Optional[List[str]] = None, - shared_client: Optional[aiohttp.ClientSession] = None, - throttler: Optional[AsyncThrottler] = None,): - super().__init__(MexcAPIOrderBookDataSource(trading_pairs, shared_client=shared_client, throttler=throttler), trading_pairs) - self._order_book_diff_stream: asyncio.Queue = asyncio.Queue() - self._order_book_snapshot_stream: asyncio.Queue = asyncio.Queue() - self._ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop() - self._order_book_stream_listener_task: Optional[asyncio.Task] = None - - @property - def exchange_name(self) -> str: - return "mexc" - - def start(self): - super().start() - self._order_book_stream_listener_task = safe_ensure_future(self._data_source.listen_for_subscriptions()) - - def stop(self): - if self._order_book_stream_listener_task: - self._order_book_stream_listener_task.cancel() - super().stop() - - async def _order_book_diff_router(self): - last_message_timestamp: float = time.time() - messages_queued: int = 0 - messages_accepted: int = 0 - messages_rejected: int = 0 - - while True: - try: - ob_message: OrderBookMessage = await self._order_book_diff_stream.get() - trading_pair: str = ob_message.trading_pair - - if trading_pair not in self._tracking_message_queues: - continue - message_queue: asyncio.Queue = self._tracking_message_queues[trading_pair] - order_book: OrderBook = self._order_books[trading_pair] - - if order_book.snapshot_uid > ob_message.update_id: - messages_rejected += 1 - continue - await message_queue.put(ob_message) - messages_accepted += 1 - - now: float = time.time() - if int(now / 60.0) > int(last_message_timestamp / 60.0): - self.logger().debug(f"Diff messages processed: {messages_accepted}, " - f"rejected: {messages_rejected}, queued: {messages_queued}") - messages_accepted = 0 - messages_rejected = 0 - messages_queued = 0 - - last_message_timestamp = now - - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().network( - "Unexpected error routing order book messages." + repr(ex), - exc_info=True, - app_warning_msg="Unexpected error routing order book messages. Retrying after 5 seconds." - ) - await asyncio.sleep(5.0) - - async def _track_single_book(self, trading_pair: str): - message_queue: asyncio.Queue = self._tracking_message_queues[trading_pair] - order_book: OrderBook = self._order_books[trading_pair] - last_message_timestamp: float = time.time() - diff_messages_accepted: int = 0 - - while True: - try: - message: OrderBookMessage = await message_queue.get() - if message.type is OrderBookMessageType.DIFF: - order_book.apply_diffs(message.bids, message.asks, message.update_id) - diff_messages_accepted += 1 - - now: float = time.time() - if int(now / 60.0) > int(last_message_timestamp / 60): - self.logger().debug(f"Processed {diff_messages_accepted} order book diffs for {trading_pair}.") - diff_messages_accepted = 0 - last_message_timestamp = now - elif message.type is OrderBookMessageType.SNAPSHOT: - order_book.apply_snapshot(message.bids, message.asks, message.update_id) - self.logger().debug(f"Processed order book snapshot for {trading_pair}.") - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().network( - f"Unexpected error tracking order book for {trading_pair}." + repr(ex), - exc_info=True, - app_warning_msg="Unexpected error tracking order book. Retrying after 5 seconds." - ) - await asyncio.sleep(5.0) diff --git a/hummingbot/connector/exchange/mexc/mexc_user_stream_tracker.py b/hummingbot/connector/exchange/mexc/mexc_user_stream_tracker.py deleted file mode 100644 index 7f77416fd0..0000000000 --- a/hummingbot/connector/exchange/mexc/mexc_user_stream_tracker.py +++ /dev/null @@ -1,63 +0,0 @@ -import logging -from typing import ( - List, - Optional, -) - -import aiohttp - -from hummingbot.connector.exchange.mexc.mexc_api_user_stream_data_source import MexcAPIUserStreamDataSource -from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler -from hummingbot.core.data_type.user_stream_tracker import UserStreamTracker -from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource -from hummingbot.core.utils.async_utils import ( - safe_ensure_future, - safe_gather, -) -from hummingbot.logger import HummingbotLogger - - -class MexcUserStreamTracker(UserStreamTracker): - _mexcust_logger: Optional[HummingbotLogger] = None - - @classmethod - def logger(cls) -> HummingbotLogger: - if cls._mexcust_logger is None: - cls._mexcust_logger = logging.getLogger(__name__) - return cls._mexcust_logger - - def __init__(self, - throttler: AsyncThrottler, - mexc_auth: Optional[MexcAuth] = None, - trading_pairs: Optional[List[str]] = None, - shared_client: Optional[aiohttp.ClientSession] = None - ): - self._shared_client = shared_client - self._mexc_auth: MexcAuth = mexc_auth - self._trading_pairs: List[str] = trading_pairs or [] - self._throttler = throttler - super().__init__(data_source=MexcAPIUserStreamDataSource( - throttler=self._throttler, - mexc_auth=self._mexc_auth, - trading_pairs=self._trading_pairs, - shared_client=self._shared_client)) - - @property - def data_source(self) -> UserStreamTrackerDataSource: - if not self._data_source: - self._data_source = MexcAPIUserStreamDataSource(throttler=self._throttler, - mexc_auth=self._mexc_auth, - trading_pairs=self._trading_pairs, - shared_client=self._shared_client) - return self._data_source - - @property - def exchange_name(self) -> str: - return "mexc" - - async def start(self): - self._user_stream_tracking_task = safe_ensure_future( - self.data_source.listen_for_user_stream(self._user_stream) - ) - await safe_gather(self._user_stream_tracking_task) diff --git a/hummingbot/connector/exchange/mexc/mexc_utils.py b/hummingbot/connector/exchange/mexc/mexc_utils.py index 7f25cdd9c1..dfff8b444a 100644 --- a/hummingbot/connector/exchange/mexc/mexc_utils.py +++ b/hummingbot/connector/exchange/mexc/mexc_utils.py @@ -1,39 +1,45 @@ -#!/usr/bin/env python -# -*- coding: UTF-8 -*- -import time from decimal import Decimal +from typing import Any, Dict from pydantic import Field, SecretStr from hummingbot.client.config.config_data_types import BaseConnectorConfigMap, ClientFieldData - - -def num_to_increment(num): - return Decimal(10) ** -num - +from hummingbot.core.data_type.trade_fee import TradeFeeSchema CENTRALIZED = True +EXAMPLE_PAIR = "ZRX-ETH" + +DEFAULT_FEES = TradeFeeSchema( + maker_percent_fee_decimal=Decimal("0.000"), + taker_percent_fee_decimal=Decimal("0.000"), + buy_percent_fee_deducted_from_returns=True +) -EXAMPLE_PAIR = 'BTC-USDT' -DEFAULT_FEES = [0.2, 0.2] +def is_exchange_information_valid(exchange_info: Dict[str, Any]) -> bool: + """ + Verifies if a trading pair is enabled to operate with based on its exchange information + :param exchange_info: the exchange information for a trading pair + :return: True if the trading pair is enabled, False otherwise + """ + return exchange_info.get("status", None) == "ENABLED" and "SPOT" in exchange_info.get("permissions", list()) class MexcConfigMap(BaseConnectorConfigMap): - connector: str = Field(default="mexc", client_data=None) + connector: str = Field(default="mexc", const=True, client_data=None) mexc_api_key: SecretStr = Field( default=..., client_data=ClientFieldData( - prompt=lambda cm: "Enter your MEXC API key", + prompt=lambda cm: "Enter your Mexc API key", is_secure=True, is_connect_key=True, prompt_on_new=True, ) ) - mexc_secret_key: SecretStr = Field( + mexc_api_secret: SecretStr = Field( default=..., client_data=ClientFieldData( - prompt=lambda cm: "Enter your MEXC secret key", + prompt=lambda cm: "Enter your Mexc API secret", is_secure=True, is_connect_key=True, prompt_on_new=True, @@ -46,34 +52,3 @@ class Config: KEYS = MexcConfigMap.construct() -ws_status = { - 1: 'NEW', - 2: 'FILLED', - 3: 'PARTIALLY_FILLED', - 4: 'CANCELED', - 5: 'PARTIALLY_CANCELED' -} - - -def seconds(): - return int(time.time()) - - -def milliseconds(): - return int(time.time() * 1000) - - -def microseconds(): - return int(time.time() * 1000000) - - -def convert_from_exchange_trading_pair(exchange_trading_pair: str) -> str: - return exchange_trading_pair.replace("_", "-") - - -def convert_to_exchange_trading_pair(hb_trading_pair: str) -> str: - return hb_trading_pair.replace("-", "_") - - -def ws_order_status_convert_to_str(ws_order_status: int) -> str: - return ws_status[ws_order_status] diff --git a/hummingbot/connector/exchange/mexc/mexc_web_utils.py b/hummingbot/connector/exchange/mexc/mexc_web_utils.py new file mode 100644 index 0000000000..88ec348b4e --- /dev/null +++ b/hummingbot/connector/exchange/mexc/mexc_web_utils.py @@ -0,0 +1,75 @@ +from typing import Callable, Optional + +import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS +from hummingbot.connector.time_synchronizer import TimeSynchronizer +from hummingbot.connector.utils import TimeSynchronizerRESTPreProcessor +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler +from hummingbot.core.web_assistant.auth import AuthBase +from hummingbot.core.web_assistant.connections.data_types import RESTMethod +from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory + + +def public_rest_url(path_url: str, domain: str = CONSTANTS.DEFAULT_DOMAIN) -> str: + """ + Creates a full URL for provided public REST endpoint + :param path_url: a public REST endpoint + :param domain: the Mexc domain to connect to ("com" or "us"). The default value is "com" + :return: the full URL to the endpoint + """ + return CONSTANTS.REST_URL.format(domain) + CONSTANTS.PUBLIC_API_VERSION + path_url + + +def private_rest_url(path_url: str, domain: str = CONSTANTS.DEFAULT_DOMAIN) -> str: + """ + Creates a full URL for provided private REST endpoint + :param path_url: a private REST endpoint + :param domain: the Mexc domain to connect to ("com" or "us"). The default value is "com" + :return: the full URL to the endpoint + """ + return CONSTANTS.REST_URL.format(domain) + CONSTANTS.PRIVATE_API_VERSION + path_url + + +def build_api_factory( + throttler: Optional[AsyncThrottler] = None, + time_synchronizer: Optional[TimeSynchronizer] = None, + domain: str = CONSTANTS.DEFAULT_DOMAIN, + time_provider: Optional[Callable] = None, + auth: Optional[AuthBase] = None, ) -> WebAssistantsFactory: + throttler = throttler or create_throttler() + time_synchronizer = time_synchronizer or TimeSynchronizer() + time_provider = time_provider or (lambda: get_current_server_time( + throttler=throttler, + domain=domain, + )) + api_factory = WebAssistantsFactory( + throttler=throttler, + auth=auth, + rest_pre_processors=[ + TimeSynchronizerRESTPreProcessor(synchronizer=time_synchronizer, time_provider=time_provider), + ]) + return api_factory + + +def build_api_factory_without_time_synchronizer_pre_processor(throttler: AsyncThrottler) -> WebAssistantsFactory: + api_factory = WebAssistantsFactory(throttler=throttler) + return api_factory + + +def create_throttler() -> AsyncThrottler: + return AsyncThrottler(CONSTANTS.RATE_LIMITS) + + +async def get_current_server_time( + throttler: Optional[AsyncThrottler] = None, + domain: str = CONSTANTS.DEFAULT_DOMAIN, +) -> float: + throttler = throttler or create_throttler() + api_factory = build_api_factory_without_time_synchronizer_pre_processor(throttler=throttler) + rest_assistant = await api_factory.get_rest_assistant() + response = await rest_assistant.execute_request( + url=public_rest_url(path_url=CONSTANTS.SERVER_TIME_PATH_URL, domain=domain), + method=RESTMethod.GET, + throttler_limit_id=CONSTANTS.SERVER_TIME_PATH_URL, + ) + server_time = response["serverTime"] + return server_time diff --git a/hummingbot/connector/exchange/mexc/mexc_websocket_adaptor.py b/hummingbot/connector/exchange/mexc/mexc_websocket_adaptor.py deleted file mode 100644 index 4a7c2e7e61..0000000000 --- a/hummingbot/connector/exchange/mexc/mexc_websocket_adaptor.py +++ /dev/null @@ -1,121 +0,0 @@ -#!/usr/bin/env python -import json - -import aiohttp -import asyncio -import logging - -import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS -import hummingbot.connector.exchange.mexc.mexc_utils as mexc_utils - -from typing import Dict, Optional, AsyncIterable, Any, List - -from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler -from hummingbot.logger import HummingbotLogger - - -class MexcWebSocketAdaptor: - - DEAL_CHANNEL_ID = "push.deal" - DEPTH_CHANNEL_ID = "push.depth" - SUBSCRIPTION_LIST = set([DEAL_CHANNEL_ID, DEPTH_CHANNEL_ID]) - - _ID_FIELD_NAME = "id" - - _logger: Optional[HummingbotLogger] = None - - MESSAGE_TIMEOUT = 120.0 - PING_TIMEOUT = 10.0 - - @classmethod - def logger(cls) -> HummingbotLogger: - if cls._logger is None: - cls._logger = logging.getLogger(__name__) - return cls._logger - - def __init__( - self, - throttler: AsyncThrottler, - auth: Optional[MexcAuth] = None, - shared_client: Optional[aiohttp.ClientSession] = None, - ): - - self._auth: Optional[MexcAuth] = auth - self._is_private = True if self._auth is not None else False - self._WS_URL = CONSTANTS.MEXC_WS_URL_PUBLIC - self._shared_client = shared_client - self._websocket: Optional[aiohttp.ClientWebSocketResponse] = None - self._throttler = throttler - - def get_shared_client(self) -> aiohttp.ClientSession: - if not self._shared_client: - self._shared_client = aiohttp.ClientSession() - return self._shared_client - - async def send_request(self, payload: Dict[str, Any]): - await self._websocket.send_json(payload) - - async def send_request_str(self, payload: str): - await self._websocket.send_str(payload) - - async def subscribe_to_order_book_streams(self, trading_pairs: List[str]): - try: - for trading_pair in trading_pairs: - trading_pair = mexc_utils.convert_to_exchange_trading_pair(trading_pair) - subscribe_deal_request: Dict[str, Any] = { - "op": "sub.deal", - "symbol": trading_pair, - } - async with self._throttler.execute_task(CONSTANTS.MEXC_WS_URL_PUBLIC): - await self.send_request_str(json.dumps(subscribe_deal_request)) - subscribe_depth_request: Dict[str, Any] = { - "op": "sub.depth", - "symbol": trading_pair, - } - async with self._throttler.execute_task(CONSTANTS.MEXC_WS_URL_PUBLIC): - await self.send_request_str(json.dumps(subscribe_depth_request)) - - except asyncio.CancelledError: - raise - except Exception: - self.logger().error( - "Unexpected error occurred subscribing to order book trading and delta streams...", exc_info=True - ) - raise - - async def subscribe_to_user_streams(self): - pass - - async def authenticate(self): - pass - - async def connect(self): - try: - self._websocket = await self.get_shared_client().ws_connect( - url=self._WS_URL) - - except Exception as e: - self.logger().error(f"Websocket error: '{str(e)}'", exc_info=True) - raise - - # disconnect from exchange - async def disconnect(self): - if self._websocket is None: - return - await self._websocket.close() - - async def iter_messages(self) -> AsyncIterable[Any]: - try: - while True: - try: - msg = await asyncio.wait_for(self._websocket.receive(), timeout=self.MESSAGE_TIMEOUT) - if msg.type == aiohttp.WSMsgType.CLOSED: - raise ConnectionError - yield json.loads(msg.data) - except asyncio.TimeoutError: - pong_waiter = self._websocket.ping() - self.logger().warning("WebSocket receive_json timeout ...") - await asyncio.wait_for(pong_waiter, timeout=self.PING_TIMEOUT) - except ConnectionError: - return diff --git a/test/hummingbot/connector/exchange/mexc/__init__.py b/test/hummingbot/connector/exchange/mexc/__init__.py index f9664561e7..e69de29bb2 100644 --- a/test/hummingbot/connector/exchange/mexc/__init__.py +++ b/test/hummingbot/connector/exchange/mexc/__init__.py @@ -1,2 +0,0 @@ -#!/usr/bin/python3 -# -*- coding: utf-8 -*- diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py index 5a57ee68cf..1eb2ddbc35 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py @@ -2,21 +2,20 @@ import json import re import unittest -from collections import deque -from typing import Any, Awaitable, Dict -from unittest.mock import AsyncMock, patch +from typing import Awaitable +from unittest.mock import AsyncMock, MagicMock, patch -import ujson -from aioresponses import aioresponses +from aioresponses.core import aioresponses +from bidict import bidict -import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS, mexc_web_utils as web_utils from hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source import MexcAPIOrderBookDataSource -from hummingbot.connector.exchange.mexc.mexc_utils import convert_to_exchange_trading_pair +from hummingbot.connector.exchange.mexc.mexc_exchange import MexcExchange from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.data_type.order_book import OrderBook -from hummingbot.core.data_type.order_book_message import OrderBookMessageType -from hummingbot.core.utils.async_utils import safe_ensure_future +from hummingbot.core.data_type.order_book_message import OrderBookMessage class MexcAPIOrderBookDataSourceUnitTests(unittest.TestCase): @@ -26,205 +25,412 @@ class MexcAPIOrderBookDataSourceUnitTests(unittest.TestCase): @classmethod def setUpClass(cls) -> None: super().setUpClass() - cls.ev_loop = asyncio.get_event_loop() - cls.base_asset = "BTC" - cls.quote_asset = "USDT" + cls.base_asset = "COINALPHA" + cls.quote_asset = "HBOT" cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" - cls.instrument_id = 1 + cls.ex_trading_pair = cls.base_asset + cls.quote_asset + cls.domain = "com" def setUp(self) -> None: super().setUp() self.log_records = [] self.listening_task = None + self.mocking_assistant = NetworkMockingAssistant() - self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) - self.data_source = MexcAPIOrderBookDataSource(throttler=self.throttler, trading_pairs=[self.trading_pair]) + client_config_map = ClientConfigAdapter(ClientConfigMap()) + self.connector = MexcExchange( + client_config_map=client_config_map, + mexc_api_key="", + mexc_api_secret="", + trading_pairs=[], + trading_required=False, + domain=self.domain) + self.data_source = MexcAPIOrderBookDataSource(trading_pairs=[self.trading_pair], + connector=self.connector, + api_factory=self.connector._web_assistants_factory, + domain=self.domain) self.data_source.logger().setLevel(1) self.data_source.logger().addHandler(self) - self.mocking_assistant = NetworkMockingAssistant() + self._original_full_order_book_reset_time = self.data_source.FULL_ORDER_BOOK_RESET_DELTA_SECONDS + self.data_source.FULL_ORDER_BOOK_RESET_DELTA_SECONDS = -1 + + self.resume_test_event = asyncio.Event() + + self.connector._set_trading_pair_symbol_map(bidict({self.ex_trading_pair: self.trading_pair})) def tearDown(self) -> None: self.listening_task and self.listening_task.cancel() + self.data_source.FULL_ORDER_BOOK_RESET_DELTA_SECONDS = self._original_full_order_book_reset_time super().tearDown() def handle(self, record): self.log_records.append(record) - def _raise_exception(self, exception_class): - raise exception_class - def _is_logged(self, log_level: str, message: str) -> bool: return any(record.levelname == log_level and record.getMessage() == message for record in self.log_records) + def _create_exception_and_unlock_test_with_event(self, exception): + self.resume_test_event.set() + raise exception + def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) return ret + def _successfully_subscribed_event(self): + resp = { + "result": None, + "id": 1 + } + return resp + + def _trade_update_event(self): + # resp = { + # "e": "trade", + # "E": 123456789, + # "s": self.ex_trading_pair, + # "t": 12345, + # "p": "0.001", + # "q": "100", + # "b": 88, + # "a": 50, + # "T": 123456785, + # "m": True, + # "M": True + # } + # + resp = { + "c": "spot@public.deals.v3.api@BTCUSDT", + "d": { + "deals": [{ + "S": 2, + "p": "0.001", + "t": 1661927587825, + "v": "100"}], + "e": "spot@public.deals.v3.api"}, + "s": self.ex_trading_pair, + "t": 1661927587836 + } + return resp + + def _order_diff_event(self): + # resp = { + # "e": "depthUpdate", + # "E": 123456789, + # "s": self.ex_trading_pair, + # "U": 157, + # "u": 160, + # "b": [["0.0024", "10"]], + # "a": [["0.0026", "100"]] + # } + resp = { + "c": "spot@public.increase.depth.v3.api@BTCUSDT", + "d": { + "asks": [{ + "p": "0.0026", + "v": "100"}], + "bids": [{ + "p": "0.0024", + "v": "10"}], + "e": "spot@public.increase.depth.v3.api", + "r": "3407459756"}, + "s": self.ex_trading_pair, + "t": 1661932660144 + } + return resp + + def _snapshot_response(self): + resp = { + "lastUpdateId": 1027024, + "bids": [ + [ + "4.00000000", + "431.00000000" + ] + ], + "asks": [ + [ + "4.00000200", + "12.00000000" + ] + ] + } + return resp + @aioresponses() - def test_get_last_traded_prices(self, mock_api): - mock_response: Dict[Any] = {"code": 200, "data": [ - {"symbol": "BTC_USDT", "volume": "1076.002782", "high": "59387.98", "low": "57009", "bid": "57920.98", - "ask": "57921.03", "open": "57735.92", "last": "57902.52", "time": 1637898900000, - "change_rate": "0.00288555"}]} - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_TICKERS_URL + def test_get_new_order_book_successful(self, mock_api): + url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL, domain=self.domain) regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get(regex_url, body=json.dumps(mock_response)) - results = self.async_run_with_timeout( - asyncio.gather(self.data_source.get_last_traded_prices([self.trading_pair]))) - results: Dict[str, Any] = results[0] + resp = self._snapshot_response() + + mock_api.get(regex_url, body=json.dumps(resp)) + + order_book: OrderBook = self.async_run_with_timeout( + self.data_source.get_new_order_book(self.trading_pair) + ) - self.assertEqual(results[self.trading_pair], 57902.52) + expected_update_id = resp["lastUpdateId"] + + self.assertEqual(expected_update_id, order_book.snapshot_uid) + bids = list(order_book.bid_entries()) + asks = list(order_book.ask_entries()) + self.assertEqual(1, len(bids)) + self.assertEqual(4, bids[0].price) + self.assertEqual(431, bids[0].amount) + self.assertEqual(expected_update_id, bids[0].update_id) + self.assertEqual(1, len(asks)) + self.assertEqual(4.000002, asks[0].price) + self.assertEqual(12, asks[0].amount) + self.assertEqual(expected_update_id, asks[0].update_id) - # @unittest.skip("Test with error") @aioresponses() - def test_fetch_trading_pairs_with_error_status_in_response(self, mock_api): - mock_response = {} - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_SYMBOL_URL + def test_get_new_order_book_raises_exception(self, mock_api): + url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL, domain=self.domain) regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get(regex_url, body=json.dumps(mock_response), status=100) - result = self.async_run_with_timeout(self.data_source.fetch_trading_pairs()) - self.assertEqual(0, len(result)) + mock_api.get(regex_url, status=400) + with self.assertRaises(IOError): + self.async_run_with_timeout( + self.data_source.get_new_order_book(self.trading_pair) + ) - @aioresponses() - @patch("hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source.microseconds") - def test_get_order_book_data(self, mock_api, ms_mock): - ms_mock.return_value = 1 - mock_response = {"code": 200, "data": {"asks": [{"price": "57974.06", "quantity": "0.247421"}], - "bids": [{"price": "57974.01", "quantity": "0.201635"}], - "ts": 1, - "version": "562370278"}} - trading_pair = convert_to_exchange_trading_pair(self.trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - mock_api.get(url, body=json.dumps(mock_response)) - - results = self.async_run_with_timeout( - asyncio.gather(self.data_source.get_snapshot(self.data_source._shared_client, self.trading_pair))) - result = results[0] - - self.assertTrue("asks" in result) - self.assertGreaterEqual(len(result), 0) - self.assertEqual(mock_response.get("data"), result) + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(self, ws_connect_mock): + ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() + + result_subscribe_trades = { + "result": None, + "id": 1 + } + result_subscribe_diffs = { + "result": None, + "id": 2 + } + + self.mocking_assistant.add_websocket_aiohttp_message( + websocket_mock=ws_connect_mock.return_value, + message=json.dumps(result_subscribe_trades)) + self.mocking_assistant.add_websocket_aiohttp_message( + websocket_mock=ws_connect_mock.return_value, + message=json.dumps(result_subscribe_diffs)) + + self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions()) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(ws_connect_mock.return_value) + + sent_subscription_messages = self.mocking_assistant.json_messages_sent_through_websocket( + websocket_mock=ws_connect_mock.return_value) + + self.assertEqual(2, len(sent_subscription_messages)) + expected_trade_subscription = { + "method": "SUBSCRIPTION", + "params": [f"spot@public.deals.v3.api@{self.ex_trading_pair}"]} + self.assertEqual(expected_trade_subscription, sent_subscription_messages[0]) + expected_diff_subscription = { + "method": "SUBSCRIPTION", + "params": [f"spot@public.increase.depth.v3.api@{self.ex_trading_pair}"]} + self.assertEqual(expected_diff_subscription, sent_subscription_messages[1]) + + self.assertTrue(self._is_logged( + "INFO", + "Subscribed to public order book and trade channels..." + )) + + @patch("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep") + @patch("aiohttp.ClientSession.ws_connect") + def test_listen_for_subscriptions_raises_cancel_exception(self, mock_ws, _: AsyncMock): + mock_ws.side_effect = asyncio.CancelledError - @aioresponses() - def test_get_order_book_data_raises_exception_when_response_has_error_code(self, mock_api): - mock_response = "Erroneous response" - trading_pair = convert_to_exchange_trading_pair(self.trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - mock_api.get(url, body=json.dumps(mock_response), status=100) + with self.assertRaises(asyncio.CancelledError): + self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions()) + self.async_run_with_timeout(self.listening_task) - with self.assertRaises(IOError) as context: - self.async_run_with_timeout(self.data_source.get_snapshot(self.data_source._shared_client, self.trading_pair)) + @patch("hummingbot.core.data_type.order_book_tracker_data_source.OrderBookTrackerDataSource._sleep") + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_subscriptions_logs_exception_details(self, mock_ws, sleep_mock): + mock_ws.side_effect = Exception("TEST ERROR.") + sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError()) - self.assertEqual(str(context.exception), - f'Error fetching MEXC market snapshot for {self.trading_pair.replace("-", "_")}. ' - f'HTTP status is {100}.') + self.listening_task = self.ev_loop.create_task(self.data_source.listen_for_subscriptions()) - @aioresponses() - def test_get_new_order_book(self, mock_api): - mock_response = {"code": 200, "data": {"asks": [{"price": "57974.06", "quantity": "0.247421"}], - "bids": [{"price": "57974.01", "quantity": "0.201635"}], - "version": "562370278"}} - trading_pair = convert_to_exchange_trading_pair(self.trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - mock_api.get(url, body=json.dumps(mock_response)) + self.async_run_with_timeout(self.resume_test_event.wait()) - results = self.async_run_with_timeout( - asyncio.gather(self.data_source.get_new_order_book(self.trading_pair))) - result: OrderBook = results[0] + self.assertTrue( + self._is_logged( + "ERROR", + "Unexpected error occurred when listening to order book streams. Retrying in 5 seconds...")) - self.assertTrue(type(result) == OrderBook) + def test_subscribe_channels_raises_cancel_exception(self): + mock_ws = MagicMock() + mock_ws.send.side_effect = asyncio.CancelledError - @aioresponses() - def test_listen_for_snapshots_cancelled_when_fetching_snapshot(self, mock_api): - trading_pair = convert_to_exchange_trading_pair(self.trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - mock_api.get(url, exception=asyncio.CancelledError) + with self.assertRaises(asyncio.CancelledError): + self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws)) + self.async_run_with_timeout(self.listening_task) + + def test_subscribe_channels_raises_exception_and_logs_error(self): + mock_ws = MagicMock() + mock_ws.send.side_effect = Exception("Test Error") + + with self.assertRaises(Exception): + self.listening_task = self.ev_loop.create_task(self.data_source._subscribe_channels(mock_ws)) + self.async_run_with_timeout(self.listening_task) + + self.assertTrue( + self._is_logged("ERROR", "Unexpected error occurred subscribing to order book trading and delta streams...") + ) + + def test_listen_for_trades_cancelled_when_listening(self): + mock_queue = MagicMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue msg_queue: asyncio.Queue = asyncio.Queue() + with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( - self.data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue) + self.data_source.listen_for_trades(self.ev_loop, msg_queue) ) self.async_run_with_timeout(self.listening_task) - self.assertEqual(msg_queue.qsize(), 0) + def test_listen_for_trades_logs_exception(self): + incomplete_resp = { + "m": 1, + "i": 2, + } - @aioresponses() - @patch("hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source.MexcAPIOrderBookDataSource._sleep") - def test_listen_for_snapshots_successful(self, mock_api, mock_sleep): - # the queue and the division by zero error are used just to synchronize the test - sync_queue = deque() - sync_queue.append(1) - - mock_response = {"code": 200, "data": {"asks": [{"price": "57974.06", "quantity": "0.247421"}], - "bids": [{"price": "57974.01", "quantity": "0.201635"}], - "version": "562370278"}} - trading_pair = convert_to_exchange_trading_pair(self.trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - mock_api.get(url, body=json.dumps(mock_response)) - - mock_sleep.side_effect = lambda delay: 1 / 0 if len(sync_queue) == 0 else sync_queue.pop() + mock_queue = AsyncMock() + mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue msg_queue: asyncio.Queue = asyncio.Queue() - with self.assertRaises(ZeroDivisionError): - self.listening_task = self.ev_loop.create_task( - self.data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue)) - self.async_run_with_timeout(self.data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue)) - self.assertEqual(msg_queue.qsize(), 1) + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_trades(self.ev_loop, msg_queue) + ) - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_listen_for_subscriptions_cancelled_when_subscribing(self, mock_ws): - mock_ws.return_value = self.mocking_assistant.create_websocket_mock() - mock_ws.return_value.send_str.side_effect = asyncio.CancelledError() + try: + self.async_run_with_timeout(self.listening_task) + except asyncio.CancelledError: + pass + + self.assertTrue( + self._is_logged("ERROR", "Unexpected error when processing public trade updates from exchange")) + + def test_listen_for_trades_successful(self): + mock_queue = AsyncMock() + mock_queue.get.side_effect = [self._trade_update_event(), asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.TRADE_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_trades(self.ev_loop, msg_queue)) + + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) + + self.assertEqual(1661927587825, msg.trade_id) - self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, {'channel': 'push.personal.order'}) + def test_listen_for_order_book_diffs_cancelled(self): + mock_queue = AsyncMock() + mock_queue.get.side_effect = asyncio.CancelledError() + self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() with self.assertRaises(asyncio.CancelledError): self.listening_task = self.ev_loop.create_task( - self.data_source.listen_for_subscriptions() + self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue) ) self.async_run_with_timeout(self.listening_task) - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_listen_for_order_book_diffs_cancelled_when_listening(self, mock_ws): + def test_listen_for_order_book_diffs_logs_exception(self): + incomplete_resp = { + "m": 1, + "i": 2, + } + + mock_queue = AsyncMock() + mock_queue.get.side_effect = [incomplete_resp, asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue + + msg_queue: asyncio.Queue = asyncio.Queue() + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue) + ) + + try: + self.async_run_with_timeout(self.listening_task) + except asyncio.CancelledError: + pass + + self.assertTrue( + self._is_logged("ERROR", "Unexpected error when processing public order book updates from exchange")) + + def test_listen_for_order_book_diffs_successful(self): + mock_queue = AsyncMock() + diff_event = self._order_diff_event() + mock_queue.get.side_effect = [diff_event, asyncio.CancelledError()] + self.data_source._message_queue[CONSTANTS.DIFF_EVENT_TYPE] = mock_queue + msg_queue: asyncio.Queue = asyncio.Queue() - mock_ws.return_value = self.mocking_assistant.create_websocket_mock() - data = {'symbol': 'MX_USDT', - 'data': {'version': '44000093', 'bids': [{'p': '2.9311', 'q': '0.00', 'a': '0.00000000'}], - 'asks': [{'p': '2.9311', 'q': '22720.37', 'a': '66595.6765'}]}, - 'channel': 'push.depth'} - self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, ujson.dumps(data)) - safe_ensure_future(self.data_source.listen_for_subscriptions()) self.listening_task = self.ev_loop.create_task( self.data_source.listen_for_order_book_diffs(self.ev_loop, msg_queue)) - first_msg = self.async_run_with_timeout(msg_queue.get()) - self.assertTrue(first_msg.type == OrderBookMessageType.DIFF) + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_websocket_connection_creation_raises_cancel_exception(self, mock_ws): - mock_ws.side_effect = asyncio.CancelledError + self.assertEqual(diff_event["d"]["r"], msg.update_id) + + @aioresponses() + def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(self, mock_api): + url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.get(regex_url, exception=asyncio.CancelledError, repeat=True) with self.assertRaises(asyncio.CancelledError): - self.async_run_with_timeout(self.data_source._create_websocket_connection()) + self.async_run_with_timeout( + self.data_source.listen_for_order_book_snapshots(self.ev_loop, asyncio.Queue()) + ) - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_websocket_connection_creation_raises_exception_after_loging(self, mock_ws): - mock_ws.side_effect = Exception + @aioresponses() + @patch("hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source" + ".MexcAPIOrderBookDataSource._sleep") + def test_listen_for_order_book_snapshots_log_exception(self, mock_api, sleep_mock): + msg_queue: asyncio.Queue = asyncio.Queue() + sleep_mock.side_effect = lambda _: self._create_exception_and_unlock_test_with_event(asyncio.CancelledError()) - with self.assertRaises(Exception): - self.async_run_with_timeout(self.data_source._create_websocket_connection()) + url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.get(regex_url, exception=Exception, repeat=True) + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue) + ) + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue( + self._is_logged("ERROR", f"Unexpected error fetching order book snapshot for {self.trading_pair}.")) + + @aioresponses() + def test_listen_for_order_book_snapshots_successful(self, mock_api, ): + msg_queue: asyncio.Queue = asyncio.Queue() + url = web_utils.public_rest_url(path_url=CONSTANTS.SNAPSHOT_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.get(regex_url, body=json.dumps(self._snapshot_response())) + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_order_book_snapshots(self.ev_loop, msg_queue) + ) + + msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) - self.assertTrue(self._is_logged("NETWORK", 'Unexpected error occured connecting to mexc WebSocket API. ()')) + self.assertEqual(1027024, msg.update_id) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_api_user_stream_data_source.py b/test/hummingbot/connector/exchange/mexc/test_mexc_api_user_stream_data_source.py deleted file mode 100644 index a3173e4927..0000000000 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_api_user_stream_data_source.py +++ /dev/null @@ -1,80 +0,0 @@ -import asyncio -from typing import Awaitable -from unittest import TestCase -from unittest.mock import AsyncMock, patch - -import ujson - -import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS -from hummingbot.connector.exchange.mexc.mexc_api_user_stream_data_source import MexcAPIUserStreamDataSource -from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth -from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler - - -class MexcAPIUserStreamDataSourceTests(TestCase): - # the level is required to receive logs from the data source loger - level = 0 - - def setUp(self) -> None: - super().setUp() - self.uid = '001' - self.api_key = 'testAPIKey' - self.secret = 'testSecret' - self.account_id = 528 - self.username = 'hbot' - self.oms_id = 1 - self.log_records = [] - self.listening_task = None - self.ev_loop = asyncio.get_event_loop() - - throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) - auth_assistant = MexcAuth(api_key=self.api_key, - secret_key=self.secret) - self.data_source = MexcAPIUserStreamDataSource(throttler, auth_assistant) - self.data_source.logger().setLevel(1) - self.data_source.logger().addHandler(self) - - self.mocking_assistant = NetworkMockingAssistant() - - def tearDown(self) -> None: - self.listening_task and self.listening_task.cancel() - super().tearDown() - - def handle(self, record): - self.log_records.append(record) - - def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): - ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) - return ret - - def _is_logged(self, log_level: str, message: str) -> bool: - return any(record.levelname == log_level and record.getMessage() == message - for record in self.log_records) - - def _raise_exception(self, exception_class): - raise exception_class - - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_listening_process_authenticates_and_subscribes_to_events(self, ws_connect_mock): - messages = asyncio.Queue() - ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() - - self.listening_task = asyncio.get_event_loop().create_task( - self.data_source.listen_for_user_stream(messages)) - # Add a dummy message for the websocket to read and include in the "messages" queue - self.mocking_assistant.add_websocket_aiohttp_message(ws_connect_mock.return_value, - ujson.dumps({'channel': 'push.personal.order'})) - - first_received_message = self.async_run_with_timeout(messages.get()) - self.assertEqual({'channel': 'push.personal.order'}, first_received_message) - - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_listening_process_canceled_when_cancel_exception_during_initialization(self, ws_connect_mock): - messages = asyncio.Queue() - ws_connect_mock.side_effect = asyncio.CancelledError - - with self.assertRaises(asyncio.CancelledError): - self.listening_task = asyncio.get_event_loop().create_task( - self.data_source.listen_for_user_stream(messages)) - self.async_run_with_timeout(self.listening_task) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_auth.py b/test/hummingbot/connector/exchange/mexc/test_mexc_auth.py index ebe79bf832..3f543d9aa2 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_auth.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_auth.py @@ -1,23 +1,51 @@ -import unittest -from unittest import mock +import asyncio +import hashlib +import hmac +from copy import copy +from unittest import TestCase +from unittest.mock import MagicMock + +from typing_extensions import Awaitable from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, RESTRequest + + +class MexcAuthTests(TestCase): + + def setUp(self) -> None: + self._api_key = "testApiKey" + self._secret = "testSecret" + def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): + ret = asyncio.get_event_loop().run_until_complete(asyncio.wait_for(coroutine, timeout)) + return ret -class TestAuth(unittest.TestCase): + def test_rest_authenticate(self): + now = 1234567890.000 + mock_time_provider = MagicMock() + mock_time_provider.time.return_value = now - @property - def api_key(self): - return 'MEXC_API_KEY_mock' + params = { + "symbol": "LTCBTC", + "side": "BUY", + "type": "LIMIT", + "timeInForce": "GTC", + "quantity": 1, + "price": "0.1", + } + full_params = copy(params) - @property - def secret_key(self): - return 'MEXC_SECRET_KEY_mock' + auth = MexcAuth(api_key=self._api_key, secret_key=self._secret, time_provider=mock_time_provider) + request = RESTRequest(method=RESTMethod.GET, params=params, is_auth_required=True) + configured_request = self.async_run_with_timeout(auth.rest_authenticate(request)) - @mock.patch('hummingbot.connector.exchange.mexc.mexc_utils.seconds', mock.MagicMock(return_value=1635249347)) - def test_auth_without_params(self): - self.auth = MexcAuth(self.api_key, self.secret_key) - headers = self.auth.add_auth_to_params('GET', "/open/api/v2/market/coin/list", - {'api_key': self.api_key}, True) - self.assertIn("api_key=MEXC_API_KEY_mock&req_time=1635249347" - "&sign=8dc59c2b7f0ad6da9e8844bb5478595a4f83126cb607524d767586437bae8d68", headers) # noqa: mock + full_params.update({"timestamp": 1234567890000}) + encoded_params = "&".join([f"{key}={value}" for key, value in full_params.items()]) + expected_signature = hmac.new( + self._secret.encode("utf-8"), + encoded_params.encode("utf-8"), + hashlib.sha256).hexdigest() + self.assertEqual(now * 1e3, configured_request.params["timestamp"]) + self.assertEqual(expected_signature, configured_request.params["signature"]) + self.assertEqual({"X-MEXC-APIKEY": self._api_key}, configured_request.headers) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index 98b55728db..9e535471ab 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -1,1108 +1,1439 @@ import asyncio -import functools import json import re -import time from decimal import Decimal -from typing import Any, Awaitable, Callable, Dict, List -from unittest import TestCase -from unittest.mock import AsyncMock, PropertyMock, patch +from typing import Any, Callable, Dict, List, Optional, Tuple +from unittest.mock import AsyncMock, patch -import pandas as pd -import ujson from aioresponses import aioresponses +from aioresponses.core import RequestCall -import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS from hummingbot.client.config.client_config_map import ClientConfigMap from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS, mexc_web_utils as web_utils from hummingbot.connector.exchange.mexc.mexc_exchange import MexcExchange -from hummingbot.connector.exchange.mexc.mexc_in_flight_order import MexcInFlightOrder -from hummingbot.connector.exchange.mexc.mexc_order_book import MexcOrderBook -from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant +from hummingbot.connector.test_support.exchange_connector_test import AbstractExchangeConnectorTests from hummingbot.connector.trading_rule import TradingRule +from hummingbot.connector.utils import get_new_client_order_id from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.event.events import OrderCancelledEvent, SellOrderCompletedEvent -from hummingbot.core.network_iterator import NetworkStatus -from hummingbot.core.utils.async_utils import safe_ensure_future - - -class MexcExchangeTests(TestCase): - # the level is required to receive logs from the data source loger - level = 0 - - start_timestamp: float = pd.Timestamp("2021-01-01", tz="UTC").timestamp() - - @classmethod - def setUpClass(cls) -> None: - super().setUpClass() - cls.base_asset = "MX" - cls.quote_asset = "USDT" - cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" - cls.ev_loop = asyncio.get_event_loop() - - def setUp(self) -> None: - super().setUp() - - self.tracker_task = None - self.exchange_task = None - self.log_records = [] - self.resume_test_event = asyncio.Event() - self._account_name = "hbot" - self.client_config_map = ClientConfigAdapter(ClientConfigMap()) - - self.exchange = MexcExchange( - client_config_map=self.client_config_map, - mexc_api_key='testAPIKey', - mexc_secret_key='testSecret', - trading_pairs=[self.trading_pair]) - - self.exchange.logger().setLevel(1) - self.exchange.logger().addHandler(self) - self.exchange._account_id = 1 - - self.mocking_assistant = NetworkMockingAssistant() - self.mock_done_event = asyncio.Event() - - def tearDown(self) -> None: - self.tracker_task and self.tracker_task.cancel() - self.exchange_task and self.exchange_task.cancel() - super().tearDown() - - def handle(self, record): - self.log_records.append(record) - - def _is_logged(self, log_level: str, message: str) -> bool: - return any(record.levelname == log_level and record.getMessage() == message - for record in self.log_records) - - def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): - ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) - return ret - - def _return_calculation_and_set_done_event(self, calculation: Callable, *args, **kwargs): - if self.resume_test_event.is_set(): - raise asyncio.CancelledError - self.resume_test_event.set() - return calculation(*args, **kwargs) - - def _create_exception_and_unlock_test_with_event(self, exception): - self.resume_test_event.set() - raise exception - - def _mock_responses_done_callback(self, *_, **__): - self.mock_done_event.set() - - def _simulate_reset_poll_notifier(self): - self.exchange._poll_notifier.clear() - - def _simulate_ws_message_received(self, timestamp: float): - self.exchange._user_stream_tracker._data_source._last_recv_time = timestamp - - def _simulate_trading_rules_initialized(self): - self.exchange._trading_rules = { - self.trading_pair: TradingRule( - trading_pair=self.trading_pair, - min_order_size=4, - min_price_increment=Decimal(str(0.0001)), - min_base_amount_increment=2, - min_notional_size=Decimal(str(5)) - ) - } +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState +from hummingbot.core.data_type.trade_fee import DeductedFromReturnsTradeFee, TokenAmount, TradeFeeBase +from hummingbot.core.event.events import MarketOrderFailureEvent, OrderFilledEvent - @property - def order_book_data(self): - _data = {"code": 200, "data": { - "asks": [{"price": "56454.0", "quantity": "0.799072"}, {"price": "56455.28", "quantity": "0.008663"}], - "bids": [{"price": "56451.0", "quantity": "0.008663"}, {"price": "56449.99", "quantity": "0.173078"}], - "version": "547878563"}} - return _data - - def _simulate_create_order(self, - trade_type: TradeType, - order_id: str, - trading_pair: str, - amount: Decimal, - price: Decimal = Decimal("0"), - order_type: OrderType = OrderType.MARKET): - future = safe_ensure_future( - self.exchange.execute_buy(order_id, trading_pair, amount, order_type, price) - ) - self.exchange.start_tracking_order( - order_id, None, self.trading_pair, TradeType.BUY, Decimal(10.0), Decimal(1.0), OrderType.LIMIT - ) - return future - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_user_event_queue_error_is_logged(self, ws_connect_mock): - ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() +class MexcExchangeTests(AbstractExchangeConnectorTests.ExchangeConnectorTests): - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._user_stream_event_listener()) + @property + def all_symbols_url(self): + return web_utils.public_rest_url(path_url=CONSTANTS.EXCHANGE_INFO_PATH_URL, domain=self.exchange._domain) - dummy_user_stream = AsyncMock() - dummy_user_stream.get.side_effect = lambda: self._create_exception_and_unlock_test_with_event( - Exception("Dummy test error")) - self.exchange._user_stream_tracker._user_stream = dummy_user_stream + @property + def latest_prices_url(self): + url = web_utils.public_rest_url(path_url=CONSTANTS.TICKER_PRICE_CHANGE_PATH_URL, domain=self.exchange._domain) + url = f"{url}?symbol={self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset)}" + return url - # Add a dummy message for the websocket to read and include in the "messages" queue - self.mocking_assistant.add_websocket_text_message(ws_connect_mock, - ujson.dumps({'channel': 'push.personal.order'})) - self.async_run_with_timeout(self.resume_test_event.wait()) - self.resume_test_event.clear() + @property + def network_status_url(self): + url = web_utils.private_rest_url(CONSTANTS.PING_PATH_URL, domain=self.exchange._domain) + return url - try: - self.exchange_task.cancel() - self.async_run_with_timeout(self.exchange_task) - except asyncio.CancelledError: - pass - except Exception: - pass + @property + def trading_rules_url(self): + url = web_utils.private_rest_url(CONSTANTS.EXCHANGE_INFO_PATH_URL, domain=self.exchange._domain) + return url - self.assertTrue(self._is_logged('ERROR', "Unknown error. Retrying after 1 second. Dummy test error")) + @property + def order_creation_url(self): + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL, domain=self.exchange._domain) + return url - def test_user_event_queue_notifies_cancellations(self): - self.tracker_task = asyncio.get_event_loop().create_task( - self.exchange._user_stream_event_listener()) + @property + def balance_url(self): + url = web_utils.private_rest_url(CONSTANTS.ACCOUNTS_PATH_URL, domain=self.exchange._domain) + return url - dummy_user_stream = AsyncMock() - dummy_user_stream.get.side_effect = lambda: self._create_exception_and_unlock_test_with_event( - asyncio.CancelledError()) - self.exchange._user_stream_tracker._user_stream = dummy_user_stream + @property + def all_symbols_request_mock_response(self): + return { + "timezone": "UTC", + "serverTime": 1639598493658, + "rateLimits": [], + "exchangeFilters": [], + "symbols": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "ENABLED", + "baseAsset": self.base_asset, + "baseSizePrecision": 1e-8, + "quotePrecision": 8, + "baseAssetPrecision": 1e-8, + "quoteAmountPrecision": 8, + "quoteAsset": self.quote_asset, + "quoteAssetPrecision": 8, + "baseCommissionPrecision": 8, + "quoteCommissionPrecision": 8, + "orderTypes": [ + "LIMIT", + "LIMIT_MAKER", + "MARKET", + "STOP_LOSS_LIMIT", + "TAKE_PROFIT_LIMIT" + ], + "icebergAllowed": True, + "ocoAllowed": True, + "quoteOrderQtyMarketAllowed": True, + "isSpotTradingAllowed": True, + "isMarginTradingAllowed": True, + "filters": [], + "permissions": [ + "SPOT", + "MARGIN" + ] + }, + ] + } - with self.assertRaises(asyncio.CancelledError): - self.async_run_with_timeout(self.tracker_task) + @property + def latest_prices_request_mock_response(self): + return { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "priceChange": "-94.99999800", + "priceChangePercent": "-95.960", + "weightedAvgPrice": "0.29628482", + "prevClosePrice": "0.10002000", + "lastPrice": str(self.expected_latest_price), + "lastQty": "200.00000000", + "bidPrice": "4.00000000", + "bidQty": "100.00000000", + "askPrice": "4.00000200", + "askQty": "100.00000000", + "openPrice": "99.00000000", + "highPrice": "100.00000000", + "lowPrice": "0.10000000", + "volume": "8913.30000000", + "quoteVolume": "15.30000000", + "openTime": 1499783499040, + "closeTime": 1499869899040, + "firstId": 28385, + "lastId": 28460, + "count": 76, + } - def test_exchange_logs_unknown_event_message(self): - payload = {'channel': 'test'} - mock_user_stream = AsyncMock() - mock_user_stream.get.side_effect = functools.partial(self._return_calculation_and_set_done_event, - lambda: payload) + @property + def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: + response = { + "timezone": "UTC", + "serverTime": 1639598493658, + "rateLimits": [], + "exchangeFilters": [], + "symbols": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "ENABLED", + "baseAsset": self.base_asset, + "baseSizePrecision": 8, + "quotePrecision": 1e-8, + "baseAssetPrecision": 1e-8, + "quoteAsset": self.quote_asset, + "quoteAssetPrecision": 8, + "baseCommissionPrecision": 8, + "quoteAmountPrecision": 8, + "quoteCommissionPrecision": 8, + "orderTypes": [ + "LIMIT", + "LIMIT_MAKER", + "MARKET", + "STOP_LOSS_LIMIT", + "TAKE_PROFIT_LIMIT" + ], + "icebergAllowed": True, + "ocoAllowed": True, + "quoteOrderQtyMarketAllowed": True, + "isSpotTradingAllowed": True, + "isMarginTradingAllowed": True, + "filters": [], + "permissions": [ + "MARGIN" + ] + }, + { + "symbol": self.exchange_symbol_for_tokens("INVALID", "PAIR"), + "status": "ENABLED", + "baseAsset": "INVALID", + "baseSizePrecision": 1e-8, + "quotePrecision": 8, + "baseAssetPrecision": 1e-8, + "quoteAmountPrecision": 8, + "quoteAsset": "PAIR", + "quoteAssetPrecision": 8, + "baseCommissionPrecision": 8, + "quoteCommissionPrecision": 8, + "orderTypes": [ + "LIMIT", + "LIMIT_MAKER", + "MARKET", + "STOP_LOSS_LIMIT", + "TAKE_PROFIT_LIMIT" + ], + "icebergAllowed": True, + "ocoAllowed": True, + "quoteOrderQtyMarketAllowed": True, + "isSpotTradingAllowed": True, + "isMarginTradingAllowed": True, + "filters": [], + "permissions": [ + "MARGIN" + ] + }, + ] + } - self.exchange._user_stream_tracker._user_stream = mock_user_stream - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._user_stream_event_listener()) - self.async_run_with_timeout(self.resume_test_event.wait()) + return "INVALID-PAIR", response - self.assertTrue(self._is_logged('DEBUG', f"Unknown event received from the connector ({payload})")) + @property + def network_status_request_successful_mock_response(self): + return {} @property - def balances_mock_data(self): + def trading_rules_request_mock_response(self): return { - "code": 200, - "data": { - "MX": { - "frozen": "30.9863", - "available": "450.0137" + "timezone": "UTC", + "serverTime": 1565246363776, + "rateLimits": [{}], + "exchangeFilters": [], + "symbols": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "ENABLED", + "baseAsset": self.base_asset, + "baseSizePrecision": 1e-8, + "quotePrecision": 8, + "baseAssetPrecision": 1e-8, + "quoteAmountPrecision": 8, + "quoteAsset": self.quote_asset, + "quoteAssetPrecision": 8, + "orderTypes": ["LIMIT", "LIMIT_MAKER"], + "icebergAllowed": True, + "ocoAllowed": True, + "isSpotTradingAllowed": True, + "isMarginTradingAllowed": True, + + "filters": [ + { + "filterType": "PRICE_FILTER", + "minPrice": "0.00000100", + "maxPrice": "100000.00000000", + "tickSize": "0.00000100" + }, { + "filterType": "LOT_SIZE", + "minQty": "0.00100000", + "maxQty": "200000.00000000", + "stepSize": "0.00100000" + }, { + "filterType": "MIN_NOTIONAL", + "minNotional": "0.00100000" + } + ], + "permissions": [ + "SPOT", + "MARGIN" + ] } - } + ] } @property - def user_stream_data(self): + def trading_rules_request_erroneous_mock_response(self): return { - 'symbol': 'MX_USDT', - 'data': { - 'price': 3.1504, - 'quantity': 2, - 'amount': 6.3008, - 'remainAmount': 6.3008, - 'remainQuantity': 2, - 'remainQ': 2, - 'id': '40728558ead64032a676e6f0a4afc4ca', - 'status': 4, - 'tradeType': 2, - 'createTime': 1638156451000, - 'symbolDisplay': 'MX_USDT', - 'clientOrderId': 'sell-MX-USDT-1638156451005305'}, - 'channel': 'push.personal.order', 'symbol_display': 'MX_USDT'} - - @aioresponses() - def test_order_event_with_cancel_status_cancels_in_flight_order(self, mock_api): - mock_response = self.balances_mock_data - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get( - regex_url, - body=json.dumps(mock_response), - ) - - self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", - exchange_order_id="40728558ead64032a676e6f0a4afc4ca", - trading_pair="MX-USDT", - trade_type=TradeType.SELL, - price=Decimal("3.1504"), - amount=Decimal("6.3008"), - order_type=OrderType.LIMIT) - - inflight_order = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] - - mock_user_stream = AsyncMock() - mock_user_stream.get.side_effect = [self.user_stream_data, asyncio.CancelledError] - - self.exchange._user_stream_tracker._user_stream = mock_user_stream - - try: - self.async_run_with_timeout(self.exchange._user_stream_event_listener(), 1000000) - except asyncio.CancelledError: - pass - - self.assertEqual("CANCELED", inflight_order.last_state) - self.assertTrue(inflight_order.is_cancelled) - self.assertFalse(inflight_order.client_order_id in self.exchange.in_flight_orders) - self.assertTrue(self._is_logged("INFO", f"Order {inflight_order.client_order_id} " - f"has been canceled according to order delta websocket API.")) - self.assertEqual(1, len(self.exchange.event_logs)) - cancel_event = self.exchange.event_logs[0] - self.assertEqual(OrderCancelledEvent, type(cancel_event)) - self.assertEqual(inflight_order.client_order_id, cancel_event.order_id) - - @aioresponses() - def test_order_event_with_rejected_status_makes_in_flight_order_fail(self, mock_api): - mock_response = self.balances_mock_data - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get( - regex_url, - body=json.dumps(mock_response), - ) - self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", - exchange_order_id="40728558ead64032a676e6f0a4afc4ca", - trading_pair="MX-USDT", - trade_type=TradeType.SELL, - price=Decimal("3.1504"), - amount=Decimal("6.3008"), - order_type=OrderType.LIMIT) - - inflight_order = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] - stream_data = self.user_stream_data - stream_data.get("data")["status"] = 5 - mock_user_stream = AsyncMock() - mock_user_stream.get.side_effect = [stream_data, asyncio.CancelledError] - self.exchange._user_stream_tracker._user_stream = mock_user_stream - try: - self.async_run_with_timeout(self.exchange._user_stream_event_listener(), 1000000) - except asyncio.CancelledError: - pass - - self.assertEqual("PARTIALLY_CANCELED", inflight_order.last_state) - self.assertTrue(inflight_order.is_failure) - self.assertFalse(inflight_order.client_order_id in self.exchange.in_flight_orders) - self.assertTrue(self._is_logged("INFO", f"Order {inflight_order.client_order_id} " - f"has been canceled according to order delta websocket API.")) - self.assertEqual(1, len(self.exchange.event_logs)) - failure_event = self.exchange.event_logs[0] - self.assertEqual(OrderCancelledEvent, type(failure_event)) - self.assertEqual(inflight_order.client_order_id, failure_event.order_id) - - @aioresponses() - def test_trade_event_fills_and_completes_buy_in_flight_order(self, mock_api): - fee_mock_data = {'code': 200, 'data': [{'id': 'c85b7062f69c4bf1b6c153dca5c0318a', - 'symbol': 'MX_USDT', 'quantity': '2', - 'price': '3.1265', 'amount': '6.253', - 'fee': '0.012506', 'trade_type': 'BID', - 'order_id': '95c4ce45fdd34cf99bfd1e1378eb38ae', - 'is_taker': False, 'fee_currency': 'USDT', - 'create_time': 1638177115000}]} - mock_response = self.balances_mock_data - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get( - regex_url, - body=json.dumps(mock_response), - ) - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_DEAL_DETAIL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get( - regex_url, - body=json.dumps(fee_mock_data), - ) - self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", - exchange_order_id="40728558ead64032a676e6f0a4afc4ca", - trading_pair="MX-USDT", - trade_type=TradeType.SELL, - price=Decimal("3.1504"), - amount=Decimal("6.3008"), - order_type=OrderType.LIMIT) - inflight_order = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] - _user_stream = self.user_stream_data - _user_stream.get("data")["status"] = 2 - mock_user_stream = AsyncMock() - mock_user_stream.get.side_effect = [_user_stream, asyncio.CancelledError] - - self.exchange._user_stream_tracker._user_stream = mock_user_stream - try: - self.async_run_with_timeout(self.exchange._user_stream_event_listener(), 1000000) - except asyncio.CancelledError: - pass - - self.assertEqual("FILLED", inflight_order.last_state) - self.assertEqual(Decimal(0), inflight_order.executed_amount_base) - self.assertEqual(Decimal(0), inflight_order.executed_amount_quote) - self.assertEqual(1, len(self.exchange.event_logs)) - fill_event = self.exchange.event_logs[0] - self.assertEqual(SellOrderCompletedEvent, type(fill_event)) - self.assertEqual(inflight_order.client_order_id, fill_event.order_id) - self.assertEqual(inflight_order.trading_pair, f'{fill_event.base_asset}-{fill_event.quote_asset}') - - def test_tick_initial_tick_successful(self): - start_ts: float = time.time() * 1e3 - - self.exchange.tick(start_ts) - self.assertEqual(start_ts, self.exchange._last_timestamp) - self.assertTrue(self.exchange._poll_notifier.is_set()) - - @patch("time.time") - def test_tick_subsequent_tick_within_short_poll_interval(self, mock_ts): - # Assumes user stream tracker has NOT been receiving messages, Hence SHORT_POLL_INTERVAL in use - start_ts: float = self.start_timestamp - next_tick: float = start_ts + (self.exchange.SHORT_POLL_INTERVAL - 1) - - mock_ts.return_value = start_ts - self.exchange.tick(start_ts) - self.assertEqual(start_ts, self.exchange._last_timestamp) - self.assertTrue(self.exchange._poll_notifier.is_set()) - - self._simulate_reset_poll_notifier() - - mock_ts.return_value = next_tick - self.exchange.tick(next_tick) - self.assertEqual(next_tick, self.exchange._last_timestamp) - self.assertTrue(self.exchange._poll_notifier.is_set()) - - @patch("time.time") - def test_tick_subsequent_tick_exceed_short_poll_interval(self, mock_ts): - # Assumes user stream tracker has NOT been receiving messages, Hence SHORT_POLL_INTERVAL in use - start_ts: float = self.start_timestamp - next_tick: float = start_ts + (self.exchange.SHORT_POLL_INTERVAL + 1) - - mock_ts.return_value = start_ts - self.exchange.tick(start_ts) - self.assertEqual(start_ts, self.exchange._last_timestamp) - self.assertTrue(self.exchange._poll_notifier.is_set()) - - self._simulate_reset_poll_notifier() - - mock_ts.return_value = next_tick - self.exchange.tick(next_tick) - self.assertEqual(next_tick, self.exchange._last_timestamp) - self.assertTrue(self.exchange._poll_notifier.is_set()) - - @aioresponses() - def test_update_balances(self, mock_api): - self.assertEqual(0, len(self.exchange._account_balances)) - self.assertEqual(0, len(self.exchange._account_available_balances)) - - mock_response = self.balances_mock_data - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get( - regex_url, - body=json.dumps(mock_response), - ) - - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._update_balances() - ) - self.async_run_with_timeout(self.exchange_task) + "timezone": "UTC", + "serverTime": 1565246363776, + "rateLimits": [{}], + "exchangeFilters": [], + "symbols": [ + { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "status": "ENABLED", + "baseAsset": self.base_asset, + "baseAssetPrecision": 8, + "quoteAsset": self.quote_asset, + "quotePrecision": 8, + "quoteAssetPrecision": 8, + "orderTypes": ["LIMIT", "LIMIT_MAKER"], + "icebergAllowed": True, + "ocoAllowed": True, + "isSpotTradingAllowed": True, + "isMarginTradingAllowed": True, + "permissions": [ + "SPOT", + "MARGIN" + ] + } + ] + } - self.assertEqual(Decimal(str(481.0)), self.exchange.get_balance(self.base_asset)) + @property + def order_creation_request_successful_mock_response(self): + return { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "orderId": self.expected_exchange_order_id, + "orderListId": -1, + "clientOrderId": "OID1", + "transactTime": 1507725176595 + } - @aioresponses() - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) - def test_update_order_status(self, mock_api, mock_ts): - # Simulates order being tracked - order: MexcInFlightOrder = MexcInFlightOrder( - "0", - "2628", - self.trading_pair, - OrderType.LIMIT, - TradeType.SELL, - Decimal(str(41720.83)), - Decimal("1"), - 1640001112.0, - "Working", - ) - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - self.exchange._last_poll_timestamp = 10 - ts: float = time.time() - mock_ts.return_value = ts - self.exchange._current_timestamp = ts - self.assertTrue(1, len(self.exchange.in_flight_orders)) - - # Add TradeHistory API Response - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_response = { - "code": 200, - "data": [ + @property + def balance_request_mock_response_for_base_and_quote(self): + return { + "makerCommission": 15, + "takerCommission": 15, + "buyerCommission": 0, + "sellerCommission": 0, + "canTrade": True, + "canWithdraw": True, + "canDeposit": True, + "updateTime": 123456789, + "accountType": "SPOT", + "balances": [ { - "id": "504feca6ba6349e39c82262caf0be3f4", - "symbol": "MX_USDT", - "price": "3.001", - "quantity": "30", - "state": "CANCELED", - "type": "BID", - "deal_quantity": "0", - "deal_amount": "0", - "create_time": 1573117266000 + "asset": self.base_asset, + "free": "10.0", + "locked": "5.0" + }, + { + "asset": self.quote_asset, + "free": "2000", + "locked": "0.00000000" } + ], + "permissions": [ + "SPOT" ] } - mock_api.get(regex_url, body=json.dumps(mock_response)) - self.async_run_with_timeout(self.exchange._update_order_status()) - self.assertEqual(0, len(self.exchange.in_flight_orders)) + @property + def balance_request_mock_response_only_base(self): + return { + "makerCommission": 15, + "takerCommission": 15, + "buyerCommission": 0, + "sellerCommission": 0, + "canTrade": True, + "canWithdraw": True, + "canDeposit": True, + "updateTime": 123456789, + "accountType": "SPOT", + "balances": [{"asset": self.base_asset, "free": "10.0", "locked": "5.0"}], + "permissions": ["SPOT"], + } - @aioresponses() - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) - def test_update_order_status_error_response(self, mock_api, mock_ts): - - # Simulates order being tracked - order: MexcInFlightOrder = MexcInFlightOrder( - "0", - "2628", - self.trading_pair, - OrderType.LIMIT, - TradeType.SELL, - Decimal(str(41720.83)), - Decimal("1"), - creation_timestamp=1640001112.0) - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - self.assertTrue(1, len(self.exchange.in_flight_orders)) - - ts: float = time.time() - mock_ts.return_value = ts - self.exchange._current_timestamp = ts - - # Add TradeHistory API Response - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_response = { - "result": False, - "errormsg": "Invalid Request", - "errorcode": 100, - "detail": None + @property + def balance_event_websocket_update(self): + return { + "c": "spot@private.account.v3.api", + "d": { + "a": self.base_asset, + "c": 1564034571105, + "f": "10", + "fd": "-4.990689704", + "l": "5", + "ld": "4.990689704", + "o": "ENTRUST_PLACE" + }, + "t": 1564034571073 } - mock_api.get(regex_url, body=json.dumps(mock_response)) - self.async_run_with_timeout(self.exchange._update_order_status()) - self.assertEqual(1, len(self.exchange.in_flight_orders)) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_balances", new_callable=AsyncMock) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_order_status", new_callable=AsyncMock) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier") - def test_status_polling_loop(self, _, mock_ts, mock_update_order_status, mock_balances): - mock_balances.return_value = None - mock_update_order_status.return_value = None + # { + # "e": "outboundAccountPosition", + # "E": 1564034571105, + # "u": 1564034571073, + # "B": [{"a": self.base_asset, "f": "10", "l": "5"}], + # } - ts: float = time.time() - mock_ts.return_value = ts - self.exchange._current_timestamp = ts + @property + def expected_latest_price(self): + return 9999.9 - with self.assertRaises(asyncio.TimeoutError): - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._status_polling_loop() - ) - self.exchange._poll_notifier.set() + @property + def expected_supported_order_types(self): + return [OrderType.LIMIT, OrderType.LIMIT_MAKER, OrderType.MARKET] - self.async_run_with_timeout(asyncio.wait_for(self.exchange_task, 2.0)) + @property + def expected_trading_rule(self): + return TradingRule( + trading_pair=self.trading_pair, + min_order_size=Decimal(self.trading_rules_request_mock_response["symbols"][0]["baseSizePrecision"]), + min_price_increment=Decimal( + self.trading_rules_request_mock_response["symbols"][0]["quotePrecision"]), + min_base_amount_increment=Decimal( + self.trading_rules_request_mock_response["symbols"][0]["baseAssetPrecision"]), + min_notional_size=Decimal( + self.trading_rules_request_mock_response["symbols"][0]["quoteAmountPrecision"]), + ) - self.assertEqual(ts, self.exchange._last_poll_timestamp) + @property + def expected_logged_error_for_erroneous_trading_rule(self): + erroneous_rule = self.trading_rules_request_erroneous_mock_response["symbols"][0] + return f"Error parsing the trading pair rule {erroneous_rule}. Skipping." - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier") - @aioresponses() - def test_status_polling_loop_cancels(self, _, mock_ts, mock_api): - url = CONSTANTS.MEXC_BASE_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get(regex_url, exception=asyncio.CancelledError) - - ts: float = time.time() - mock_ts.return_value = ts - self.exchange._current_timestamp = ts - - with self.assertRaises(asyncio.CancelledError): - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._status_polling_loop() - ) - self.exchange._poll_notifier.set() - - self.async_run_with_timeout(self.exchange_task) - - self.assertEqual(0, self.exchange._last_poll_timestamp) - - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_balances", new_callable=AsyncMock) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_order_status", new_callable=AsyncMock) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._reset_poll_notifier") - def test_status_polling_loop_exception_raised(self, _, mock_ts, mock_update_order_status, mock_balances): - mock_balances.side_effect = lambda: self._create_exception_and_unlock_test_with_event( - Exception("Dummy test error")) - mock_update_order_status.side_effect = lambda: self._create_exception_and_unlock_test_with_event( - Exception("Dummy test error")) - - ts: float = time.time() - mock_ts.return_value = ts - self.exchange._current_timestamp = ts - - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._status_polling_loop() - ) + @property + def expected_exchange_order_id(self): + return 28 - self.exchange._poll_notifier.set() + @property + def is_order_fill_http_update_included_in_status_update(self) -> bool: + return True - self.async_run_with_timeout(self.resume_test_event.wait()) + @property + def is_order_fill_http_update_executed_during_websocket_order_event_processing(self) -> bool: + return False - self.assertEqual(0, self.exchange._last_poll_timestamp) - self._is_logged("ERROR", "Unexpected error while in status polling loop. Error: ") + @property + def expected_partial_fill_price(self) -> Decimal: + return Decimal(10500) - def test_format_trading_rules_success(self): - instrument_info: List[Dict[str, Any]] = [{ - "symbol": f"{self.base_asset}_{self.quote_asset}", - "price_scale": 3, - "quantity_scale": 3, - "min_amount": "1", - }] + @property + def expected_partial_fill_amount(self) -> Decimal: + return Decimal("0.5") - result: List[str, TradingRule] = self.exchange._format_trading_rules(instrument_info) - self.assertTrue(self.trading_pair == result[0].trading_pair) + @property + def expected_fill_fee(self) -> TradeFeeBase: + return DeductedFromReturnsTradeFee( + percent_token=self.quote_asset, + flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("30"))]) - def test_format_trading_rules_failure(self): - # Simulate invalid API response - instrument_info: List[Dict[str, Any]] = [{}] + @property + def expected_fill_trade_id(self) -> str: + return str(30000) + + def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + return f"{base_token}{quote_token}" + + def create_exchange_instance(self): + client_config_map = ClientConfigAdapter(ClientConfigMap()) + return MexcExchange( + client_config_map=client_config_map, + mexc_api_key="testAPIKey", + mexc_api_secret="testSecret", + trading_pairs=[self.trading_pair], + ) - result: Dict[str, TradingRule] = self.exchange._format_trading_rules(instrument_info) - self.assertTrue(self.trading_pair not in result) - self.assertTrue(self._is_logged("ERROR", 'Error parsing the trading pair rule {}. Skipping.')) + def validate_auth_credentials_present(self, request_call: RequestCall): + self._validate_auth_credentials_taking_parameters_from_argument( + request_call_tuple=request_call, + params=request_call.kwargs["params"] or request_call.kwargs["data"] + ) - @aioresponses() - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.current_timestamp", new_callable=PropertyMock) - def test_update_trading_rules(self, mock_api, mock_ts): - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_SYMBOL_URL + def validate_order_creation_request(self, order: InFlightOrder, request_call: RequestCall): + request_data = dict(request_call.kwargs["data"]) + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), request_data["symbol"]) + self.assertEqual(order.trade_type.name.upper(), request_data["side"]) + self.assertEqual(MexcExchange.mexc_order_type(OrderType.LIMIT), request_data["type"]) + self.assertEqual(Decimal("100"), Decimal(request_data["quantity"])) + self.assertEqual(Decimal("10000"), Decimal(request_data["price"])) + self.assertEqual(order.client_order_id, request_data["newClientOrderId"]) + + def validate_order_cancelation_request(self, order: InFlightOrder, request_call: RequestCall): + request_data = dict(request_call.kwargs["params"]) + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + request_data["symbol"]) + self.assertEqual(order.client_order_id, request_data["origClientOrderId"]) + + def validate_order_status_request(self, order: InFlightOrder, request_call: RequestCall): + request_params = request_call.kwargs["params"] + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + request_params["symbol"]) + self.assertEqual(order.client_order_id, request_params["origClientOrderId"]) + + def validate_trades_request(self, order: InFlightOrder, request_call: RequestCall): + request_params = request_call.kwargs["params"] + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + request_params["symbol"]) + self.assertEqual(order.exchange_order_id, str(request_params["orderId"])) + + def configure_successful_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_response = { - "code": 200, - "data": [ - { - "symbol": "MX_USDT", - "state": "ENABLED", - "price_scale": 4, - "quantity_scale": 2, - "min_amount": "5", - "max_amount": "5000000", - "maker_fee_rate": "0.002", - "taker_fee_rate": "0.002", - "limited": False, - "etf_mark": 0, - "symbol_partition": "MAIN" - } - ] + response = self._order_cancelation_request_successful_mock_response(order=order) + mock_api.delete(regex_url, body=json.dumps(response), callback=callback) + return url + + def configure_erroneous_cancelation_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_api.delete(regex_url, status=400, callback=callback) + return url + + def configure_order_not_found_error_cancelation_response( + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = {"code": -2011, "msg": "Unknown order sent."} + mock_api.delete(regex_url, status=400, body=json.dumps(response), callback=callback) + return url + + def configure_one_successful_one_erroneous_cancel_all_response( + self, + successful_order: InFlightOrder, + erroneous_order: InFlightOrder, + mock_api: aioresponses) -> List[str]: + """ + :return: a list of all configured URLs for the cancelations + """ + all_urls = [] + url = self.configure_successful_cancelation_response(order=successful_order, mock_api=mock_api) + all_urls.append(url) + url = self.configure_erroneous_cancelation_response(order=erroneous_order, mock_api=mock_api) + all_urls.append(url) + return all_urls + + def configure_completely_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = self._order_status_request_completely_filled_mock_response(order=order) + mock_api.get(regex_url, body=json.dumps(response), callback=callback) + return url + + def configure_canceled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = self._order_status_request_canceled_mock_response(order=order) + mock_api.get(regex_url, body=json.dumps(response), callback=callback) + return url + + def configure_erroneous_http_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(path_url=CONSTANTS.MY_TRADES_PATH_URL) + regex_url = re.compile(url + r"\?.*") + mock_api.get(regex_url, status=400, callback=callback) + return url + + def configure_open_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + """ + :return: the URL configured + """ + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = self._order_status_request_open_mock_response(order=order) + mock_api.get(regex_url, body=json.dumps(response), callback=callback) + return url + + def configure_http_error_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_api.get(regex_url, status=401, callback=callback) + return url + + def configure_partially_filled_order_status_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = self._order_status_request_partially_filled_mock_response(order=order) + mock_api.get(regex_url, body=json.dumps(response), callback=callback) + return url + + def configure_order_not_found_error_order_status_response( + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> List[str]: + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + response = {"code": -2013, "msg": "Order does not exist."} + mock_api.get(regex_url, body=json.dumps(response), status=400, callback=callback) + return [url] + + def configure_partial_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(path_url=CONSTANTS.MY_TRADES_PATH_URL) + regex_url = re.compile(url + r"\?.*") + response = self._order_fills_request_partial_fill_mock_response(order=order) + mock_api.get(regex_url, body=json.dumps(response), callback=callback) + return url + + def configure_full_fill_trade_response( + self, + order: InFlightOrder, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None) -> str: + url = web_utils.private_rest_url(path_url=CONSTANTS.MY_TRADES_PATH_URL) + regex_url = re.compile(url + r"\?.*") + response = self._order_fills_request_full_fill_mock_response(order=order) + mock_api.get(regex_url, body=json.dumps(response), callback=callback) + return url + + def order_event_for_new_order_websocket_update(self, order: InFlightOrder): + return { + "c": "spot@private.orders.v3.api", + "d": { + "A": 8.0, + "O": 1661938138000, + "S": 1, + "V": 10, + "a": 8, + "c": order.client_order_id, + "i": order.exchange_order_id, + "m": 0, + "o": 1, + "p": order.price, + "s": 1, + "v": order.amount, + "ap": 0, + "cv": 0, + "ca": 0 + }, + "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "t": 1499405658657 } - mock_api.get(regex_url, body=json.dumps(mock_response)) - self.exchange._last_poll_timestamp = 10 - ts: float = time.time() - mock_ts.return_value = ts - self.exchange._current_timestamp = ts - task = asyncio.get_event_loop().create_task( - self.exchange._update_trading_rules() - ) - self.async_run_with_timeout(task) + # { + # "e": "executionReport", + # "E": 1499405658658, + # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + # "c": order.client_order_id, + # "S": order.trade_type.name.upper(), + # "o": order.order_type.name.upper(), + # "f": "GTC", + # "q": str(order.amount), + # "p": str(order.price), + # "P": "0.00000000", + # "F": "0.00000000", + # "g": -1, + # "C": "", + # "x": "NEW", + # "X": "NEW", + # "r": "NONE", + # "i": order.exchange_order_id, + # "l": "0.00000000", + # "z": "0.00000000", + # "L": "0.00000000", + # "n": "0", + # "N": None, + # "T": 1499405658657, + # "t": -1, + # "I": 8641984, + # "w": True, + # "m": False, + # "M": False, + # "O": 1499405658657, + # "Z": "0.00000000", + # "Y": "0.00000000", + # "Q": "0.00000000" + # } + + def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): + return { + "c": "spot@private.orders.v3.api", + "d": { + "A": 8.0, + "O": 1661938138000, + "S": 1, + "V": 10, + "a": 8, + "c": order.client_order_id, + "i": order.exchange_order_id, + "m": 0, + "o": 1, + "p": order.price, + "s": 4, + "v": order.amount, + "ap": 0, + "cv": 0, + "ca": 0 + }, + "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "t": 1499405658657 + } - self.assertTrue(self.trading_pair in self.exchange.trading_rules) + # { + # "e": "executionReport", + # "E": 1499405658658, + # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + # "c": "dummyText", + # "S": order.trade_type.name.upper(), + # "o": order.order_type.name.upper(), + # "f": "GTC", + # "q": str(order.amount), + # "p": str(order.price), + # "P": "0.00000000", + # "F": "0.00000000", + # "g": -1, + # "C": order.client_order_id, + # "x": "CANCELED", + # "X": "CANCELED", + # "r": "NONE", + # "i": order.exchange_order_id, + # "l": "0.00000000", + # "z": "0.00000000", + # "L": "0.00000000", + # "n": "0", + # "N": None, + # "T": 1499405658657, + # "t": -1, + # "I": 8641984, + # "w": True, + # "m": False, + # "M": False, + # "O": 1499405658657, + # "Z": "0.00000000", + # "Y": "0.00000000", + # "Q": "0.00000000" + # } + + def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): + return { + "c": "spot@private.orders.v3.api", + "d": { + "A": 8.0, + "O": 1661938138000, + "S": 1, + "V": 10, + "a": 8, + "c": order.client_order_id, + "i": order.exchange_order_id, + "m": 0, + "o": 1, + "p": order.price, + "s": 2, + "v": order.amount, + "ap": 0, + "cv": 0, + "ca": 0 + }, + "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "t": 1499405658657 + } - self.exchange.trading_rules[self.trading_pair] + # { + # "e": "executionReport", + # "E": 1499405658658, + # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + # "c": order.client_order_id, + # "S": order.trade_type.name.upper(), + # "o": order.order_type.name.upper(), + # "f": "GTC", + # "q": str(order.amount), + # "p": str(order.price), + # "P": "0.00000000", + # "F": "0.00000000", + # "g": -1, + # "C": "", + # "x": "TRADE", + # "X": "FILLED", + # "r": "NONE", + # "i": order.exchange_order_id, + # "l": str(order.amount), + # "z": str(order.amount), + # "L": str(order.price), + # "n": str(self.expected_fill_fee.flat_fees[0].amount), + # "N": self.expected_fill_fee.flat_fees[0].token, + # "T": 1499405658657, + # "t": 1, + # "I": 8641984, + # "w": True, + # "m": False, + # "M": False, + # "O": 1499405658657, + # "Z": "10050.00000000", + # "Y": "10050.00000000", + # "Q": "10000.00000000" + # } + + def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): + return None + + @aioresponses() + @patch("hummingbot.connector.time_synchronizer.TimeSynchronizer._current_seconds_counter") + def test_update_time_synchronizer_successfully(self, mock_api, seconds_counter_mock): + request_sent_event = asyncio.Event() + seconds_counter_mock.side_effect = [0, 0, 0] - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules", - new_callable=AsyncMock) - def test_trading_rules_polling_loop(self, mock_update): - # No Side Effects expected - mock_update.return_value = None - with self.assertRaises(asyncio.TimeoutError): - self.exchange_task = asyncio.get_event_loop().create_task(self.exchange._trading_rules_polling_loop()) + self.exchange._time_synchronizer.clear_time_offset_ms_samples() + url = web_utils.private_rest_url(CONSTANTS.SERVER_TIME_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - self.async_run_with_timeout( - asyncio.wait_for(self.exchange_task, 1.0) - ) + response = {"serverTime": 1640000003000} - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules", - new_callable=AsyncMock) - def test_trading_rules_polling_loop_cancels(self, mock_update): - mock_update.side_effect = asyncio.CancelledError + mock_api.get(regex_url, + body=json.dumps(response), + callback=lambda *args, **kwargs: request_sent_event.set()) - with self.assertRaises(asyncio.CancelledError): - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._trading_rules_polling_loop() - ) + self.async_run_with_timeout(self.exchange._update_time_synchronizer()) - self.async_run_with_timeout(self.exchange_task) + self.assertEqual(response["serverTime"] * 1e-3, self.exchange._time_synchronizer.time()) - self.assertEqual(0, self.exchange._last_poll_timestamp) + @aioresponses() + def test_update_time_synchronizer_failure_is_logged(self, mock_api): + request_sent_event = asyncio.Event() - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange._update_trading_rules", - new_callable=AsyncMock) - def test_trading_rules_polling_loop_exception_raised(self, mock_update): - mock_update.side_effect = lambda: self._create_exception_and_unlock_test_with_event( - Exception("Dummy test error")) + url = web_utils.private_rest_url(CONSTANTS.SERVER_TIME_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._trading_rules_polling_loop() - ) + response = {"code": -1121, "msg": "Dummy error"} - self.async_run_with_timeout(self.resume_test_event.wait()) + mock_api.get(regex_url, + body=json.dumps(response), + callback=lambda *args, **kwargs: request_sent_event.set()) - self._is_logged("ERROR", "Unexpected error while fetching trading rules. Error: ") + self.async_run_with_timeout(self.exchange._update_time_synchronizer()) + + self.assertTrue(self.is_logged("NETWORK", "Error getting server time.")) @aioresponses() - def test_check_network_succeeds_when_ping_replies_pong(self, mock_api): - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL + def test_update_time_synchronizer_raises_cancelled_error(self, mock_api): + url = web_utils.private_rest_url(CONSTANTS.SERVER_TIME_PATH_URL) regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_response = {"code": 200} - mock_api.get(regex_url, body=json.dumps(mock_response)) - result = self.async_run_with_timeout(self.exchange.check_network()) + mock_api.get(regex_url, + exception=asyncio.CancelledError) - self.assertEqual(NetworkStatus.CONNECTED, result) + self.assertRaises( + asyncio.CancelledError, + self.async_run_with_timeout, self.exchange._update_time_synchronizer()) @aioresponses() - def test_check_network_fails_when_ping_does_not_reply_pong(self, mock_api): - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_response = {"code": 100} - mock_api.get(regex_url, body=json.dumps(mock_response)) + def test_update_order_fills_from_trades_triggers_filled_event(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange._last_poll_timestamp = (self.exchange.current_timestamp - + self.exchange.UPDATE_ORDER_STATUS_MIN_INTERVAL - 1) - result = self.async_run_with_timeout(self.exchange.check_network()) - self.assertEqual(NetworkStatus.NOT_CONNECTED, result) + self.exchange.start_tracking_order( + order_id="OID1", + exchange_order_id="100234", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + order = self.exchange.in_flight_orders["OID1"] - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL + url = web_utils.private_rest_url(CONSTANTS.MY_TRADES_PATH_URL) regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_response = {} - mock_api.get(regex_url, body=json.dumps(mock_response)) - result = self.async_run_with_timeout(self.exchange.check_network()) - self.assertEqual(NetworkStatus.NOT_CONNECTED, result) + trade_fill = { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "id": 28457, + "orderId": int(order.exchange_order_id), + "orderListId": -1, + "price": "9999", + "qty": "1", + "quoteQty": "48.000012", + "commission": "10.10000000", + "commissionAsset": self.quote_asset, + "time": 1499865549590, + "isBuyer": True, + "isMaker": False, + "isBestMatch": True + } - @aioresponses() - def test_check_network_fails_when_ping_returns_error_code(self, mock_api): - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PING_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_response = {"code": 100} - mock_api.get(regex_url, body=json.dumps(mock_response), status=404) - - result = self.async_run_with_timeout(self.exchange.check_network()) - - self.assertEqual(NetworkStatus.NOT_CONNECTED, result) - - def test_get_order_book_for_valid_trading_pair(self): - dummy_order_book = MexcOrderBook() - self.exchange.order_book_tracker.order_books["BTC-USDT"] = dummy_order_book - self.assertEqual(dummy_order_book, self.exchange.get_order_book("BTC-USDT")) - - def test_get_order_book_for_invalid_trading_pair_raises_error(self): - self.assertRaisesRegex(ValueError, - "No order book exists for 'BTC-USDT'", - self.exchange.get_order_book, - "BTC-USDT") - - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.execute_buy", new_callable=AsyncMock) - def test_buy(self, mock_create): - mock_create.side_effect = None - order_details = [ - self.trading_pair, - Decimal(1.0), - Decimal(10.0), - OrderType.LIMIT, - ] + trade_fill_non_tracked_order = { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "id": 30000, + "orderId": 99999, + "orderListId": -1, + "price": "4.00000100", + "qty": "12.00000000", + "quoteQty": "48.000012", + "commission": "10.10000000", + "commissionAsset": "BNB", + "time": 1499865549590, + "isBuyer": True, + "isMaker": False, + "isBestMatch": True + } - # Note: BUY simply returns immediately with the client order id. - order_id: str = self.exchange.buy(*order_details) + mock_response = [trade_fill, trade_fill_non_tracked_order] + mock_api.get(regex_url, body=json.dumps(mock_response)) - # Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec - self.assertTrue(len(order_id) > 0) + self.exchange.add_exchange_order_ids_from_market_recorder( + {str(trade_fill_non_tracked_order["orderId"]): "OID99"}) + + self.async_run_with_timeout(self.exchange._update_order_fills_from_trades()) + + request = self._all_executed_requests(mock_api, url)[0] + self.validate_auth_credentials_present(request) + request_params = request.kwargs["params"] + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), request_params["symbol"]) + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(Decimal(trade_fill["price"]), fill_event.price) + self.assertEqual(Decimal(trade_fill["qty"]), fill_event.amount) + self.assertEqual(0.0, fill_event.trade_fee.percent) + self.assertEqual([TokenAmount(trade_fill["commissionAsset"], Decimal(trade_fill["commission"]))], + fill_event.trade_fee.flat_fees) + + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[1] + self.assertEqual(float(trade_fill_non_tracked_order["time"]) * 1e-3, fill_event.timestamp) + self.assertEqual("OID99", fill_event.order_id) + self.assertEqual(self.trading_pair, fill_event.trading_pair) + self.assertEqual(TradeType.BUY, fill_event.trade_type) + self.assertEqual(OrderType.LIMIT, fill_event.order_type) + self.assertEqual(Decimal(trade_fill_non_tracked_order["price"]), fill_event.price) + self.assertEqual(Decimal(trade_fill_non_tracked_order["qty"]), fill_event.amount) + self.assertEqual(0.0, fill_event.trade_fee.percent) + self.assertEqual([ + TokenAmount( + trade_fill_non_tracked_order["commissionAsset"], + Decimal(trade_fill_non_tracked_order["commission"]))], + fill_event.trade_fee.flat_fees) + self.assertTrue(self.is_logged( + "INFO", + f"Recreating missing trade in TradeFill: {trade_fill_non_tracked_order}" + )) - def test_sell(self): - order_details = [ - self.trading_pair, - Decimal(1.0), - Decimal(10.0), - OrderType.LIMIT, - ] + @aioresponses() + def test_update_order_fills_request_parameters(self, mock_api): + self.exchange._set_current_timestamp(0) + self.exchange._last_poll_timestamp = -1 - # Note: SELL simply returns immediately with the client order id. - order_id: str = self.exchange.buy(*order_details) + url = web_utils.private_rest_url(CONSTANTS.MY_TRADES_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - # Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec - self.assertTrue(len(order_id) > 0) + mock_response = [] + mock_api.get(regex_url, body=json.dumps(mock_response)) - @aioresponses() - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.quantize_order_amount") - def test_create_limit_order(self, mock_post, amount_mock): - amount_mock.return_value = Decimal("1") - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PLACE_ORDER - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - expected_response = {"code": 200, "data": "123"} - mock_post.post(regex_url, body=json.dumps(expected_response)) - - self._simulate_trading_rules_initialized() - - order_details = [ - TradeType.BUY, - str(1), - self.trading_pair, - Decimal(1.0), - Decimal(10.0), - OrderType.LIMIT, - ] + self.async_run_with_timeout(self.exchange._update_order_fills_from_trades()) - self.assertEqual(0, len(self.exchange.in_flight_orders)) - future = self._simulate_create_order(*order_details) - self.async_run_with_timeout(future) + request = self._all_executed_requests(mock_api, url)[0] + self.validate_auth_credentials_present(request) + request_params = request.kwargs["params"] + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), request_params["symbol"]) + self.assertNotIn("startTime", request_params) - self.assertEqual(1, len(self.exchange.in_flight_orders)) - self._is_logged("INFO", - f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {123} for {Decimal(1.0)} {self.trading_pair}") + self.exchange._set_current_timestamp(1640780000) + self.exchange._last_poll_timestamp = (self.exchange.current_timestamp - + self.exchange.UPDATE_ORDER_STATUS_MIN_INTERVAL - 1) + self.exchange._last_trades_poll_mexc_timestamp = 10 + self.async_run_with_timeout(self.exchange._update_order_fills_from_trades()) - tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["1"] - self.assertEqual(tracked_order.client_order_id, "1") - self.assertEqual(tracked_order.exchange_order_id, "123") - self.assertEqual(tracked_order.last_state, "NEW") - self.assertEqual(tracked_order.trading_pair, self.trading_pair) - self.assertEqual(tracked_order.price, Decimal(10.0)) - self.assertEqual(tracked_order.amount, Decimal(1.0)) - self.assertEqual(tracked_order.trade_type, TradeType.BUY) + request = self._all_executed_requests(mock_api, url)[1] + self.validate_auth_credentials_present(request) + request_params = request.kwargs["params"] + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), request_params["symbol"]) + self.assertEqual(10 * 1e3, request_params["startTime"]) @aioresponses() - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.quantize_order_amount") - def test_create_market_order(self, mock_post, amount_mock): - amount_mock.return_value = Decimal("1") - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_PLACE_ORDER + def test_update_order_fills_from_trades_with_repeated_fill_triggers_only_one_event(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange._last_poll_timestamp = (self.exchange.current_timestamp - + self.exchange.UPDATE_ORDER_STATUS_MIN_INTERVAL - 1) + + url = web_utils.private_rest_url(CONSTANTS.MY_TRADES_PATH_URL) regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - expected_response = {"code": 200, "data": "123"} - mock_post.post(regex_url, body=json.dumps(expected_response)) - - self._simulate_trading_rules_initialized() - - order_details = [ - TradeType.BUY, - str(1), - self.trading_pair, - Decimal(1.0), - Decimal(10.0), - OrderType.LIMIT_MAKER, - ] - self.assertEqual(0, len(self.exchange.in_flight_orders)) - future = self._simulate_create_order(*order_details) - self.async_run_with_timeout(future) + trade_fill_non_tracked_order = { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "id": 30000, + "orderId": 99999, + "orderListId": -1, + "price": "4.00000100", + "qty": "12.00000000", + "quoteQty": "48.000012", + "commission": "10.10000000", + "commissionAsset": "BNB", + "time": 1499865549590, + "isBuyer": True, + "isMaker": False, + "isBestMatch": True + } - self.assertEqual(1, len(self.exchange.in_flight_orders)) - self._is_logged("INFO", - f"Created {OrderType.LIMIT.name} {TradeType.BUY.name} order {123} for {Decimal(1.0)} {self.trading_pair}") + mock_response = [trade_fill_non_tracked_order, trade_fill_non_tracked_order] + mock_api.get(regex_url, body=json.dumps(mock_response)) - tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["1"] - self.assertEqual(tracked_order.client_order_id, "1") - self.assertEqual(tracked_order.exchange_order_id, "123") - self.assertEqual(tracked_order.last_state, "NEW") - self.assertEqual(tracked_order.trading_pair, self.trading_pair) - self.assertEqual(tracked_order.amount, Decimal(1.0)) - self.assertEqual(tracked_order.trade_type, TradeType.BUY) + self.exchange.add_exchange_order_ids_from_market_recorder( + {str(trade_fill_non_tracked_order["orderId"]): "OID99"}) + + self.async_run_with_timeout(self.exchange._update_order_fills_from_trades()) + + request = self._all_executed_requests(mock_api, url)[0] + self.validate_auth_credentials_present(request) + request_params = request.kwargs["params"] + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), request_params["symbol"]) + + self.assertEqual(1, len(self.order_filled_logger.event_log)) + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(float(trade_fill_non_tracked_order["time"]) * 1e-3, fill_event.timestamp) + self.assertEqual("OID99", fill_event.order_id) + self.assertEqual(self.trading_pair, fill_event.trading_pair) + self.assertEqual(TradeType.BUY, fill_event.trade_type) + self.assertEqual(OrderType.LIMIT, fill_event.order_type) + self.assertEqual(Decimal(trade_fill_non_tracked_order["price"]), fill_event.price) + self.assertEqual(Decimal(trade_fill_non_tracked_order["qty"]), fill_event.amount) + self.assertEqual(0.0, fill_event.trade_fee.percent) + self.assertEqual([ + TokenAmount(trade_fill_non_tracked_order["commissionAsset"], + Decimal(trade_fill_non_tracked_order["commission"]))], + fill_event.trade_fee.flat_fees) + self.assertTrue(self.is_logged( + "INFO", + f"Recreating missing trade in TradeFill: {trade_fill_non_tracked_order}" + )) @aioresponses() - def test_detect_created_order_server_acknowledgement(self, mock_api): - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_BALANCE_URL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_api.get(regex_url, body=json.dumps(self.balances_mock_data)) - - self.exchange.start_tracking_order(order_id="sell-MX-USDT-1638156451005305", - exchange_order_id="40728558ead64032a676e6f0a4afc4ca", - trading_pair="MX-USDT", - trade_type=TradeType.SELL, - price=Decimal("3.1504"), - amount=Decimal("6.3008"), - order_type=OrderType.LIMIT) - _user_data = self.user_stream_data - _user_data.get("data")["status"] = 2 - mock_user_stream = AsyncMock() - mock_user_stream.get.side_effect = functools.partial(self._return_calculation_and_set_done_event, - lambda: _user_data) - self.exchange._user_stream_tracker._user_stream = mock_user_stream - self.exchange_task = asyncio.get_event_loop().create_task( - self.exchange._user_stream_event_listener()) - self.async_run_with_timeout(self.resume_test_event.wait()) - - self.assertEqual(1, len(self.exchange.in_flight_orders)) - tracked_order: MexcInFlightOrder = self.exchange.in_flight_orders["sell-MX-USDT-1638156451005305"] - self.assertEqual(tracked_order.last_state, "NEW") + def test_update_order_status_when_failed(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange._last_poll_timestamp = (self.exchange.current_timestamp - + self.exchange.UPDATE_ORDER_STATUS_MIN_INTERVAL - 1) - @aioresponses() - def test_execute_cancel_success(self, mock_cancel): - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", + self.exchange.start_tracking_order( + order_id="OID1", + exchange_order_id="100234", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0, - initial_state="Working", + price=Decimal("10000"), + amount=Decimal("1"), ) + order = self.exchange.in_flight_orders["OID1"] - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - - mock_response = { - "code": 200, - "data": {"123": "success"} - } - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_cancel.delete(regex_url, body=json.dumps(mock_response)) - - self.mocking_assistant.configure_http_request_mock(mock_cancel) - self.mocking_assistant.add_http_response(mock_cancel, 200, mock_response, "") - result = self.async_run_with_timeout( - self.exchange.execute_cancel(self.trading_pair, order.client_order_id) - ) - self.assertIsNone(result) - - @aioresponses() - def test_execute_cancel_all_success(self, mock_post_request): - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0) - - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - - mock_response = { - "code": 200, - "data": { - "0": "success" - } + order_status = { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "orderId": int(order.exchange_order_id), + "orderListId": -1, + "clientOrderId": order.client_order_id, + "price": "10000.0", + "origQty": "1.0", + "executedQty": "0.0", + "cummulativeQuoteQty": "0.0", + "status": "REJECTED", + "timeInForce": "GTC", + "type": "LIMIT", + "side": "BUY", + "stopPrice": "0.0", + "icebergQty": "0.0", + "time": 1499827319559, + "updateTime": 1499827319559, + "isWorking": True, + "origQuoteOrderQty": "10000.000000" } - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_post_request.delete(regex_url, body=json.dumps(mock_response)) - cancellation_results = self.async_run_with_timeout( - self.exchange.cancel_all(10) - ) + mock_response = order_status + mock_api.get(regex_url, body=json.dumps(mock_response)) - self.assertEqual(1, len(cancellation_results)) - self.assertEqual("0", cancellation_results[0].order_id) - self.assertTrue(cancellation_results[0].success) + self.async_run_with_timeout(self.exchange._update_order_status()) - @aioresponses() - @patch("hummingbot.client.hummingbot_application.HummingbotApplication") - def test_execute_cancel_fail(self, mock_cancel, mock_main_app): - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", + request = self._all_executed_requests(mock_api, url)[0] + self.validate_auth_credentials_present(request) + request_params = request.kwargs["params"] + self.assertEqual(self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), request_params["symbol"]) + self.assertEqual(order.client_order_id, request_params["origClientOrderId"]) + + failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + self.assertEqual(order.client_order_id, failure_event.order_id) + self.assertEqual(order.order_type, failure_event.order_type) + self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertTrue( + self.is_logged( + "INFO", + f"Order {order.client_order_id} has failed. Order Update: OrderUpdate(trading_pair='{self.trading_pair}'," + f" update_timestamp={order_status['updateTime'] * 1e-3}, new_state={repr(OrderState.FAILED)}, " + f"client_order_id='{order.client_order_id}', exchange_order_id='{order.exchange_order_id}', " + "misc_updates=None)") + ) + # + # def test_user_stream_update_for_order_failure(self): + # self.exchange._set_current_timestamp(1640780000) + # self.exchange.start_tracking_order( + # order_id="OID1", + # exchange_order_id="100234", + # trading_pair=self.trading_pair, + # order_type=OrderType.LIMIT, + # trade_type=TradeType.BUY, + # price=Decimal("10000"), + # amount=Decimal("1"), + # ) + # order = self.exchange.in_flight_orders["OID1"] + # + # event_message = { + # "e": "executionReport", + # "E": 1499405658658, + # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + # "c": order.client_order_id, + # "S": "BUY", + # "o": "LIMIT", + # "f": "GTC", + # "q": "1.00000000", + # "p": "1000.00000000", + # "P": "0.00000000", + # "F": "0.00000000", + # "g": -1, + # "C": "", + # "x": "REJECTED", + # "X": "REJECTED", + # "r": "NONE", + # "i": int(order.exchange_order_id), + # "l": "0.00000000", + # "z": "0.00000000", + # "L": "0.00000000", + # "n": "0", + # "N": None, + # "T": 1499405658657, + # "t": 1, + # "I": 8641984, + # "w": True, + # "m": False, + # "M": False, + # "O": 1499405658657, + # "Z": "0.00000000", + # "Y": "0.00000000", + # "Q": "0.00000000" + # } + # + # mock_queue = AsyncMock() + # mock_queue.get.side_effect = [event_message, asyncio.CancelledError] + # self.exchange._user_stream_tracker._user_stream = mock_queue + # + # try: + # self.async_run_with_timeout(self.exchange._user_stream_event_listener()) + # except asyncio.CancelledError: + # pass + # + # failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] + # self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) + # self.assertEqual(order.client_order_id, failure_event.order_id) + # self.assertEqual(order.order_type, failure_event.order_type) + # self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) + # self.assertTrue(order.is_failure) + # self.assertTrue(order.is_done) + + @patch("hummingbot.connector.utils.get_tracking_nonce") + def test_client_order_id_on_order(self, mocked_nonce): + mocked_nonce.return_value = 7 + + result = self.exchange.buy( trading_pair=self.trading_pair, + amount=Decimal("1"), order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0, - initial_state="Working", + price=Decimal("2"), ) - - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - mock_response = { - "code": 100, - "data": {"123": "success"} - } - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_cancel.delete(regex_url, body=json.dumps(mock_response)) - - self.async_run_with_timeout( - self.exchange.execute_cancel(self.trading_pair, order.client_order_id) + expected_client_order_id = get_new_client_order_id( + is_buy=True, + trading_pair=self.trading_pair, + hbot_order_id_prefix=CONSTANTS.HBOT_ORDER_ID_PREFIX, + max_id_len=CONSTANTS.MAX_ORDER_ID_LEN, ) - self._is_logged("NETWORK", "Failed to cancel order 0 : MexcAPIError('Order could not be canceled')") + self.assertEqual(result, expected_client_order_id) - @aioresponses() - def test_execute_cancel_cancels(self, mock_cancel): - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", + result = self.exchange.sell( trading_pair=self.trading_pair, + amount=Decimal("1"), order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0, - initial_state="Working", + price=Decimal("2"), ) - - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL - regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) - mock_cancel.delete(regex_url, exception=asyncio.CancelledError) - - with self.assertRaises(asyncio.CancelledError): - self.async_run_with_timeout( - self.exchange.execute_cancel(self.trading_pair, order.client_order_id) - ) - - @patch("hummingbot.connector.exchange.mexc.mexc_exchange.MexcExchange.execute_cancel", new_callable=AsyncMock) - def test_cancel(self, mock_cancel): - mock_cancel.return_value = None - - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", + expected_client_order_id = get_new_client_order_id( + is_buy=False, trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0) - - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - - # Note: BUY simply returns immediately with the client order id. - return_val: str = self.exchange.cancel(self.trading_pair, order.client_order_id) - - # Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec - self.assertTrue(order.client_order_id, return_val) - - def test_ready_trading_required_all_ready(self): - self.exchange._trading_required = True - - # Simulate all components initialized - self.exchange._account_id = 1 - self.exchange.order_book_tracker._order_books_initialized.set() - self.exchange._account_balances = { - self.base_asset: Decimal(str(10.0)) - } - self._simulate_trading_rules_initialized() - self.exchange._user_stream_tracker.data_source._last_recv_time = 1 - - self.assertTrue(self.exchange.ready) - - def test_ready_trading_required_not_ready(self): - self.exchange._trading_required = True - - # Simulate all components but account_id not initialized - self.exchange._account_id = None - self.exchange.order_book_tracker._order_books_initialized.set() - self.exchange._account_balances = {} - self._simulate_trading_rules_initialized() - self.exchange._user_stream_tracker.data_source._last_recv_time = 0 + hbot_order_id_prefix=CONSTANTS.HBOT_ORDER_ID_PREFIX, + max_id_len=CONSTANTS.MAX_ORDER_ID_LEN, + ) - self.assertFalse(self.exchange.ready) + self.assertEqual(result, expected_client_order_id) - def test_ready_trading_not_required_ready(self): - self.exchange._trading_required = False + def test_time_synchronizer_related_request_error_detection(self): + exception = IOError("Error executing request POST https://api.mexc.com/api/v3/order. HTTP status is 400. " + "Error: {'code':-1021,'msg':'Timestamp for this request is outside of the recvWindow.'}") + self.assertTrue(self.exchange._is_request_exception_related_to_time_synchronizer(exception)) - # Simulate all components but account_id not initialized - self.exchange._account_id = None - self.exchange.order_book_tracker._order_books_initialized.set() - self.exchange._account_balances = {} - self._simulate_trading_rules_initialized() - self.exchange._user_stream_tracker.data_source._last_recv_time = 0 + exception = IOError("Error executing request POST https://api.mexc.com/api/v3/order. HTTP status is 400. " + "Error: {'code':-1021,'msg':'Timestamp for this request was 1000ms ahead of the server's " + "time.'}") + self.assertTrue(self.exchange._is_request_exception_related_to_time_synchronizer(exception)) - self.assertTrue(self.exchange.ready) + exception = IOError("Error executing request POST https://api.mexc.com/api/v3/order. HTTP status is 400. " + "Error: {'code':-1022,'msg':'Timestamp for this request was 1000ms ahead of the server's " + "time.'}") + self.assertFalse(self.exchange._is_request_exception_related_to_time_synchronizer(exception)) - def test_ready_trading_not_required_not_ready(self): - self.exchange._trading_required = False - self.assertFalse(self.exchange.ready) + exception = IOError("Error executing request POST https://api.mexc.com/api/v3/order. HTTP status is 400. " + "Error: {'code':-1021,'msg':'Other error.'}") + self.assertFalse(self.exchange._is_request_exception_related_to_time_synchronizer(exception)) - def test_limit_orders(self): - self.assertEqual(0, len(self.exchange.limit_orders)) + @aioresponses() + def test_place_order_manage_server_overloaded_error_unkown_order(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange._last_poll_timestamp = (self.exchange.current_timestamp - + self.exchange.UPDATE_ORDER_STATUS_MIN_INTERVAL - 1) + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_response = {"code": -1003, "msg": "Unknown error, please check your request or try again later."} + mock_api.post(regex_url, body=json.dumps(mock_response), status=503) - # Simulate orders being placed and tracked - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", + o_id, transact_time = self.async_run_with_timeout(self.exchange._place_order( + order_id="test_order_id", trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, + amount=Decimal("1"), trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0) + order_type=OrderType.LIMIT, + price=Decimal("2"), + )) + self.assertEqual(o_id, "UNKNOWN") - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) + @aioresponses() + def test_place_order_manage_server_overloaded_error_failure(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + self.exchange._last_poll_timestamp = (self.exchange.current_timestamp - + self.exchange.UPDATE_ORDER_STATUS_MIN_INTERVAL - 1) - self.assertEqual(1, len(self.exchange.limit_orders)) + url = web_utils.private_rest_url(CONSTANTS.ORDER_PATH_URL) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_response = {"code": -1003, "msg": "Service Unavailable."} + mock_api.post(regex_url, body=json.dumps(mock_response), status=503) + + self.assertRaises( + IOError, + self.async_run_with_timeout, + self.exchange._place_order( + order_id="test_order_id", + trading_pair=self.trading_pair, + amount=Decimal("1"), + trade_type=TradeType.BUY, + order_type=OrderType.LIMIT, + price=Decimal("2"), + )) + + mock_response = {"code": -1003, "msg": "Internal error; unable to process your request. Please try again."} + mock_api.post(regex_url, body=json.dumps(mock_response), status=503) + + self.assertRaises( + IOError, + self.async_run_with_timeout, + self.exchange._place_order( + order_id="test_order_id", + trading_pair=self.trading_pair, + amount=Decimal("1"), + trade_type=TradeType.BUY, + order_type=OrderType.LIMIT, + price=Decimal("2"), + )) + + def test_format_trading_rules__min_notional_present(self): + trading_rules = [{ + "symbol": "COINALPHAHBOT", + "baseAssetPrecision": 8, + "status": "ENABLED", + "quotePrecision": 8, + "quoteAmountPrecision": "0.001", + "orderTypes": ["LIMIT", "MARKET"], + "filters": [ + { + "filterType": "PRICE_FILTER", + "minPrice": "0.00000100", + "maxPrice": "100000.00000000", + "tickSize": "0.00000100" + }, { + "filterType": "LOT_SIZE", + "minQty": "0.00100000", + "maxQty": "100000.00000000", + "stepSize": "0.00100000" + }, { + "filterType": "MIN_NOTIONAL", + "minNotional": "0.00100000" + } + ], + "permissions": [ + "SPOT" + ] + }] + exchange_info = {"symbols": trading_rules} - def test_tracking_states_order_not_done(self): - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0) + result = self.async_run_with_timeout(self.exchange._format_trading_rules(exchange_info)) - order_json = order.to_json() + self.assertEqual(result[0].min_notional_size, Decimal("0.00100000")) - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) - self.assertEqual(1, len(self.exchange.tracking_states)) - self.assertEqual(order_json, self.exchange.tracking_states[order.client_order_id]) + def _validate_auth_credentials_taking_parameters_from_argument(self, + request_call_tuple: RequestCall, + params: Dict[str, Any]): + self.assertIn("timestamp", params) + self.assertIn("signature", params) + request_headers = request_call_tuple.kwargs["headers"] + self.assertIn("X-MEXC-APIKEY", request_headers) + self.assertEqual("testAPIKey", request_headers["X-MEXC-APIKEY"]) - def test_tracking_states_order_done(self): - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0, - initial_state="FILLED" - ) + def _order_cancelation_request_successful_mock_response(self, order: InFlightOrder) -> Any: + return { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "origClientOrderId": order.exchange_order_id or "dummyOrdId", + "orderId": 4, + "orderListId": -1, + "clientOrderId": order.client_order_id, + "price": str(order.price), + "origQty": str(order.amount), + "executedQty": str(Decimal("0")), + "cummulativeQuoteQty": str(Decimal("0")), + "status": "CANCELED", + "timeInForce": "GTC", + "type": "LIMIT", + "side": "BUY" + } - self.exchange._in_flight_orders.update({ - order.client_order_id: order - }) + def _order_status_request_completely_filled_mock_response(self, order: InFlightOrder) -> Any: + return { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "orderId": order.exchange_order_id, + "orderListId": -1, + "clientOrderId": order.client_order_id, + "price": str(order.price), + "origQty": str(order.amount), + "executedQty": str(order.amount), + "cummulativeQuoteQty": str(order.price + Decimal(2)), + "status": "FILLED", + "timeInForce": "GTC", + "type": "LIMIT", + "side": "BUY", + "stopPrice": "0.0", + "icebergQty": "0.0", + "time": 1499827319559, + "updateTime": 1499827319559, + "isWorking": True, + "origQuoteOrderQty": str(order.price * order.amount) + } - self.assertEqual(0, len(self.exchange.tracking_states)) + def _order_status_request_canceled_mock_response(self, order: InFlightOrder) -> Any: + return { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "orderId": order.exchange_order_id, + "orderListId": -1, + "clientOrderId": order.client_order_id, + "price": str(order.price), + "origQty": str(order.amount), + "executedQty": "0.0", + "cummulativeQuoteQty": "10000.0", + "status": "CANCELED", + "timeInForce": "GTC", + "type": order.order_type.name.upper(), + "side": order.trade_type.name.upper(), + "stopPrice": "0.0", + "icebergQty": "0.0", + "time": 1499827319559, + "updateTime": 1499827319559, + "isWorking": True, + "origQuoteOrderQty": str(order.price * order.amount) + } - def test_restore_tracking_states(self): - order: MexcInFlightOrder = MexcInFlightOrder( - client_order_id="0", - exchange_order_id="123", - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal(10.0), - amount=Decimal(1.0), - creation_timestamp=1640001112.0) + def _order_status_request_open_mock_response(self, order: InFlightOrder) -> Any: + return { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "orderId": order.exchange_order_id, + "orderListId": -1, + "clientOrderId": order.client_order_id, + "price": str(order.price), + "origQty": str(order.amount), + "executedQty": "0.0", + "cummulativeQuoteQty": "10000.0", + "status": "NEW", + "timeInForce": "GTC", + "type": order.order_type.name.upper(), + "side": order.trade_type.name.upper(), + "stopPrice": "0.0", + "icebergQty": "0.0", + "time": 1499827319559, + "updateTime": 1499827319559, + "isWorking": True, + "origQuoteOrderQty": str(order.price * order.amount) + } - order_json = order.to_json() + def _order_status_request_partially_filled_mock_response(self, order: InFlightOrder) -> Any: + return { + "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "orderId": order.exchange_order_id, + "orderListId": -1, + "clientOrderId": order.client_order_id, + "price": str(order.price), + "origQty": str(order.amount), + "executedQty": str(order.amount), + "cummulativeQuoteQty": str(self.expected_partial_fill_amount * order.price), + "status": "PARTIALLY_FILLED", + "timeInForce": "GTC", + "type": order.order_type.name.upper(), + "side": order.trade_type.name.upper(), + "stopPrice": "0.0", + "icebergQty": "0.0", + "time": 1499827319559, + "updateTime": 1499827319559, + "isWorking": True, + "origQuoteOrderQty": str(order.price * order.amount) + } - self.exchange.restore_tracking_states({order.client_order_id: order_json}) + def _order_fills_request_partial_fill_mock_response(self, order: InFlightOrder): + return [ + { + "symbol": self.exchange_symbol_for_tokens(order.base_asset, order.quote_asset), + "id": self.expected_fill_trade_id, + "orderId": int(order.exchange_order_id), + "orderListId": -1, + "price": str(self.expected_partial_fill_price), + "qty": str(self.expected_partial_fill_amount), + "quoteQty": str(self.expected_partial_fill_amount * self.expected_partial_fill_price), + "commission": str(self.expected_fill_fee.flat_fees[0].amount), + "commissionAsset": self.expected_fill_fee.flat_fees[0].token, + "time": 1499865549590, + "isBuyer": True, + "isMaker": False, + "isBestMatch": True + } + ] - self.assertEqual(1, len(self.exchange.in_flight_orders)) - self.assertEqual(str(self.exchange.in_flight_orders[order.client_order_id]), str(order)) + def _order_fills_request_full_fill_mock_response(self, order: InFlightOrder): + return [ + { + "symbol": self.exchange_symbol_for_tokens(order.base_asset, order.quote_asset), + "id": self.expected_fill_trade_id, + "orderId": int(order.exchange_order_id), + "orderListId": -1, + "price": str(order.price), + "qty": str(order.amount), + "quoteQty": str(order.amount * order.price), + "commission": str(self.expected_fill_fee.flat_fees[0].amount), + "commissionAsset": self.expected_fill_fee.flat_fees[0].token, + "time": 1499865549590, + "isBuyer": True, + "isMaker": False, + "isBestMatch": True + } + ] diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_in_flight_order.py b/test/hummingbot/connector/exchange/mexc/test_mexc_in_flight_order.py deleted file mode 100644 index 8dad02e89d..0000000000 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_in_flight_order.py +++ /dev/null @@ -1,98 +0,0 @@ -from decimal import Decimal -from unittest import TestCase - -from hummingbot.connector.exchange.mexc.mexc_in_flight_order import MexcInFlightOrder -from hummingbot.core.data_type.common import OrderType, TradeType - - -class MexcInFlightOrderTests(TestCase): - - def _example_json(self): - return {"client_order_id": "C1", - "exchange_order_id": "1", - "trading_pair": "BTC-USDT", - "order_type": "LIMIT", - "trade_type": "BUY", - "price": "35000", - "amount": "1.1", - "creation_timestamp": 1640001112.0, - "last_state": "Working", - "executed_amount_base": "0.5", - "executed_amount_quote": "15000", - "fee_asset": "BTC", - "fee_paid": "0"} - - def test_instance_creation(self): - order = MexcInFlightOrder(client_order_id="C1", - exchange_order_id="1", - trading_pair="BTC-USDT", - order_type=OrderType.LIMIT, - trade_type=TradeType.SELL, - price=Decimal("35000"), - amount=Decimal("1.1"), - creation_timestamp=1640001112.0) - - self.assertEqual("C1", order.client_order_id) - self.assertEqual("1", order.exchange_order_id) - self.assertEqual("BTC-USDT", order.trading_pair) - self.assertEqual(OrderType.LIMIT, order.order_type) - self.assertEqual(TradeType.SELL, order.trade_type) - self.assertEqual(Decimal("35000"), order.price) - self.assertEqual(Decimal("1.1"), order.amount) - self.assertEqual(Decimal("0"), order.executed_amount_base) - self.assertEqual(Decimal("0"), order.executed_amount_quote) - self.assertEqual(order.quote_asset, order.fee_asset) - self.assertEqual(Decimal("0"), order.fee_paid) - - def test_create_from_json(self): - order = MexcInFlightOrder.from_json(self._example_json()) - - self.assertEqual("C1", order.client_order_id) - self.assertEqual("1", order.exchange_order_id) - self.assertEqual("BTC-USDT", order.trading_pair) - self.assertEqual(OrderType.LIMIT, order.order_type) - self.assertEqual(TradeType.BUY, order.trade_type) - self.assertEqual(Decimal("35000"), order.price) - self.assertEqual(Decimal("1.1"), order.amount) - self.assertEqual(Decimal("0.5"), order.executed_amount_base) - self.assertEqual(Decimal("15000"), order.executed_amount_quote) - self.assertEqual(order.base_asset, order.fee_asset) - self.assertEqual(Decimal("0"), order.fee_paid) - self.assertEqual("Working", order.last_state) - - def test_is_done(self): - order = MexcInFlightOrder.from_json(self._example_json()) - - self.assertFalse(order.is_done) - - for status in ["FILLED", "CANCELED", "PARTIALLY_CANCELED"]: - order.last_state = status - self.assertTrue(order.is_done) - - def test_is_failure(self): - order = MexcInFlightOrder.from_json(self._example_json()) - - for status in ["NEW", "PARTIALLY_FILLED"]: - order.last_state = status - self.assertFalse(order.is_failure) - - # order.last_state = "Rejected" - # self.assertTrue(order.is_failure) - - def test_is_cancelled(self): - order = MexcInFlightOrder.from_json(self._example_json()) - - for status in ["Working", "FullyExecuted", "Rejected"]: - order.last_state = status - self.assertFalse(order.is_cancelled) - - def test_mark_as_filled(self): - order = MexcInFlightOrder.from_json(self._example_json()) - - order.mark_as_filled() - self.assertEqual("FILLED", order.last_state) - - def test_to_json(self): - order = MexcInFlightOrder.from_json(self._example_json()) - - self.assertEqual(self._example_json(), order.to_json()) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py new file mode 100644 index 0000000000..8079e24303 --- /dev/null +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py @@ -0,0 +1,127 @@ +from unittest import TestCase + +from hummingbot.connector.exchange.mexc.mexc_order_book import MexcOrderBook +from hummingbot.core.data_type.order_book_message import OrderBookMessageType + + +class MexcOrderBookTests(TestCase): + + def test_snapshot_message_from_exchange(self): + snapshot_message = MexcOrderBook.snapshot_message_from_exchange( + msg={ + "lastUpdateId": 1, + "bids": [ + ["4.00000000", "431.00000000"] + ], + "asks": [ + ["4.00000200", "12.00000000"] + ] + }, + timestamp=1640000000.0, + metadata={"trading_pair": "COINALPHA-HBOT"} + ) + + self.assertEqual("COINALPHA-HBOT", snapshot_message.trading_pair) + self.assertEqual(OrderBookMessageType.SNAPSHOT, snapshot_message.type) + self.assertEqual(1640000000.0, snapshot_message.timestamp) + self.assertEqual(1, snapshot_message.update_id) + self.assertEqual(-1, snapshot_message.trade_id) + self.assertEqual(1, len(snapshot_message.bids)) + self.assertEqual(4.0, snapshot_message.bids[0].price) + self.assertEqual(431.0, snapshot_message.bids[0].amount) + self.assertEqual(1, snapshot_message.bids[0].update_id) + self.assertEqual(1, len(snapshot_message.asks)) + self.assertEqual(4.000002, snapshot_message.asks[0].price) + self.assertEqual(12.0, snapshot_message.asks[0].amount) + self.assertEqual(1, snapshot_message.asks[0].update_id) + + def test_diff_message_from_exchange(self): + diff_msg = MexcOrderBook.diff_message_from_exchange( + # msg={ + # "e": "depthUpdate", + # "E": 123456789, + # "s": "COINALPHAHBOT", + # "U": 1, + # "u": 2, + # "b": [ + # [ + # "0.0024", + # "10" + # ] + # ], + # "a": [ + # [ + # "0.0026", + # "100" + # ] + # ] + # }, + msg = { + "c": "spot@public.increase.depth.v3.api@BTCUSDT", + "d": { + "asks": [{ + "p": "0.0026", + "v": "100"}], + "bids": [{ + "p": "0.0024", + "v": "10"}], + "e": "spot@public.increase.depth.v3.api", + "r": "3407459756"}, + "s": "COINALPHAHBOT", + "t": 1661932660144 + }, + timestamp=1640000000.0, + metadata={"trading_pair": "COINALPHA-HBOT"} + ) + + self.assertEqual("COINALPHA-HBOT", diff_msg.trading_pair) + self.assertEqual(OrderBookMessageType.DIFF, diff_msg.type) + self.assertEqual(1640000000.0, diff_msg.timestamp) + self.assertEqual(3407459756, diff_msg.update_id) + self.assertEqual(-1, diff_msg.trade_id) + self.assertEqual(1, len(diff_msg.bids)) + self.assertEqual(0.0024, diff_msg.bids[0].price) + self.assertEqual(10.0, diff_msg.bids[0].amount) + self.assertEqual(3407459756, diff_msg.bids[0].update_id) + self.assertEqual(1, len(diff_msg.asks)) + self.assertEqual(0.0026, diff_msg.asks[0].price) + self.assertEqual(100.0, diff_msg.asks[0].amount) + self.assertEqual(3407459756, diff_msg.asks[0].update_id) + + def test_trade_message_from_exchange(self): + trade_update = { + "e": "trade", + "E": 1234567890123, + "s": "COINALPHAHBOT", + "t": 12345, + "p": "0.001", + "q": "100", + "b": 88, + "a": 50, + "T": 123456785, + "m": True, + "M": True + } + trade_update = { + "c": "spot@public.deals.v3.api@BTCUSDT", + "d": { + "deals": [{ + "S": 2, + "p": "0.001", + "t": 1661927587825, + "v": "100"}], + "e": "spot@public.deals.v3.api"}, + "s": "COINALPHAHBOT", + "t": 1661927587836 + } + + trade_message = MexcOrderBook.trade_message_from_exchange( + msg=trade_update, + metadata={"trading_pair": "COINALPHA-HBOT"} + ) + + self.assertEqual("COINALPHA-HBOT", trade_message.trading_pair) + self.assertEqual(OrderBookMessageType.TRADE, trade_message.type) + self.assertEqual(1661927587.836, trade_message.timestamp) + self.assertEqual(1661927587836, trade_message.update_id) + self.assertEqual(1661927587825, trade_message.trade_id) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book_message.py b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book_message.py deleted file mode 100644 index 556e30dfc0..0000000000 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book_message.py +++ /dev/null @@ -1,67 +0,0 @@ -from unittest import TestCase - -from hummingbot.connector.exchange.mexc.mexc_order_book_message import MexcOrderBookMessage -from hummingbot.core.data_type.order_book_message import OrderBookMessageType - - -class MexcOrderBookMessageTests(TestCase): - - @property - def get_content(self): - return { - "trading_pair": "MX-USDT", - "update_id": 1637654307737, - "bids": [{"price": "2.7548", "quantity": "28.18"}], - "asks": [{"price": "2.7348", "quantity": "18.18"}] - } - - def test_equality_based_on_type_and_timestamp(self): - message = MexcOrderBookMessage(message_type=OrderBookMessageType.SNAPSHOT, - content={"data": []}, - timestamp=10000000) - equal_message = MexcOrderBookMessage(message_type=OrderBookMessageType.SNAPSHOT, - content={"data": []}, - timestamp=10000000) - message_with_different_type = MexcOrderBookMessage(message_type=OrderBookMessageType.DIFF, - content={"data": []}, - timestamp=10000000) - message_with_different_timestamp = MexcOrderBookMessage(message_type=OrderBookMessageType.SNAPSHOT, - content={"data": []}, - timestamp=90000000) - - self.assertEqual(message, message) - self.assertEqual(message, equal_message) - self.assertNotEqual(message, message_with_different_type) - self.assertNotEqual(message, message_with_different_timestamp) - - def test_equal_messages_have_equal_hash(self): - message = MexcOrderBookMessage(message_type=OrderBookMessageType.SNAPSHOT, - content={"data": []}, - timestamp=10000000) - equal_message = MexcOrderBookMessage(message_type=OrderBookMessageType.SNAPSHOT, - content={"data": []}, - timestamp=10000000) - - self.assertEqual(hash(message), hash(equal_message)) - - def test_delete_buy_order_book_entry_always_has_zero_amount(self): - message = MexcOrderBookMessage(message_type=OrderBookMessageType.DIFF, - content=self.get_content, - timestamp=1637654307737) - bids = message.bids - - self.assertEqual(1, len(bids)) - self.assertEqual(2.7548, bids[0].price) - self.assertEqual(28.18, bids[0].amount) - self.assertEqual(1637654307737000, bids[0].update_id) - - def test_delete_sell_order_book_entry_always_has_zero_amount(self): - message = MexcOrderBookMessage(message_type=OrderBookMessageType.DIFF, - content=self.get_content, - timestamp=1637654307737) - asks = message.asks - - self.assertEqual(1, len(asks)) - self.assertEqual(2.7348, asks[0].price) - self.assertEqual(18.18, asks[0].amount) - self.assertEqual(1637654307737000, asks[0].update_id) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book_tracker.py b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book_tracker.py deleted file mode 100644 index 41c4da5a18..0000000000 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book_tracker.py +++ /dev/null @@ -1,138 +0,0 @@ -#!/usr/bin/env python -import asyncio -import json -import unittest -from decimal import Decimal -from typing import Any, Awaitable -from unittest.mock import AsyncMock - -from aioresponses import aioresponses - -import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS -from hummingbot.connector.exchange.mexc.mexc_order_book import MexcOrderBook -from hummingbot.connector.exchange.mexc.mexc_order_book_message import MexcOrderBookMessage -from hummingbot.connector.exchange.mexc.mexc_order_book_tracker import MexcOrderBookTracker -from hummingbot.connector.exchange.mexc.mexc_utils import convert_to_exchange_trading_pair -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler -from hummingbot.core.data_type.order_book import OrderBook - - -class MexcOrderBookTrackerUnitTest(unittest.TestCase): - - @property - def content(self): - return {"asks": [{"price": "37751.0", "quantity": "0.015"}], - "bids": [{"price": "37750.0", "quantity": "0.015"}]} - - @property - def mock_data(self): - _data = {"code": 200, "data": { - "asks": [{"price": "56454.0", "quantity": "0.799072"}, {"price": "56455.28", "quantity": "0.008663"}], - "bids": [{"price": "56451.0", "quantity": "0.008663"}, {"price": "56449.99", "quantity": "0.173078"}], - "version": "547878563"}} - return _data - - @classmethod - def setUpClass(cls): - super().setUpClass() - cls.base_asset = "COINALPHA" - cls.quote_asset = "HBOT" - cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" - cls.instrument_id = 1 - - cls.ev_loop: asyncio.AbstractEventLoop = asyncio.get_event_loop() - - def setUp(self) -> None: - super().setUp() - throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) - self.tracker: MexcOrderBookTracker = MexcOrderBookTracker(throttler=throttler, - trading_pairs=[self.trading_pair]) - self.tracking_task = None - - # Simulate start() - self.tracker._order_books[self.trading_pair] = MexcOrderBook() - self.tracker._tracking_message_queues[self.trading_pair] = asyncio.Queue() - self.tracker._order_books_initialized.set() - - def tearDown(self) -> None: - self.tracking_task and self.tracking_task.cancel() - if len(self.tracker._tracking_tasks) > 0: - for task in self.tracker._tracking_tasks.values(): - task.cancel() - super().tearDown() - - @staticmethod - def set_mock_response(mock_api, status: int, json_data: Any): - mock_api.return_value.__aenter__.return_value.status = status - mock_api.return_value.__aenter__.return_value.json = AsyncMock(return_value=json_data) - - def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): - ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) - return ret - - def simulate_queue_order_book_messages(self, message: MexcOrderBookMessage): - message_queue = self.tracker._tracking_message_queues[self.trading_pair] - message_queue.put_nowait(message) - - def test_exchange_name(self): - self.assertEqual(self.tracker.exchange_name, CONSTANTS.EXCHANGE_NAME) - - def test_track_single_book_apply_snapshot(self): - snapshot_msg = MexcOrderBook.snapshot_message_from_exchange( - msg=self.content, - timestamp=1626788175000, - trading_pair=self.trading_pair - ) - self.simulate_queue_order_book_messages(snapshot_msg) - - with self.assertRaises(asyncio.TimeoutError): - # Allow 5 seconds for tracker to process some messages. - self.tracking_task = self.ev_loop.create_task(asyncio.wait_for( - self.tracker._track_single_book(self.trading_pair), - 2.0 - )) - self.async_run_with_timeout(self.tracking_task) - - self.assertEqual(1626788175000000, self.tracker.order_books[self.trading_pair].snapshot_uid) - - @aioresponses() - def test_init_order_books(self, mock_api): - trading_pair = convert_to_exchange_trading_pair(self.trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - mock_api.get(url, body=json.dumps(self.mock_data)) - - self.tracker._order_books_initialized.clear() - self.tracker._tracking_message_queues.clear() - self.tracker._tracking_tasks.clear() - self.tracker._order_books.clear() - - self.assertEqual(0, len(self.tracker.order_books)) - self.assertEqual(0, len(self.tracker._tracking_message_queues)) - self.assertEqual(0, len(self.tracker._tracking_tasks)) - self.assertFalse(self.tracker._order_books_initialized.is_set()) - - init_order_books_task = self.ev_loop.create_task( - self.tracker._init_order_books() - ) - - self.async_run_with_timeout(init_order_books_task) - - self.assertIsInstance(self.tracker.order_books[self.trading_pair], OrderBook) - self.assertTrue(self.tracker._order_books_initialized.is_set()) - - @aioresponses() - def test_can_get_price_after_order_book_init(self, mock_api): - trading_pair = convert_to_exchange_trading_pair(self.trading_pair) - tick_url = CONSTANTS.MEXC_DEPTH_URL.format(trading_pair=trading_pair) - url = CONSTANTS.MEXC_BASE_URL + tick_url - mock_api.get(url, body=json.dumps(self.mock_data)) - - init_order_books_task = self.ev_loop.create_task( - self.tracker._init_order_books() - ) - self.async_run_with_timeout(init_order_books_task) - - ob = self.tracker.order_books[self.trading_pair] - ask_price = ob.get_price(True) - self.assertEqual(Decimal("56454.0"), ask_price) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py b/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py new file mode 100644 index 0000000000..ef20d7a091 --- /dev/null +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py @@ -0,0 +1,319 @@ +import asyncio +import json +import re +import unittest +from typing import Any, Awaitable, Dict, Optional +from unittest.mock import AsyncMock, MagicMock, patch + +from aioresponses import aioresponses +from bidict import bidict + +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS, mexc_web_utils as web_utils +from hummingbot.connector.exchange.mexc.mexc_api_user_stream_data_source import MexcAPIUserStreamDataSource +from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth +from hummingbot.connector.exchange.mexc.mexc_exchange import MexcExchange +from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant +from hummingbot.connector.time_synchronizer import TimeSynchronizer +from hummingbot.core.api_throttler.async_throttler import AsyncThrottler + + +class MexcUserStreamDataSourceUnitTests(unittest.TestCase): + # the level is required to receive logs from the data source logger + level = 0 + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.ev_loop = asyncio.get_event_loop() + cls.base_asset = "COINALPHA" + cls.quote_asset = "HBOT" + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.ex_trading_pair = cls.base_asset + cls.quote_asset + cls.domain = "com" + + cls.listen_key = "TEST_LISTEN_KEY" + + def setUp(self) -> None: + super().setUp() + self.log_records = [] + self.listening_task: Optional[asyncio.Task] = None + self.mocking_assistant = NetworkMockingAssistant() + + self.throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self.mock_time_provider = MagicMock() + self.mock_time_provider.time.return_value = 1000 + self.auth = MexcAuth(api_key="TEST_API_KEY", secret_key="TEST_SECRET", time_provider=self.mock_time_provider) + self.time_synchronizer = TimeSynchronizer() + self.time_synchronizer.add_time_offset_ms_sample(0) + + client_config_map = ClientConfigAdapter(ClientConfigMap()) + self.connector = MexcExchange( + client_config_map=client_config_map, + mexc_api_key="", + mexc_api_secret="", + trading_pairs=[], + trading_required=False, + domain=self.domain) + self.connector._web_assistants_factory._auth = self.auth + + self.data_source = MexcAPIUserStreamDataSource( + auth=self.auth, + trading_pairs=[self.trading_pair], + connector=self.connector, + api_factory=self.connector._web_assistants_factory, + domain=self.domain + ) + + self.data_source.logger().setLevel(1) + self.data_source.logger().addHandler(self) + + self.resume_test_event = asyncio.Event() + + self.connector._set_trading_pair_symbol_map(bidict({self.ex_trading_pair: self.trading_pair})) + + def tearDown(self) -> None: + self.listening_task and self.listening_task.cancel() + super().tearDown() + + def handle(self, record): + self.log_records.append(record) + + def _is_logged(self, log_level: str, message: str) -> bool: + return any(record.levelname == log_level and record.getMessage() == message + for record in self.log_records) + + def _raise_exception(self, exception_class): + raise exception_class + + def _create_exception_and_unlock_test_with_event(self, exception): + self.resume_test_event.set() + raise exception + + def _create_return_value_and_unlock_test_with_event(self, value): + self.resume_test_event.set() + return value + + def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): + ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) + return ret + + def _error_response(self) -> Dict[str, Any]: + resp = { + "code": "ERROR CODE", + "msg": "ERROR MESSAGE" + } + + return resp + + def _user_update_event(self): + # Balance Update + resp = { + "c": "spot@private.account.v3.api", + "d": { + "a": "BTC", + "c": 1678185928428, + "f": "302.185113007893322435", + "fd": "-4.990689704", + "l": "4.990689704", + "ld": "4.990689704", + "o": "ENTRUST_PLACE" + }, + "t": 1678185928435 + } + return json.dumps(resp) + + def _successfully_subscribed_event(self): + resp = { + "result": None, + "id": 1 + } + return resp + + @aioresponses() + def test_get_listen_key_log_exception(self, mock_api): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.post(regex_url, status=400, body=json.dumps(self._error_response())) + + with self.assertRaises(IOError): + self.async_run_with_timeout(self.data_source._get_listen_key()) + + @aioresponses() + def test_get_listen_key_successful(self, mock_api): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_response = { + "listenKey": self.listen_key + } + mock_api.post(regex_url, body=json.dumps(mock_response)) + + result: str = self.async_run_with_timeout(self.data_source._get_listen_key()) + + self.assertEqual(self.listen_key, result) + + @aioresponses() + def test_ping_listen_key_log_exception(self, mock_api): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_api.put(regex_url, status=400, body=json.dumps(self._error_response())) + + self.data_source._current_listen_key = self.listen_key + result: bool = self.async_run_with_timeout(self.data_source._ping_listen_key()) + + self.assertTrue(self._is_logged("WARNING", f"Failed to refresh the listen key {self.listen_key}: " + f"{self._error_response()}")) + self.assertFalse(result) + + @aioresponses() + def test_ping_listen_key_successful(self, mock_api): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + mock_api.put(regex_url, body=json.dumps({})) + + self.data_source._current_listen_key = self.listen_key + result: bool = self.async_run_with_timeout(self.data_source._ping_listen_key()) + self.assertTrue(result) + + @patch("hummingbot.connector.exchange.mexc.mexc_api_user_stream_data_source.MexcAPIUserStreamDataSource" + "._ping_listen_key", + new_callable=AsyncMock) + def test_manage_listen_key_task_loop_keep_alive_failed(self, mock_ping_listen_key): + mock_ping_listen_key.side_effect = (lambda *args, **kwargs: + self._create_return_value_and_unlock_test_with_event(False)) + + self.data_source._current_listen_key = self.listen_key + + # Simulate LISTEN_KEY_KEEP_ALIVE_INTERVAL reached + self.data_source._last_listen_key_ping_ts = 0 + + self.listening_task = self.ev_loop.create_task(self.data_source._manage_listen_key_task_loop()) + + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue(self._is_logged("ERROR", "Error occurred renewing listen key ...")) + self.assertIsNone(self.data_source._current_listen_key) + self.assertFalse(self.data_source._listen_key_initialized_event.is_set()) + + @patch("hummingbot.connector.exchange.mexc.mexc_api_user_stream_data_source.MexcAPIUserStreamDataSource." + "_ping_listen_key", + new_callable=AsyncMock) + def test_manage_listen_key_task_loop_keep_alive_successful(self, mock_ping_listen_key): + mock_ping_listen_key.side_effect = (lambda *args, **kwargs: + self._create_return_value_and_unlock_test_with_event(True)) + + # Simulate LISTEN_KEY_KEEP_ALIVE_INTERVAL reached + self.data_source._current_listen_key = self.listen_key + self.data_source._listen_key_initialized_event.set() + self.data_source._last_listen_key_ping_ts = 0 + + self.listening_task = self.ev_loop.create_task(self.data_source._manage_listen_key_task_loop()) + + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue(self._is_logged("INFO", f"Refreshed listen key {self.listen_key}.")) + self.assertGreater(self.data_source._last_listen_key_ping_ts, 0) + + @aioresponses() + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_user_stream_get_listen_key_successful_with_user_update_event(self, mock_api, mock_ws): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_response = { + "listenKey": self.listen_key + } + mock_api.post(regex_url, body=json.dumps(mock_response)) + + mock_ws.return_value = self.mocking_assistant.create_websocket_mock() + self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, self._user_update_event()) + + msg_queue = asyncio.Queue() + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_user_stream(msg_queue) + ) + + msg = self.async_run_with_timeout(msg_queue.get()) + self.assertEqual(json.loads(self._user_update_event()), msg) + mock_ws.return_value.ping.assert_called() + + @aioresponses() + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_user_stream_does_not_queue_empty_payload(self, mock_api, mock_ws): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_response = { + "listenKey": self.listen_key + } + mock_api.post(regex_url, body=json.dumps(mock_response)) + + mock_ws.return_value = self.mocking_assistant.create_websocket_mock() + self.mocking_assistant.add_websocket_aiohttp_message(mock_ws.return_value, "") + + msg_queue = asyncio.Queue() + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_user_stream(msg_queue) + ) + + self.mocking_assistant.run_until_all_aiohttp_messages_delivered(mock_ws.return_value) + + self.assertEqual(0, msg_queue.qsize()) + + @aioresponses() + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_user_stream_connection_failed(self, mock_api, mock_ws): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_response = { + "listenKey": self.listen_key + } + mock_api.post(regex_url, body=json.dumps(mock_response)) + + mock_ws.side_effect = lambda *arg, **kwars: self._create_exception_and_unlock_test_with_event( + Exception("TEST ERROR.")) + + msg_queue = asyncio.Queue() + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_user_stream(msg_queue) + ) + + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue( + self._is_logged("ERROR", + "Unexpected error while listening to user stream. Retrying after 5 seconds...")) + + @aioresponses() + @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + def test_listen_for_user_stream_iter_message_throws_exception(self, mock_api, mock_ws): + url = web_utils.private_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self.domain) + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + + mock_response = { + "listenKey": self.listen_key + } + mock_api.post(regex_url, body=json.dumps(mock_response)) + + msg_queue: asyncio.Queue = asyncio.Queue() + mock_ws.return_value = self.mocking_assistant.create_websocket_mock() + mock_ws.return_value.receive.side_effect = (lambda *args, **kwargs: + self._create_exception_and_unlock_test_with_event( + Exception("TEST ERROR"))) + mock_ws.close.return_value = None + + self.listening_task = self.ev_loop.create_task( + self.data_source.listen_for_user_stream(msg_queue) + ) + + self.async_run_with_timeout(self.resume_test_event.wait()) + + self.assertTrue( + self._is_logged( + "ERROR", + "Unexpected error while listening to user stream. Retrying after 5 seconds...")) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_tracker.py b/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_tracker.py deleted file mode 100644 index bfcdae88e3..0000000000 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_tracker.py +++ /dev/null @@ -1,50 +0,0 @@ -import asyncio -from typing import Awaitable -from unittest import TestCase -from unittest.mock import AsyncMock, patch - -import ujson - -import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS -from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth -from hummingbot.connector.exchange.mexc.mexc_user_stream_tracker import MexcUserStreamTracker -from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler - - -class MexcUserStreamTrackerTests(TestCase): - - def setUp(self) -> None: - super().setUp() - self.ws_sent_messages = [] - self.ws_incoming_messages = asyncio.Queue() - self.listening_task = None - - throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) - auth_assistant = MexcAuth(api_key='testAPIKey', - secret_key='testSecret', ) - self.tracker = MexcUserStreamTracker(throttler=throttler, mexc_auth=auth_assistant) - - self.mocking_assistant = NetworkMockingAssistant() - self.ev_loop = asyncio.get_event_loop() - - def tearDown(self) -> None: - self.listening_task and self.listening_task.cancel() - super().tearDown() - - def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): - ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) - return ret - - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_listening_process_authenticates_and_subscribes_to_events(self, ws_connect_mock): - ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() - - self.mocking_assistant.add_websocket_aiohttp_message(ws_connect_mock.return_value, - ujson.dumps({'channel': 'push.personal.order'})) - self.listening_task = asyncio.get_event_loop().create_task( - self.tracker.start()) - - first_received_message = self.async_run_with_timeout(self.tracker.user_stream.get()) - - self.assertEqual({'channel': 'push.personal.order'}, first_received_message) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_utils.py b/test/hummingbot/connector/exchange/mexc/test_mexc_utils.py new file mode 100644 index 0000000000..0c8632c443 --- /dev/null +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_utils.py @@ -0,0 +1,44 @@ +import unittest + +from hummingbot.connector.exchange.mexc import mexc_utils as utils + + +class MexcUtilTestCases(unittest.TestCase): + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.base_asset = "COINALPHA" + cls.quote_asset = "HBOT" + cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.hb_trading_pair = f"{cls.base_asset}-{cls.quote_asset}" + cls.ex_trading_pair = f"{cls.base_asset}{cls.quote_asset}" + + def test_is_exchange_information_valid(self): + invalid_info_1 = { + "status": "BREAK", + "permissions": ["MARGIN"], + } + + self.assertFalse(utils.is_exchange_information_valid(invalid_info_1)) + + invalid_info_2 = { + "status": "BREAK", + "permissions": ["SPOT"], + } + + self.assertFalse(utils.is_exchange_information_valid(invalid_info_2)) + + invalid_info_3 = { + "status": "ENABLED", + "permissions": ["MARGIN"], + } + + self.assertFalse(utils.is_exchange_information_valid(invalid_info_3)) + + invalid_info_4 = { + "status": "ENABLED", + "permissions": ["SPOT"], + } + + self.assertTrue(utils.is_exchange_information_valid(invalid_info_4)) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_web_utils.py b/test/hummingbot/connector/exchange/mexc/test_mexc_web_utils.py new file mode 100644 index 0000000000..51ba43474f --- /dev/null +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_web_utils.py @@ -0,0 +1,19 @@ +import unittest + +import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS +from hummingbot.connector.exchange.mexc import mexc_web_utils as web_utils + + +class MexcUtilTestCases(unittest.TestCase): + + def test_public_rest_url(self): + path_url = "/TEST_PATH" + domain = "com" + expected_url = CONSTANTS.REST_URL.format(domain) + CONSTANTS.PUBLIC_API_VERSION + path_url + self.assertEqual(expected_url, web_utils.public_rest_url(path_url, domain)) + + def test_private_rest_url(self): + path_url = "/TEST_PATH" + domain = "com" + expected_url = CONSTANTS.REST_URL.format(domain) + CONSTANTS.PRIVATE_API_VERSION + path_url + self.assertEqual(expected_url, web_utils.private_rest_url(path_url, domain)) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_websocket_adaptor.py b/test/hummingbot/connector/exchange/mexc/test_mexc_websocket_adaptor.py deleted file mode 100644 index 44aa4bbba7..0000000000 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_websocket_adaptor.py +++ /dev/null @@ -1,108 +0,0 @@ -import asyncio -import unittest -from typing import Awaitable, Optional -from unittest.mock import AsyncMock, patch - -import hummingbot.connector.exchange.mexc.mexc_constants as CONSTANTS -from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth -from hummingbot.connector.exchange.mexc.mexc_websocket_adaptor import MexcWebSocketAdaptor -from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant -from hummingbot.core.api_throttler.async_throttler import AsyncThrottler - - -class MexcWebSocketUnitTests(unittest.TestCase): - # the level is required to receive logs from the data source logger - level = 0 - - @classmethod - def setUpClass(cls) -> None: - super().setUpClass() - cls.ev_loop = asyncio.get_event_loop() - cls.trading_pairs = ["COINALPHA-HBOT"] - - cls.api_key = "someKey" - cls.secret_key = "someSecretKey" - cls.auth = MexcAuth(api_key=cls.api_key, secret_key=cls.secret_key) - - def setUp(self) -> None: - super().setUp() - self.log_records = [] - throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) - - self.websocket = MexcWebSocketAdaptor(throttler) - self.websocket.logger().setLevel(1) - self.websocket.logger().addHandler(self) - - self.mocking_assistant = NetworkMockingAssistant() - self.async_task: Optional[asyncio.Task] = None - - self.resume_test_event = asyncio.Event() - - def tearDown(self) -> None: - self.async_run_with_timeout(self.websocket.disconnect()) - self.async_task and self.async_task.cancel() - super().tearDown() - - def handle(self, record): - self.log_records.append(record) - - def _is_logged(self, log_level: str, message: str) -> bool: - return any(record.levelname == log_level and record.getMessage() == message for record in self.log_records) - - def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): - ret = self.ev_loop.run_until_complete(asyncio.wait_for(coroutine, timeout)) - return ret - - def resume_test_callback(self): - self.resume_test_event.set() - - async def _iter_message(self): - async for _ in self.websocket.iter_messages(): - self.resume_test_callback() - self.async_task.cancel() - - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_connect_raises_exception(self, ws_connect_mock): - throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS) - ws_connect_mock.side_effect = Exception("TEST ERROR") - - self.websocket = MexcWebSocketAdaptor(throttler) - - with self.assertRaisesRegex(Exception, "TEST ERROR"): - self.async_run_with_timeout(self.websocket.connect()) - - self.assertTrue(self._is_logged("ERROR", "Websocket error: 'TEST ERROR'")) - - def test_disconnect(self): - ws = AsyncMock() - self.websocket._websocket = ws - - self.async_run_with_timeout(self.websocket.disconnect()) - - self.assertEqual(1, ws.close.await_count) - - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_subscribe_to_order_book_streams_raises_cancelled_exception(self, ws_connect_mock): - ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() - - self.async_run_with_timeout(self.websocket.connect()) - - ws_connect_mock.return_value.send_str.side_effect = asyncio.CancelledError - - with self.assertRaises(asyncio.CancelledError): - self.async_run_with_timeout(self.websocket.subscribe_to_order_book_streams(self.trading_pairs)) - - @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - def test_subscribe_to_order_book_streams_logs_exception(self, ws_connect_mock): - ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() - - self.async_run_with_timeout(self.websocket.connect()) - - ws_connect_mock.return_value.send_str.side_effect = Exception("TEST ERROR") - - with self.assertRaisesRegex(Exception, "TEST ERROR"): - self.async_run_with_timeout(self.websocket.subscribe_to_order_book_streams(self.trading_pairs)) - - self.assertTrue(self._is_logged( - "ERROR", "Unexpected error occurred subscribing to order book trading and delta streams..." - )) From 71c0ee2a104f8edda6770afa4f8d4256f5d08896 Mon Sep 17 00:00:00 2001 From: bczhang Date: Thu, 17 Aug 2023 19:19:57 +0800 Subject: [PATCH 252/359] fix some unittest error --- .../connector/exchange/mexc/mexc_exchange.py | 2 +- .../test_mexc_api_order_book_data_source.py | 2 +- .../exchange/mexc/test_mexc_exchange.py | 3 +- .../exchange/mexc/test_mexc_order_book.py | 73 +++++++++---------- 4 files changed, 38 insertions(+), 42 deletions(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_exchange.py b/hummingbot/connector/exchange/mexc/mexc_exchange.py index 7a0ff7525e..f50a3df595 100755 --- a/hummingbot/connector/exchange/mexc/mexc_exchange.py +++ b/hummingbot/connector/exchange/mexc/mexc_exchange.py @@ -377,7 +377,7 @@ def _create_order_update_with_order_status_data(self, order_status: Dict[str, An order_update = OrderUpdate( trading_pair=order.trading_pair, update_timestamp=int(order_status["t"] * 1e-3), - new_state=CONSTANTS.WS_ORDER_STATE[order_status["d"]["o"]], + new_state=CONSTANTS.WS_ORDER_STATE[order_status["d"]["s"]], client_order_id=client_order_id, exchange_order_id=str(order_status["d"]["i"]), ) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py index 1eb2ddbc35..08f245e24b 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py @@ -385,7 +385,7 @@ def test_listen_for_order_book_diffs_successful(self): msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) - self.assertEqual(diff_event["d"]["r"], msg.update_id) + self.assertEqual(int(diff_event["d"]["r"]), msg.update_id) @aioresponses() def test_listen_for_order_book_snapshots_cancelled_when_fetching_snapshot(self, mock_api): diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index 9e535471ab..9cd84ce2a4 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -1254,9 +1254,10 @@ def test_place_order_manage_server_overloaded_error_failure(self, mock_api): def test_format_trading_rules__min_notional_present(self): trading_rules = [{ "symbol": "COINALPHAHBOT", + "baseSizePrecision": 8, + "quotePrecision": 8, "baseAssetPrecision": 8, "status": "ENABLED", - "quotePrecision": 8, "quoteAmountPrecision": "0.001", "orderTypes": ["LIMIT", "MARKET"], "filters": [ diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py index 8079e24303..acae28bf5c 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py @@ -56,21 +56,21 @@ def test_diff_message_from_exchange(self): # ] # ] # }, - msg = { - "c": "spot@public.increase.depth.v3.api@BTCUSDT", - "d": { - "asks": [{ - "p": "0.0026", - "v": "100"}], - "bids": [{ - "p": "0.0024", - "v": "10"}], - "e": "spot@public.increase.depth.v3.api", - "r": "3407459756"}, - "s": "COINALPHAHBOT", - "t": 1661932660144 - }, - timestamp=1640000000.0, + msg={ + "c": "spot@public.increase.depth.v3.api@BTCUSDT", + "d": { + "asks": [{ + "p": "0.0026", + "v": "100"}], + "bids": [{ + "p": "0.0024", + "v": "10"}], + "e": "spot@public.increase.depth.v3.api", + "r": "3407459756"}, + "s": "COINALPHAHBOT", + "t": 1661932660144 + }, + timestamp=1640000000000, metadata={"trading_pair": "COINALPHA-HBOT"} ) @@ -89,39 +89,34 @@ def test_diff_message_from_exchange(self): self.assertEqual(3407459756, diff_msg.asks[0].update_id) def test_trade_message_from_exchange(self): + # trade_update = { + # "e": "trade", + # "E": 1234567890123, + # "s": "COINALPHAHBOT", + # "t": 12345, + # "p": "0.001", + # "q": "100", + # "b": 88, + # "a": 50, + # "T": 123456785, + # "m": True, + # "M": True + # } trade_update = { - "e": "trade", - "E": 1234567890123, - "s": "COINALPHAHBOT", - "t": 12345, + "S": 2, "p": "0.001", - "q": "100", - "b": 88, - "a": 50, - "T": 123456785, - "m": True, - "M": True - } - trade_update = { - "c": "spot@public.deals.v3.api@BTCUSDT", - "d": { - "deals": [{ - "S": 2, - "p": "0.001", - "t": 1661927587825, - "v": "100"}], - "e": "spot@public.deals.v3.api"}, - "s": "COINALPHAHBOT", - "t": 1661927587836 + "t": 1661927587825, + "v": "100" } trade_message = MexcOrderBook.trade_message_from_exchange( msg=trade_update, - metadata={"trading_pair": "COINALPHA-HBOT"} + metadata={"trading_pair": "COINALPHA-HBOT"}, + timestamp=1661927587836 ) self.assertEqual("COINALPHA-HBOT", trade_message.trading_pair) self.assertEqual(OrderBookMessageType.TRADE, trade_message.type) self.assertEqual(1661927587.836, trade_message.timestamp) - self.assertEqual(1661927587836, trade_message.update_id) + self.assertEqual(-1, trade_message.update_id) self.assertEqual(1661927587825, trade_message.trade_id) From 53b45a28de7d779621f61f0203d3b851298f759f Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Thu, 17 Aug 2023 09:52:52 -0400 Subject: [PATCH 253/359] (feat) Exposes the CoinCap assets map config to the user --- hummingbot/client/config/client_config_map.py | 38 ++++++++++++++----- 1 file changed, 28 insertions(+), 10 deletions(-) diff --git a/hummingbot/client/config/client_config_map.py b/hummingbot/client/config/client_config_map.py index 52d5d03b53..a970ddaa21 100644 --- a/hummingbot/client/config/client_config_map.py +++ b/hummingbot/client/config/client_config_map.py @@ -812,20 +812,32 @@ class CoinCapRateSourceMode(RateSourceModeBase): client_data=None, ) assets_map: Dict[str, str] = Field( - default={ - "BTC": "bitcoin", - "ETH": "ethereum", - "USDT": "tether", - "CONV": "convergence", - "FIRO": "zcoin", - "BUSD": "binance-usd", - "ONE": "harmony", - "PDEX": "polkadex", - }, + default=",".join( + [ + ":".join(pair) for pair in { + "BTC": "bitcoin", + "ETH": "ethereum", + "USDT": "tether", + "CONV": "convergence", + "FIRO": "zcoin", + "BUSD": "binance-usd", + "ONE": "harmony", + "PDEX": "polkadex", + }.items() + ] + ), description=( "The symbol-to-asset ID map for CoinCap. Assets IDs can be found by selecting a symbol" " on https://coincap.io/ and extracting the last segment of the URL path." ), + client_data=ClientFieldData( + prompt=lambda cm: ( + "CoinCap symbol-to-asset ID map (e.g. 'BTC:bitcoin,ETH:ethereum', find IDs on https://coincap.io/" + " by selecting a symbol and extracting the last segment of the URL path)" + ), + is_connect_key=True, + prompt_on_new=True, + ), ) api_key: SecretStr = Field( default=SecretStr(""), @@ -844,6 +856,12 @@ def build_rate_source(self) -> RateSourceBase: ) return rate_source + @validator("assets_map", pre=True) + def validate_extra_tokens(cls, value: Union[str, Dict[str, str]]): + if isinstance(value, str): + value = {key: val for key, val in [v.split(":") for v in value.split(",")]} + return value + class Config: title = "coin_cap" From 16dc639b41dc3b4f0f0e5e734eb9b8415122d243 Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Thu, 17 Aug 2023 10:26:02 -0400 Subject: [PATCH 254/359] (feat) Adds detection of invalid API key for CoinCap --- hummingbot/client/config/client_config_map.py | 28 ++++++++++++++++--- .../coin_cap_data_feed/coin_cap_data_feed.py | 2 ++ 2 files changed, 26 insertions(+), 4 deletions(-) diff --git a/hummingbot/client/config/client_config_map.py b/hummingbot/client/config/client_config_map.py index a970ddaa21..d0a3f99009 100644 --- a/hummingbot/client/config/client_config_map.py +++ b/hummingbot/client/config/client_config_map.py @@ -843,15 +843,18 @@ class CoinCapRateSourceMode(RateSourceModeBase): default=SecretStr(""), description="API key to use to request information from CoinCap (if empty public requests will be used)", client_data=ClientFieldData( - prompt=lambda cm: "CoinCap API key", + prompt=lambda cm: "CoinCap API key (optional, but improves rate limits)", is_secure=True, is_connect_key=True, prompt_on_new=True, ), ) + class Config: + title = "coin_cap" + def build_rate_source(self) -> RateSourceBase: - rate_source = RATE_ORACLE_SOURCES[self.Config.title]( + rate_source = RATE_ORACLE_SOURCES["coin_cap"]( assets_map=self.assets_map, api_key=self.api_key.get_secret_value() ) return rate_source @@ -862,8 +865,25 @@ def validate_extra_tokens(cls, value: Union[str, Dict[str, str]]): value = {key: val for key, val in [v.split(":") for v in value.split(",")]} return value - class Config: - title = "coin_cap" + # === post-validations === + + @root_validator() + def post_validations(cls, values: Dict): + cls.rate_oracle_source_on_validated(values) + return values + + @classmethod + def rate_oracle_source_on_validated(cls, values: Dict): + RateOracle.get_instance().source = cls._build_rate_source_cls( + assets_map=values["assets_map"], api_key=values["api_key"] + ) + + @classmethod + def _build_rate_source_cls(cls, assets_map: Dict[str, str], api_key: SecretStr) -> RateSourceBase: + rate_source = RATE_ORACLE_SOURCES["coin_cap"]( + assets_map=assets_map, api_key=api_key.get_secret_value() + ) + return rate_source class KuCoinRateSourceMode(ExchangeRateSourceModeBase): diff --git a/hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py b/hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py index f1eb70b05e..46dacce4f4 100644 --- a/hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py +++ b/hummingbot/data_feed/coin_cap_data_feed/coin_cap_data_feed.py @@ -132,6 +132,8 @@ async def _make_request(self, url: str, params: Optional[Dict[str, Any]] = None) def _check_is_api_key_authorized(self, response: RESTResponse): self.logger().debug(f"CoinCap REST response headers: {response.headers}") self._is_api_key_authorized = int(response.headers["X-Ratelimit-Limit"]) == CONSTANTS.API_KEY_LIMIT + if not self._is_api_key_authorized and self._api_key != "": + self.logger().warning("CoinCap API key is not authorized. Please check your API key.") async def _stream_prices(self): while True: From 8a11d7a2ce0f8165e982a5ea96af1922953a2b14 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 17 Aug 2023 12:09:54 -0300 Subject: [PATCH 255/359] (fix) Solved Flake8 error --- hummingbot/client/config/config_helpers.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/client/config/config_helpers.py b/hummingbot/client/config/config_helpers.py index 7289574827..c9e50c8c01 100644 --- a/hummingbot/client/config/config_helpers.py +++ b/hummingbot/client/config/config_helpers.py @@ -811,7 +811,7 @@ def save_to_yml_legacy(yml_path: str, cm: Dict[str, ConfigVar]): data = yaml_parser.load(stream) or {} for key in cm: cvar = cm.get(key) - if type(cvar.value) == Decimal: + if isinstance(cvar.value, Decimal): data[key] = float(cvar.value) else: data[key] = cvar.value From f303d15d060bfba1e7292946afdddaac951fb8c5 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 15:17:30 +0800 Subject: [PATCH 256/359] fix some bug --- .../mexc/mexc_api_order_book_data_source.py | 10 ++++++---- .../mexc/mexc_api_user_stream_data_source.py | 12 ++++++++++-- .../connector/exchange/mexc/mexc_auth.py | 6 ++++-- .../exchange/mexc/test_mexc_exchange.py | 18 +++++++++--------- 4 files changed, 29 insertions(+), 17 deletions(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py b/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py index d785891ba4..51ee929916 100755 --- a/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py +++ b/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py @@ -78,12 +78,14 @@ async def _subscribe_channels(self, ws: WSAssistant): payload = { "method": "SUBSCRIPTION", "params": trade_params, + "id": 1 } subscribe_trade_request: WSJSONRequest = WSJSONRequest(payload=payload) payload = { "method": "SUBSCRIPTION", "params": depth_params, + "id": 2 } subscribe_orderbook_request: WSJSONRequest = WSJSONRequest(payload=payload) @@ -117,7 +119,7 @@ async def _order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: return snapshot_msg async def _parse_trade_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): - if "result" not in raw_message: + if "code" not in raw_message: trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=raw_message["s"]) for sinlge_msg in raw_message['d']['deals']: trade_message = MexcOrderBook.trade_message_from_exchange( @@ -125,7 +127,7 @@ async def _parse_trade_message(self, raw_message: Dict[str, Any], message_queue: message_queue.put_nowait(trade_message) async def _parse_order_book_diff_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue): - if "result" not in raw_message: + if "code" not in raw_message: trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=raw_message["s"]) order_book_message: OrderBookMessage = MexcOrderBook.diff_message_from_exchange( raw_message, raw_message['t'], {"trading_pair": trading_pair}) @@ -133,8 +135,8 @@ async def _parse_order_book_diff_message(self, raw_message: Dict[str, Any], mess def _channel_originating_message(self, event_message: Dict[str, Any]) -> str: channel = "" - if "result" not in event_message: - event_type = event_message.get("c") + if "code" not in event_message: + event_type = event_message.get("c","") channel = (self._diff_messages_queue_key if CONSTANTS.DIFF_EVENT_TYPE in event_type else self._trade_messages_queue_key) return channel diff --git a/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py b/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py index 15fa731522..4501087aa1 100755 --- a/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py +++ b/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py @@ -6,7 +6,7 @@ from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource from hummingbot.core.utils.async_utils import safe_ensure_future -from hummingbot.core.web_assistant.connections.data_types import RESTMethod +from hummingbot.core.web_assistant.connections.data_types import RESTMethod, WSJSONRequest from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory from hummingbot.core.web_assistant.ws_assistant import WSAssistant from hummingbot.logger import HummingbotLogger @@ -66,7 +66,8 @@ async def _get_listen_key(self): url=web_utils.public_rest_url(path_url=CONSTANTS.MEXC_USER_STREAM_PATH_URL, domain=self._domain), method=RESTMethod.POST, throttler_limit_id=CONSTANTS.MEXC_USER_STREAM_PATH_URL, - headers=self._auth.header_for_authentication() + headers=self._auth.header_for_authentication(), + is_auth_required=True ) except asyncio.CancelledError: raise @@ -128,6 +129,13 @@ async def _get_ws_assistant(self) -> WSAssistant: self._ws_assistant = await self._api_factory.get_ws_assistant() return self._ws_assistant + async def _send_ping(self, websocket_assistant: WSAssistant): + payload = { + "method": "PING", + } + ping_request: WSJSONRequest = WSJSONRequest(payload=payload) + await websocket_assistant.send(ping_request) + async def _on_user_stream_interruption(self, websocket_assistant: Optional[WSAssistant]): await super()._on_user_stream_interruption(websocket_assistant=websocket_assistant) self._manage_listen_key_task and self._manage_listen_key_task.cancel() diff --git a/hummingbot/connector/exchange/mexc/mexc_auth.py b/hummingbot/connector/exchange/mexc/mexc_auth.py index 4b54f006bd..12f4c2fec8 100644 --- a/hummingbot/connector/exchange/mexc/mexc_auth.py +++ b/hummingbot/connector/exchange/mexc/mexc_auth.py @@ -23,7 +23,7 @@ async def rest_authenticate(self, request: RESTRequest) -> RESTRequest: :param request: the request to be configured for authenticated interaction """ if request.method == RESTMethod.POST: - request.data = self.add_auth_to_params(params=json.loads(request.data)) + request.data = self.add_auth_to_params(params=json.loads(request.data) if request.data is not None else {}) else: request.params = self.add_auth_to_params(params=request.params) @@ -55,7 +55,9 @@ def add_auth_to_params(self, return request_params def header_for_authentication(self) -> Dict[str, str]: - return {"X-MEXC-APIKEY": self.api_key} + return {"X-MEXC-APIKEY": self.api_key, + # "Content-Type":"application/x-www-form-urlencoded" + } def _generate_signature(self, params: Dict[str, Any]) -> str: diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index 9cd84ce2a4..26479fa5c8 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -67,7 +67,7 @@ def all_symbols_request_mock_response(self): "baseAsset": self.base_asset, "baseSizePrecision": 1e-8, "quotePrecision": 8, - "baseAssetPrecision": 1e-8, + "baseAssetPrecision": 8, "quoteAmountPrecision": 8, "quoteAsset": self.quote_asset, "quoteAssetPrecision": 8, @@ -132,9 +132,9 @@ def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: "symbol": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), "status": "ENABLED", "baseAsset": self.base_asset, - "baseSizePrecision": 8, - "quotePrecision": 1e-8, - "baseAssetPrecision": 1e-8, + "baseSizePrecision": 1e-8, + "quotePrecision": 8, + "baseAssetPrecision": 8, "quoteAsset": self.quote_asset, "quoteAssetPrecision": 8, "baseCommissionPrecision": 8, @@ -163,7 +163,7 @@ def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]: "baseAsset": "INVALID", "baseSizePrecision": 1e-8, "quotePrecision": 8, - "baseAssetPrecision": 1e-8, + "baseAssetPrecision": 8, "quoteAmountPrecision": 8, "quoteAsset": "PAIR", "quoteAssetPrecision": 8, @@ -209,7 +209,7 @@ def trading_rules_request_mock_response(self): "baseAsset": self.base_asset, "baseSizePrecision": 1e-8, "quotePrecision": 8, - "baseAssetPrecision": 1e-8, + "baseAssetPrecision": 8, "quoteAmountPrecision": 8, "quoteAsset": self.quote_asset, "quoteAssetPrecision": 8, @@ -232,7 +232,7 @@ def trading_rules_request_mock_response(self): "stepSize": "0.00100000" }, { "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000" + "minNotional": "0.00200000" } ], "permissions": [ @@ -1254,7 +1254,7 @@ def test_place_order_manage_server_overloaded_error_failure(self, mock_api): def test_format_trading_rules__min_notional_present(self): trading_rules = [{ "symbol": "COINALPHAHBOT", - "baseSizePrecision": 8, + "baseSizePrecision": 1e-8, "quotePrecision": 8, "baseAssetPrecision": 8, "status": "ENABLED", @@ -1273,7 +1273,7 @@ def test_format_trading_rules__min_notional_present(self): "stepSize": "0.00100000" }, { "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000" + "minNotional": "0.00300000" } ], "permissions": [ From 5fc908374493f4c1edb32458b6ed4c17ec56822b Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 15:59:02 +0800 Subject: [PATCH 257/359] fix some bug --- .../mexc/mexc_api_user_stream_data_source.py | 50 +++++++++++++++++-- .../connector/exchange/mexc/mexc_constants.py | 8 +-- .../connector/exchange/mexc/mexc_exchange.py | 1 + 3 files changed, 50 insertions(+), 9 deletions(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py b/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py index 4501087aa1..06fc46289c 100755 --- a/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py +++ b/hummingbot/connector/exchange/mexc/mexc_api_user_stream_data_source.py @@ -16,7 +16,6 @@ class MexcAPIUserStreamDataSource(UserStreamTrackerDataSource): - LISTEN_KEY_KEEP_ALIVE_INTERVAL = 1800 # Recommended to Ping/Update listen key to keep connection alive HEARTBEAT_TIME_INTERVAL = 30.0 @@ -51,13 +50,43 @@ async def _connected_websocket_assistant(self) -> WSAssistant: async def _subscribe_channels(self, websocket_assistant: WSAssistant): """ - Subscribes to the trade events and diff orders events through the provided websocket connection. - - Mexc does not require any channel subscription. + Subscribes to order events and balance events. :param websocket_assistant: the websocket assistant used to connect to the exchange """ - pass + try: + + orders_change_payload = { + "method": "SUBSCRIPTION", + "params": [CONSTANTS.USER_ORDERS_ENDPOINT_NAME], + "id": 1 + } + subscribe_order_change_request: WSJSONRequest = WSJSONRequest(payload=orders_change_payload) + + trades_payload = { + "method": "SUBSCRIPTION", + "params": [CONSTANTS.USER_TRADES_ENDPOINT_NAME], + "id": 2 + } + subscribe_trades_request: WSJSONRequest = WSJSONRequest(payload=trades_payload) + + balance_payload = { + "method": "SUBSCRIPTION", + "params": [CONSTANTS.USER_BALANCE_ENDPOINT_NAME], + "id": 3 + } + subscribe_balance_request: WSJSONRequest = WSJSONRequest(payload=balance_payload) + + await websocket_assistant.send(subscribe_order_change_request) + await websocket_assistant.send(subscribe_trades_request) + await websocket_assistant.send(subscribe_balance_request) + + self.logger().info("Subscribed to private order changes and balance updates channels...") + except asyncio.CancelledError: + raise + except Exception: + self.logger().exception("Unexpected error occurred subscribing to user streams...") + raise async def _get_listen_key(self): rest_assistant = await self._api_factory.get_rest_assistant() @@ -142,3 +171,14 @@ async def _on_user_stream_interruption(self, websocket_assistant: Optional[WSAss self._current_listen_key = None self._listen_key_initialized_event.clear() await self._sleep(5) + + async def _process_websocket_messages(self, websocket_assistant: WSAssistant, queue: asyncio.Queue): + while True: + try: + await asyncio.wait_for( + super()._process_websocket_messages(websocket_assistant=websocket_assistant, queue=queue), + timeout=CONSTANTS.WS_CONNECTION_TIME_INTERVAL + ) + except asyncio.TimeoutError: + ping_request = WSJSONRequest(payload={"method": "PING"}) + await websocket_assistant.send(ping_request) diff --git a/hummingbot/connector/exchange/mexc/mexc_constants.py b/hummingbot/connector/exchange/mexc/mexc_constants.py index 23a884200a..f525b53777 100644 --- a/hummingbot/connector/exchange/mexc/mexc_constants.py +++ b/hummingbot/connector/exchange/mexc/mexc_constants.py @@ -74,10 +74,10 @@ DIFF_EVENT_TYPE = "increase.depth" TRADE_EVENT_TYPE = "public.deals" -USER_TRADES_ENDPOINT_NAME= "spot@private.deals.v3.api" -USER_ORDERS_ENDPOINT_NAME= "spot@private.orders.v3.api" -USER_BALANCE_ENDPOINT_NAME= "spot@private.account.v3.api" - +USER_TRADES_ENDPOINT_NAME = "spot@private.deals.v3.api" +USER_ORDERS_ENDPOINT_NAME = "spot@private.orders.v3.api" +USER_BALANCE_ENDPOINT_NAME = "spot@private.account.v3.api" +WS_CONNECTION_TIME_INTERVAL = 20 RATE_LIMITS = [ RateLimit(limit_id=IP_REQUEST_WEIGHT, limit=20000, time_interval=ONE_MINUTE), RateLimit(limit_id=UID_REQUEST_WEIGHT, limit=240000, time_interval=ONE_MINUTE), diff --git a/hummingbot/connector/exchange/mexc/mexc_exchange.py b/hummingbot/connector/exchange/mexc/mexc_exchange.py index f50a3df595..2eb063ce77 100755 --- a/hummingbot/connector/exchange/mexc/mexc_exchange.py +++ b/hummingbot/connector/exchange/mexc/mexc_exchange.py @@ -309,6 +309,7 @@ async def _user_stream_event_listener(self): channel: str = event_message.get("c", None) results: Dict[str, Any] = event_message.get("d", {}) try: + # if "code" not in event_message and channel not in user_channels: if channel not in user_channels: self.logger().error( f"Unexpected message in user stream: {event_message}.", exc_info=True) From 52e6a781bd7bab33da46d7e86a543db4768afb99 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 16:43:04 +0800 Subject: [PATCH 258/359] fix some bug --- .../connector/exchange/mexc/mexc_exchange.py | 11 ++-- .../exchange/mexc/test_mexc_exchange.py | 63 +++++++------------ 2 files changed, 28 insertions(+), 46 deletions(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_exchange.py b/hummingbot/connector/exchange/mexc/mexc_exchange.py index 2eb063ce77..9920dafdb4 100755 --- a/hummingbot/connector/exchange/mexc/mexc_exchange.py +++ b/hummingbot/connector/exchange/mexc/mexc_exchange.py @@ -306,11 +306,10 @@ async def _user_stream_event_listener(self): CONSTANTS.USER_BALANCE_ENDPOINT_NAME, ] async for event_message in self._iter_user_event_queue(): - channel: str = event_message.get("c", None) - results: Dict[str, Any] = event_message.get("d", {}) try: - # if "code" not in event_message and channel not in user_channels: - if channel not in user_channels: + channel: str = event_message.get("c", None) + results: Dict[str, Any] = event_message.get("d", {}) + if "code" not in event_message and channel not in user_channels: self.logger().error( f"Unexpected message in user stream: {event_message}.", exc_info=True) continue @@ -355,8 +354,8 @@ def _create_trade_update_with_order_fill_data( trading_pair=order.trading_pair, fee=fee, fill_base_amount=Decimal(order_fill["v"]), - fill_quote_amount=Decimal(order_fill["v"]) * Decimal(order_fill["a"]), - fill_price=Decimal(order_fill["a"]), + fill_quote_amount=Decimal(order_fill["a"]), + fill_price=Decimal(order_fill["p"]), fill_timestamp=order_fill["T"] * 1e-3, ) return trade_update diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index 26479fa5c8..42021c049c 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -364,11 +364,10 @@ def expected_trading_rule(self): trading_pair=self.trading_pair, min_order_size=Decimal(self.trading_rules_request_mock_response["symbols"][0]["baseSizePrecision"]), min_price_increment=Decimal( - self.trading_rules_request_mock_response["symbols"][0]["quotePrecision"]), + f'1e-{self.trading_rules_request_mock_response["symbols"][0]["quotePrecision"]}'), min_base_amount_increment=Decimal( - self.trading_rules_request_mock_response["symbols"][0]["baseAssetPrecision"]), - min_notional_size=Decimal( - self.trading_rules_request_mock_response["symbols"][0]["quoteAmountPrecision"]), + f'1e-{self.trading_rules_request_mock_response["symbols"][0]["baseAssetPrecision"]}'), + min_notional_size=Decimal(self.trading_rules_request_mock_response["symbols"][0]["quoteAmountPrecision"]), ) @property @@ -738,43 +737,27 @@ def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): "t": 1499405658657 } - # { - # "e": "executionReport", - # "E": 1499405658658, - # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), - # "c": order.client_order_id, - # "S": order.trade_type.name.upper(), - # "o": order.order_type.name.upper(), - # "f": "GTC", - # "q": str(order.amount), - # "p": str(order.price), - # "P": "0.00000000", - # "F": "0.00000000", - # "g": -1, - # "C": "", - # "x": "TRADE", - # "X": "FILLED", - # "r": "NONE", - # "i": order.exchange_order_id, - # "l": str(order.amount), - # "z": str(order.amount), - # "L": str(order.price), - # "n": str(self.expected_fill_fee.flat_fees[0].amount), - # "N": self.expected_fill_fee.flat_fees[0].token, - # "T": 1499405658657, - # "t": 1, - # "I": 8641984, - # "w": True, - # "m": False, - # "M": False, - # "O": 1499405658657, - # "Z": "10050.00000000", - # "Y": "10050.00000000", - # "Q": "10000.00000000" - # } def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): - return None + return { + "c": "spot@private.deals.v3.api", + "d": { + "p": order.price, + "v": order.amount, + "a": order.price * order.amount, + "S": 1, + "T": 1678901086198, + "t": "5bbb6ad8b4474570b155610e3960cd", + "c": order.client_order_id, + "i": order.exchange_order_id, + "m": 0, + "st": 0, + "n": "0.000248206380027431", + "N": "MX" + }, + "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), + "t": 1661938980285 + } @aioresponses() @patch("hummingbot.connector.time_synchronizer.TimeSynchronizer._current_seconds_counter") @@ -1074,6 +1057,7 @@ def test_update_order_status_when_failed(self, mock_api): f"client_order_id='{order.client_order_id}', exchange_order_id='{order.exchange_order_id}', " "misc_updates=None)") ) + # # def test_user_stream_update_for_order_failure(self): # self.exchange._set_current_timestamp(1640780000) @@ -1286,7 +1270,6 @@ def test_format_trading_rules__min_notional_present(self): self.assertEqual(result[0].min_notional_size, Decimal("0.00100000")) - def _validate_auth_credentials_taking_parameters_from_argument(self, request_call_tuple: RequestCall, params: Dict[str, Any]): From e6e3c4f618eb844ad57e8e3b90a20c2772e28494 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 16:44:28 +0800 Subject: [PATCH 259/359] fix some bug --- test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index 42021c049c..bfbdc1fa14 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -753,7 +753,7 @@ def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): "m": 0, "st": 0, "n": "0.000248206380027431", - "N": "MX" + "N": self.quote_asset }, "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), "t": 1661938980285 From c7978e6791b7a6262313400cb448c237c5fab1f7 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 16:45:43 +0800 Subject: [PATCH 260/359] fix some bug --- test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index bfbdc1fa14..a0f60165a4 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -752,7 +752,7 @@ def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): "i": order.exchange_order_id, "m": 0, "st": 0, - "n": "0.000248206380027431", + "n": Decimal(self.expected_fill_fee.flat_fees[0].amount), "N": self.quote_asset }, "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), From defbb89f11cdc5a53ced0cfc714fa0e5f9d7cc85 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 16:52:03 +0800 Subject: [PATCH 261/359] fix some bug --- .../mexc/test_mexc_api_order_book_data_source.py | 12 +++++++----- .../mexc/test_mexc_user_stream_data_source.py | 1 - 2 files changed, 7 insertions(+), 6 deletions(-) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py index 08f245e24b..7d136351f9 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py @@ -82,7 +82,7 @@ def async_run_with_timeout(self, coroutine: Awaitable, timeout: float = 1): def _successfully_subscribed_event(self): resp = { - "result": None, + "code": None, "id": 1 } return resp @@ -203,11 +203,11 @@ def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(self, ws_ ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() result_subscribe_trades = { - "result": None, + "code": None, "id": 1 } result_subscribe_diffs = { - "result": None, + "code": None, "id": 2 } @@ -228,11 +228,13 @@ def test_listen_for_subscriptions_subscribes_to_trades_and_order_diffs(self, ws_ self.assertEqual(2, len(sent_subscription_messages)) expected_trade_subscription = { "method": "SUBSCRIPTION", - "params": [f"spot@public.deals.v3.api@{self.ex_trading_pair}"]} + "params": [f"spot@public.deals.v3.api@{self.ex_trading_pair}"], + "id": 1} self.assertEqual(expected_trade_subscription, sent_subscription_messages[0]) expected_diff_subscription = { "method": "SUBSCRIPTION", - "params": [f"spot@public.increase.depth.v3.api@{self.ex_trading_pair}"]} + "params": [f"spot@public.increase.depth.v3.api@{self.ex_trading_pair}"], + "id": 2} self.assertEqual(expected_diff_subscription, sent_subscription_messages[1]) self.assertTrue(self._is_logged( diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py b/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py index ef20d7a091..adc2b597e7 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_user_stream_data_source.py @@ -239,7 +239,6 @@ def test_listen_for_user_stream_get_listen_key_successful_with_user_update_event msg = self.async_run_with_timeout(msg_queue.get()) self.assertEqual(json.loads(self._user_update_event()), msg) - mock_ws.return_value.ping.assert_called() @aioresponses() @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) From ae4671e4087eab9c6e62b943619bdba8d8df5043 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 17:00:24 +0800 Subject: [PATCH 262/359] format code --- .../test_mexc_api_order_book_data_source.py | 23 --- .../exchange/mexc/test_mexc_exchange.py | 144 ------------------ .../exchange/mexc/test_mexc_order_book.py | 32 ---- 3 files changed, 199 deletions(-) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py index 7d136351f9..25360f13db 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_api_order_book_data_source.py @@ -88,20 +88,6 @@ def _successfully_subscribed_event(self): return resp def _trade_update_event(self): - # resp = { - # "e": "trade", - # "E": 123456789, - # "s": self.ex_trading_pair, - # "t": 12345, - # "p": "0.001", - # "q": "100", - # "b": 88, - # "a": 50, - # "T": 123456785, - # "m": True, - # "M": True - # } - # resp = { "c": "spot@public.deals.v3.api@BTCUSDT", "d": { @@ -117,15 +103,6 @@ def _trade_update_event(self): return resp def _order_diff_event(self): - # resp = { - # "e": "depthUpdate", - # "E": 123456789, - # "s": self.ex_trading_pair, - # "U": 157, - # "u": 160, - # "b": [["0.0024", "10"]], - # "a": [["0.0026", "100"]] - # } resp = { "c": "spot@public.increase.depth.v3.api@BTCUSDT", "d": { diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index a0f60165a4..0baca89459 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -343,13 +343,6 @@ def balance_event_websocket_update(self): "t": 1564034571073 } - # { - # "e": "outboundAccountPosition", - # "E": 1564034571105, - # "u": 1564034571073, - # "B": [{"a": self.base_asset, "f": "10", "l": "5"}], - # } - @property def expected_latest_price(self): return 9999.9 @@ -619,41 +612,6 @@ def order_event_for_new_order_websocket_update(self, order: InFlightOrder): "t": 1499405658657 } - # { - # "e": "executionReport", - # "E": 1499405658658, - # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), - # "c": order.client_order_id, - # "S": order.trade_type.name.upper(), - # "o": order.order_type.name.upper(), - # "f": "GTC", - # "q": str(order.amount), - # "p": str(order.price), - # "P": "0.00000000", - # "F": "0.00000000", - # "g": -1, - # "C": "", - # "x": "NEW", - # "X": "NEW", - # "r": "NONE", - # "i": order.exchange_order_id, - # "l": "0.00000000", - # "z": "0.00000000", - # "L": "0.00000000", - # "n": "0", - # "N": None, - # "T": 1499405658657, - # "t": -1, - # "I": 8641984, - # "w": True, - # "m": False, - # "M": False, - # "O": 1499405658657, - # "Z": "0.00000000", - # "Y": "0.00000000", - # "Q": "0.00000000" - # } - def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): return { "c": "spot@private.orders.v3.api", @@ -678,41 +636,6 @@ def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): "t": 1499405658657 } - # { - # "e": "executionReport", - # "E": 1499405658658, - # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), - # "c": "dummyText", - # "S": order.trade_type.name.upper(), - # "o": order.order_type.name.upper(), - # "f": "GTC", - # "q": str(order.amount), - # "p": str(order.price), - # "P": "0.00000000", - # "F": "0.00000000", - # "g": -1, - # "C": order.client_order_id, - # "x": "CANCELED", - # "X": "CANCELED", - # "r": "NONE", - # "i": order.exchange_order_id, - # "l": "0.00000000", - # "z": "0.00000000", - # "L": "0.00000000", - # "n": "0", - # "N": None, - # "T": 1499405658657, - # "t": -1, - # "I": 8641984, - # "w": True, - # "m": False, - # "M": False, - # "O": 1499405658657, - # "Z": "0.00000000", - # "Y": "0.00000000", - # "Q": "0.00000000" - # } - def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): return { "c": "spot@private.orders.v3.api", @@ -737,7 +660,6 @@ def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): "t": 1499405658657 } - def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): return { "c": "spot@private.deals.v3.api", @@ -1058,72 +980,6 @@ def test_update_order_status_when_failed(self, mock_api): "misc_updates=None)") ) - # - # def test_user_stream_update_for_order_failure(self): - # self.exchange._set_current_timestamp(1640780000) - # self.exchange.start_tracking_order( - # order_id="OID1", - # exchange_order_id="100234", - # trading_pair=self.trading_pair, - # order_type=OrderType.LIMIT, - # trade_type=TradeType.BUY, - # price=Decimal("10000"), - # amount=Decimal("1"), - # ) - # order = self.exchange.in_flight_orders["OID1"] - # - # event_message = { - # "e": "executionReport", - # "E": 1499405658658, - # "s": self.exchange_symbol_for_tokens(self.base_asset, self.quote_asset), - # "c": order.client_order_id, - # "S": "BUY", - # "o": "LIMIT", - # "f": "GTC", - # "q": "1.00000000", - # "p": "1000.00000000", - # "P": "0.00000000", - # "F": "0.00000000", - # "g": -1, - # "C": "", - # "x": "REJECTED", - # "X": "REJECTED", - # "r": "NONE", - # "i": int(order.exchange_order_id), - # "l": "0.00000000", - # "z": "0.00000000", - # "L": "0.00000000", - # "n": "0", - # "N": None, - # "T": 1499405658657, - # "t": 1, - # "I": 8641984, - # "w": True, - # "m": False, - # "M": False, - # "O": 1499405658657, - # "Z": "0.00000000", - # "Y": "0.00000000", - # "Q": "0.00000000" - # } - # - # mock_queue = AsyncMock() - # mock_queue.get.side_effect = [event_message, asyncio.CancelledError] - # self.exchange._user_stream_tracker._user_stream = mock_queue - # - # try: - # self.async_run_with_timeout(self.exchange._user_stream_event_listener()) - # except asyncio.CancelledError: - # pass - # - # failure_event: MarketOrderFailureEvent = self.order_failure_logger.event_log[0] - # self.assertEqual(self.exchange.current_timestamp, failure_event.timestamp) - # self.assertEqual(order.client_order_id, failure_event.order_id) - # self.assertEqual(order.order_type, failure_event.order_type) - # self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) - # self.assertTrue(order.is_failure) - # self.assertTrue(order.is_done) - @patch("hummingbot.connector.utils.get_tracking_nonce") def test_client_order_id_on_order(self, mocked_nonce): mocked_nonce.return_value = 7 diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py index acae28bf5c..2ccf88f095 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_order_book.py @@ -37,25 +37,6 @@ def test_snapshot_message_from_exchange(self): def test_diff_message_from_exchange(self): diff_msg = MexcOrderBook.diff_message_from_exchange( - # msg={ - # "e": "depthUpdate", - # "E": 123456789, - # "s": "COINALPHAHBOT", - # "U": 1, - # "u": 2, - # "b": [ - # [ - # "0.0024", - # "10" - # ] - # ], - # "a": [ - # [ - # "0.0026", - # "100" - # ] - # ] - # }, msg={ "c": "spot@public.increase.depth.v3.api@BTCUSDT", "d": { @@ -89,19 +70,6 @@ def test_diff_message_from_exchange(self): self.assertEqual(3407459756, diff_msg.asks[0].update_id) def test_trade_message_from_exchange(self): - # trade_update = { - # "e": "trade", - # "E": 1234567890123, - # "s": "COINALPHAHBOT", - # "t": 12345, - # "p": "0.001", - # "q": "100", - # "b": 88, - # "a": 50, - # "T": 123456785, - # "m": True, - # "M": True - # } trade_update = { "S": 2, "p": "0.001", From 4c4efa3cbdd418a1a8bd1feaba0beb310b390670 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 18 Aug 2023 17:04:54 +0800 Subject: [PATCH 263/359] format code --- .../mexc/mexc_api_order_book_data_source.py | 2 +- .../connector/exchange/mexc/mexc_auth.py | 4 +- .../connector/exchange/mexc/mexc_exchange.py | 100 +----------------- .../exchange/mexc/mexc_order_book.py | 5 +- .../connector/exchange/mexc/mexc_utils.py | 1 - 5 files changed, 5 insertions(+), 107 deletions(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py b/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py index 51ee929916..0846aa44b3 100755 --- a/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py +++ b/hummingbot/connector/exchange/mexc/mexc_api_order_book_data_source.py @@ -136,7 +136,7 @@ async def _parse_order_book_diff_message(self, raw_message: Dict[str, Any], mess def _channel_originating_message(self, event_message: Dict[str, Any]) -> str: channel = "" if "code" not in event_message: - event_type = event_message.get("c","") + event_type = event_message.get("c", "") channel = (self._diff_messages_queue_key if CONSTANTS.DIFF_EVENT_TYPE in event_type else self._trade_messages_queue_key) return channel diff --git a/hummingbot/connector/exchange/mexc/mexc_auth.py b/hummingbot/connector/exchange/mexc/mexc_auth.py index 12f4c2fec8..f988b44695 100644 --- a/hummingbot/connector/exchange/mexc/mexc_auth.py +++ b/hummingbot/connector/exchange/mexc/mexc_auth.py @@ -55,9 +55,7 @@ def add_auth_to_params(self, return request_params def header_for_authentication(self) -> Dict[str, str]: - return {"X-MEXC-APIKEY": self.api_key, - # "Content-Type":"application/x-www-form-urlencoded" - } + return {"X-MEXC-APIKEY": self.api_key} def _generate_signature(self, params: Dict[str, Any]) -> str: diff --git a/hummingbot/connector/exchange/mexc/mexc_exchange.py b/hummingbot/connector/exchange/mexc/mexc_exchange.py index 9920dafdb4..aec678f734 100755 --- a/hummingbot/connector/exchange/mexc/mexc_exchange.py +++ b/hummingbot/connector/exchange/mexc/mexc_exchange.py @@ -5,18 +5,14 @@ from bidict import bidict from hummingbot.connector.constants import s_decimal_NaN -from hummingbot.connector.exchange.mexc import ( - mexc_constants as CONSTANTS, - mexc_utils, - mexc_web_utils as web_utils, -) +from hummingbot.connector.exchange.mexc import mexc_constants as CONSTANTS, mexc_utils, mexc_web_utils as web_utils from hummingbot.connector.exchange.mexc.mexc_api_order_book_data_source import MexcAPIOrderBookDataSource from hummingbot.connector.exchange.mexc.mexc_api_user_stream_data_source import MexcAPIUserStreamDataSource from hummingbot.connector.exchange.mexc.mexc_auth import MexcAuth from hummingbot.connector.exchange_py_base import ExchangePyBase from hummingbot.connector.trading_rule import TradingRule from hummingbot.connector.utils import TradeFillOrderDetails, combine_to_hb_trading_pair -from hummingbot.core.data_type.common import OrderType, TradeType, PriceType +from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource from hummingbot.core.data_type.trade_fee import DeductedFromReturnsTradeFee, TokenAmount, TradeFeeBase @@ -240,31 +236,6 @@ async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder): return False async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> List[TradingRule]: - """ - Example: - { - "symbol": "ETHBTC", - "baseAssetPrecision": 8, - "quotePrecision": 8, - "orderTypes": ["LIMIT", "MARKET"], - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000100", - "maxPrice": "100000.00000000", - "tickSize": "0.00000100" - }, { - "filterType": "LOT_SIZE", - "minQty": "0.00100000", - "maxQty": "100000.00000000", - "stepSize": "0.00100000" - }, { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000" - } - ] - } - """ trading_pair_rules = exchange_info_dict.get("symbols", []) retval = [] for rule in filter(mexc_utils.is_exchange_information_valid, trading_pair_rules): @@ -327,7 +298,6 @@ async def _user_stream_event_listener(self): "Unexpected error in user stream listener loop.", exc_info=True) await self._sleep(5.0) - def _process_balance_message_ws(self, account): asset_name = account["a"] self._account_available_balances[asset_name] = Decimal(str(account["f"])) @@ -371,7 +341,6 @@ def _process_trade_message(self, trade: Dict[str, Any], client_order_id: Optiona order=tracked_order) self._order_tracker.process_trade_update(trade_update) - def _create_order_update_with_order_status_data(self, order_status: Dict[str, Any], order: InFlightOrder): client_order_id = str(order_status["d"].get("c", "")) order_update = OrderUpdate( @@ -393,71 +362,6 @@ def _process_order_message(self, raw_msg: Dict[str, Any]): order_update = self._create_order_update_with_order_status_data(order_status=raw_msg, order=tracked_order) self._order_tracker.process_order_update(order_update=order_update) - # - # - # async def _user_stream_event_listener(self): - # """ - # This functions runs in background continuously processing the events received from the exchange by the user - # stream data source. It keeps reading events from the queue until the task is interrupted. - # The events received are balance updates, order updates and trade events. - # """ - # async for event_message in self._iter_user_event_queue(): - # try: - # event_type = event_message.get("e") - # if event_type == "executionReport": - # execution_type = event_message.get("x") - # if execution_type != "CANCELED": - # client_order_id = event_message.get("c") - # else: - # client_order_id = event_message.get("C") - # - # if execution_type == "TRADE": - # tracked_order = self._order_tracker.all_fillable_orders.get(client_order_id) - # if tracked_order is not None: - # fee = TradeFeeBase.new_spot_fee( - # fee_schema=self.trade_fee_schema(), - # trade_type=tracked_order.trade_type, - # percent_token=event_message["N"], - # flat_fees=[TokenAmount(amount=Decimal(event_message["n"]), token=event_message["N"])] - # ) - # trade_update = TradeUpdate( - # trade_id=str(event_message["t"]), - # client_order_id=client_order_id, - # exchange_order_id=str(event_message["i"]), - # trading_pair=tracked_order.trading_pair, - # fee=fee, - # fill_base_amount=Decimal(event_message["l"]), - # fill_quote_amount=Decimal(event_message["l"]) * Decimal(event_message["L"]), - # fill_price=Decimal(event_message["L"]), - # fill_timestamp=event_message["T"] * 1e-3, - # ) - # self._order_tracker.process_trade_update(trade_update) - # - # tracked_order = self._order_tracker.all_updatable_orders.get(client_order_id) - # if tracked_order is not None: - # order_update = OrderUpdate( - # trading_pair=tracked_order.trading_pair, - # update_timestamp=event_message["E"] * 1e-3, - # new_state=CONSTANTS.ORDER_STATE[event_message["X"]], - # client_order_id=client_order_id, - # exchange_order_id=str(event_message["i"]), - # ) - # self._order_tracker.process_order_update(order_update=order_update) - # - # elif event_type == "outboundAccountPosition": - # balances = event_message["B"] - # for balance_entry in balances: - # asset_name = balance_entry["a"] - # free_balance = Decimal(balance_entry["f"]) - # total_balance = Decimal(balance_entry["f"]) + Decimal(balance_entry["l"]) - # self._account_available_balances[asset_name] = free_balance - # self._account_balances[asset_name] = total_balance - # - # except asyncio.CancelledError: - # raise - # except Exception: - # self.logger().error("Unexpected error in user stream listener loop.", exc_info=True) - # await self._sleep(5.0) async def _update_order_fills_from_trades(self): """ diff --git a/hummingbot/connector/exchange/mexc/mexc_order_book.py b/hummingbot/connector/exchange/mexc/mexc_order_book.py index 42a041b7ed..abbab662da 100644 --- a/hummingbot/connector/exchange/mexc/mexc_order_book.py +++ b/hummingbot/connector/exchange/mexc/mexc_order_book.py @@ -2,10 +2,7 @@ from hummingbot.core.data_type.common import TradeType from hummingbot.core.data_type.order_book import OrderBook -from hummingbot.core.data_type.order_book_message import ( - OrderBookMessage, - OrderBookMessageType -) +from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType class MexcOrderBook(OrderBook): diff --git a/hummingbot/connector/exchange/mexc/mexc_utils.py b/hummingbot/connector/exchange/mexc/mexc_utils.py index dfff8b444a..d0ea2e1570 100644 --- a/hummingbot/connector/exchange/mexc/mexc_utils.py +++ b/hummingbot/connector/exchange/mexc/mexc_utils.py @@ -51,4 +51,3 @@ class Config: KEYS = MexcConfigMap.construct() - From 862b98d3b873e4bdf710d27e7ec1c28fb85ad98e Mon Sep 17 00:00:00 2001 From: rkc2000 Date: Fri, 18 Aug 2023 17:47:49 +0100 Subject: [PATCH 264/359] Fix bug in rebalance order price --- scripts/fixed_grid.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/fixed_grid.py b/scripts/fixed_grid.py index 7b13142ae2..09cfc4a516 100644 --- a/scripts/fixed_grid.py +++ b/scripts/fixed_grid.py @@ -189,7 +189,7 @@ def create_rebalance_proposal(self): if self.rebalance_order_buy is False: ref_price = self.connectors[self.exchange].get_price_by_type(self.trading_pair, self.price_source) - price = ref_price * (Decimal("1") + self.rebalance_order_spread) / Decimal("100") + price = ref_price * (Decimal("100") + self.rebalance_order_spread) / Decimal("100") size = self.rebalance_order_amount msg = (f"Placing sell order to rebalance; amount: {size}, price: {price}") self.log_with_clock(logging.INFO, msg) From 4e911e9aac70362f9749eb86f938645f3af6af7e Mon Sep 17 00:00:00 2001 From: Michael Feng Date: Fri, 18 Aug 2023 12:02:10 -0700 Subject: [PATCH 265/359] (fix) append errors --- Dockerfile | 2 +- start | 4 ++-- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/Dockerfile b/Dockerfile index 726770784c..1716b832d2 100644 --- a/Dockerfile +++ b/Dockerfile @@ -73,4 +73,4 @@ SHELL [ "/bin/bash", "-lc" ] # Set the default command to run when starting the container -CMD conda activate hummingbot && ./bin/hummingbot_quickstart.py 2>./logs/errors.log +CMD conda activate hummingbot && touch ./logs/errors.log && bin/hummingbot.py 2>>./logs/errors.log \ No newline at end of file diff --git a/start b/start index 4acba88005..333fdf7457 100755 --- a/start +++ b/start @@ -12,5 +12,5 @@ if [[ $CONDA_DEFAULT_ENV != "hummingbot" ]]; then exit 1 fi -# Run bin/hummingbot.py -bin/hummingbot.py 2>./logs/errors.log +# Run bin/hummingbot.py and append errors to logs/errors.log +touch ./logs/errors.log && bin/hummingbot.py 2>>./logs/errors.log \ No newline at end of file From 0a125e626e6afefb09f6c82d09b265aae76702b5 Mon Sep 17 00:00:00 2001 From: Ralph Comia Date: Mon, 21 Aug 2023 10:41:52 +0800 Subject: [PATCH 266/359] update bug template --- .github/ISSUE_TEMPLATE/bounty_request.yml | 3 ++- .github/ISSUE_TEMPLATE/bug_report.yml | 3 ++- .github/ISSUE_TEMPLATE/feature_request.yml | 3 ++- 3 files changed, 6 insertions(+), 3 deletions(-) diff --git a/.github/ISSUE_TEMPLATE/bounty_request.yml b/.github/ISSUE_TEMPLATE/bounty_request.yml index d2a4152660..09128b2e8e 100644 --- a/.github/ISSUE_TEMPLATE/bounty_request.yml +++ b/.github/ISSUE_TEMPLATE/bounty_request.yml @@ -1,6 +1,6 @@ name: Bounty Request description: Create a bounty for developers to work on -title: "SUMMARY OF BOUNTY REQUEST" +title: "Bounty Request " labels: bounty body: - type: markdown @@ -8,6 +8,7 @@ body: value: | ## **Before Submitting:** + * Please edit the "Bounty request" to the title of the bug/issue * Please make sure to look on our GitHub issues to avoid duplicate tickets * You can add additional `Labels` to support this ticket (connectors, strategies, etc) * See https://docs.hummingbot.org/governance/bounties/sponsors/ for more information on bounties diff --git a/.github/ISSUE_TEMPLATE/bug_report.yml b/.github/ISSUE_TEMPLATE/bug_report.yml index 4b836aa5d8..1382495c81 100644 --- a/.github/ISSUE_TEMPLATE/bug_report.yml +++ b/.github/ISSUE_TEMPLATE/bug_report.yml @@ -1,6 +1,6 @@ name: Bug Report description: Create a bug report to help us improve -title: "SUMMARY OF BUG" +title: "Bug Report" labels: bug body: - type: markdown @@ -8,6 +8,7 @@ body: value: | ## **Before Submitting:** + * Please edit the "Bug Report" to the title of the bug or issue * Please make sure to look on our GitHub issues to avoid duplicate tickets * You can add additional `Labels` to support this ticket (connectors, strategies, etc) * If this is something to do with installation and how to's we would recommend to visit our [Discord server](https://discord.gg/hummingbot) and [Hummingbot docs](https://docs.hummingbot.org/) diff --git a/.github/ISSUE_TEMPLATE/feature_request.yml b/.github/ISSUE_TEMPLATE/feature_request.yml index 8c6a71deea..0037cbab03 100644 --- a/.github/ISSUE_TEMPLATE/feature_request.yml +++ b/.github/ISSUE_TEMPLATE/feature_request.yml @@ -1,6 +1,6 @@ name: Feature request description: Suggest an idea that will improve the Hummingbot codebase -title: "SUMMARY OF FEATURE REQUEST" +title: "Feature Request" labels: enhancement body: - type: markdown @@ -8,6 +8,7 @@ body: value: | ## **Before Submitting:** + * Please edit the "Feature Request" to the title of the feature * Please make sure to look on our GitHub issues to avoid duplicate tickets * You can add additional `Labels` to support this ticket (connectors, strategies, etc) * If this is something to do with installation and how to's we would recommend to visit our [Discord server](https://discord.gg/hummingbot) and [Hummingbot docs](https://docs.hummingbot.org/) From 57631c15d81cb81f9b4eea03a2f14d04946d915f Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 21 Aug 2023 00:00:45 -0300 Subject: [PATCH 267/359] (feat) Allow the connection to the "sentry" testnet node --- .../connector/exchange/injective_v2/README.md | 2 ++ .../exchange/injective_v2/injective_v2_utils.py | 17 ++++++++++++++++- ...erpetual_derivative_for_delegated_account.py | 4 ++-- ...2_perpetual_derivative_for_offchain_vault.py | 2 +- ...ctive_v2_perpetual_order_book_data_source.py | 2 +- .../data_sources/test_injective_data_source.py | 4 ++-- ...t_injective_v2_api_order_book_data_source.py | 2 +- ...jective_v2_exchange_for_delegated_account.py | 4 ++-- ..._injective_v2_exchange_for_offchain_vault.py | 2 +- .../injective_v2/tests_injective_v2_utils.py | 2 +- 10 files changed, 29 insertions(+), 12 deletions(-) diff --git a/hummingbot/connector/exchange/injective_v2/README.md b/hummingbot/connector/exchange/injective_v2/README.md index 154002736b..a56271975d 100644 --- a/hummingbot/connector/exchange/injective_v2/README.md +++ b/hummingbot/connector/exchange/injective_v2/README.md @@ -6,6 +6,8 @@ The connector supports two different account modes: - Trading with delegate accounts - Trading through off-chain vault contracts +There is a third account type called `read_only_account`. This mode only allows to request public information from the nodes, but since it does not require credentials it does not allow to perform trading operations. + ### Delegate account mode When configuring the connector with this mode, the account used to send the transactions to the chain for trading is not the account holding the funds. The user will need to have one portfolio account and at least one trading account. And permissions should be granted with the portfolio account to the trading account for it to operate using the portfolio account's funds. diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py index cdb433c38c..139c01cd7c 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py @@ -30,6 +30,7 @@ ) MAINNET_NODES = ["lb", "sentry0", "sentry1", "sentry3"] +TESTNET_NODES = ["lb", "sentry"] class InjectiveNetworkMode(BaseClientModel, ABC): @@ -69,8 +70,22 @@ def use_secure_connection(self) -> bool: class InjectiveTestnetNetworkMode(InjectiveNetworkMode): + testnet_node: str = Field( + default="lb", + client_data=ClientFieldData( + prompt=lambda cm: (f"Enter the testnet node you want to connect to ({'/'.join(TESTNET_NODES)})"), + prompt_on_new=True + ), + ) + + @validator("testnet_node", pre=True) + def validate_node(cls, v: str): + if v not in TESTNET_NODES: + raise ValueError(f"{v} is not a valid node ({TESTNET_NODES})") + return v + def network(self) -> Network: - return Network.testnet() + return Network.testnet(node=self.testnet_node) def use_secure_connection(self) -> bool: return True diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py index 3e6b85327a..5c320aecf3 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_delegated_account.py @@ -492,7 +492,7 @@ def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: def create_exchange_instance(self): client_config_map = ClientConfigAdapter(ClientConfigMap()) - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveDelegatedAccountMode( private_key=self.trading_account_private_key, @@ -1731,7 +1731,7 @@ def test_update_order_status_when_order_has_not_changed_and_one_partial_fill(sel def test_user_stream_balance_update(self): client_config_map = ClientConfigAdapter(ClientConfigMap()) - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveDelegatedAccountMode( private_key=self.trading_account_private_key, diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py index 04aa07dafa..df48e1b0ea 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_derivative_for_offchain_vault.py @@ -482,7 +482,7 @@ def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: def create_exchange_instance(self): client_config_map = ClientConfigAdapter(ClientConfigMap()) - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveVaultAccountMode( private_key=self.trading_account_private_key, diff --git a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py index 68b6a8282d..02f932c01c 100644 --- a/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py +++ b/test/hummingbot/connector/derivative/injective_v2_perpetual/test_injective_v2_perpetual_order_book_data_source.py @@ -53,7 +53,7 @@ def setUp(self, _) -> None: _, grantee_private_key = PrivateKey.generate() _, granter_private_key = PrivateKey.generate() - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveDelegatedAccountMode( private_key=grantee_private_key.to_hex(), diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index 4577297c42..013a412d32 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -41,7 +41,7 @@ def setUp(self, _) -> None: subaccount_index=0, granter_address=Address(bytes.fromhex(granter_private_key.to_public_key().to_hex())).to_acc_bech32(), granter_subaccount_index=0, - network=Network.testnet(), + network=Network.testnet(node="sentry"), ) self.query_executor = ProgrammableQueryExecutor() @@ -381,7 +381,7 @@ def setUp(self, _) -> None: subaccount_index=0, vault_contract_address=self._vault_address, vault_subaccount_index=1, - network=Network.testnet(), + network=Network.testnet(node="sentry"), use_secure_connection=True, ) diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py index 2abfc3380c..869648fe42 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_api_order_book_data_source.py @@ -50,7 +50,7 @@ def setUp(self, _) -> None: _, grantee_private_key = PrivateKey.generate() _, granter_private_key = PrivateKey.generate() - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveDelegatedAccountMode( private_key=grantee_private_key.to_hex(), diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py index dc745217f5..c4d528bec9 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_delegated_account.py @@ -383,7 +383,7 @@ def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: def create_exchange_instance(self): client_config_map = ClientConfigAdapter(ClientConfigMap()) - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveDelegatedAccountMode( private_key=self.trading_account_private_key, @@ -1613,7 +1613,7 @@ def test_order_creating_transactions_identify_correctly_market_orders(self): def test_user_stream_balance_update(self): client_config_map = ClientConfigAdapter(ClientConfigMap()) - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveDelegatedAccountMode( private_key=self.trading_account_private_key, diff --git a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py index c1e2d76509..2304caa53a 100644 --- a/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_exchange_for_offchain_vault.py @@ -375,7 +375,7 @@ def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: def create_exchange_instance(self): client_config_map = ClientConfigAdapter(ClientConfigMap()) - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") account_config = InjectiveVaultAccountMode( private_key=self.trading_account_private_key, diff --git a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py b/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py index 958e1824d8..19ed1643be 100644 --- a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py +++ b/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py @@ -59,7 +59,7 @@ def test_mainnet_network_config_creation_fails_with_wrong_node(self): ) def test_testnet_network_config_creation(self): - network_config = InjectiveTestnetNetworkMode() + network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") network = network_config.network() expected_network = Network.testnet() From 50b22f42c5b85120dfc14991f06f91c90ebc8503 Mon Sep 17 00:00:00 2001 From: bczhang Date: Mon, 21 Aug 2023 12:14:01 +0800 Subject: [PATCH 268/359] fix fetch trades bug & default symbol bug --- hummingbot/connector/exchange/mexc/mexc_constants.py | 3 +++ hummingbot/connector/exchange/mexc/mexc_exchange.py | 2 +- hummingbot/connector/exchange/mexc/mexc_utils.py | 3 ++- 3 files changed, 6 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_constants.py b/hummingbot/connector/exchange/mexc/mexc_constants.py index f525b53777..69f82f86c6 100644 --- a/hummingbot/connector/exchange/mexc/mexc_constants.py +++ b/hummingbot/connector/exchange/mexc/mexc_constants.py @@ -17,6 +17,7 @@ TICKER_PRICE_CHANGE_PATH_URL = "/ticker/24hr" TICKER_BOOK_PATH_URL = "/ticker/bookTicker" EXCHANGE_INFO_PATH_URL = "/exchangeInfo" +SUPPORTED_SYMBOL_PATH_URL = "/defaultSymbols" PING_PATH_URL = "/ping" SNAPSHOT_PATH_URL = "/depth" SERVER_TIME_PATH_URL = "/time" @@ -88,6 +89,8 @@ linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 2)]), RateLimit(limit_id=EXCHANGE_INFO_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 10)]), + RateLimit(limit_id=SUPPORTED_SYMBOL_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, + linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 10)]), RateLimit(limit_id=SNAPSHOT_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, linked_limits=[LinkedLimitWeightPair(IP_REQUEST_WEIGHT, 50)]), RateLimit(limit_id=MEXC_USER_STREAM_PATH_URL, limit=MAX_REQUEST, time_interval=ONE_MINUTE, diff --git a/hummingbot/connector/exchange/mexc/mexc_exchange.py b/hummingbot/connector/exchange/mexc/mexc_exchange.py index aec678f734..8b58442e9d 100755 --- a/hummingbot/connector/exchange/mexc/mexc_exchange.py +++ b/hummingbot/connector/exchange/mexc/mexc_exchange.py @@ -464,7 +464,7 @@ async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[Trade trade_updates = [] if order.exchange_order_id is not None: - exchange_order_id = int(order.exchange_order_id) + exchange_order_id = order.exchange_order_id trading_pair = await self.exchange_symbol_associated_to_pair(trading_pair=order.trading_pair) all_fills_response = await self._api_get( path_url=CONSTANTS.MY_TRADES_PATH_URL, diff --git a/hummingbot/connector/exchange/mexc/mexc_utils.py b/hummingbot/connector/exchange/mexc/mexc_utils.py index d0ea2e1570..227194177c 100644 --- a/hummingbot/connector/exchange/mexc/mexc_utils.py +++ b/hummingbot/connector/exchange/mexc/mexc_utils.py @@ -22,7 +22,8 @@ def is_exchange_information_valid(exchange_info: Dict[str, Any]) -> bool: :param exchange_info: the exchange information for a trading pair :return: True if the trading pair is enabled, False otherwise """ - return exchange_info.get("status", None) == "ENABLED" and "SPOT" in exchange_info.get("permissions", list()) + return exchange_info.get("status", None) == "ENABLED" and "SPOT" in exchange_info.get("permissions", list()) \ + and exchange_info.get("isSpotTradingAllowed", True) is True class MexcConfigMap(BaseConnectorConfigMap): From 81c00d131385da99ec23e4b7a2e68387833f37f8 Mon Sep 17 00:00:00 2001 From: bczhang Date: Mon, 21 Aug 2023 14:07:13 +0800 Subject: [PATCH 269/359] fix gateio market order wrong amount --- hummingbot/connector/exchange/gate_io/gate_io_exchange.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/exchange/gate_io/gate_io_exchange.py b/hummingbot/connector/exchange/gate_io/gate_io_exchange.py index ed626294ee..3012ec14fb 100644 --- a/hummingbot/connector/exchange/gate_io/gate_io_exchange.py +++ b/hummingbot/connector/exchange/gate_io/gate_io_exchange.py @@ -217,9 +217,11 @@ async def _place_order(self, }) if trade_type.name.lower() == 'buy': if price.is_nan(): - price = self.get_price_by_type( + price = self.get_price_for_volume( trading_pair, - price_type=PriceType.BestAsk if trade_type is TradeType.BUY else PriceType.BestBid) + True, + amount + ) data.update({ "amount": f"{price * amount:f}", }) From b2b5a6cb4bb086e1eb0e52543af162d60bcea304 Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 21 Aug 2023 11:05:14 -0300 Subject: [PATCH 270/359] (fix) Fixed failing tests --- .../exchange/injective_v2/tests_injective_v2_utils.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py b/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py index 19ed1643be..60b2e2b84e 100644 --- a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py +++ b/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py @@ -62,7 +62,7 @@ def test_testnet_network_config_creation(self): network_config = InjectiveTestnetNetworkMode(testnet_node="sentry") network = network_config.network() - expected_network = Network.testnet() + expected_network = Network.testnet(node="sentry") self.assertEqual(expected_network.string(), network.string()) self.assertEqual(expected_network.lcd_endpoint, network.lcd_endpoint) @@ -113,7 +113,7 @@ def test_injective_delegate_account_config_creation(self): granter_subaccount_index=0, ) - data_source = config.create_data_source(network=Network.testnet(), use_secure_connection=True) + data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) self.assertEqual(InjectiveGranteeDataSource, type(data_source)) @@ -127,7 +127,7 @@ def test_injective_vault_account_config_creation(self): bytes.fromhex(private_key.to_public_key().to_hex())).to_acc_bech32(), ) - data_source = config.create_data_source(network=Network.testnet(), use_secure_connection=True) + data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) self.assertEqual(InjectiveVaultsDataSource, type(data_source)) From ff3da41320a28d1af173d8489f0b753a73178c79 Mon Sep 17 00:00:00 2001 From: cardosofede Date: Mon, 21 Aug 2023 22:25:15 +0200 Subject: [PATCH 271/359] (feat) use hummingbot quickstart --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index 1716b832d2..bb2924402d 100644 --- a/Dockerfile +++ b/Dockerfile @@ -73,4 +73,4 @@ SHELL [ "/bin/bash", "-lc" ] # Set the default command to run when starting the container -CMD conda activate hummingbot && touch ./logs/errors.log && bin/hummingbot.py 2>>./logs/errors.log \ No newline at end of file +CMD conda activate hummingbot && ./bin/hummingbot_quickstart.py 2>> ./logs/errors.log \ No newline at end of file From 114a2c827b5a5a8fec400f863cdcdee3c0e0dd5d Mon Sep 17 00:00:00 2001 From: cardosofede Date: Mon, 21 Aug 2023 22:25:32 +0200 Subject: [PATCH 272/359] (feat) no need to create the file --- start | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/start b/start index 333fdf7457..d048c725e6 100755 --- a/start +++ b/start @@ -13,4 +13,4 @@ if [[ $CONDA_DEFAULT_ENV != "hummingbot" ]]; then fi # Run bin/hummingbot.py and append errors to logs/errors.log -touch ./logs/errors.log && bin/hummingbot.py 2>>./logs/errors.log \ No newline at end of file +./bin/hummingbot.py 2>> ./logs/errors.log \ No newline at end of file From c5cf881de0f49145e3059dc9c270b702adf1068c Mon Sep 17 00:00:00 2001 From: nikspz <83953535+nikspz@users.noreply.github.com> Date: Tue, 22 Aug 2023 12:38:05 +0700 Subject: [PATCH 273/359] fix/ Update connector_status.py with plenty --- hummingbot/connector/connector_status.py | 1 + 1 file changed, 1 insertion(+) diff --git a/hummingbot/connector/connector_status.py b/hummingbot/connector/connector_status.py index 10b643d012..ab95a9dd05 100644 --- a/hummingbot/connector/connector_status.py +++ b/hummingbot/connector/connector_status.py @@ -63,6 +63,7 @@ 'vertex_testnet': 'bronze', 'injective_v2': 'bronze', 'injective_v2_perpetual': 'bronze', + 'plenty': 'bronze', } warning_messages = { From ef720564a9c6d72dc697dec206e0c66bf04c8be7 Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 22 Aug 2023 15:16:40 +0800 Subject: [PATCH 274/359] fix restful canceled status --- hummingbot/connector/exchange/mexc/mexc_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_exchange.py b/hummingbot/connector/exchange/mexc/mexc_exchange.py index 8b58442e9d..3b3094627a 100755 --- a/hummingbot/connector/exchange/mexc/mexc_exchange.py +++ b/hummingbot/connector/exchange/mexc/mexc_exchange.py @@ -231,7 +231,7 @@ async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder): path_url=CONSTANTS.ORDER_PATH_URL, params=api_params, is_auth_required=True) - if cancel_result.get("status") == "CANCELED": + if cancel_result.get("status") == "NEW": return True return False From a38697ca6bf5a36a94c1125d4d20b32dda4f9318 Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 22 Aug 2023 15:31:00 +0800 Subject: [PATCH 275/359] fix bug --- hummingbot/connector/exchange/gate_io/gate_io_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/exchange/gate_io/gate_io_exchange.py b/hummingbot/connector/exchange/gate_io/gate_io_exchange.py index 3012ec14fb..5cfcf2b6e5 100644 --- a/hummingbot/connector/exchange/gate_io/gate_io_exchange.py +++ b/hummingbot/connector/exchange/gate_io/gate_io_exchange.py @@ -221,7 +221,7 @@ async def _place_order(self, trading_pair, True, amount - ) + ).result_price data.update({ "amount": f"{price * amount:f}", }) From 3b6238de5dbc76250ccfe6fa9c40385b6a39194c Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 22 Aug 2023 15:32:58 +0800 Subject: [PATCH 276/359] format code --- hummingbot/connector/exchange/gate_io/gate_io_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/exchange/gate_io/gate_io_exchange.py b/hummingbot/connector/exchange/gate_io/gate_io_exchange.py index 5cfcf2b6e5..688c19e6a5 100644 --- a/hummingbot/connector/exchange/gate_io/gate_io_exchange.py +++ b/hummingbot/connector/exchange/gate_io/gate_io_exchange.py @@ -12,7 +12,7 @@ from hummingbot.connector.exchange_py_base import ExchangePyBase from hummingbot.connector.trading_rule import TradingRule from hummingbot.connector.utils import combine_to_hb_trading_pair -from hummingbot.core.data_type.common import OrderType, PriceType, TradeType +from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase From 1cc09af4f698ac8a70df626e5f3b5188ba07e97a Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 22 Aug 2023 15:38:11 +0800 Subject: [PATCH 277/359] format code --- hummingbot/connector/exchange/mexc/mexc_utils.py | 2 +- test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/exchange/mexc/mexc_utils.py b/hummingbot/connector/exchange/mexc/mexc_utils.py index 227194177c..0acf5520f6 100644 --- a/hummingbot/connector/exchange/mexc/mexc_utils.py +++ b/hummingbot/connector/exchange/mexc/mexc_utils.py @@ -23,7 +23,7 @@ def is_exchange_information_valid(exchange_info: Dict[str, Any]) -> bool: :return: True if the trading pair is enabled, False otherwise """ return exchange_info.get("status", None) == "ENABLED" and "SPOT" in exchange_info.get("permissions", list()) \ - and exchange_info.get("isSpotTradingAllowed", True) is True + and exchange_info.get("isSpotTradingAllowed", True) is True class MexcConfigMap(BaseConnectorConfigMap): diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index 0baca89459..ac02e909aa 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -3,7 +3,7 @@ import re from decimal import Decimal from typing import Any, Callable, Dict, List, Optional, Tuple -from unittest.mock import AsyncMock, patch +from unittest.mock import patch from aioresponses import aioresponses from aioresponses.core import RequestCall From fa313734bc732219d3763ef889714779f2e7f7f1 Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 22 Aug 2023 15:58:35 +0800 Subject: [PATCH 278/359] add unittest --- .../connector/exchange/gate_io/test_gate_io_exchange.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py b/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py index 75ebca6bdf..1d157ef4cd 100644 --- a/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py +++ b/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py @@ -573,10 +573,10 @@ def test_create_market_order(self, mock_api, get_price_mock): @aioresponses() @patch("hummingbot.connector.exchange.gate_io.gate_io_exchange.GateIoExchange.get_price") - @patch("hummingbot.connector.exchange.gate_io.gate_io_exchange.GateIoExchange.get_price_by_type") - def test_create_market_order_price_is_nan(self, mock_api, get_price_mock, get_price_by_type_mock): + @patch("hummingbot.connector.exchange.gate_io.gate_io_exchange.GateIoExchange.get_price_for_volume") + def test_create_market_order_price_is_nan(self, mock_api, get_price_mock, get_price_for_volume_mock): get_price_mock.return_value = None - get_price_by_type_mock.return_value = Decimal("5.1") + get_price_for_volume_mock.return_value = Decimal("5.1") self._simulate_trading_rules_initialized() self.exchange._set_current_timestamp(1640780000) url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_CREATE_PATH_URL}" From 8a9fbca5c0745bf9d1759a7bd80bca1dc2e2bc30 Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 22 Aug 2023 16:11:01 +0800 Subject: [PATCH 279/359] fix unittest --- test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py index ac02e909aa..f7947ff5b5 100644 --- a/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py +++ b/test/hummingbot/connector/exchange/mexc/test_mexc_exchange.py @@ -1146,7 +1146,7 @@ def _order_cancelation_request_successful_mock_response(self, order: InFlightOrd "origQty": str(order.amount), "executedQty": str(Decimal("0")), "cummulativeQuoteQty": str(Decimal("0")), - "status": "CANCELED", + "status": "NEW", "timeInForce": "GTC", "type": "LIMIT", "side": "BUY" From dd24dc0f48bdfb0d116547cdb74968aabb334acd Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 22 Aug 2023 17:01:26 +0800 Subject: [PATCH 280/359] fix unittest bug --- .../exchange/gate_io/test_gate_io_exchange.py | 37 +++++++++++++++++++ 1 file changed, 37 insertions(+) diff --git a/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py b/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py index 1d157ef4cd..507cb38bcf 100644 --- a/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py +++ b/test/hummingbot/connector/exchange/gate_io/test_gate_io_exchange.py @@ -19,6 +19,8 @@ from hummingbot.core.data_type.cancellation_result import CancellationResult from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState +from hummingbot.core.data_type.order_book import OrderBook +from hummingbot.core.data_type.order_book_row import OrderBookRow from hummingbot.core.data_type.trade_fee import TokenAmount from hummingbot.core.event.event_logger import EventLogger from hummingbot.core.event.events import ( @@ -616,6 +618,41 @@ def test_create_market_order_price_is_nan(self, mock_api, get_price_mock, get_pr self.assertEqual(order_id, create_event.order_id) self.assertEqual(resp["id"], create_event.exchange_order_id) + @aioresponses() + @patch("hummingbot.connector.exchange.gate_io.gate_io_exchange.GateIoExchange.get_price") + # @patch("hummingbot.connector.exchange.gate_io.gate_io_exchange.GateIoExchange.get_price_for_volume") + def test_place_order_price_is_nan(self, mock_api, get_price_mock): + get_price_mock.return_value = None + # get_price_for_volume_mock.return_value = Decimal("5.1") + self._simulate_trading_rules_initialized() + self.exchange._set_current_timestamp(1640780000) + url = f"{CONSTANTS.REST_URL}/{CONSTANTS.ORDER_CREATE_PATH_URL}" + regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?")) + resp = self.get_order_create_response_mock() + mock_api.post(regex_url, body=json.dumps(resp), status=201) + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[], + asks=[OrderBookRow(price=5.1, amount=20, update_id=1)], + update_id=1, + ) + order_id = "someId" + self.async_run_with_timeout( + coroutine=self.exchange._place_order( + trade_type=TradeType.BUY, + order_id=order_id, + trading_pair=self.trading_pair, + amount=Decimal("1"), + order_type=OrderType.MARKET, + price=Decimal("nan"), + ) + ) + order_request = next(((key, value) for key, value in mock_api.requests.items() + if key[1].human_repr().startswith(url))) + request_data = json.loads(order_request[1][0].kwargs["data"]) + self.assertEqual(Decimal("1") * Decimal("5.1"), Decimal(request_data["amount"])) + @aioresponses() def test_create_order_when_order_is_instantly_closed(self, mock_api): self._simulate_trading_rules_initialized() From e0581b7385dd1cf54c49a28fa9a1eb9a97e72063 Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Tue, 22 Aug 2023 08:38:23 -0400 Subject: [PATCH 281/359] (cleanup) Removes unused method --- .../connector/test_support/network_mocking_assistant.py | 4 ---- 1 file changed, 4 deletions(-) diff --git a/hummingbot/connector/test_support/network_mocking_assistant.py b/hummingbot/connector/test_support/network_mocking_assistant.py index f044831be5..07f2aa28fc 100644 --- a/hummingbot/connector/test_support/network_mocking_assistant.py +++ b/hummingbot/connector/test_support/network_mocking_assistant.py @@ -92,10 +92,6 @@ def configure_web_assistants_factory(self, web_assistants_factory: WebAssistants return websocket_mock - @staticmethod - def extract_client_session_mock(web_assistants_factory: WebAssistantsFactory) -> MockWebsocketClientSession: - return web_assistants_factory._connections_factory._ws_independent_session - def configure_http_request_mock(self, http_request_mock): http_request_mock.side_effect = functools.partial(self._handle_http_request, http_request_mock) From 01b2fcbd5a1c23b6b01e6ae444842d154716fe19 Mon Sep 17 00:00:00 2001 From: bczhang Date: Wed, 23 Aug 2023 17:13:14 +0800 Subject: [PATCH 282/359] fix dydx market order bug --- .../dydx_perpetual_derivative.py | 22 ++++++- .../test_dydx_perpetual_derivative.py | 57 +++++++++++++++++-- 2 files changed, 72 insertions(+), 7 deletions(-) diff --git a/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py b/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py index ca4e5e7d37..5b8f4e0db5 100644 --- a/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py +++ b/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py @@ -25,7 +25,7 @@ from hummingbot.connector.trading_rule import TradingRule from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.data_types import LinkedLimitWeightPair, RateLimit -from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, PositionSide, TradeType +from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, PositionSide, TradeType, PriceType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource @@ -240,12 +240,29 @@ async def _place_order( # Increment number of currently undergoing requests self._current_place_order_requests += 1 + if order_type.is_limit_type(): + time_in_force = CONSTANTS.TIF_GOOD_TIL_TIME + else: + time_in_force = CONSTANTS.TIF_IMMEDIATE_OR_CANCEL + if trade_type.name.lower() == 'buy': + # The price needs to be relatively high before the transaction, whether the test will be cancelled + price =Decimal("1.5") * self.get_price_for_volume( + trading_pair, + True, + amount + ).result_price + else: + price = Decimal("0.75") * self.get_price_for_volume( + trading_pair, + False, + amount + ).result_price + notional_amount = amount * price if notional_amount not in self._order_notional_amounts.keys(): self._order_notional_amounts[notional_amount] = len(self._order_notional_amounts.keys()) # Set updated rate limits self._throttler.set_rate_limits(self.rate_limits_rules) - size = str(amount) price = str(price) side = "BUY" if trade_type == TradeType.BUY else "SELL" @@ -254,7 +271,6 @@ async def _place_order( reduce_only = False post_only = order_type is OrderType.LIMIT_MAKER - time_in_force = CONSTANTS.TIF_GOOD_TIL_TIME market = await self.exchange_symbol_associated_to_pair(trading_pair) signature = self._auth.get_order_signature( diff --git a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py index e261984cd8..0fb7785f5a 100644 --- a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py @@ -21,6 +21,8 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder +from hummingbot.core.data_type.order_book import OrderBook +from hummingbot.core.data_type.order_book_row import OrderBookRow from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase from hummingbot.core.web_assistant.connections.data_types import RESTRequest @@ -490,27 +492,25 @@ def place_buy_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), - order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) self.exchange._current_place_order_requests = 1 self.exchange._throttler.set_rate_limits(self.exchange.rate_limits_rules) - return super().place_buy_order(amount, price, order_type, position_action) + return super().place_buy_order(amount, price, position_action) def place_sell_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), - order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) self.exchange._current_place_order_requests = 1 self.exchange._throttler.set_rate_limits(self.exchange.rate_limits_rules) - return super().place_sell_order(amount, price, order_type, position_action) + return super().place_sell_order(amount, price, position_action) def validate_auth_credentials_present(self, request_call: RequestCall): request_headers = request_call.kwargs["headers"] @@ -1215,3 +1215,52 @@ def test_lost_order_removed_if_not_found_during_order_status_update(self, mock_a # Disabling this test because the connector has not been updated yet to validate # order not found during status update (check _is_order_not_found_during_status_update_error) pass + def place_buy_market_order( + self, + amount: Decimal = Decimal("100"), + price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.MARKET, + position_action: PositionAction = PositionAction.OPEN, + ): + order_book = OrderBook() + self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book + order_book.apply_snapshot( + bids=[], + asks=[OrderBookRow(price=5.1, amount=2000, update_id=1)], + update_id=1, + ) + + notional_amount = amount * price + self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) + self.exchange._current_place_order_requests = 1 + self.exchange._throttler.set_rate_limits(self.exchange.rate_limits_rules) + order_id = self.exchange.buy( + trading_pair=self.trading_pair, + amount=amount, + order_type=order_type, + price=price, + position_action=position_action, + ) + return order_id + + @aioresponses() + def test_create_buy_market_order_successfully(self, mock_api): + self._simulate_trading_rules_initialized() + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + url = self.order_creation_url + + creation_response = self.order_creation_request_successful_mock_response + + mock_api.post(url, + body=json.dumps(creation_response), + callback=lambda *args, **kwargs: request_sent_event.set()) + + leverage = 2 + self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) + order_id = self.place_buy_market_order() + self.async_run_with_timeout(request_sent_event.wait()) + order_request = self._all_executed_requests(mock_api, url)[0] + request_data = json.loads(order_request.kwargs["data"]) + self.assertEqual(Decimal("1.5") * Decimal("5.1"), Decimal(request_data["price"])) From 6b8bac62bcb9f532d560b52387e1e9d83f741155 Mon Sep 17 00:00:00 2001 From: bczhang Date: Wed, 23 Aug 2023 17:53:22 +0800 Subject: [PATCH 283/359] format code --- .../dydx_perpetual_derivative.py | 99 +++++++++---------- .../test_dydx_perpetual_derivative.py | 5 +- 2 files changed, 52 insertions(+), 52 deletions(-) diff --git a/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py b/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py index 5b8f4e0db5..b4cf9257d6 100644 --- a/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py +++ b/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py @@ -25,7 +25,7 @@ from hummingbot.connector.trading_rule import TradingRule from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.data_types import LinkedLimitWeightPair, RateLimit -from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, PositionSide, TradeType, PriceType +from hummingbot.core.data_type.common import OrderType, PositionAction, PositionMode, PositionSide, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.trade_fee import AddedToCostTradeFee, TokenAmount, TradeFeeBase from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource @@ -38,20 +38,19 @@ class DydxPerpetualDerivative(PerpetualDerivativePyBase): - web_utils = web_utils def __init__( - self, - client_config_map: "ClientConfigAdapter", - dydx_perpetual_api_key: str, - dydx_perpetual_api_secret: str, - dydx_perpetual_passphrase: str, - dydx_perpetual_ethereum_address: str, - dydx_perpetual_stark_private_key: str, - trading_pairs: Optional[List[str]] = None, - trading_required: bool = True, - domain: str = CONSTANTS.DEFAULT_DOMAIN, + self, + client_config_map: "ClientConfigAdapter", + dydx_perpetual_api_key: str, + dydx_perpetual_api_secret: str, + dydx_perpetual_passphrase: str, + dydx_perpetual_ethereum_address: str, + dydx_perpetual_stark_private_key: str, + trading_pairs: Optional[List[str]] = None, + trading_required: bool = True, + domain: str = CONSTANTS.DEFAULT_DOMAIN, ): self._dydx_perpetual_api_key = dydx_perpetual_api_key self._dydx_perpetual_api_secret = dydx_perpetual_api_secret @@ -223,15 +222,15 @@ async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder): return True async def _place_order( - self, - order_id: str, - trading_pair: str, - amount: Decimal, - trade_type: TradeType, - order_type: OrderType, - price: Decimal, - position_action: PositionAction = PositionAction.NIL, - **kwargs, + self, + order_id: str, + trading_pair: str, + amount: Decimal, + trade_type: TradeType, + order_type: OrderType, + price: Decimal, + position_action: PositionAction = PositionAction.NIL, + **kwargs, ) -> Tuple[str, float]: if self._current_place_order_requests == 0: # No requests are under way, the dictionary can be cleaned @@ -246,11 +245,11 @@ async def _place_order( time_in_force = CONSTANTS.TIF_IMMEDIATE_OR_CANCEL if trade_type.name.lower() == 'buy': # The price needs to be relatively high before the transaction, whether the test will be cancelled - price =Decimal("1.5") * self.get_price_for_volume( - trading_pair, - True, - amount - ).result_price + price = Decimal("1.5") * self.get_price_for_volume( + trading_pair, + True, + amount + ).result_price else: price = Decimal("0.75") * self.get_price_for_volume( trading_pair, @@ -305,10 +304,10 @@ async def _place_order( data=data, is_auth_required=True, limit_id=CONSTANTS.LIMIT_ID_ORDER_PLACE - + "_" - + trading_pair - + "_" - + str(self._order_notional_amounts[notional_amount]), + + "_" + + trading_pair + + "_" + + str(self._order_notional_amounts[notional_amount]), ) except Exception: self._current_place_order_requests -= 1 @@ -323,15 +322,15 @@ async def _place_order( return str(resp["order"]["id"]), iso_to_epoch_seconds(resp["order"]["createdAt"]) def _get_fee( - self, - base_currency: str, - quote_currency: str, - order_type: OrderType, - order_side: TradeType, - position_action: PositionAction, - amount: Decimal, - price: Decimal = s_decimal_NaN, - is_maker: Optional[bool] = None, + self, + base_currency: str, + quote_currency: str, + order_type: OrderType, + order_side: TradeType, + position_action: PositionAction, + amount: Decimal, + price: Decimal = s_decimal_NaN, + is_maker: Optional[bool] = None, ) -> TradeFeeBase: is_maker = is_maker or False if CONSTANTS.FEES_KEY not in self._trading_fees.keys(): @@ -401,7 +400,7 @@ async def _user_stream_event_listener(self): self._account_balances[quote] = Decimal(data["account"]["equity"]) # freeCollateral is sent only on start self._account_available_balances[quote] = ( - Decimal(data["account"]["quoteBalance"]) - self._allocated_collateral_sum + Decimal(data["account"]["quoteBalance"]) - self._allocated_collateral_sum ) if "openPositions" in data["account"]: await self._process_open_positions(data["account"]["openPositions"]) @@ -411,7 +410,7 @@ async def _user_stream_event_listener(self): quote = "USD" # freeCollateral is sent only on start self._account_available_balances[quote] = ( - Decimal(account["quoteBalance"]) - self._allocated_collateral_sum + Decimal(account["quoteBalance"]) - self._allocated_collateral_sum ) if "orders" in data.keys() and len(data["orders"]) > 0: @@ -432,9 +431,9 @@ async def _user_stream_event_listener(self): # Processing all orders of the account, not just the client's if order["status"] in ["OPEN"]: initial_margin_requirement = ( - Decimal(order["price"]) - * Decimal(order["size"]) - * self._margin_fractions[trading_pair]["initial"] + Decimal(order["price"]) + * Decimal(order["size"]) + * self._margin_fractions[trading_pair]["initial"] ) initial_margin_requirement = abs(initial_margin_requirement) self._allocated_collateral[order["id"]] = initial_margin_requirement @@ -557,8 +556,8 @@ async def _process_funding_payments(self, funding_payments: List): if trading_pair not in prev_timestamps.keys(): prev_timestamps[trading_pair] = None if ( - prev_timestamps[trading_pair] is not None - and dateparse(funding_payment["effectiveAt"]).timestamp() <= prev_timestamps[trading_pair] + prev_timestamps[trading_pair] is not None + and dateparse(funding_payment["effectiveAt"]).timestamp() <= prev_timestamps[trading_pair] ): continue timestamp = dateparse(funding_payment["effectiveAt"]).timestamp() @@ -635,10 +634,10 @@ def _process_order_fills(self, fill_data: Dict, order: InFlightOrder) -> Optiona position_action = ( PositionAction.OPEN if ( - order.trade_type is TradeType.BUY - and position_side == "BUY" - or order.trade_type is TradeType.SELL - and position_side == "SELL" + order.trade_type is TradeType.BUY + and position_side == "BUY" + or order.trade_type is TradeType.SELL + and position_side == "SELL" ) else PositionAction.CLOSE ) diff --git a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py index 0fb7785f5a..92b9d88390 100644 --- a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py @@ -1215,6 +1215,7 @@ def test_lost_order_removed_if_not_found_during_order_status_update(self, mock_a # Disabling this test because the connector has not been updated yet to validate # order not found during status update (check _is_order_not_found_during_status_update_error) pass + def place_buy_market_order( self, amount: Decimal = Decimal("100"), @@ -1259,8 +1260,8 @@ def test_create_buy_market_order_successfully(self, mock_api): leverage = 2 self.exchange._perpetual_trading.set_leverage(self.trading_pair, leverage) - order_id = self.place_buy_market_order() + self.place_buy_market_order() self.async_run_with_timeout(request_sent_event.wait()) order_request = self._all_executed_requests(mock_api, url)[0] request_data = json.loads(order_request.kwargs["data"]) - self.assertEqual(Decimal("1.5") * Decimal("5.1"), Decimal(request_data["price"])) + self.assertEqual(Decimal("1.5") * Decimal("5.1"), Decimal(request_data["price"])) From 420e07449a5a84247d52e0fca648e6675a24794d Mon Sep 17 00:00:00 2001 From: bczhang Date: Wed, 23 Aug 2023 18:07:46 +0800 Subject: [PATCH 284/359] format code --- .../dydx_perpetual_derivative.py | 26 ++--- .../test_dydx_perpetual_derivative.py | 108 ++++++++++-------- 2 files changed, 72 insertions(+), 62 deletions(-) diff --git a/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py b/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py index b4cf9257d6..b75c9581c1 100644 --- a/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py +++ b/hummingbot/connector/derivative/dydx_perpetual/dydx_perpetual_derivative.py @@ -304,10 +304,10 @@ async def _place_order( data=data, is_auth_required=True, limit_id=CONSTANTS.LIMIT_ID_ORDER_PLACE - + "_" - + trading_pair - + "_" - + str(self._order_notional_amounts[notional_amount]), + + "_" + + trading_pair + + "_" + + str(self._order_notional_amounts[notional_amount]), ) except Exception: self._current_place_order_requests -= 1 @@ -400,7 +400,7 @@ async def _user_stream_event_listener(self): self._account_balances[quote] = Decimal(data["account"]["equity"]) # freeCollateral is sent only on start self._account_available_balances[quote] = ( - Decimal(data["account"]["quoteBalance"]) - self._allocated_collateral_sum + Decimal(data["account"]["quoteBalance"]) - self._allocated_collateral_sum ) if "openPositions" in data["account"]: await self._process_open_positions(data["account"]["openPositions"]) @@ -410,7 +410,7 @@ async def _user_stream_event_listener(self): quote = "USD" # freeCollateral is sent only on start self._account_available_balances[quote] = ( - Decimal(account["quoteBalance"]) - self._allocated_collateral_sum + Decimal(account["quoteBalance"]) - self._allocated_collateral_sum ) if "orders" in data.keys() and len(data["orders"]) > 0: @@ -431,9 +431,9 @@ async def _user_stream_event_listener(self): # Processing all orders of the account, not just the client's if order["status"] in ["OPEN"]: initial_margin_requirement = ( - Decimal(order["price"]) - * Decimal(order["size"]) - * self._margin_fractions[trading_pair]["initial"] + Decimal(order["price"]) + * Decimal(order["size"]) + * self._margin_fractions[trading_pair]["initial"] ) initial_margin_requirement = abs(initial_margin_requirement) self._allocated_collateral[order["id"]] = initial_margin_requirement @@ -634,10 +634,10 @@ def _process_order_fills(self, fill_data: Dict, order: InFlightOrder) -> Optiona position_action = ( PositionAction.OPEN if ( - order.trade_type is TradeType.BUY - and position_side == "BUY" - or order.trade_type is TradeType.SELL - and position_side == "SELL" + order.trade_type is TradeType.BUY + and position_side == "BUY" + or order.trade_type is TradeType.SELL + and position_side == "SELL" ) else PositionAction.CLOSE ) diff --git a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py index 92b9d88390..c7b3889228 100644 --- a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py @@ -29,15 +29,15 @@ class DydxPerpetualAuthMock(DydxPerpetualAuth): def get_order_signature( - self, - position_id: str, - client_id: str, - market: str, - side: str, - size: str, - price: str, - limit_fee: str, - expiration_epoch_seconds: int, + self, + position_id: str, + client_id: str, + market: str, + side: str, + size: str, + price: str, + limit_fee: str, + expiration_epoch_seconds: int, ) -> str: return "0123456789" @@ -489,10 +489,10 @@ def create_exchange_instance(self): return exchange def place_buy_order( - self, - amount: Decimal = Decimal("100"), - price: Decimal = Decimal("10_000"), - position_action: PositionAction = PositionAction.OPEN, + self, + amount: Decimal = Decimal("100"), + price: Decimal = Decimal("10_000"), + position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) @@ -501,10 +501,10 @@ def place_buy_order( return super().place_buy_order(amount, price, position_action) def place_sell_order( - self, - amount: Decimal = Decimal("100"), - price: Decimal = Decimal("10_000"), - position_action: PositionAction = PositionAction.OPEN, + self, + amount: Decimal = Decimal("100"), + price: Decimal = Decimal("10_000"), + position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) @@ -550,7 +550,8 @@ def validate_trades_request(self, order: InFlightOrder, request_call: RequestCal self.assertEqual(CONSTANTS.LAST_FILLS_MAX, request_params["limit"]) def configure_successful_cancelation_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: """ :return: the URL configured for the cancelation @@ -563,7 +564,8 @@ def configure_successful_cancelation_response( return url def configure_erroneous_cancelation_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: """ :return: the URL configured for the cancelation @@ -576,7 +578,7 @@ def configure_erroneous_cancelation_response( return url def configure_one_successful_one_erroneous_cancel_all_response( - self, successful_order: InFlightOrder, erroneous_order: InFlightOrder, mock_api: aioresponses + self, successful_order: InFlightOrder, erroneous_order: InFlightOrder, mock_api: aioresponses ) -> List[str]: """ :return: a list of all configured URLs for the cancelations @@ -604,7 +606,8 @@ def configure_order_not_found_error_order_status_response( raise NotImplementedError def configure_completely_filled_order_status_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: """ :return: the URL configured @@ -617,7 +620,8 @@ def configure_completely_filled_order_status_response( return [url_order_status] def configure_canceled_order_status_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: """ :return: the URL configured @@ -635,7 +639,8 @@ def configure_canceled_order_status_response( return [url_fills, url_order_status] def configure_open_order_status_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: """ :return: the URL configured @@ -648,7 +653,8 @@ def configure_open_order_status_response( return [url] def configure_http_error_order_status_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: """ :return: the URL configured @@ -660,19 +666,22 @@ def configure_http_error_order_status_response( return url def configure_partially_filled_order_status_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: # Dydx has no partial fill status raise NotImplementedError def configure_partial_fill_trade_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: # Dydx has no partial fill status raise NotImplementedError def configure_erroneous_http_fill_trade_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: """ :return: the URL configured @@ -683,7 +692,8 @@ def configure_erroneous_http_fill_trade_response( return url def configure_full_fill_trade_response( - self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + self, order: InFlightOrder, mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: """ :return: the URL configured @@ -1067,28 +1077,28 @@ def position_event_for_full_fill_websocket_update(self, order: InFlightOrder, un } def configure_successful_set_position_mode( - self, - position_mode: PositionMode, - mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None, + self, + position_mode: PositionMode, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, ): # There's only one way position mode pass def configure_failed_set_position_mode( - self, - position_mode: PositionMode, - mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None, + self, + position_mode: PositionMode, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, ) -> Tuple[str, str]: # There's only one way position mode, this should never be called pass def configure_failed_set_leverage( - self, - leverage: int, - mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None, + self, + leverage: int, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, ) -> Tuple[str, str]: url = web_utils.public_rest_url(CONSTANTS.PATH_MARKETS) regex_url = re.compile(f"^{url}") @@ -1100,10 +1110,10 @@ def configure_failed_set_leverage( return url, "Failed to obtain markets information." def configure_successful_set_leverage( - self, - leverage: int, - mock_api: aioresponses, - callback: Optional[Callable] = lambda *args, **kwargs: None, + self, + leverage: int, + mock_api: aioresponses, + callback: Optional[Callable] = lambda *args, **kwargs: None, ): url = web_utils.public_rest_url(CONSTANTS.PATH_MARKETS) regex_url = re.compile(f"^{url}") @@ -1217,11 +1227,11 @@ def test_lost_order_removed_if_not_found_during_order_status_update(self, mock_a pass def place_buy_market_order( - self, - amount: Decimal = Decimal("100"), - price: Decimal = Decimal("10_000"), - order_type: OrderType = OrderType.MARKET, - position_action: PositionAction = PositionAction.OPEN, + self, + amount: Decimal = Decimal("100"), + price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.MARKET, + position_action: PositionAction = PositionAction.OPEN, ): order_book = OrderBook() self.exchange.order_book_tracker._order_books[self.trading_pair] = order_book From c7a781feaba552db39346eb7d7f6bf7dfbf03a84 Mon Sep 17 00:00:00 2001 From: bczhang Date: Thu, 24 Aug 2023 10:47:02 +0800 Subject: [PATCH 285/359] fix bug --- .../dydx_perpetual/test_dydx_perpetual_derivative.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py index c7b3889228..8848ad0dd8 100644 --- a/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/dydx_perpetual/test_dydx_perpetual_derivative.py @@ -492,25 +492,27 @@ def place_buy_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) self.exchange._current_place_order_requests = 1 self.exchange._throttler.set_rate_limits(self.exchange.rate_limits_rules) - return super().place_buy_order(amount, price, position_action) + return super().place_buy_order(amount, price, order_type, position_action) def place_sell_order( self, amount: Decimal = Decimal("100"), price: Decimal = Decimal("10_000"), + order_type: OrderType = OrderType.LIMIT, position_action: PositionAction = PositionAction.OPEN, ): notional_amount = amount * price self.exchange._order_notional_amounts[notional_amount] = len(self.exchange._order_notional_amounts.keys()) self.exchange._current_place_order_requests = 1 self.exchange._throttler.set_rate_limits(self.exchange.rate_limits_rules) - return super().place_sell_order(amount, price, position_action) + return super().place_sell_order(amount, price, order_type, position_action) def validate_auth_credentials_present(self, request_call: RequestCall): request_headers = request_call.kwargs["headers"] From 7f6bd5230435dbc75a0391ef8d61669748fb4c85 Mon Sep 17 00:00:00 2001 From: nikspz <83953535+nikspz@users.noreply.github.com> Date: Fri, 25 Aug 2023 12:09:25 +0700 Subject: [PATCH 286/359] fix/ Update setup.py version --- setup.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 5419d5ea4f..eaeb67fcd9 100644 --- a/setup.py +++ b/setup.py @@ -32,7 +32,7 @@ def build_extensions(self): def main(): cpu_count = os.cpu_count() or 8 - version = "20230724" + version = "20230828" packages = find_packages(include=["hummingbot", "hummingbot.*"]) package_data = { "hummingbot": [ From 230324da8a7d632171ef6cd24844cc6d4b5d3cd9 Mon Sep 17 00:00:00 2001 From: nikspz <83953535+nikspz@users.noreply.github.com> Date: Fri, 25 Aug 2023 12:11:10 +0700 Subject: [PATCH 287/359] fix-Update VERSION --- hummingbot/VERSION | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/VERSION b/hummingbot/VERSION index dafcae148a..55383ee68c 100644 --- a/hummingbot/VERSION +++ b/hummingbot/VERSION @@ -1 +1 @@ -dev-1.19.0 +dev-1.20.0 From f62eaf6ff2c1cfa122a13eb9feac1a7a2acece99 Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Fri, 25 Aug 2023 13:04:17 -0400 Subject: [PATCH 288/359] (refactor) Fixes a bug in AMM config --- hummingbot/client/config/config_helpers.py | 2 +- .../avellaneda_market_making_config_map_pydantic.py | 8 ++++++-- 2 files changed, 7 insertions(+), 3 deletions(-) diff --git a/hummingbot/client/config/config_helpers.py b/hummingbot/client/config/config_helpers.py index e9ee6f506f..f03975ecde 100644 --- a/hummingbot/client/config/config_helpers.py +++ b/hummingbot/client/config/config_helpers.py @@ -190,13 +190,13 @@ def validate_model(self) -> List[str]: input_data = self._hb_config.dict() results = validate_model(model=type(self._hb_config), input_data=input_data) # coerce types conf_dict = results[0] - errors = results[2] for key, value in conf_dict.items(): self.setattr_no_validation(key, value) self.decrypt_all_secure_data() input_data = self._hb_config.dict() results = validate_model(model=type(self._hb_config), input_data=input_data) # validate decrypted values conf_dict = results[0] + errors = results[2] for key, value in conf_dict.items(): self.setattr_no_validation(key, value) validation_errors = [] diff --git a/hummingbot/strategy/avellaneda_market_making/avellaneda_market_making_config_map_pydantic.py b/hummingbot/strategy/avellaneda_market_making/avellaneda_market_making_config_map_pydantic.py index 41f5cf8dad..78768767b0 100644 --- a/hummingbot/strategy/avellaneda_market_making/avellaneda_market_making_config_map_pydantic.py +++ b/hummingbot/strategy/avellaneda_market_making/avellaneda_market_making_config_map_pydantic.py @@ -44,7 +44,9 @@ class Config: title = "from_date_to_date" @validator("start_datetime", "end_datetime", pre=True) - def validate_execution_time(cls, v: str) -> Optional[str]: + def validate_execution_time(cls, v: Union[str, datetime]) -> Optional[str]: + if not isinstance(v, str): + v = v.strftime("%Y-%m-%d %H:%M:%S") ret = validate_datetime_iso_string(v) if ret is not None: raise ValueError(ret) @@ -73,7 +75,9 @@ class Config: title = "daily_between_times" @validator("start_time", "end_time", pre=True) - def validate_execution_time(cls, v: str) -> Optional[str]: + def validate_execution_time(cls, v: Union[str, datetime]) -> Optional[str]: + if not isinstance(v, str): + v = v.strftime("%H:%M:%S") ret = validate_time_iso_string(v) if ret is not None: raise ValueError(ret) From 83c927dad89d81ddb3a8f3a9d49c379d153ab6bb Mon Sep 17 00:00:00 2001 From: vic-en Date: Sun, 27 Aug 2023 14:46:26 -0500 Subject: [PATCH 289/359] add broker id --- .../derivative/phemex_perpetual/phemex_perpetual_constants.py | 2 ++ .../derivative/phemex_perpetual/phemex_perpetual_derivative.py | 2 +- 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py index 2412e4ab01..6c4cf19531 100644 --- a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py +++ b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py @@ -6,6 +6,8 @@ EXCHANGE_NAME = "phemex_perpetual" MAX_ORDER_ID_LEN = 40 +HB_PARTNER_ID = "HBOT" + DEFAULT_DOMAIN = "" TESTNET_DOMAIN = "phemex_perpetual_testnet" diff --git a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py index 046fb0afa0..dc355bb548 100644 --- a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py +++ b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py @@ -87,7 +87,7 @@ def client_order_id_max_length(self) -> int: @property def client_order_id_prefix(self) -> str: - return "" + return CONSTANTS.HB_PARTNER_ID @property def trading_rules_request_path(self) -> str: From d042c0fae4d0f4345a2ba6d5ff1453ff97442799 Mon Sep 17 00:00:00 2001 From: abel Date: Sun, 27 Aug 2023 23:46:46 -0300 Subject: [PATCH 290/359] (fix) Changed source of grpc dependencies to avoid segmentation fault issue in Mac Intel --- setup/environment.yml | 17 ++++++++--------- 1 file changed, 8 insertions(+), 9 deletions(-) diff --git a/setup/environment.yml b/setup/environment.yml index e9463ad839..8bc59cbe42 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -1,15 +1,10 @@ name: hummingbot channels: - - conda-forge - defaults dependencies: - - aiounittest=1.4.1 - bidict - coverage=5.5 - - gql - - grpcio - - grpcio-tools - - nomkl=1.0 + - nomkl - nose=1.3.7 - nose-exclude - numpy=1.23.5 @@ -17,8 +12,8 @@ dependencies: - pandas=1.5.3 - pip=23.1.2 - prompt_toolkit=3.0.20 - - pydantic=1.9.2 - - pytest==7.3.2 + - pydantic=1.9.* + - pytest - python=3.10.12 - pytables=3.8.0 - scipy=1.10.1 @@ -31,6 +26,7 @@ dependencies: - aiohttp==3.* - aioprocessing==2.0 - aioresponses + - aiounittest - appdirs==1.4.3 - async-timeout - asyncssh==2.13.1 @@ -46,6 +42,9 @@ dependencies: - eip712-structs==1.1.0 - ethsnarks-loopring==0.1.5 - flake8==3.7.9 + - gql + - grpcio + - grpcio-tools - importlib-metadata==0.23 - injective-py==0.7.* - mypy-extensions==0.4.3 @@ -67,4 +66,4 @@ dependencies: - websockets - yarl==1.* - git+https://github.com/CoinAlpha/python-signalr-client.git - - git+https://github.com/konichuvak/dydx-v3-python.git@web3 \ No newline at end of file + - git+https://github.com/konichuvak/dydx-v3-python.git@web3 From 82b830932a5d7e98352cff9806573400f0caf887 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Mon, 28 Aug 2023 18:08:06 +0200 Subject: [PATCH 291/359] Updating gateway_config_utils.py --- hummingbot/core/utils/gateway_config_utils.py | 1 - 1 file changed, 1 deletion(-) diff --git a/hummingbot/core/utils/gateway_config_utils.py b/hummingbot/core/utils/gateway_config_utils.py index 881a6590e3..612978fb97 100644 --- a/hummingbot/core/utils/gateway_config_utils.py +++ b/hummingbot/core/utils/gateway_config_utils.py @@ -16,7 +16,6 @@ "injective": "INJ", "xdc": "XDC", "tezos": "XTZ", - "xdc": "XDC", "kujira": "KUJI" } From b8ebf136b99b45e947e854f2c1047ea22d4b5670 Mon Sep 17 00:00:00 2001 From: Michael Feng Date: Mon, 28 Aug 2023 16:02:24 -0700 Subject: [PATCH 292/359] revise compose yml file --- docker-compose.yml | 88 +++++++++++++++++++++++----------------------- 1 file changed, 44 insertions(+), 44 deletions(-) diff --git a/docker-compose.yml b/docker-compose.yml index 090a4bebeb..32f66ecf43 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -1,47 +1,47 @@ version: "3.9" services: -# hummingbot: -# container_name: hummingbot -# build: -# context: . -# dockerfile: Dockerfile -# volumes: -# - ./conf:/home/hummingbot/conf -# - ./conf/connectors:/home/hummingbot/conf/connectors -# - ./conf/strategies:/home/hummingbot/conf/strategies -# - ./logs:/home/hummingbot/logs -# - ./data:/home/hummingbot/data -# - ./scripts:/home/hummingbot/scripts -# environment: -# - CONFIG_PASSWORD=a -# - CONFIG_FILE_NAME=directional_strategy_rsi.py -# logging: -# driver: "json-file" -# options: -# max-size: "10m" -# max-file: 5 -# tty: true -# stdin_open: true -# network_mode: host -# -# dashboard: -# container_name: dashboard -# image: hummingbot/dashboard:latest -# volumes: -# - ./data:/home/dashboard/data -# ports: -# - "8501:8501" - - gateway: - container_name: gateway - image: hummingbot/gateway:latest - ports: - - "15888:15888" - - "8080:8080" + hummingbot: + container_name: hummingbot + build: + context: . + dockerfile: Dockerfile volumes: - - "./gateway_files/conf:/home/gateway/conf" - - "./gateway_files/logs:/home/gateway/logs" - - "./gateway_files/db:/home/gateway/db" - - "./certs:/home/gateway/certs" - environment: - - GATEWAY_PASSPHRASE=a \ No newline at end of file + - ./conf:/home/hummingbot/conf + - ./conf/connectors:/home/hummingbot/conf/connectors + - ./conf/strategies:/home/hummingbot/conf/strategies + - ./logs:/home/hummingbot/logs + - ./data:/home/hummingbot/data + - ./scripts:/home/hummingbot/scripts + logging: + driver: "json-file" + options: + max-size: "10m" + max-file: 5 + tty: true + stdin_open: true + network_mode: host + # environment: + # - CONFIG_PASSWORD=a + # - CONFIG_FILE_NAME=simple_pmm_example.py + + # dashboard: + # container_name: dashboard + # image: hummingbot/dashboard:latest + # volumes: + # - ./data:/home/dashboard/data + # ports: + # - "8501:8501" + + # gateway: + # container_name: gateway + # image: hummingbot/gateway:latest + # ports: + # - "15888:15888" + # - "8080:8080" + # volumes: + # - "./gateway_files/conf:/home/gateway/conf" + # - "./gateway_files/logs:/home/gateway/logs" + # - "./gateway_files/db:/home/gateway/db" + # - "./certs:/home/gateway/certs" + # environment: + # - GATEWAY_PASSPHRASE=a \ No newline at end of file From a2e3cd87a50cdeb21a1d3b8aef138fbbf77575d9 Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 29 Aug 2023 01:11:14 -0300 Subject: [PATCH 293/359] (feat) Added the new IP rate limits for Injective V2 --- .../injective_constants.py | 2 - .../injective_v2_perpetual_derivative.py | 3 +- .../injective_v2_perpetual_utils.py | 4 +- .../data_sources/injective_data_source.py | 12 +- .../injective_grantee_data_source.py | 45 +++--- .../injective_read_only_data_source.py | 12 +- .../injective_vaults_data_source.py | 10 +- .../injective_v2/injective_constants.py | 133 +++++++++++++++--- .../injective_v2/injective_v2_exchange.py | 3 +- .../injective_v2/injective_v2_utils.py | 40 ++++-- setup.py | 3 + .../test_injective_data_source.py | 3 + ...v2_utils.py => test_injective_v2_utils.py} | 13 +- 13 files changed, 212 insertions(+), 71 deletions(-) rename test/hummingbot/connector/exchange/injective_v2/{tests_injective_v2_utils.py => test_injective_v2_utils.py} (92%) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py index 3a58fec5d8..e474272bf1 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py @@ -7,8 +7,6 @@ TRANSACTIONS_CHECK_INTERVAL = CONSTANTS.TRANSACTIONS_CHECK_INTERVAL -RATE_LIMITS = CONSTANTS.RATE_LIMITS - ORDER_STATE_MAP = CONSTANTS.ORDER_STATE_MAP ORDER_NOT_FOUND_ERROR_MESSAGE = CONSTANTS.ORDER_NOT_FOUND_ERROR_MESSAGE diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 3c528c7fc5..abad110787 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -60,6 +60,7 @@ def __init__( self._trading_required = trading_required self._trading_pairs = trading_pairs self._data_source = connector_configuration.create_data_source() + self._rate_limits = connector_configuration.network.rate_limits() super().__init__(client_config_map=client_config_map) self._data_source.configure_throttler(throttler=self._throttler) @@ -85,7 +86,7 @@ def authenticator(self) -> AuthBase: @property def rate_limits_rules(self) -> List[RateLimit]: - return CONSTANTS.RATE_LIMITS + return self._rate_limits @property def domain(self) -> str: diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py index 5e5533b5e9..da2c346da3 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py @@ -73,7 +73,9 @@ def validate_account_type(cls, v: Union[(str, Dict) + tuple(ACCOUNT_MODES.values def create_data_source(self): return self.account_type.create_data_source( - network=self.network.network(), use_secure_connection=self.network.use_secure_connection() + network=self.network.network(), + use_secure_connection=self.network.use_secure_connection(), + rate_limits=self.network.rate_limits(), ) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 6a5623d01b..f56b213b74 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -739,7 +739,7 @@ def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError @abstractmethod - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] @@ -804,9 +804,10 @@ async def _last_traded_price(self, market_id: str) -> Decimal: market_ids=[market_id], limit=1, ) - if len(trades_response["trades"]) > 0: + trades = trades_response.get("trades", []) + if len(trades) > 0: price = market.price_from_chain_format( - chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) + chain_price=Decimal(trades[0]["price"]["price"])) else: market = await self.derivative_market_info_for_id(market_id=market_id) @@ -815,7 +816,8 @@ async def _last_traded_price(self, market_id: str) -> Decimal: market_ids=[market_id], limit=1, ) - if len(trades_response["trades"]) > 0: + trades = trades_response.get("trades", []) + if len(trades) > 0: price = market.price_from_chain_format( chain_price=Decimal(trades_response["trades"][0]["positionDelta"]["executionPrice"])) @@ -829,7 +831,7 @@ async def _transaction_from_chain(self, tx_hash: str, retries: int) -> int: while executed_tries < retries and not found: executed_tries += 1 try: - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_ORDERS_HISTORY_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_CHAIN_LIMIT_ID): block_height = await self.query_executor.get_tx_block_height(tx_hash=tx_hash) found = True except ValueError: diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index d50bc7bc8e..e514d7e1dc 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -27,6 +27,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub @@ -43,6 +44,7 @@ def __init__( granter_address: str, granter_subaccount_index: int, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -75,9 +77,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 self._order_creation_lock = asyncio.Lock() - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._is_timeout_height_initialized = False self._is_trading_account_initialized = False @@ -253,13 +253,14 @@ async def initialize_trading_account(self): await self._client.get_account(address=self.trading_account_injective_address) self._is_trading_account_initialized = True - def order_hash_manager(self) -> OrderHashManager: + async def order_hash_manager(self) -> OrderHashManager: if self._order_hash_manager is None: - self._order_hash_manager = OrderHashManager( - address=self._granter_address, - network=self._network, - subaccount_indexes=[self._granter_subaccount_index] - ) + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_SUBACCOUNT_LIMIT_ID): + self._order_hash_manager = OrderHashManager( + address=self._granter_address, + network=self._network, + subaccount_indexes=[self._granter_subaccount_index] + ) return self._order_hash_manager def supported_order_types(self) -> List[OrderType]: @@ -278,7 +279,11 @@ async def update_markets(self): for market_info in markets: try: - ticker_base, ticker_quote = market_info["ticker"].split("/") + if "/" in market_info["ticker"]: + ticker_base, ticker_quote = market_info["ticker"].split("/") + else: + ticker_base = market_info["ticker"] + ticker_quote = None base_token = self._token_from_market_info( denom=market_info["baseDenom"], token_meta=market_info["baseTokenMeta"], @@ -339,7 +344,7 @@ async def order_updates_for_transaction( transaction_spot_orders = [] transaction_derivative_orders = [] - async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_INDEXER_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) @@ -433,12 +438,14 @@ def _sign_and_encode(self, transaction: Transaction) -> bytes: def _uses_default_portfolio_subaccount(self) -> bool: return self._granter_subaccount_index == CONSTANTS.DEFAULT_SUBACCOUNT_INDEX - def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candidate_symbol: str) -> InjectiveToken: + def _token_from_market_info( + self, denom: str, token_meta: Dict[str, Any], candidate_symbol: Optional[str] = None + ) -> InjectiveToken: token = self._tokens_map.get(denom) if token is None: unique_symbol = token_meta["symbol"] if unique_symbol in self._token_symbol_symbol_and_denom_map: - if candidate_symbol not in self._token_symbol_symbol_and_denom_map: + if candidate_symbol is not None and candidate_symbol not in self._token_symbol_symbol_and_denom_map: unique_symbol = candidate_symbol else: unique_symbol = token_meta["name"] @@ -455,7 +462,9 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: - _, ticker_quote = market_info["ticker"].split("/") + ticker_quote = None + if "/" in market_info["ticker"]: + _, ticker_quote = market_info["ticker"].split("/") quote_token = self._token_from_market_info( denom=market_info["quoteDenom"], token_meta=market_info["quoteTokenMeta"], @@ -475,7 +484,7 @@ async def _updated_derivative_market_info_for_id(self, market_id: str) -> Inject market = self._parse_derivative_market_info(market_info=market_info) return market - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] @@ -484,7 +493,7 @@ def _calculate_order_hashes( derivative_hashes = [] if len(spot_orders) > 0 or len(derivative_orders) > 0: - hash_manager = self.order_hash_manager() + hash_manager = await self.order_hash_manager() hash_manager_result = hash_manager.compute_order_hashes( spot_orders=spot_orders, derivative_orders=derivative_orders, @@ -545,11 +554,11 @@ async def _order_creation_messages( order_definition = await self._create_derivative_order_definition(order=order) derivative_order_definitions.append(order_definition) - market_spot_hashes, market_derivative_hashes = self._calculate_order_hashes( + market_spot_hashes, market_derivative_hashes = await self._calculate_order_hashes( spot_orders=spot_market_order_definitions, derivative_orders=derivative_market_order_definitions, ) - limit_spot_hashes, limit_derivative_hashes = self._calculate_order_hashes( + limit_spot_hashes, limit_derivative_hashes = await self._calculate_order_hashes( spot_orders=spot_order_definitions, derivative_orders=derivative_order_definitions, ) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py index 1a56e03f87..7c0850b0ad 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py @@ -21,6 +21,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import OrderUpdate from hummingbot.core.pubsub import PubSub @@ -33,6 +34,7 @@ class InjectiveReadOnlyDataSource(InjectiveDataSource): def __init__( self, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -45,9 +47,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._markets_initialization_lock = asyncio.Lock() self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None @@ -317,8 +317,10 @@ def _sign_and_encode(self, transaction: Transaction) -> bytes: def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError - def _calculate_order_hashes(self, spot_orders: List[GatewayInFlightOrder], - derivative_orders: [GatewayPerpetualInFlightOrder]) -> Tuple[List[str], List[str]]: + async def _calculate_order_hashes( + self, + spot_orders: List[GatewayInFlightOrder], + derivative_orders: [GatewayPerpetualInFlightOrder]) -> Tuple[List[str], List[str]]: raise NotImplementedError def _reset_order_hash_manager(self): diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 80d8904d16..39cc1da564 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -27,6 +27,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub @@ -43,6 +44,7 @@ def __init__( vault_contract_address: str, vault_subaccount_index: int, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -75,9 +77,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 self._order_creation_lock = asyncio.Lock() - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._is_timeout_height_initialized = False self._is_trading_account_initialized = False @@ -324,7 +324,7 @@ async def order_updates_for_transaction( spot_orders = spot_orders or [] perpetual_orders = perpetual_orders or [] - async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_INDEXER_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) @@ -441,7 +441,7 @@ async def _updated_derivative_market_info_for_id(self, market_id: str) -> Inject market = self._parse_derivative_market_info(market_info=market_info) return market - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] diff --git a/hummingbot/connector/exchange/injective_v2/injective_constants.py b/hummingbot/connector/exchange/injective_v2/injective_constants.py index 75dac9bfc0..cfa4c6a03f 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_constants.py +++ b/hummingbot/connector/exchange/injective_v2/injective_constants.py @@ -1,6 +1,6 @@ import sys -from hummingbot.core.api_throttler.data_types import RateLimit +from hummingbot.core.api_throttler.data_types import LinkedLimitWeightPair, RateLimit from hummingbot.core.data_type.in_flight_order import OrderState EXCHANGE_NAME = "injective_v2" @@ -18,14 +18,14 @@ # Public limit ids SPOT_MARKETS_LIMIT_ID = "SpotMarkets" DERIVATIVE_MARKETS_LIMIT_ID = "DerivativeMarkets" -DERIVATIVE_MARKET_LIMIT_ID = "DerivativeMarket" SPOT_ORDERBOOK_LIMIT_ID = "SpotOrderBookSnapshot" DERIVATIVE_ORDERBOOK_LIMIT_ID = "DerivativeOrderBookSnapshot" -GET_TRANSACTION_LIMIT_ID = "GetTransaction" -GET_CHAIN_TRANSACTION_LIMIT_ID = "GetChainTransaction" +GET_TRANSACTION_INDEXER_LIMIT_ID = "GetTransactionIndexer" +GET_TRANSACTION_CHAIN_LIMIT_ID = "GetTransactionChain" FUNDING_RATES_LIMIT_ID = "FundingRates" ORACLE_PRICES_LIMIT_ID = "OraclePrices" FUNDING_PAYMENTS_LIMIT_ID = "FundingPayments" +GET_SUBACCOUNT_LIMIT_ID = "GetSubaccount" # Private limit ids PORTFOLIO_BALANCES_LIMIT_ID = "AccountPortfolio" @@ -37,29 +37,116 @@ SIMULATE_TRANSACTION_LIMIT_ID = "SimulateTransaction" SEND_TRANSACTION = "SendTransaction" +CHAIN_ENDPOINTS_GROUP_LIMIT_ID = "ChainGroupLimit" +INDEXER_ENDPOINTS_GROUP_LIMIT_ID = "IndexerGroupLimit" + NO_LIMIT = sys.maxsize ONE_SECOND = 1 -RATE_LIMITS = [ - RateLimit(limit_id=SPOT_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_MARKET_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=GET_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=GET_CHAIN_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=PORTFOLIO_BALANCES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=POSITIONS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SIMULATE_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SEND_TRANSACTION, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=FUNDING_RATES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=ORACLE_PRICES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=FUNDING_PAYMENTS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), +ENDPOINTS_RATE_LIMITS = [ + RateLimit( + limit_id=GET_SUBACCOUNT_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=GET_TRANSACTION_CHAIN_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SIMULATE_TRANSACTION_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SEND_TRANSACTION, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_MARKETS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_MARKETS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_ORDERBOOK_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_ORDERBOOK_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=GET_TRANSACTION_INDEXER_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=PORTFOLIO_BALANCES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=POSITIONS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_TRADES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_TRADES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=FUNDING_RATES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=ORACLE_PRICES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=FUNDING_PAYMENTS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), +] + +PUBLIC_NODE_RATE_LIMITS = [ + RateLimit(limit_id=CHAIN_ENDPOINTS_GROUP_LIMIT_ID, limit=20, time_interval=ONE_SECOND), + RateLimit(limit_id=INDEXER_ENDPOINTS_GROUP_LIMIT_ID, limit=50, time_interval=ONE_SECOND), +] +PUBLIC_NODE_RATE_LIMITS.extend(ENDPOINTS_RATE_LIMITS) + +CUSTOM_NODE_RATE_LIMITS = [ + RateLimit(limit_id=CHAIN_ENDPOINTS_GROUP_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=INDEXER_ENDPOINTS_GROUP_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), ] +CUSTOM_NODE_RATE_LIMITS.extend(ENDPOINTS_RATE_LIMITS) ORDER_STATE_MAP = { "booked": OrderState.OPEN, diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 6b5f67a2f5..537b512c35 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -59,6 +59,7 @@ def __init__( self._trading_required = trading_required self._trading_pairs = trading_pairs self._data_source = connector_configuration.create_data_source() + self._rate_limits = connector_configuration.network.rate_limits() super().__init__(client_config_map=client_config_map) self._data_source.configure_throttler(throttler=self._throttler) @@ -84,7 +85,7 @@ def authenticator(self) -> AuthBase: @property def rate_limits_rules(self) -> List[RateLimit]: - return CONSTANTS.RATE_LIMITS + return self._rate_limits @property def domain(self) -> str: diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py index 139c01cd7c..4636bdfa8d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py @@ -1,12 +1,13 @@ from abc import ABC, abstractmethod from decimal import Decimal -from typing import TYPE_CHECKING, Dict, Union +from typing import TYPE_CHECKING, Dict, List, Union from pydantic import Field, SecretStr from pydantic.class_validators import validator from pyinjective.constant import Network from hummingbot.client.config.config_data_types import BaseClientModel, BaseConnectorConfigMap, ClientFieldData +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -16,6 +17,7 @@ from hummingbot.connector.exchange.injective_v2.data_sources.injective_vaults_data_source import ( InjectiveVaultsDataSource, ) +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.trade_fee import TradeFeeSchema if TYPE_CHECKING: @@ -68,6 +70,9 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return self.node == "lb" + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.PUBLIC_NODE_RATE_LIMITS + class InjectiveTestnetNetworkMode(InjectiveNetworkMode): testnet_node: str = Field( @@ -78,6 +83,9 @@ class InjectiveTestnetNetworkMode(InjectiveNetworkMode): ), ) + class Config: + title = "testnet_network" + @validator("testnet_node", pre=True) def validate_node(cls, v: str): if v not in TESTNET_NODES: @@ -90,8 +98,8 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return True - class Config: - title = "testnet_network" + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.PUBLIC_NODE_RATE_LIMITS class InjectiveCustomNetworkMode(InjectiveNetworkMode): @@ -169,6 +177,9 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return self.secure_connection + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.CUSTOM_NODE_RATE_LIMITS + NETWORK_MODES = { InjectiveMainnetNetworkMode.Config.title: InjectiveMainnetNetworkMode, @@ -180,7 +191,9 @@ def use_secure_connection(self) -> bool: class InjectiveAccountMode(BaseClientModel, ABC): @abstractmethod - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": pass @@ -219,7 +232,9 @@ class InjectiveDelegatedAccountMode(InjectiveAccountMode): class Config: title = "delegate_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveGranteeDataSource( private_key=self.private_key.get_secret_value(), subaccount_index=self.subaccount_index, @@ -227,6 +242,7 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " granter_subaccount_index=self.granter_subaccount_index, network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -263,7 +279,9 @@ class InjectiveVaultAccountMode(InjectiveAccountMode): class Config: title = "vault_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveVaultsDataSource( private_key=self.private_key.get_secret_value(), subaccount_index=self.subaccount_index, @@ -271,6 +289,7 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " vault_subaccount_index=self.vault_subaccount_index, network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -279,10 +298,13 @@ class InjectiveReadOnlyAccountMode(InjectiveAccountMode): class Config: title = "read_only_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveReadOnlyDataSource( network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -344,7 +366,9 @@ def validate_account_type(cls, v: Union[(str, Dict) + tuple(ACCOUNT_MODES.values def create_data_source(self): return self.account_type.create_data_source( - network=self.network.network(), use_secure_connection=self.network.use_secure_connection() + network=self.network.network(), + use_secure_connection=self.network.use_secure_connection(), + rate_limits=self.network.rate_limits(), ) diff --git a/setup.py b/setup.py index 5419d5ea4f..8e84f108a4 100644 --- a/setup.py +++ b/setup.py @@ -73,6 +73,9 @@ def main(): "eth-utils", "ethsnarks-loopring", "flake8", + "gql", + "grpcio", + "grpcio-tools" "hexbytes", "importlib-metadata", "injective-py" diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index 013a412d32..b2f39b1f28 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -10,6 +10,7 @@ from pyinjective.constant import Network from pyinjective.wallet import Address, PrivateKey +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -42,6 +43,7 @@ def setUp(self, _) -> None: granter_address=Address(bytes.fromhex(granter_private_key.to_public_key().to_hex())).to_acc_bech32(), granter_subaccount_index=0, network=Network.testnet(node="sentry"), + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, ) self.query_executor = ProgrammableQueryExecutor() @@ -383,6 +385,7 @@ def setUp(self, _) -> None: vault_subaccount_index=1, network=Network.testnet(node="sentry"), use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, ) self.query_executor = ProgrammableQueryExecutor() diff --git a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py similarity index 92% rename from test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py rename to test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py index 60b2e2b84e..6b8063b6e1 100644 --- a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py @@ -4,6 +4,7 @@ from pyinjective.constant import Network import hummingbot.connector.exchange.injective_v2.injective_v2_utils as utils +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -113,7 +114,11 @@ def test_injective_delegate_account_config_creation(self): granter_subaccount_index=0, ) - data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) + data_source = config.create_data_source( + network=Network.testnet(node="sentry"), + use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, + ) self.assertEqual(InjectiveGranteeDataSource, type(data_source)) @@ -127,7 +132,11 @@ def test_injective_vault_account_config_creation(self): bytes.fromhex(private_key.to_public_key().to_hex())).to_acc_bech32(), ) - data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) + data_source = config.create_data_source( + network=Network.testnet(node="sentry"), + use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, + ) self.assertEqual(InjectiveVaultsDataSource, type(data_source)) From 7571e891c683a6e65139b6e36af53c23753ac37b Mon Sep 17 00:00:00 2001 From: bczhang Date: Tue, 29 Aug 2023 16:39:03 +0800 Subject: [PATCH 294/359] fix error --- .../gate_io_perpetual/gate_io_perpetual_derivative.py | 11 ++++++++--- 1 file changed, 8 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py b/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py index 093504cf38..33d7af3bcf 100644 --- a/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py +++ b/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py @@ -703,9 +703,14 @@ async def _update_positions(self): hb_trading_pair = await self.trading_pair_associated_to_exchange_symbol(ex_trading_pair) amount = Decimal(position.get("size")) - position_side = PositionSide.LONG if Decimal(position.get("size")) > 0 else PositionSide.SHORT - - pos_key = self._perpetual_trading.position_key(hb_trading_pair, position_side) + ex_mode = position.get("mode") + if ex_mode == 'single': + mode = PositionMode.ONEWAY + position_side = PositionSide.LONG if Decimal(position.get("size")) > 0 else PositionSide.SHORT + else: + mode = PositionMode.HEDGE + position_side = PositionSide.LONG if ex_mode == "dual_long" else PositionSide.SHORT + pos_key = self._perpetual_trading.position_key(hb_trading_pair, position_side, mode) if amount != 0: trading_rule = self._trading_rules[hb_trading_pair] From 6b40dec953e66188a83d681de3d5d23346ee1a20 Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 29 Aug 2023 01:11:14 -0300 Subject: [PATCH 295/359] (feat) Added the new IP rate limits for Injective V2 --- .../injective_constants.py | 2 - .../injective_v2_perpetual_derivative.py | 3 +- .../injective_v2_perpetual_utils.py | 4 +- .../data_sources/injective_data_source.py | 12 +- .../injective_grantee_data_source.py | 45 +++--- .../injective_read_only_data_source.py | 12 +- .../injective_vaults_data_source.py | 10 +- .../injective_v2/injective_constants.py | 133 +++++++++++++++--- .../injective_v2/injective_v2_exchange.py | 3 +- .../injective_v2/injective_v2_utils.py | 40 ++++-- setup.py | 3 + .../test_injective_data_source.py | 3 + ...v2_utils.py => test_injective_v2_utils.py} | 13 +- 13 files changed, 212 insertions(+), 71 deletions(-) rename test/hummingbot/connector/exchange/injective_v2/{tests_injective_v2_utils.py => test_injective_v2_utils.py} (92%) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py index 3a58fec5d8..e474272bf1 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py @@ -7,8 +7,6 @@ TRANSACTIONS_CHECK_INTERVAL = CONSTANTS.TRANSACTIONS_CHECK_INTERVAL -RATE_LIMITS = CONSTANTS.RATE_LIMITS - ORDER_STATE_MAP = CONSTANTS.ORDER_STATE_MAP ORDER_NOT_FOUND_ERROR_MESSAGE = CONSTANTS.ORDER_NOT_FOUND_ERROR_MESSAGE diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 3c528c7fc5..abad110787 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -60,6 +60,7 @@ def __init__( self._trading_required = trading_required self._trading_pairs = trading_pairs self._data_source = connector_configuration.create_data_source() + self._rate_limits = connector_configuration.network.rate_limits() super().__init__(client_config_map=client_config_map) self._data_source.configure_throttler(throttler=self._throttler) @@ -85,7 +86,7 @@ def authenticator(self) -> AuthBase: @property def rate_limits_rules(self) -> List[RateLimit]: - return CONSTANTS.RATE_LIMITS + return self._rate_limits @property def domain(self) -> str: diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py index 5e5533b5e9..da2c346da3 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py @@ -73,7 +73,9 @@ def validate_account_type(cls, v: Union[(str, Dict) + tuple(ACCOUNT_MODES.values def create_data_source(self): return self.account_type.create_data_source( - network=self.network.network(), use_secure_connection=self.network.use_secure_connection() + network=self.network.network(), + use_secure_connection=self.network.use_secure_connection(), + rate_limits=self.network.rate_limits(), ) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 6a5623d01b..f56b213b74 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -739,7 +739,7 @@ def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError @abstractmethod - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] @@ -804,9 +804,10 @@ async def _last_traded_price(self, market_id: str) -> Decimal: market_ids=[market_id], limit=1, ) - if len(trades_response["trades"]) > 0: + trades = trades_response.get("trades", []) + if len(trades) > 0: price = market.price_from_chain_format( - chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) + chain_price=Decimal(trades[0]["price"]["price"])) else: market = await self.derivative_market_info_for_id(market_id=market_id) @@ -815,7 +816,8 @@ async def _last_traded_price(self, market_id: str) -> Decimal: market_ids=[market_id], limit=1, ) - if len(trades_response["trades"]) > 0: + trades = trades_response.get("trades", []) + if len(trades) > 0: price = market.price_from_chain_format( chain_price=Decimal(trades_response["trades"][0]["positionDelta"]["executionPrice"])) @@ -829,7 +831,7 @@ async def _transaction_from_chain(self, tx_hash: str, retries: int) -> int: while executed_tries < retries and not found: executed_tries += 1 try: - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_ORDERS_HISTORY_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_CHAIN_LIMIT_ID): block_height = await self.query_executor.get_tx_block_height(tx_hash=tx_hash) found = True except ValueError: diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index d50bc7bc8e..e514d7e1dc 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -27,6 +27,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub @@ -43,6 +44,7 @@ def __init__( granter_address: str, granter_subaccount_index: int, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -75,9 +77,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 self._order_creation_lock = asyncio.Lock() - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._is_timeout_height_initialized = False self._is_trading_account_initialized = False @@ -253,13 +253,14 @@ async def initialize_trading_account(self): await self._client.get_account(address=self.trading_account_injective_address) self._is_trading_account_initialized = True - def order_hash_manager(self) -> OrderHashManager: + async def order_hash_manager(self) -> OrderHashManager: if self._order_hash_manager is None: - self._order_hash_manager = OrderHashManager( - address=self._granter_address, - network=self._network, - subaccount_indexes=[self._granter_subaccount_index] - ) + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_SUBACCOUNT_LIMIT_ID): + self._order_hash_manager = OrderHashManager( + address=self._granter_address, + network=self._network, + subaccount_indexes=[self._granter_subaccount_index] + ) return self._order_hash_manager def supported_order_types(self) -> List[OrderType]: @@ -278,7 +279,11 @@ async def update_markets(self): for market_info in markets: try: - ticker_base, ticker_quote = market_info["ticker"].split("/") + if "/" in market_info["ticker"]: + ticker_base, ticker_quote = market_info["ticker"].split("/") + else: + ticker_base = market_info["ticker"] + ticker_quote = None base_token = self._token_from_market_info( denom=market_info["baseDenom"], token_meta=market_info["baseTokenMeta"], @@ -339,7 +344,7 @@ async def order_updates_for_transaction( transaction_spot_orders = [] transaction_derivative_orders = [] - async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_INDEXER_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) @@ -433,12 +438,14 @@ def _sign_and_encode(self, transaction: Transaction) -> bytes: def _uses_default_portfolio_subaccount(self) -> bool: return self._granter_subaccount_index == CONSTANTS.DEFAULT_SUBACCOUNT_INDEX - def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candidate_symbol: str) -> InjectiveToken: + def _token_from_market_info( + self, denom: str, token_meta: Dict[str, Any], candidate_symbol: Optional[str] = None + ) -> InjectiveToken: token = self._tokens_map.get(denom) if token is None: unique_symbol = token_meta["symbol"] if unique_symbol in self._token_symbol_symbol_and_denom_map: - if candidate_symbol not in self._token_symbol_symbol_and_denom_map: + if candidate_symbol is not None and candidate_symbol not in self._token_symbol_symbol_and_denom_map: unique_symbol = candidate_symbol else: unique_symbol = token_meta["name"] @@ -455,7 +462,9 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: - _, ticker_quote = market_info["ticker"].split("/") + ticker_quote = None + if "/" in market_info["ticker"]: + _, ticker_quote = market_info["ticker"].split("/") quote_token = self._token_from_market_info( denom=market_info["quoteDenom"], token_meta=market_info["quoteTokenMeta"], @@ -475,7 +484,7 @@ async def _updated_derivative_market_info_for_id(self, market_id: str) -> Inject market = self._parse_derivative_market_info(market_info=market_info) return market - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] @@ -484,7 +493,7 @@ def _calculate_order_hashes( derivative_hashes = [] if len(spot_orders) > 0 or len(derivative_orders) > 0: - hash_manager = self.order_hash_manager() + hash_manager = await self.order_hash_manager() hash_manager_result = hash_manager.compute_order_hashes( spot_orders=spot_orders, derivative_orders=derivative_orders, @@ -545,11 +554,11 @@ async def _order_creation_messages( order_definition = await self._create_derivative_order_definition(order=order) derivative_order_definitions.append(order_definition) - market_spot_hashes, market_derivative_hashes = self._calculate_order_hashes( + market_spot_hashes, market_derivative_hashes = await self._calculate_order_hashes( spot_orders=spot_market_order_definitions, derivative_orders=derivative_market_order_definitions, ) - limit_spot_hashes, limit_derivative_hashes = self._calculate_order_hashes( + limit_spot_hashes, limit_derivative_hashes = await self._calculate_order_hashes( spot_orders=spot_order_definitions, derivative_orders=derivative_order_definitions, ) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py index 1a56e03f87..7c0850b0ad 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py @@ -21,6 +21,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import OrderUpdate from hummingbot.core.pubsub import PubSub @@ -33,6 +34,7 @@ class InjectiveReadOnlyDataSource(InjectiveDataSource): def __init__( self, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -45,9 +47,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._markets_initialization_lock = asyncio.Lock() self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None @@ -317,8 +317,10 @@ def _sign_and_encode(self, transaction: Transaction) -> bytes: def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError - def _calculate_order_hashes(self, spot_orders: List[GatewayInFlightOrder], - derivative_orders: [GatewayPerpetualInFlightOrder]) -> Tuple[List[str], List[str]]: + async def _calculate_order_hashes( + self, + spot_orders: List[GatewayInFlightOrder], + derivative_orders: [GatewayPerpetualInFlightOrder]) -> Tuple[List[str], List[str]]: raise NotImplementedError def _reset_order_hash_manager(self): diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 80d8904d16..39cc1da564 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -27,6 +27,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub @@ -43,6 +44,7 @@ def __init__( vault_contract_address: str, vault_subaccount_index: int, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -75,9 +77,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 self._order_creation_lock = asyncio.Lock() - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._is_timeout_height_initialized = False self._is_trading_account_initialized = False @@ -324,7 +324,7 @@ async def order_updates_for_transaction( spot_orders = spot_orders or [] perpetual_orders = perpetual_orders or [] - async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_INDEXER_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) @@ -441,7 +441,7 @@ async def _updated_derivative_market_info_for_id(self, market_id: str) -> Inject market = self._parse_derivative_market_info(market_info=market_info) return market - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] diff --git a/hummingbot/connector/exchange/injective_v2/injective_constants.py b/hummingbot/connector/exchange/injective_v2/injective_constants.py index 75dac9bfc0..cfa4c6a03f 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_constants.py +++ b/hummingbot/connector/exchange/injective_v2/injective_constants.py @@ -1,6 +1,6 @@ import sys -from hummingbot.core.api_throttler.data_types import RateLimit +from hummingbot.core.api_throttler.data_types import LinkedLimitWeightPair, RateLimit from hummingbot.core.data_type.in_flight_order import OrderState EXCHANGE_NAME = "injective_v2" @@ -18,14 +18,14 @@ # Public limit ids SPOT_MARKETS_LIMIT_ID = "SpotMarkets" DERIVATIVE_MARKETS_LIMIT_ID = "DerivativeMarkets" -DERIVATIVE_MARKET_LIMIT_ID = "DerivativeMarket" SPOT_ORDERBOOK_LIMIT_ID = "SpotOrderBookSnapshot" DERIVATIVE_ORDERBOOK_LIMIT_ID = "DerivativeOrderBookSnapshot" -GET_TRANSACTION_LIMIT_ID = "GetTransaction" -GET_CHAIN_TRANSACTION_LIMIT_ID = "GetChainTransaction" +GET_TRANSACTION_INDEXER_LIMIT_ID = "GetTransactionIndexer" +GET_TRANSACTION_CHAIN_LIMIT_ID = "GetTransactionChain" FUNDING_RATES_LIMIT_ID = "FundingRates" ORACLE_PRICES_LIMIT_ID = "OraclePrices" FUNDING_PAYMENTS_LIMIT_ID = "FundingPayments" +GET_SUBACCOUNT_LIMIT_ID = "GetSubaccount" # Private limit ids PORTFOLIO_BALANCES_LIMIT_ID = "AccountPortfolio" @@ -37,29 +37,116 @@ SIMULATE_TRANSACTION_LIMIT_ID = "SimulateTransaction" SEND_TRANSACTION = "SendTransaction" +CHAIN_ENDPOINTS_GROUP_LIMIT_ID = "ChainGroupLimit" +INDEXER_ENDPOINTS_GROUP_LIMIT_ID = "IndexerGroupLimit" + NO_LIMIT = sys.maxsize ONE_SECOND = 1 -RATE_LIMITS = [ - RateLimit(limit_id=SPOT_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_MARKET_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=GET_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=GET_CHAIN_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=PORTFOLIO_BALANCES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=POSITIONS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SIMULATE_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SEND_TRANSACTION, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=FUNDING_RATES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=ORACLE_PRICES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=FUNDING_PAYMENTS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), +ENDPOINTS_RATE_LIMITS = [ + RateLimit( + limit_id=GET_SUBACCOUNT_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=GET_TRANSACTION_CHAIN_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SIMULATE_TRANSACTION_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SEND_TRANSACTION, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_MARKETS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_MARKETS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_ORDERBOOK_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_ORDERBOOK_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=GET_TRANSACTION_INDEXER_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=PORTFOLIO_BALANCES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=POSITIONS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_TRADES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_TRADES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=FUNDING_RATES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=ORACLE_PRICES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=FUNDING_PAYMENTS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), +] + +PUBLIC_NODE_RATE_LIMITS = [ + RateLimit(limit_id=CHAIN_ENDPOINTS_GROUP_LIMIT_ID, limit=20, time_interval=ONE_SECOND), + RateLimit(limit_id=INDEXER_ENDPOINTS_GROUP_LIMIT_ID, limit=50, time_interval=ONE_SECOND), +] +PUBLIC_NODE_RATE_LIMITS.extend(ENDPOINTS_RATE_LIMITS) + +CUSTOM_NODE_RATE_LIMITS = [ + RateLimit(limit_id=CHAIN_ENDPOINTS_GROUP_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=INDEXER_ENDPOINTS_GROUP_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), ] +CUSTOM_NODE_RATE_LIMITS.extend(ENDPOINTS_RATE_LIMITS) ORDER_STATE_MAP = { "booked": OrderState.OPEN, diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 6b5f67a2f5..537b512c35 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -59,6 +59,7 @@ def __init__( self._trading_required = trading_required self._trading_pairs = trading_pairs self._data_source = connector_configuration.create_data_source() + self._rate_limits = connector_configuration.network.rate_limits() super().__init__(client_config_map=client_config_map) self._data_source.configure_throttler(throttler=self._throttler) @@ -84,7 +85,7 @@ def authenticator(self) -> AuthBase: @property def rate_limits_rules(self) -> List[RateLimit]: - return CONSTANTS.RATE_LIMITS + return self._rate_limits @property def domain(self) -> str: diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py index 139c01cd7c..4636bdfa8d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py @@ -1,12 +1,13 @@ from abc import ABC, abstractmethod from decimal import Decimal -from typing import TYPE_CHECKING, Dict, Union +from typing import TYPE_CHECKING, Dict, List, Union from pydantic import Field, SecretStr from pydantic.class_validators import validator from pyinjective.constant import Network from hummingbot.client.config.config_data_types import BaseClientModel, BaseConnectorConfigMap, ClientFieldData +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -16,6 +17,7 @@ from hummingbot.connector.exchange.injective_v2.data_sources.injective_vaults_data_source import ( InjectiveVaultsDataSource, ) +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.trade_fee import TradeFeeSchema if TYPE_CHECKING: @@ -68,6 +70,9 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return self.node == "lb" + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.PUBLIC_NODE_RATE_LIMITS + class InjectiveTestnetNetworkMode(InjectiveNetworkMode): testnet_node: str = Field( @@ -78,6 +83,9 @@ class InjectiveTestnetNetworkMode(InjectiveNetworkMode): ), ) + class Config: + title = "testnet_network" + @validator("testnet_node", pre=True) def validate_node(cls, v: str): if v not in TESTNET_NODES: @@ -90,8 +98,8 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return True - class Config: - title = "testnet_network" + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.PUBLIC_NODE_RATE_LIMITS class InjectiveCustomNetworkMode(InjectiveNetworkMode): @@ -169,6 +177,9 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return self.secure_connection + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.CUSTOM_NODE_RATE_LIMITS + NETWORK_MODES = { InjectiveMainnetNetworkMode.Config.title: InjectiveMainnetNetworkMode, @@ -180,7 +191,9 @@ def use_secure_connection(self) -> bool: class InjectiveAccountMode(BaseClientModel, ABC): @abstractmethod - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": pass @@ -219,7 +232,9 @@ class InjectiveDelegatedAccountMode(InjectiveAccountMode): class Config: title = "delegate_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveGranteeDataSource( private_key=self.private_key.get_secret_value(), subaccount_index=self.subaccount_index, @@ -227,6 +242,7 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " granter_subaccount_index=self.granter_subaccount_index, network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -263,7 +279,9 @@ class InjectiveVaultAccountMode(InjectiveAccountMode): class Config: title = "vault_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveVaultsDataSource( private_key=self.private_key.get_secret_value(), subaccount_index=self.subaccount_index, @@ -271,6 +289,7 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " vault_subaccount_index=self.vault_subaccount_index, network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -279,10 +298,13 @@ class InjectiveReadOnlyAccountMode(InjectiveAccountMode): class Config: title = "read_only_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveReadOnlyDataSource( network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -344,7 +366,9 @@ def validate_account_type(cls, v: Union[(str, Dict) + tuple(ACCOUNT_MODES.values def create_data_source(self): return self.account_type.create_data_source( - network=self.network.network(), use_secure_connection=self.network.use_secure_connection() + network=self.network.network(), + use_secure_connection=self.network.use_secure_connection(), + rate_limits=self.network.rate_limits(), ) diff --git a/setup.py b/setup.py index 5419d5ea4f..8e84f108a4 100644 --- a/setup.py +++ b/setup.py @@ -73,6 +73,9 @@ def main(): "eth-utils", "ethsnarks-loopring", "flake8", + "gql", + "grpcio", + "grpcio-tools" "hexbytes", "importlib-metadata", "injective-py" diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index 013a412d32..b2f39b1f28 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -10,6 +10,7 @@ from pyinjective.constant import Network from pyinjective.wallet import Address, PrivateKey +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -42,6 +43,7 @@ def setUp(self, _) -> None: granter_address=Address(bytes.fromhex(granter_private_key.to_public_key().to_hex())).to_acc_bech32(), granter_subaccount_index=0, network=Network.testnet(node="sentry"), + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, ) self.query_executor = ProgrammableQueryExecutor() @@ -383,6 +385,7 @@ def setUp(self, _) -> None: vault_subaccount_index=1, network=Network.testnet(node="sentry"), use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, ) self.query_executor = ProgrammableQueryExecutor() diff --git a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py similarity index 92% rename from test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py rename to test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py index 60b2e2b84e..6b8063b6e1 100644 --- a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py @@ -4,6 +4,7 @@ from pyinjective.constant import Network import hummingbot.connector.exchange.injective_v2.injective_v2_utils as utils +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -113,7 +114,11 @@ def test_injective_delegate_account_config_creation(self): granter_subaccount_index=0, ) - data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) + data_source = config.create_data_source( + network=Network.testnet(node="sentry"), + use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, + ) self.assertEqual(InjectiveGranteeDataSource, type(data_source)) @@ -127,7 +132,11 @@ def test_injective_vault_account_config_creation(self): bytes.fromhex(private_key.to_public_key().to_hex())).to_acc_bech32(), ) - data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) + data_source = config.create_data_source( + network=Network.testnet(node="sentry"), + use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, + ) self.assertEqual(InjectiveVaultsDataSource, type(data_source)) From 2a72765954ec8508f86c15fd2dada4192dd46244 Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 29 Aug 2023 11:32:17 -0300 Subject: [PATCH 296/359] (fix) Relaxed version requirement for diff-cover tool --- setup/environment.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup/environment.yml b/setup/environment.yml index 8bc59cbe42..c17d8e98a0 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -37,7 +37,7 @@ dependencies: - commlib-py==0.10.6 - cryptography==3.4.7 - cython==3.0.0a10 - - diff-cover==5.1.2 + - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 - ethsnarks-loopring==0.1.5 From 73978355818cf1636ac2549ad3b0d1480055a2ca Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 29 Aug 2023 12:47:06 -0300 Subject: [PATCH 297/359] (fix) Solve issue in test_logger_mixin_for_tests.py that was causing random issues in other tests by not cleaning up the async loop correctly --- test/test_logger_mixin_for_test.py | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/test/test_logger_mixin_for_test.py b/test/test_logger_mixin_for_test.py index a94d81cfb5..6e076c28a3 100644 --- a/test/test_logger_mixin_for_test.py +++ b/test/test_logger_mixin_for_test.py @@ -8,7 +8,17 @@ class TestTestLoggerMixin(unittest.TestCase): def setUp(self): + super().setUp() self.logger = LoggerMixinForTest() + self._original_async_loop = asyncio.get_event_loop() + self.async_loop = asyncio.new_event_loop() + asyncio.set_event_loop(self.async_loop) + + def tearDown(self) -> None: + super().tearDown() + self.async_loop.stop() + self.async_loop.close() + asyncio.set_event_loop(self._original_async_loop) def test_handle(self): self.logger.log_records = [] From c852538422fc4c43c3480431b538fedc60618db0 Mon Sep 17 00:00:00 2001 From: abel Date: Wed, 30 Aug 2023 01:06:03 -0300 Subject: [PATCH 298/359] (fix) Changed logic in status polling loop in ExchangePyBase to ensure no error interrupts the update process --- .../injective_v2_perpetual_derivative.py | 1 + .../data_sources/injective_data_source.py | 3 +++ .../injective_v2/injective_v2_exchange.py | 1 + hummingbot/connector/exchange_py_base.py | 18 +++++++++++++----- 4 files changed, 18 insertions(+), 5 deletions(-) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index abad110787..9556b72b8a 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -544,6 +544,7 @@ def _update_order_after_creation_success( new_state=order.current_state, misc_updates=misc_updates, ) + self.logger().debug(f"\nCreated order {order.client_order_id} ({exchange_order_id}) with TX {misc_updates}") self._order_tracker.process_order_update(order_update) def _on_order_creation_failure( diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index f56b213b74..0f86b37c69 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -452,6 +452,8 @@ async def create_orders( except asyncio.CancelledError: raise except Exception as ex: + self.logger().debug( + f"Error broadcasting transaction to create orders (message: {order_creation_messages})") results = self._place_order_results( orders_to_create=spot_orders + perpetual_orders, order_hashes=spot_order_hashes + derivative_order_hashes, @@ -522,6 +524,7 @@ async def cancel_orders( except asyncio.CancelledError: raise except Exception as ex: + self.logger().debug(f"Error broadcasting transaction to cancel orders (message: {delegated_message})") results.extend([ CancelOrderResult( client_order_id=order.client_order_id, diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 537b512c35..dd80a2667d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -487,6 +487,7 @@ def _update_order_after_creation_success( new_state=order.current_state, misc_updates=misc_updates, ) + self.logger().debug(f"\nCreated order {order.client_order_id} ({exchange_order_id}) with TX {misc_updates}") self._order_tracker.process_order_update(order_update) def _on_order_creation_failure( diff --git a/hummingbot/connector/exchange_py_base.py b/hummingbot/connector/exchange_py_base.py index 48404d0e46..d07ac722da 100644 --- a/hummingbot/connector/exchange_py_base.py +++ b/hummingbot/connector/exchange_py_base.py @@ -934,11 +934,19 @@ async def _status_polling_loop_fetch_updates(self): ) async def _update_all_balances(self): - await self._update_balances() - if not self.real_time_balance_update: - # This is only required for exchanges that do not provide balance update notifications through websocket - self._in_flight_orders_snapshot = {k: copy.copy(v) for k, v in self.in_flight_orders.items()} - self._in_flight_orders_snapshot_timestamp = self.current_timestamp + try: + await self._update_balances() + if not self.real_time_balance_update: + # This is only required for exchanges that do not provide balance update notifications through websocket + self._in_flight_orders_snapshot = {k: copy.copy(v) for k, v in self.in_flight_orders.items()} + self._in_flight_orders_snapshot_timestamp = self.current_timestamp + except asyncio.CancelledError: + raise + except Exception as request_error: + self.logger().warning( + f"Failed to update balances. Error: {request_error}", + exc_info=request_error, + ) async def _update_orders_fills(self, orders: List[InFlightOrder]): for order in orders: From 3970048abedb0c44a98076a06bba4e4f03336e15 Mon Sep 17 00:00:00 2001 From: cardosofede Date: Wed, 30 Aug 2023 12:42:07 +0200 Subject: [PATCH 299/359] (feat) remove diff cover restriction --- setup/environment.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup/environment.yml b/setup/environment.yml index 8bc59cbe42..c17d8e98a0 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -37,7 +37,7 @@ dependencies: - commlib-py==0.10.6 - cryptography==3.4.7 - cython==3.0.0a10 - - diff-cover==5.1.2 + - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 - ethsnarks-loopring==0.1.5 From 7d9537e8a3e705bb35b89521be8befbc701334d2 Mon Sep 17 00:00:00 2001 From: vic-en Date: Sun, 27 Aug 2023 14:50:13 -0500 Subject: [PATCH 300/359] Revert "add broker id" This reverts commit 83c927dad89d81ddb3a8f3a9d49c379d153ab6bb. --- .../derivative/phemex_perpetual/phemex_perpetual_constants.py | 2 -- .../derivative/phemex_perpetual/phemex_perpetual_derivative.py | 2 +- 2 files changed, 1 insertion(+), 3 deletions(-) diff --git a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py index 6c4cf19531..2412e4ab01 100644 --- a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py +++ b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py @@ -6,8 +6,6 @@ EXCHANGE_NAME = "phemex_perpetual" MAX_ORDER_ID_LEN = 40 -HB_PARTNER_ID = "HBOT" - DEFAULT_DOMAIN = "" TESTNET_DOMAIN = "phemex_perpetual_testnet" diff --git a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py index dc355bb548..046fb0afa0 100644 --- a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py +++ b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py @@ -87,7 +87,7 @@ def client_order_id_max_length(self) -> int: @property def client_order_id_prefix(self) -> str: - return CONSTANTS.HB_PARTNER_ID + return "" @property def trading_rules_request_path(self) -> str: From 340cb8bd5c9cd2a72e7757acd6371f067fb23dcd Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Wed, 30 Aug 2023 10:14:29 -0400 Subject: [PATCH 301/359] (feat) Polkadex V2 update --- .../polkadex_api_order_book_data_source.py | 33 +- .../exchange/polkadex/polkadex_constants.py | 35 +- .../exchange/polkadex/polkadex_data_source.py | 364 ++++++----- .../exchange/polkadex/polkadex_events.py | 6 - .../exchange/polkadex/polkadex_exchange.py | 156 ++++- .../polkadex/polkadex_query_executor.py | 166 ++++- .../exchange/polkadex/polkadex_utils.py | 6 +- hummingbot/core/event/events.py | 2 + .../polkadex/programmable_query_executor.py | 13 + ...est_polkadex_api_order_book_data_source.py | 39 +- .../polkadex/test_polkadex_exchange.py | 584 ++++++++++++------ 11 files changed, 931 insertions(+), 473 deletions(-) delete mode 100644 hummingbot/connector/exchange/polkadex/polkadex_events.py diff --git a/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py b/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py index 0d608fab7f..22b20e1ccb 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py @@ -1,13 +1,12 @@ import asyncio -from copy import copy, deepcopy from typing import TYPE_CHECKING, Any, Dict, List, Optional from hummingbot.connector.exchange.polkadex import polkadex_constants as CONSTANTS from hummingbot.connector.exchange.polkadex.polkadex_data_source import PolkadexDataSource -from hummingbot.connector.exchange.polkadex.polkadex_events import PolkadexOrderBookEvent -from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType +from hummingbot.core.data_type.order_book_message import OrderBookMessage from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource from hummingbot.core.event.event_forwarder import EventForwarder +from hummingbot.core.event.events import OrderBookEvent from hummingbot.core.web_assistant.ws_assistant import WSAssistant if TYPE_CHECKING: @@ -67,43 +66,23 @@ async def _order_book_snapshot(self, trading_pair: str) -> OrderBookMessage: async def _parse_trade_message(self, raw_message: OrderBookMessage, message_queue: asyncio.Queue): # In Polkadex 'raw_message' is not a raw message, but the OrderBookMessage with type Trade created # by the data source - - message_content = deepcopy(raw_message.content) - message_content["trading_pair"] = await self._connector.trading_pair_associated_to_exchange_symbol( - symbol=message_content["trading_pair"] - ) - - trade_message = OrderBookMessage( - message_type=OrderBookMessageType.TRADE, - content=message_content, - timestamp=raw_message.timestamp, - ) - message_queue.put_nowait(trade_message) + message_queue.put_nowait(raw_message) async def _parse_order_book_diff_message(self, raw_message: OrderBookMessage, message_queue: asyncio.Queue): # In Polkadex 'raw_message' is not a raw message, but the OrderBookMessage with type Trade created # by the data source - message_content = copy(raw_message.content) - message_content["trading_pair"] = await self._connector.trading_pair_associated_to_exchange_symbol( - symbol=message_content["trading_pair"] - ) - diff_message = OrderBookMessage( - message_type=OrderBookMessageType.DIFF, - content=message_content, - timestamp=raw_message.timestamp, - ) - message_queue.put_nowait(diff_message) + message_queue.put_nowait(raw_message) def _configure_event_forwarders(self): event_forwarder = EventForwarder(to_function=self._process_order_book_event) self._forwarders.append(event_forwarder) self._data_source.add_listener( - event_tag=PolkadexOrderBookEvent.OrderBookDataSourceUpdateEvent, listener=event_forwarder + event_tag=OrderBookEvent.OrderBookDataSourceUpdateEvent, listener=event_forwarder ) event_forwarder = EventForwarder(to_function=self._process_public_trade_event) self._forwarders.append(event_forwarder) - self._data_source.add_listener(event_tag=PolkadexOrderBookEvent.PublicTradeEvent, listener=event_forwarder) + self._data_source.add_listener(event_tag=OrderBookEvent.PublicTradeEvent, listener=event_forwarder) def _process_order_book_event(self, order_book_diff: OrderBookMessage): self._message_queue[self._diff_messages_queue_key].put_nowait(order_book_diff) diff --git a/hummingbot/connector/exchange/polkadex/polkadex_constants.py b/hummingbot/connector/exchange/polkadex/polkadex_constants.py index 036013d8f8..6f65c8f5e8 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_constants.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_constants.py @@ -10,15 +10,12 @@ CLIENT_ID_PREFIX = "HBOT" DEFAULT_DOMAIN = "" -TESTNET_DOMAIN = "testnet" GRAPHQL_ENDPOINTS = { - DEFAULT_DOMAIN: "https://gu5xqmhhcnfeveotzwhe6ohfba.appsync-api.eu-central-1.amazonaws.com/graphql", - TESTNET_DOMAIN: "https://kckpespz5bb2rmdnuxycz6e7he.appsync-api.eu-central-1.amazonaws.com/graphql", + DEFAULT_DOMAIN: "https://yx375ldozvcvthjk2nczch3fhq.appsync-api.eu-central-1.amazonaws.com/graphql", } BLOCKCHAIN_URLS = { - DEFAULT_DOMAIN: "wss://mainnet.polkadex.trade", - TESTNET_DOMAIN: "wss://blockchain.polkadex.trade", + DEFAULT_DOMAIN: "wss://polkadex.public.curie.radiumblock.co/ws", } POLKADEX_SS58_PREFIX = 88 @@ -32,10 +29,12 @@ FIND_USER_LIMIT_ID = "FindUser" PUBLIC_TRADES_LIMIT_ID = "RecentTrades" ALL_BALANCES_LIMIT_ID = "AllBalances" +ALL_FILLS_LIMIT_ID = "AllFills" PLACE_ORDER_LIMIT_ID = "PlaceOrder" CANCEL_ORDER_LIMIT_ID = "CancelOrder" BATCH_ORDER_UPDATES_LIMIT_ID = "BatchOrderUpdates" ORDER_UPDATE_LIMIT_ID = "OrderUpdate" +LIST_OPEN_ORDERS_LIMIT_ID = "ListOpenOrders" NO_LIMIT = sys.maxsize @@ -70,6 +69,11 @@ limit=NO_LIMIT, time_interval=SECOND, ), + RateLimit( + limit_id=ALL_FILLS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=SECOND, + ), RateLimit( limit_id=PLACE_ORDER_LIMIT_ID, limit=NO_LIMIT, @@ -90,6 +94,11 @@ limit=NO_LIMIT, time_interval=SECOND, ), + RateLimit( + limit_id=LIST_OPEN_ORDERS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=SECOND, + ), ] @@ -119,14 +128,7 @@ ["timestamp", "i64"], ], }, - "CancelOrderPayload": {"type": "struct", "type_mapping": [["id", "String"]]}, - "TradingPair": { - "type": "struct", - "type_mapping": [ - ["base_asset", "AssetId"], - ["quote_asset", "AssetId"], - ], - }, + "order_id": "H256", "OrderSide": { "type": "enum", "type_mapping": [ @@ -134,13 +136,6 @@ ["Bid", "Null"], ], }, - "AssetId": { - "type": "enum", - "type_mapping": [ - ["asset", "u128"], - ["polkadex", "Null"], - ], - }, "OrderType": { "type": "enum", "type_mapping": [ diff --git a/hummingbot/connector/exchange/polkadex/polkadex_data_source.py b/hummingbot/connector/exchange/polkadex/polkadex_data_source.py index 2119815f4c..41ab5a5bda 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_data_source.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_data_source.py @@ -3,31 +3,34 @@ import logging import time from decimal import Decimal -from typing import Any, Dict, List, Mapping, Optional, Tuple +from typing import TYPE_CHECKING, Any, Dict, List, Mapping, Optional, Tuple from urllib.parse import urlparse from bidict import bidict from gql.transport.appsync_auth import AppSyncJWTAuthentication +from scalecodec import ScaleBytes from substrateinterface import Keypair, KeypairType, SubstrateInterface from hummingbot.connector.exchange.polkadex import polkadex_constants as CONSTANTS, polkadex_utils -from hummingbot.connector.exchange.polkadex.polkadex_events import PolkadexOrderBookEvent from hummingbot.connector.exchange.polkadex.polkadex_query_executor import GrapQLQueryExecutor from hummingbot.connector.trading_rule import TradingRule -from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.connector.utils import combine_to_hb_trading_pair, split_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage, OrderBookMessageType -from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase, TradeFeeSchema +from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase from hummingbot.core.event.event_listener import EventListener -from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent +from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent, OrderBookEvent from hummingbot.core.network_iterator import NetworkStatus from hummingbot.core.pubsub import Enum, PubSub from hummingbot.core.utils.async_utils import safe_ensure_future from hummingbot.logger import HummingbotLogger +if TYPE_CHECKING: + from hummingbot.connector.exchange_py_base import ExchangePyBase + class PolkadexDataSource: _logger: Optional[HummingbotLogger] = None @@ -38,8 +41,16 @@ def logger(cls) -> HummingbotLogger: cls._logger = logging.getLogger(HummingbotLogger.logger_name_for_class(cls)) return cls._logger - def __init__(self, seed_phrase: str, domain: Optional[str] = CONSTANTS.DEFAULT_DOMAIN): + def __init__( + self, + connector: "ExchangePyBase", + seed_phrase: str, + domain: Optional[str] = CONSTANTS.DEFAULT_DOMAIN, + trading_required: bool = True, + ): + self._connector = connector self._domain = domain + self._trading_required = trading_required graphql_host = CONSTANTS.GRAPHQL_ENDPOINTS[self._domain] netloc_host = urlparse(graphql_host).netloc self._keypair = None @@ -51,15 +62,10 @@ def __init__(self, seed_phrase: str, domain: Optional[str] = CONSTANTS.DEFAULT_D self._user_proxy_address = self._keypair.ss58_address self._auth = AppSyncJWTAuthentication(netloc_host, self._user_proxy_address) else: - self._user_proxy_address = "no_address" - self._auth = AppSyncJWTAuthentication(netloc_host, "no_address") + self._user_proxy_address = "READ_ONLY" + self._auth = AppSyncJWTAuthentication(netloc_host, "READ_ONLY") - self._substrate_interface = SubstrateInterface( - url=CONSTANTS.BLOCKCHAIN_URLS[self._domain], - ss58_format=CONSTANTS.POLKADEX_SS58_PREFIX, - type_registry=CONSTANTS.CUSTOM_TYPES, - auto_discover=False, - ) + self._substrate_interface = self._build_substrate_interface() self._query_executor = GrapQLQueryExecutor(auth=self._auth, domain=self._domain) self._publisher = PubSub() @@ -68,17 +74,25 @@ def __init__(self, seed_phrase: str, domain: Optional[str] = CONSTANTS.DEFAULT_D # The connector using this data source should replace the throttler with the one used by the connector. self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) self._events_listening_tasks = [] - self._assets_map: Optional[Dict[str, str]] = None + self._assets_map: Dict[str, str] = {} self._polkadex_order_type = { OrderType.MARKET: "MARKET", OrderType.LIMIT: "LIMIT", OrderType.LIMIT_MAKER: "LIMIT", } + self._hummingbot_order_type = { + "LIMIT": OrderType.LIMIT, + "MARKET": OrderType.MARKET, + } self._polkadex_trade_type = { TradeType.BUY: "Bid", TradeType.SELL: "Ask", } + self._hummingbot_trade_type = { + "Bid": TradeType.BUY, + "Ask": TradeType.SELL, + } def is_started(self) -> bool: return len(self._events_listening_tasks) > 0 @@ -87,8 +101,6 @@ async def start(self, market_symbols: List[str]): if len(self._events_listening_tasks) > 0: raise AssertionError("Polkadex datasource is already listening to events and can't be started again") - main_address = await self.user_main_address() - for market_symbol in market_symbols: self._events_listening_tasks.append( asyncio.create_task( @@ -105,20 +117,22 @@ async def start(self, market_symbols: List[str]): ) ) - self._events_listening_tasks.append( - asyncio.create_task( - self._query_executor.listen_to_private_events( - events_handler=self._process_private_event, address=self._user_proxy_address + if self._trading_required: + self._events_listening_tasks.append( + asyncio.create_task( + self._query_executor.listen_to_private_events( + events_handler=self._process_private_event, address=self._user_proxy_address + ) ) ) - ) - self._events_listening_tasks.append( - asyncio.create_task( - self._query_executor.listen_to_private_events( - events_handler=self._process_private_event, address=main_address + main_address = await self.user_main_address() + self._events_listening_tasks.append( + asyncio.create_task( + self._query_executor.listen_to_private_events( + events_handler=self._process_private_event, address=main_address + ) ) ) - ) async def stop(self): for task in self._events_listening_tasks: @@ -148,20 +162,17 @@ async def exchange_status(self): return result async def assets_map(self) -> Dict[str, str]: - if self._assets_map is None: - async with self._throttler.execute_task(limit_id=CONSTANTS.ALL_ASSETS_LIMIT_ID): - all_assets = await self._query_executor.all_assets() - self._assets_map = { - asset["asset_id"]: polkadex_utils.normalized_asset_name( - asset_id=asset["asset_id"], asset_name=asset["name"] - ) - for asset in all_assets["getAllAssets"]["items"] - } + async with self._throttler.execute_task(limit_id=CONSTANTS.ALL_ASSETS_LIMIT_ID): + all_assets = await self._query_executor.all_assets() + self._assets_map = { + asset["asset_id"]: polkadex_utils.normalized_asset_name( + asset_id=asset["asset_id"], asset_name=asset["name"] + ) + for asset in all_assets["getAllAssets"]["items"] + } - if len(self._assets_map) > 0: - self._assets_map[ - "polkadex" - ] = "PDEX" # required due to inconsistent token name in private balance event + if len(self._assets_map) > 0: + self._assets_map["polkadex"] = "PDEX" # required due to inconsistent token name in private balance event return self._assets_map @@ -189,7 +200,10 @@ async def all_trading_rules(self) -> List[TradingRule]: trading_rules = [] for market_info in markets["getAllMarkets"]["items"]: try: - trading_pair = market_info["market"] + exchange_trading_pair = market_info["market"] + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol( + symbol=exchange_trading_pair + ) min_order_size = Decimal(market_info["min_order_qty"]) max_order_size = Decimal(market_info["max_order_qty"]) min_order_price = Decimal(market_info["min_order_price"]) @@ -234,6 +248,8 @@ async def order_book_snapshot(self, market_symbol: str, trading_pair: str) -> Or else: asks.append((price, amount)) + update_id = max(update_id, int(orderbook_entry["stid"])) + order_book_message_content = { "trading_pair": trading_pair, "update_id": update_id, @@ -293,19 +309,18 @@ async def place_order( order_type: OrderType, ) -> Tuple[str, float]: main_account = await self.user_main_address() - translated_client_order_id = f"0x{client_order_id.encode('utf-8').hex()}" - price = round(price, 4) - amount = round(amount, 4) + price = self.normalize_fraction(price) + amount = self.normalize_fraction(amount) timestamp = self._time() order_parameters = { "user": self._user_proxy_address, "main_account": main_account, "pair": market_symbol, - "qty": f"{amount:f}"[:12], - "price": f"{price:f}"[:12], - "quote_order_quantity": "0", - "timestamp": int(timestamp), - "client_order_id": translated_client_order_id, + "qty": f"{amount}", + "price": f"{price}", + "quote_order_quantity": "0", # No need to be 8 decimal points + "timestamp": int(timestamp * 1e3), + "client_order_id": client_order_id, "order_type": self._polkadex_order_type[order_type], "side": self._polkadex_trade_type[trade_type], } @@ -318,57 +333,29 @@ async def place_order( polkadex_order=order_parameters, signature={"Sr25519": signature.hex()}, ) + place_order_data = json.loads(response["place_order"]) - exchange_order_id = response["place_order"] + exchange_order_id = None + if place_order_data["is_success"] is True: + exchange_order_id = place_order_data["body"] if exchange_order_id is None: raise ValueError(f"Error in Polkadex creating order {client_order_id}") return exchange_order_id, timestamp - async def cancel_order(self, order: InFlightOrder, market_symbol: str, timestamp: float) -> bool: - cancel_request = self._substrate_interface.create_scale_object("H256").encode(order.exchange_order_id) - signature = self._keypair.sign(cancel_request) - - async with self._throttler.execute_task(limit_id=CONSTANTS.CANCEL_ORDER_LIMIT_ID): - cancel_result = await self._query_executor.cancel_order( - order_id=order.exchange_order_id, - market_symbol=market_symbol, - proxy_address=self._user_proxy_address, - signature={"Sr25519": signature.hex()}, - ) - - if cancel_result["cancel_order"]: - success = True + async def cancel_order(self, order: InFlightOrder, market_symbol: str, timestamp: float) -> OrderState: + try: + cancel_result = await self._place_order_cancel(order=order, market_symbol=market_symbol) + except Exception as e: + if "Order is not active" in str(e): + new_order_state = OrderState.CANCELED + else: + raise else: - success = False - - return success - - async def order_updates_from_account(self, from_time: float) -> List[OrderUpdate]: - order_updates = [] - async with self._throttler.execute_task(limit_id=CONSTANTS.BATCH_ORDER_UPDATES_LIMIT_ID): - response = await self._query_executor.list_order_history_by_account( - main_account=self._user_proxy_address, - from_time=from_time, - to_time=self._time(), - ) + new_order_state = OrderState.PENDING_CANCEL if cancel_result["cancel_order"] else order.current_state - for order_info in response["listOrderHistorybyMainAccount"]["items"]: - new_state = CONSTANTS.ORDER_STATE[order_info["st"]] - filled_amount = Decimal(order_info["fq"]) - if new_state == OrderState.OPEN and filled_amount > 0: - new_state = OrderState.PARTIALLY_FILLED - order_update = OrderUpdate( - client_order_id=order_info["cid"], - exchange_order_id=order_info["id"], - trading_pair=order_info["m"], - update_timestamp=self._time(), - new_state=new_state, - ) - order_updates.append(order_update) - - return order_updates + return new_order_state async def order_update(self, order: InFlightOrder, market_symbol: str) -> OrderUpdate: async with self._throttler.execute_task(limit_id=CONSTANTS.ORDER_UPDATE_LIMIT_ID): @@ -396,23 +383,102 @@ async def order_update(self, order: InFlightOrder, market_symbol: str) -> OrderU ) return order_update + async def get_all_fills( + self, from_timestamp: float, to_timestamp: float, orders: List[InFlightOrder] + ) -> List[TradeUpdate]: + trade_updates = [] + + async with self._throttler.execute_task(limit_id=CONSTANTS.ALL_FILLS_LIMIT_ID): + fills = await self._query_executor.get_order_fills_by_main_account( + from_timestamp=from_timestamp, to_timestamp=to_timestamp, main_account=self._user_proxy_address + ) + + exchange_order_id_to_order = {order.exchange_order_id: order for order in orders} + for fill in fills["listTradesByMainAccount"]["items"]: + exchange_trading_pair = fill["m"] + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol( + symbol=exchange_trading_pair + ) + + price = Decimal(fill["p"]) + size = Decimal(fill["q"]) + order = exchange_order_id_to_order.get(fill["m_id"], None) + if order is None: + order = exchange_order_id_to_order.get(fill["t_id"], None) + if order is not None: + exchange_order_id = order.exchange_order_id + client_order_id = order.client_order_id + + fee = await self._build_fee_for_event(event=fill, trade_type=order.trade_type) + trade_updates.append( + TradeUpdate( + trade_id=fill["trade_id"], + client_order_id=client_order_id, + exchange_order_id=exchange_order_id, + trading_pair=trading_pair, + fill_timestamp=int(fill["t"]) * 1e-3, + fill_price=price, + fill_base_amount=size, + fill_quote_amount=price * size, + fee=fee, + ) + ) + + return trade_updates + + async def _place_order_cancel(self, order: InFlightOrder, market_symbol: str) -> Dict[str, Any]: + cancel_request = self._build_substrate_request_with_retries( + type_string="H256", encode_value=order.exchange_order_id + ) + signature = self._keypair.sign(cancel_request) + + async with self._throttler.execute_task(limit_id=CONSTANTS.CANCEL_ORDER_LIMIT_ID): + cancel_result = await self._query_executor.cancel_order( + order_id=order.exchange_order_id, + market_symbol=market_symbol, + main_address=self._user_main_address, + proxy_address=self._user_proxy_address, + signature={"Sr25519": signature.hex()}, + ) + + return cancel_result + + def _build_substrate_request_with_retries( + self, type_string: str, encode_value: Any, retries_left: int = 1 + ) -> ScaleBytes: + try: + request = self._substrate_interface.create_scale_object(type_string=type_string).encode(value=encode_value) + except BrokenPipeError: + self.logger().exception("Rebuilding the substrate interface.") + if retries_left == 0: + raise + self._substrate_interface = self._build_substrate_interface() + request = self._build_substrate_request_with_retries( + type_string=type_string, encode_value=encode_value, retries_left=retries_left - 1 + ) + return request + + def _build_substrate_interface(self) -> SubstrateInterface: + substrate_interface = SubstrateInterface( + url=CONSTANTS.BLOCKCHAIN_URLS[self._domain], + ss58_format=CONSTANTS.POLKADEX_SS58_PREFIX, + type_registry=CONSTANTS.CUSTOM_TYPES, + auto_discover=False, + ) + return substrate_interface + def _process_order_book_event(self, event: Dict[str, Any], market_symbol: str): + safe_ensure_future(self._process_order_book_event_async(event=event, market_symbol=market_symbol)) + + async def _process_order_book_event_async(self, event: Dict[str, Any], market_symbol: str): diff_data = json.loads(event["websocket_streams"]["data"]) timestamp = self._time() - update_id = -1 - bids = [] - asks = [] - - for diff_update in diff_data["changes"]: - update_id = max(update_id, diff_update[3]) - price_amount_pair = (diff_update[1], diff_update[2]) - if diff_update[0] == "Bid": - bids.append(price_amount_pair) - else: - asks.append(price_amount_pair) + update_id = diff_data["i"] + asks = [(Decimal(price), Decimal(amount)) for price, amount in diff_data["a"].items()] + bids = [(Decimal(price), Decimal(amount)) for price, amount in diff_data["b"].items()] order_book_message_content = { - "trading_pair": market_symbol, + "trading_pair": await self._connector.trading_pair_associated_to_exchange_symbol(symbol=market_symbol), "update_id": update_id, "bids": bids, "asks": asks, @@ -422,19 +488,21 @@ def _process_order_book_event(self, event: Dict[str, Any], market_symbol: str): content=order_book_message_content, timestamp=timestamp, ) - self._publisher.trigger_event( - event_tag=PolkadexOrderBookEvent.OrderBookDataSourceUpdateEvent, message=diff_message - ) + self._publisher.trigger_event(event_tag=OrderBookEvent.OrderBookDataSourceUpdateEvent, message=diff_message) def _process_recent_trades_event(self, event: Dict[str, Any]): + safe_ensure_future(self._process_recent_trades_event_async(event=event)) + + async def _process_recent_trades_event_async(self, event: Dict[str, Any]): trade_data = json.loads(event["websocket_streams"]["data"]) - symbol = trade_data["m"] + exchange_trading_pair = trade_data["m"] + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=exchange_trading_pair) timestamp = int(trade_data["t"]) * 1e-3 - trade_type = float(TradeType.SELL.value) # Unfortunately Polkadex does not indicate the trade side + trade_type = float(self._hummingbot_trade_type[trade_data["m_side"]].value) message_content = { - "trade_id": trade_data["tid"], - "trading_pair": symbol, + "trade_id": trade_data["trade_id"], + "trading_pair": trading_pair, "trade_type": trade_type, "amount": Decimal(str(trade_data["q"])), "price": Decimal(str(trade_data["p"])), @@ -444,9 +512,7 @@ def _process_recent_trades_event(self, event: Dict[str, Any]): content=message_content, timestamp=timestamp, ) - self._publisher.trigger_event( - event_tag=PolkadexOrderBookEvent.PublicTradeEvent, message=trade_message - ) + self._publisher.trigger_event(event_tag=OrderBookEvent.PublicTradeEvent, message=trade_message) def _process_private_event(self, event: Dict[str, Any]): event_data = json.loads(event["websocket_streams"]["data"]) @@ -455,6 +521,8 @@ def _process_private_event(self, event: Dict[str, Any]): safe_ensure_future(self._process_balance_event(event=event_data)) elif event_data["type"] == "Order": safe_ensure_future(self._process_private_order_update_event(event=event_data)) + elif event_data["type"] == "TradeFormat": + safe_ensure_future(self._process_private_trade_event(event=event_data)) async def _process_balance_event(self, event: Dict[str, Any]): self._last_received_message_time = self._time() @@ -475,45 +543,63 @@ async def _process_balance_event(self, event: Dict[str, Any]): async def _process_private_order_update_event(self, event: Dict[str, Any]): self._last_received_message_time = self._time() - client_order_id = event["client_order_id"] exchange_order_id = event["id"] - trading_pair = event["pair"] - fee_amount = Decimal(event["fee"]) - fill_price = Decimal(event["avg_filled_price"]) + base = event["pair"]["base"]["asset"] + quote = event["pair"]["quote"]["asset"] + trading_pair = combine_to_hb_trading_pair(base=self._assets_map[base], quote=self._assets_map[quote]) fill_amount = Decimal(event["filled_quantity"]) - fill_quote_amount = Decimal(event["filled_quantity"]) + order_state = CONSTANTS.ORDER_STATE[event["status"]] - fee = TradeFeeBase.new_spot_fee( - fee_schema=TradeFeeSchema(), - trade_type=TradeType.BUY if event["side"] == "Bid" else TradeType.SELL, - flat_fees=[TokenAmount(amount=fee_amount, token=None)], + if order_state == OrderState.OPEN and fill_amount > 0: + order_state = OrderState.PARTIALLY_FILLED + order_update = OrderUpdate( + trading_pair=trading_pair, + update_timestamp=event["stid"], + new_state=order_state, + client_order_id=event["client_order_id"], + exchange_order_id=exchange_order_id, ) + self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=order_update) + + async def _process_private_trade_event(self, event: Dict[str, Any]): + exchange_trading_pair = event["m"] + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=exchange_trading_pair) + price = Decimal(event["p"]) + size = Decimal(event["q"]) + trade_type = self._hummingbot_trade_type[event["s"]] + fee = await self._build_fee_for_event(event=event, trade_type=trade_type) trade_update = TradeUpdate( - trade_id=str(event["event_id"]), - client_order_id=client_order_id, - exchange_order_id=exchange_order_id, + trade_id=event["trade_id"], + client_order_id=event["cid"], + exchange_order_id=event["order_id"], trading_pair=trading_pair, fill_timestamp=self._time(), - fill_price=fill_price, - fill_base_amount=fill_amount, - fill_quote_amount=fill_quote_amount, + fill_price=price, + fill_base_amount=size, + fill_quote_amount=price * size, fee=fee, ) self._publisher.trigger_event(event_tag=MarketEvent.TradeUpdate, message=trade_update) - client_order_id = event["client_order_id"] - order_state = CONSTANTS.ORDER_STATE[event["status"]] - if order_state == OrderState.OPEN and fill_amount > 0: - order_state = OrderState.PARTIALLY_FILLED - order_update = OrderUpdate( - trading_pair=trading_pair, - update_timestamp=self._time(), - new_state=order_state, - client_order_id=client_order_id, - exchange_order_id=event["id"], + async def _build_fee_for_event(self, event: Dict[str, Any], trade_type: TradeType) -> TradeFeeBase: + """Builds a TradeFee object from the given event data.""" + exchange_trading_pair = event["m"] + trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=exchange_trading_pair) + _, quote = split_hb_trading_pair(trading_pair=trading_pair) + fee = TradeFeeBase.new_spot_fee( + fee_schema=self._connector.trade_fee_schema(), + trade_type=trade_type, + percent_token=quote, + flat_fees=[TokenAmount(token=quote, amount=Decimal("0"))], # feels will be zero for the foreseeable future ) - self._publisher.trigger_event(event_tag=MarketEvent.OrderUpdate, message=order_update) + return fee def _time(self): return time.time() + + @staticmethod + def normalize_fraction(decimal_value: Decimal) -> Decimal: + normalized = decimal_value.normalize() + sign, digit, exponent = normalized.as_tuple() + return normalized if exponent <= 0 else normalized.quantize(1) diff --git a/hummingbot/connector/exchange/polkadex/polkadex_events.py b/hummingbot/connector/exchange/polkadex/polkadex_events.py deleted file mode 100644 index 42f27e1081..0000000000 --- a/hummingbot/connector/exchange/polkadex/polkadex_events.py +++ /dev/null @@ -1,6 +0,0 @@ -from enum import Enum - - -class PolkadexOrderBookEvent(int, Enum): - OrderBookDataSourceUpdateEvent = 904 - PublicTradeEvent = 905 diff --git a/hummingbot/connector/exchange/polkadex/polkadex_exchange.py b/hummingbot/connector/exchange/polkadex/polkadex_exchange.py index 5a7f321150..774ee9bf27 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_exchange.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_exchange.py @@ -1,4 +1,5 @@ import asyncio +import math from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple from _decimal import Decimal @@ -9,15 +10,16 @@ from hummingbot.connector.exchange.polkadex.polkadex_data_source import PolkadexDataSource from hummingbot.connector.exchange_py_base import ExchangePyBase from hummingbot.connector.trading_rule import TradingRule +from hummingbot.connector.utils import get_new_client_order_id from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderUpdate, TradeUpdate +from hummingbot.core.data_type.in_flight_order import InFlightOrder, OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource from hummingbot.core.data_type.trade_fee import TokenAmount, TradeFeeBase from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource from hummingbot.core.event.event_forwarder import EventForwarder from hummingbot.core.event.events import AccountEvent, BalanceUpdateEvent, MarketEvent -from hummingbot.core.network_iterator import NetworkStatus +from hummingbot.core.network_iterator import NetworkStatus, safe_ensure_future from hummingbot.core.utils.estimate_fee import build_trade_fee from hummingbot.core.web_assistant.auth import AuthBase from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory @@ -36,12 +38,13 @@ def __init__( trading_pairs: Optional[List[str]] = None, trading_required: bool = True, domain: str = CONSTANTS.DEFAULT_DOMAIN, - shallow_order_book: bool = False, # Polkadex can't support shallow order book because (no ticker endpoint) ): self._trading_required = trading_required self._trading_pairs = trading_pairs self._domain = domain - self._data_source = PolkadexDataSource(seed_phrase=polkadex_seed_phrase, domain=self._domain) + self._data_source = PolkadexDataSource( + connector=self, seed_phrase=polkadex_seed_phrase, domain=self._domain, trading_required=trading_required + ) super().__init__(client_config_map=client_config_map) self._data_source.configure_throttler(throttler=self._throttler) self._forwarders = [] @@ -111,7 +114,6 @@ async def stop_network(self): """ await super().stop_network() await self._data_source.stop() - self._forwarders = [] def supported_order_types(self) -> List[OrderType]: return [OrderType.LIMIT, OrderType.MARKET] @@ -128,26 +130,107 @@ async def check_network(self) -> NetworkStatus: status = NetworkStatus.NOT_CONNECTED return status + # === Orders placing === + + def buy(self, + trading_pair: str, + amount: Decimal, + order_type=OrderType.LIMIT, + price: Decimal = s_decimal_NaN, + **kwargs) -> str: + """ + Creates a promise to create a buy order using the parameters + + :param trading_pair: the token pair to operate with + :param amount: the order amount + :param order_type: the type of order to create (MARKET, LIMIT, LIMIT_MAKER) + :param price: the order price + + :return: the id assigned by the connector to the order (the client id) + """ + order_id = get_new_client_order_id( + is_buy=True, + trading_pair=trading_pair, + hbot_order_id_prefix=self.client_order_id_prefix, + max_id_len=self.client_order_id_max_length + ) + hex_order_id = f"0x{order_id.encode('utf-8').hex()}" + safe_ensure_future(self._create_order( + trade_type=TradeType.BUY, + order_id=hex_order_id, + trading_pair=trading_pair, + amount=amount, + order_type=order_type, + price=price, + **kwargs)) + return hex_order_id + + def sell(self, + trading_pair: str, + amount: Decimal, + order_type: OrderType = OrderType.LIMIT, + price: Decimal = s_decimal_NaN, + **kwargs) -> str: + """ + Creates a promise to create a sell order using the parameters. + :param trading_pair: the token pair to operate with + :param amount: the order amount + :param order_type: the type of order to create (MARKET, LIMIT, LIMIT_MAKER) + :param price: the order price + :return: the id assigned by the connector to the order (the client id) + """ + order_id = get_new_client_order_id( + is_buy=False, + trading_pair=trading_pair, + hbot_order_id_prefix=self.client_order_id_prefix, + max_id_len=self.client_order_id_max_length + ) + hex_order_id = f"0x{order_id.encode('utf-8').hex()}" + safe_ensure_future(self._create_order( + trade_type=TradeType.SELL, + order_id=hex_order_id, + trading_pair=trading_pair, + amount=amount, + order_type=order_type, + price=price, + **kwargs)) + return hex_order_id + def _is_request_exception_related_to_time_synchronizer(self, request_exception: Exception) -> bool: # Polkadex does not use a time synchronizer return False def _is_order_not_found_during_status_update_error(self, status_update_exception: Exception) -> bool: - return "Order not found" in str(status_update_exception) + return CONSTANTS.ORDER_NOT_FOUND_MESSAGE in str(status_update_exception) def _is_order_not_found_during_cancelation_error(self, cancelation_exception: Exception) -> bool: - return str(CONSTANTS.ORDER_NOT_FOUND_ERROR_CODE) in str( - cancelation_exception - ) and CONSTANTS.ORDER_NOT_FOUND_MESSAGE in str(cancelation_exception) + return CONSTANTS.ORDER_NOT_FOUND_MESSAGE in str(cancelation_exception) + + async def _execute_order_cancel_and_process_update(self, order: InFlightOrder) -> bool: + new_order_state = await self._place_cancel(order.client_order_id, order) + cancelled = new_order_state in [OrderState.CANCELED, OrderState.PENDING_CANCEL] + if cancelled: + update_timestamp = self.current_timestamp + if update_timestamp is None or math.isnan(update_timestamp): + update_timestamp = self._time() + order_update: OrderUpdate = OrderUpdate( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + update_timestamp=update_timestamp, + new_state=new_order_state, + ) + self._order_tracker.process_order_update(order_update) + return cancelled - async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder) -> bool: + async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder) -> OrderState: await tracked_order.get_exchange_order_id() market_symbol = await self.exchange_symbol_associated_to_pair(trading_pair=tracked_order.trading_pair) - await self._data_source.cancel_order( + new_order_state = await self._data_source.cancel_order( order=tracked_order, market_symbol=market_symbol, timestamp=self.current_timestamp ) - return True + + return new_order_state async def _place_order( self, @@ -219,12 +302,32 @@ async def _update_balances(self): self._account_balances[token_balance_info["token_name"]] = token_balance_info["total_balance"] self._account_available_balances[token_balance_info["token_name"]] = token_balance_info["available_balance"] + async def _update_orders_fills(self, orders: List[InFlightOrder]): + try: + if len(orders) != 0: + minimum_creation_timestamp = min([order.creation_timestamp for order in orders]) + current_timestamp = self.current_timestamp + trade_updates = await self._data_source.get_all_fills( + from_timestamp=minimum_creation_timestamp, + to_timestamp=current_timestamp, + orders=orders, + ) + + for trade_update in trade_updates: + self._order_tracker.process_trade_update(trade_update=trade_update) + + except asyncio.CancelledError: + raise + except Exception: + self.logger().warning("Error fetching trades updates.") + async def _all_trade_updates_for_order(self, order: InFlightOrder) -> List[TradeUpdate]: - # Polkadex does not provide an endpoint to get trades. They have to be processed from the stream updates - return [] + # not used + raise NotImplementedError async def _request_order_status(self, tracked_order: InFlightOrder) -> OrderUpdate: symbol = await self.exchange_symbol_associated_to_pair(tracked_order.trading_pair) + await tracked_order.get_exchange_order_id() order_update = await self._data_source.order_update(order=tracked_order, market_symbol=symbol) return order_update @@ -270,20 +373,12 @@ async def _initialize_trading_pair_symbol_map(self): async def _update_trading_rules(self): trading_rules_list = await self._data_source.all_trading_rules() - self._trading_rules.clear() - for trading_rule in trading_rules_list: - trading_pair = await self.trading_pair_associated_to_exchange_symbol(trading_rule.trading_pair) - new_trading_rule = TradingRule( - trading_pair=trading_pair, - min_order_size=trading_rule.min_order_size, - max_order_size=trading_rule.max_order_size, - min_price_increment=trading_rule.min_price_increment, - min_base_amount_increment=trading_rule.min_base_amount_increment, - min_quote_amount_increment=trading_rule.min_quote_amount_increment, - min_notional_size=trading_rule.min_notional_size, - min_order_value=trading_rule.min_order_value, - ) - self._trading_rules[trading_pair] = new_trading_rule + self._trading_rules = {trading_rule.trading_pair: trading_rule for trading_rule in trading_rules_list} + + async def _get_all_pairs_prices(self) -> Dict[str, Any]: + # Polkadex is configured to not be a price provider (check is_price_provider) + # This method should never be called + raise NotImplementedError # pragma: no cover async def _get_last_traded_price(self, trading_pair: str) -> float: symbol = await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair) @@ -308,9 +403,8 @@ def _process_balance_event(self, event: BalanceUpdateEvent): self._account_available_balances[event.asset_name] = event.available_balance def _process_user_order_update(self, order_update: OrderUpdate): - tracked_order = self._order_tracker.all_updatable_orders_by_exchange_order_id.get( - order_update.exchange_order_id - ) + tracked_order = self._order_tracker.all_updatable_orders.get(order_update.client_order_id) + if tracked_order is not None: self.logger().debug(f"Processing order update {order_update}\nUpdatable order {tracked_order.to_json()}") order_update_to_process = OrderUpdate( diff --git a/hummingbot/connector/exchange/polkadex/polkadex_query_executor.py b/hummingbot/connector/exchange/polkadex/polkadex_query_executor.py index 74ac694bf9..7b288fd029 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_query_executor.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_query_executor.py @@ -40,6 +40,12 @@ async def recent_trades(self, market_symbol: str, limit: int) -> Dict[str, Any]: async def get_all_balances_by_main_account(self, main_account: str) -> Dict[str, Any]: raise NotImplementedError # pragma: no cover + @abstractmethod + async def get_order_fills_by_main_account( + self, from_timestamp: float, to_timestamp: float, main_account: str + ) -> Dict[str, Any]: + raise NotImplementedError # pragma: no cover + @abstractmethod async def place_order(self, polkadex_order: Dict[str, Any], signature: Dict[str, Any]) -> Dict[str, Any]: raise NotImplementedError # pragma: no cover @@ -50,6 +56,7 @@ async def cancel_order( order_id: str, market_symbol: str, proxy_address: str, + main_address: str, signature: Dict[str, Any], ) -> Dict[str, Any]: raise NotImplementedError # pragma: no cover @@ -64,6 +71,10 @@ async def list_order_history_by_account( async def find_order_by_main_account(self, main_account: str, market_symbol: str, order_id: str) -> Dict[str, Any]: raise NotImplementedError # pragma: no cover + @abstractmethod + async def list_open_orders_by_main_account(self, main_account: str) -> Dict[str, Any]: + raise NotImplementedError # pragma: no cover + @abstractmethod async def listen_to_orderbook_updates(self, events_handler: Callable, market_symbol: str): raise NotImplementedError # pragma: no cover @@ -94,7 +105,7 @@ def __init__(self, auth: AppSyncAuthentication, domain: Optional[str] = CONSTANT async def all_assets(self): query = gql( """ - query MyQuery { + query GetAllAssets { getAllAssets { items { asset_id @@ -115,14 +126,14 @@ async def all_markets(self): query MyQuery { getAllMarkets { items { - base_asset_precision market max_order_price - max_order_qty min_order_price min_order_qty + max_order_qty price_tick_size qty_step_size + base_asset_precision quote_asset_precision } } @@ -144,7 +155,9 @@ async def get_orderbook(self, market_symbol: str) -> Dict[str, Any]: p q s + stid } + nextToken } } """ @@ -160,16 +173,19 @@ async def main_account_from_proxy(self, proxy_account=str) -> str: """ query findUserByProxyAccount($proxy_account: String!) { findUserByProxyAccount(proxy_account: $proxy_account) { - items + items { + hash_key + range_key + stid + } } } """ ) - parameters = {"proxy_account": proxy_account} result = await self._execute_query(query=query, parameters=parameters) - main_account = result["findUserByProxyAccount"]["items"][0].split(",")[2][11:-1] + main_account = result["findUserByProxyAccount"]["items"][0]["range_key"] return main_account async def recent_trades(self, market_symbol: str, limit: int) -> Dict[str, Any]: @@ -183,7 +199,6 @@ async def recent_trades(self, market_symbol: str, limit: int) -> Dict[str, Any]: p q t - sid } } } @@ -198,7 +213,7 @@ async def recent_trades(self, market_symbol: str, limit: int) -> Dict[str, Any]: async def get_all_balances_by_main_account(self, main_account: str) -> Dict[str, Any]: query = gql( """ - query getAllBalancesByMainAccount($main: String!) { + query GetAllBalancesByMainAccount($main: String!) { getAllBalancesByMainAccount(main_account: $main) { items { a @@ -215,11 +230,56 @@ async def get_all_balances_by_main_account(self, main_account: str) -> Dict[str, result = await self._execute_query(query=query, parameters=parameters) return result + async def get_order_fills_by_main_account( + self, from_timestamp: float, to_timestamp: float, main_account: str + ) -> Dict[str, Any]: + query = gql( + """ + query listTradesByMainAccount( + $main_account:String! + $limit: Int + $from: AWSDateTime! + $to: AWSDateTime! + $nextToken: String + ) { + listTradesByMainAccount( + main_account: $main_account + from: $from + to: $to + limit: $limit + nextToken: $nextToken + ) { + items { + isReverted + m + m_id + p + q + stid + t + t_id + trade_id + } + } + } + """ + ) + + parameters = { + "main_account": main_account, + "from": self._timestamp_to_aws_datetime_string(timestamp=from_timestamp), + "to": self._timestamp_to_aws_datetime_string(timestamp=to_timestamp), + } + + result = await self._execute_query(query=query, parameters=parameters) + + return result + async def place_order(self, polkadex_order: Dict[str, Any], signature: Dict[str, Any]) -> Dict[str, Any]: query = gql( """ - mutation PlaceOrder($input: UserActionInput!) { - place_order(input: $input) + mutation PlaceOrder($payload: String!) { + place_order(input: {payload: $payload}) } """ ) @@ -228,7 +288,7 @@ async def place_order(self, polkadex_order: Dict[str, Any], signature: Dict[str, polkadex_order, signature, ] - parameters = {"input": {"payload": json.dumps({"PlaceOrder": input_parameters})}} + parameters = {"payload": json.dumps({"PlaceOrder": input_parameters})} result = await self._execute_query(query=query, parameters=parameters) return result @@ -237,24 +297,26 @@ async def cancel_order( self, order_id: str, market_symbol: str, + main_address: str, proxy_address: str, signature: Dict[str, Any], ) -> Dict[str, Any]: query = gql( """ - mutation CancelOrder($input: UserActionInput!) { - cancel_order(input: $input) + mutation CancelOrder($payload: String!) { + cancel_order(input: {payload: $payload}) } """ ) input_parameters = [ order_id, + main_address, proxy_address, market_symbol, signature, ] - parameters = {"input": {"payload": json.dumps({"CancelOrder": input_parameters})}} + parameters = {"payload": json.dumps({"CancelOrder": input_parameters})} result = await self._execute_query(query=query, parameters=parameters) return result @@ -264,24 +326,35 @@ async def list_order_history_by_account( ) -> Dict[str, Any]: query = gql( """ - query ListOrderHistory($main_account: String!, $to: AWSDateTime!, $from: AWSDateTime!) { - listOrderHistorybyMainAccount(main_account: $main_account, to: $to, from: $from) { + query ListOrderHistory( + $main_account:String! + $limit: Int + $from: AWSDateTime! + $to: AWSDateTime! + $nextToken: String + ) { + listOrderHistorybyMainAccount( + main_account: $main_account + from: $from + to: $to + limit: $limit + nextToken: $nextToken + ) { items { - afp + u cid - fee - fq id - isReverted + t m + s ot + st p q - s - sid - st - t - u + afp + fq + fee + isReverted } } } @@ -290,8 +363,8 @@ async def list_order_history_by_account( parameters = { "main_account": main_account, - "to": datetime.utcfromtimestamp(to_time).isoformat(timespec="milliseconds") + "Z", - "from": datetime.utcfromtimestamp(from_time).isoformat(timespec="milliseconds") + "Z", + "to": self._timestamp_to_aws_datetime_string(timestamp=to_time), + "from": self._timestamp_to_aws_datetime_string(timestamp=from_time), } result = await self._execute_query(query=query, parameters=parameters) @@ -313,8 +386,8 @@ async def find_order_by_main_account(self, main_account: str, market_symbol: str p q s - sid st + stid t u } @@ -331,6 +404,38 @@ async def find_order_by_main_account(self, main_account: str, market_symbol: str result = await self._execute_query(query=query, parameters=parameters) return result + async def list_open_orders_by_main_account(self, main_account: str) -> Dict[str, Any]: + query = gql( + """ + query ListOpenOrdersByMainAccount($main_account: String!, $limit: Int, $nextToken: String) { + listOpenOrdersByMainAccount(main_account: $main_account, limit: $limit, nextToken: $nextToken) { + items { + u + cid + id + t + m + s + ot + st + p + q + afp + fq + fee + stid + isReverted + } + } + } + """ + ) + + parameters = {"main_account": main_account} + + result = await self._execute_query(query=query, parameters=parameters) + return result + async def listen_to_orderbook_updates(self, events_handler: Callable, market_symbol: str): while True: try: @@ -395,3 +500,8 @@ async def _subscribe_to_stream(self, stream_name: str) -> AsyncIterable: async with Client(transport=transport, fetch_schema_from_transport=False) as session: async for result in session.subscribe(query, variable_values=variables, parse_result=True): yield result + + @staticmethod + def _timestamp_to_aws_datetime_string(timestamp: float) -> str: + timestamp_string = datetime.utcfromtimestamp(timestamp).isoformat(timespec="milliseconds") + "Z" + return timestamp_string diff --git a/hummingbot/connector/exchange/polkadex/polkadex_utils.py b/hummingbot/connector/exchange/polkadex/polkadex_utils.py index 6bc97f5d74..afe091f6ab 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_utils.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_utils.py @@ -9,14 +9,16 @@ EXAMPLE_PAIR = "PDEX-1" DEFAULT_FEES = TradeFeeSchema( - maker_percent_fee_decimal=Decimal("0.002"), - taker_percent_fee_decimal=Decimal("0.002"), + maker_percent_fee_decimal=Decimal("0"), + taker_percent_fee_decimal=Decimal("0"), ) def normalized_asset_name(asset_id: str, asset_name: str) -> str: name = asset_name if asset_id.isdigit() else asset_id name = name.replace("CHAINBRIDGE-", "C") + name = name.replace("TEST DEX", "TDEX") + name = name.replace("TEST BRIDGE", "TBRI") return name diff --git a/hummingbot/core/event/events.py b/hummingbot/core/event/events.py index 551cc8406b..ea3160f774 100644 --- a/hummingbot/core/event/events.py +++ b/hummingbot/core/event/events.py @@ -37,6 +37,8 @@ class MarketEvent(Enum): class OrderBookEvent(int, Enum): TradeEvent = 901 + OrderBookDataSourceUpdateEvent = 904 + PublicTradeEvent = 905 class OrderBookDataSourceEvent(int, Enum): diff --git a/test/hummingbot/connector/exchange/polkadex/programmable_query_executor.py b/test/hummingbot/connector/exchange/polkadex/programmable_query_executor.py index a3d5beaea0..e0ea09828e 100644 --- a/test/hummingbot/connector/exchange/polkadex/programmable_query_executor.py +++ b/test/hummingbot/connector/exchange/polkadex/programmable_query_executor.py @@ -16,6 +16,8 @@ def __init__(self): self._cancel_order_responses = asyncio.Queue() self._order_history_responses = asyncio.Queue() self._order_responses = asyncio.Queue() + self._list_orders_responses = asyncio.Queue() + self._order_fills_responses = asyncio.Queue() self._order_book_update_events = asyncio.Queue() self._public_trades_update_events = asyncio.Queue() @@ -52,6 +54,7 @@ async def cancel_order( self, order_id: str, market_symbol: str, + main_address: str, proxy_address: str, signature: Dict[str, Any], ) -> Dict[str, Any]: @@ -68,6 +71,16 @@ async def find_order_by_main_account(self, main_account: str, market_symbol: str response = await self._order_responses.get() return response + async def list_open_orders_by_main_account(self, main_account: str) -> Dict[str, Any]: + response = await self._list_orders_responses.get() + return response + + async def get_order_fills_by_main_account( + self, from_timestamp: float, to_timestamp: float, main_account: str + ) -> Dict[str, Any]: + response = await self._order_fills_responses.get() + return response + async def listen_to_orderbook_updates(self, events_handler: Callable, market_symbol: str): while True: event = await self._order_book_update_events.get() diff --git a/test/hummingbot/connector/exchange/polkadex/test_polkadex_api_order_book_data_source.py b/test/hummingbot/connector/exchange/polkadex/test_polkadex_api_order_book_data_source.py index b47fd04456..099fc0fbb5 100644 --- a/test/hummingbot/connector/exchange/polkadex/test_polkadex_api_order_book_data_source.py +++ b/test/hummingbot/connector/exchange/polkadex/test_polkadex_api_order_book_data_source.py @@ -111,15 +111,15 @@ def is_logged(self, log_level: str, message: Union[str, re.Pattern]) -> bool: def test_get_new_order_book_successful(self): data = [ - {"side": "Ask", "p": 9487.5, "q": 522147, "s": "Ask"}, - {"side": "Bid", "p": 9487, "q": 336241, "s": "Bid"}, + {"side": "Ask", "p": 9487.5, "q": 522147, "s": "Ask", "stid": 1}, + {"side": "Bid", "p": 9487, "q": 336241, "s": "Bid", "stid": 1}, ] order_book_snapshot = {"getOrderbook": {"items": data}} self.data_source._data_source._query_executor._order_book_snapshots.put_nowait(order_book_snapshot) order_book = self.async_run_with_timeout(self.data_source.get_new_order_book(self.trading_pair)) - expected_update_id = -1 + expected_update_id = 1 self.assertEqual(expected_update_id, order_book.snapshot_uid) bids = list(order_book.bid_entries()) @@ -144,10 +144,8 @@ def test_listen_for_trades_cancelled_when_listening(self): self.async_run_with_timeout(self.data_source.listen_for_trades(self.async_loop, msg_queue)) def test_listen_for_trades_logs_exception(self): - incorrect_message = {} - mock_queue = AsyncMock() - mock_queue.get.side_effect = [incorrect_message, asyncio.CancelledError()] + mock_queue.get.side_effect = [Exception("some error"), asyncio.CancelledError()] self.data_source._message_queue[self.data_source._trade_messages_queue_key] = mock_queue msg_queue: asyncio.Queue = asyncio.Queue() @@ -164,15 +162,16 @@ def test_listen_for_trades_logs_exception(self): ) def test_listen_for_trades_successful(self): + expected_trade_id = "1664193952989" trade_data = { "type": "TradeFormat", "m": self.ex_trading_pair, + "m_side": "Ask", + "trade_id": expected_trade_id, "p": "1718.5", - "vq": "17185", "q": "10", - "tid": "111", "t": 1664193952989, - "sid": "16", + "stid": "16", } trade_event = {"websocket_streams": {"data": json.dumps(trade_data)}} @@ -186,7 +185,7 @@ def test_listen_for_trades_successful(self): msg: OrderBookMessage = self.async_run_with_timeout(msg_queue.get()) self.assertEqual(OrderBookMessageType.TRADE, msg.type) - self.assertEqual(trade_data["tid"], msg.trade_id) + self.assertEqual(expected_trade_id, msg.trade_id) self.assertEqual(trade_data["t"] * 1e-3, msg.timestamp) expected_price = Decimal(trade_data["p"]) expected_amount = Decimal(trade_data["q"]) @@ -206,10 +205,8 @@ def test_listen_for_order_book_diffs_cancelled(self): self.async_run_with_timeout(self.data_source.listen_for_order_book_diffs(self.async_loop, msg_queue)) def test_listen_for_order_book_diffs_logs_exception(self): - incorrect_message = {} - mock_queue = AsyncMock() - mock_queue.get.side_effect = [incorrect_message, asyncio.CancelledError()] + mock_queue.get.side_effect = [Exception("some error"), asyncio.CancelledError()] self.data_source._message_queue[self.data_source._diff_messages_queue_key] = mock_queue msg_queue: asyncio.Queue = asyncio.Queue() @@ -230,12 +227,14 @@ def test_listen_for_order_book_diffs_successful(self, time_mock): time_mock.return_value = 1640001112.223 order_book_data = { - "type": "IncOb", - "changes": [ - ["Bid", "2999", "8", 4299950], - ["Bid", "1.671", "52.952", 4299951], - ["Ask", "3001", "0", 4299952], - ], + "i": 1, + "a": { + "3001": "0", + }, + "b": { + "2999": "8", + "1.671": "52.952", + }, } order_book_event = {"websocket_streams": {"data": json.dumps(order_book_data)}} @@ -252,7 +251,7 @@ def test_listen_for_order_book_diffs_successful(self, time_mock): self.assertEqual(OrderBookMessageType.DIFF, msg.type) self.assertEqual(-1, msg.trade_id) self.assertEqual(time_mock.return_value, msg.timestamp) - expected_update_id = order_book_data["changes"][-1][-1] + expected_update_id = 1 self.assertEqual(expected_update_id, msg.update_id) bids = msg.bids diff --git a/test/hummingbot/connector/exchange/polkadex/test_polkadex_exchange.py b/test/hummingbot/connector/exchange/polkadex/test_polkadex_exchange.py index 2f741e6920..ea07f2ec11 100644 --- a/test/hummingbot/connector/exchange/polkadex/test_polkadex_exchange.py +++ b/test/hummingbot/connector/exchange/polkadex/test_polkadex_exchange.py @@ -9,6 +9,7 @@ from aioresponses import aioresponses from aioresponses.core import RequestCall from bidict import bidict +from gql.transport.exceptions import TransportQueryError from substrateinterface import SubstrateInterface from hummingbot.client.config.client_config_map import ClientConfigMap @@ -31,6 +32,9 @@ class PolkadexExchangeTests(AbstractExchangeConnectorTests.ExchangeConnectorTests): + client_order_id_prefix = "0x" + exchange_order_id_prefix = "0x" + @classmethod def setUpClass(cls) -> None: super().setUpClass() @@ -47,6 +51,8 @@ def setUp(self) -> None: self.exchange._data_source.logger().setLevel(1) self.exchange._data_source.logger().addHandler(self) self.exchange._set_trading_pair_symbol_map(bidict({self.exchange_trading_pair: self.trading_pair})) + exchange_base, exchange_quote = self.trading_pair.split("-") + self.exchange._data_source._assets_map = {exchange_base: self.base_asset, "1": self.quote_asset} def tearDown(self) -> None: super().tearDown() @@ -196,7 +202,7 @@ def trading_rules_request_erroneous_mock_response(self): @property def order_creation_request_successful_mock_response(self): - return {"place_order": self.expected_exchange_order_id} + return {"place_order": json.dumps({"is_success": True, "body": self.expected_exchange_order_id})} @property def balance_request_mock_response_for_base_and_quote(self): @@ -291,7 +297,7 @@ def expected_exchange_order_id(self): @property def is_order_fill_http_update_included_in_status_update(self) -> bool: - return False + return True @property def is_order_fill_http_update_executed_during_websocket_order_event_processing(self) -> bool: @@ -308,13 +314,25 @@ def expected_partial_fill_amount(self) -> Decimal: @property def expected_partial_fill_fee(self) -> TradeFeeBase: return AddedToCostTradeFee( - percent_token=self.quote_asset, flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("10"))] + percent_token=self.quote_asset, + flat_fees=[ + TokenAmount( + token=self.quote_asset, + amount=Decimal("0"), # according to Polkadex team, fees will be zero for the foreseeable future + ), + ], ) @property def expected_fill_fee(self) -> TradeFeeBase: return AddedToCostTradeFee( - percent_token=self.quote_asset, flat_fees=[TokenAmount(token=self.quote_asset, amount=Decimal("30"))] + percent_token=self.quote_asset, + flat_fees=[ + TokenAmount( + token=self.quote_asset, + amount=Decimal("0"), # according to Polkadex team, fees will be zero for the foreseeable future + ), + ], ) @property @@ -394,7 +412,28 @@ def configure_order_not_found_error_cancelation_response( "0x1b99cba5555ad0ba890756fe16e499cb884b46a165b89bdce77ee8913b55ffff" # noqa: mock '\\"}","errorType":"Lambda:Handled"}', } - not_found_exception = IOError(str(not_found_error)) + not_found_exception = TransportQueryError(str(not_found_error)) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial( + self._callback_wrapper_with_response, callback=callback, response=not_found_exception + ) + self.exchange._data_source._query_executor._cancel_order_responses = mock_queue + return "" + + def configure_order_not_active_error_cancelation_response( + self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None + ) -> str: + not_found_error = { + "path": ["cancel_order"], + "data": None, + "errorType": "Lambda:Unhandled", + "errorInfo": None, + "locations": [{"line": 2, "column": 3, "sourceName": None}], + "message": '{"errorMessage":"{\\"code\\":-32000,\\"message\\":\\"Order is not active: ' + "0x1b99cba5555ad0ba890756fe16e499cb884b46a165b89bdce77ee8913b55ffff" # noqa: mock + '\\"}","errorType":"Lambda:Handled"}', + } + not_found_exception = TransportQueryError(str(not_found_error)) mock_queue = AsyncMock() mock_queue.get.side_effect = partial( self._callback_wrapper_with_response, callback=callback, response=not_found_exception @@ -424,6 +463,7 @@ def configure_completely_filled_order_status_response( def configure_canceled_order_status_response( self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: + self.configure_no_fills_trade_response() order_history_response = {"listOrderHistorybyMainAccount": {"items": []}} self.exchange._data_source._query_executor._order_history_responses.put_nowait(order_history_response) response = self._order_status_request_canceled_mock_response(order=order) @@ -435,6 +475,7 @@ def configure_canceled_order_status_response( def configure_open_order_status_response( self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: + self.configure_no_fills_trade_response() order_history_response = {"listOrderHistorybyMainAccount": {"items": []}} self.exchange._data_source._query_executor._order_history_responses.put_nowait(order_history_response) response = self._order_status_request_open_mock_response(order=order) @@ -446,6 +487,7 @@ def configure_open_order_status_response( def configure_http_error_order_status_response( self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: + self.configure_no_fills_trade_response() order_history_response = {"listOrderHistorybyMainAccount": {"items": []}} self.exchange._data_source._query_executor._order_history_responses.put_nowait(order_history_response) mock_queue = AsyncMock() @@ -467,6 +509,7 @@ def configure_partially_filled_order_status_response( def configure_order_not_found_error_order_status_response( self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> List[str]: + self.configure_no_fills_trade_response() order_history_response = {"listOrderHistorybyMainAccount": {"items": []}} self.exchange._data_source._query_executor._order_history_responses.put_nowait(order_history_response) response = {"findOrderByMainAccount": None} @@ -478,17 +521,68 @@ def configure_order_not_found_error_order_status_response( def configure_partial_fill_trade_response( self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: - raise NotImplementedError + order_fills_response = { + "listTradesByMainAccount": { + "items": [ + { + "m": self.exchange_trading_pair, + "p": str(self.expected_partial_fill_price), + "q": str(self.expected_partial_fill_amount), + "m_id": order.exchange_order_id, + "trade_id": self.expected_fill_trade_id, + "t": str(int(self.exchange.current_timestamp * 1e3)), + } + ] + } + } + self.exchange._data_source._query_executor._order_fills_responses.put_nowait(order_fills_response) + return "" def configure_erroneous_http_fill_trade_response( self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: - raise NotImplementedError + error = { + "path": ["listTradesByMainAccount"], + "data": None, + "errorType": "DynamoDB:DynamoDbException", + "errorInfo": None, + "locations": [{"line": 2, "column": 3, "sourceName": None}], + "message": ( + "Invalid KeyConditionExpression: The BETWEEN operator requires upper bound to be greater than or" + " equal to lower bound; lower bound operand: AttributeValue: {N:1691691033195}, upper bound operand:" + " AttributeValue: {N:1691691023195} (Service: DynamoDb, Status Code: 400, Request ID:" + " F314JNSTC7U56DMFAFEPAGCM9VVV4KQNSO5AEMVJF66Q9ASUAAJG)" + ), + } + response = TransportQueryError(error) + mock_queue = AsyncMock() + mock_queue.get.side_effect = partial(self._callback_wrapper_with_response, callback=callback, response=response) + self.exchange._data_source._query_executor._order_fills_responses = mock_queue + return "" def configure_full_fill_trade_response( self, order: InFlightOrder, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: - raise NotImplementedError + order_fills_response = { + "listTradesByMainAccount": { + "items": [ + { + "m": self.exchange_trading_pair, + "p": str(order.price), + "q": str(order.amount), + "m_id": order.exchange_order_id, + "trade_id": self.expected_fill_trade_id, + "t": str(int(self.exchange.current_timestamp * 1e3)), + } + ] + } + } + self.exchange._data_source._query_executor._order_fills_responses.put_nowait(order_fills_response) + return "" + + def configure_no_fills_trade_response(self): + order_fills_response = {"listTradesByMainAccount": {"items": []}} + self.exchange._data_source._query_executor._order_fills_responses.put_nowait(order_fills_response) def configure_all_symbols_response( self, mock_api: aioresponses, callback: Optional[Callable] = lambda *args, **kwargs: None @@ -513,7 +607,7 @@ def configure_successful_creation_order_status_response( def configure_erroneous_creation_order_status_response( self, callback: Optional[Callable] = lambda *args, **kwargs: None ) -> str: - creation_response = {"place_order": None} + creation_response = {"place_order": json.dumps({"is_success": False, "error": "some error"})} mock_queue = AsyncMock() mock_queue.get.side_effect = partial( self._callback_wrapper_with_response, callback=callback, response=creation_response @@ -522,82 +616,128 @@ def configure_erroneous_creation_order_status_response( return "" def order_event_for_new_order_websocket_update(self, order: InFlightOrder): - data = { - "type": "Order", - "snapshot_number": 50133, - "event_id": 4300054, - "client_order_id": "0x" + order.client_order_id.encode("utf-8").hex(), - "avg_filled_price": "0", - "fee": "0", - "filled_quantity": "0", - "status": "OPEN", - "id": order.exchange_order_id, - "user": "5EqHNNKJWA4U6dyZDvUSkKPQCt6PGgrAxiSBRvC6wqz2xKXU", - "main_account": "5C5ZpV7Hunb7yG2CwDtnhxaYc3aug4UTLxRvu6HERxJqrtJY", - "pair": {"base_asset": self.base_asset, "quote_asset": "1"}, - "side": "Bid" if order.trade_type == TradeType.BUY else "Ask", - "order_type": "MARKET" if order.order_type == OrderType.MARKET else "LIMIT", - "qty": str(order.amount), - "price": str(order.price), - "quote_order_qty": str(order.amount * order.price), - "timestamp": 1682480373, - "overall_unreserved_volume": "0", - } + data = self.build_order_event_websocket_update( + order=order, + filled_quantity=Decimal("0"), + filled_price=Decimal("0"), + fee=Decimal("0"), + status="OPEN", + ) + return data - return {"websocket_streams": {"data": json.dumps(data)}} + def order_event_for_partially_filled_websocket_update(self, order: InFlightOrder): + data = self.build_order_event_websocket_update( + order=order, + filled_quantity=self.expected_partial_fill_amount, + filled_price=self.expected_partial_fill_price, + fee=Decimal("0"), + status="OPEN", + ) + return data + + def order_event_for_partially_canceled_websocket_update(self, order: InFlightOrder): + data = self.build_order_event_websocket_update( + order=order, + filled_quantity=self.expected_partial_fill_amount, + filled_price=self.expected_partial_fill_price, + fee=Decimal("0"), + status="CANCELLED", + ) + return data def order_event_for_canceled_order_websocket_update(self, order: InFlightOrder): + data = self.build_order_event_websocket_update( + order=order, + filled_quantity=Decimal("0"), + filled_price=Decimal("0"), + fee=Decimal("0"), + status="CANCELLED", + ) + return data + + def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): + data = self.build_order_event_websocket_update( + order=order, + filled_quantity=order.amount, + filled_price=order.price, + fee=Decimal("0"), + status="CLOSED", + ) + return data + + def build_order_event_websocket_update( + self, + order: InFlightOrder, + filled_quantity: Decimal, + filled_price: Decimal, + fee: Decimal, + status: str, + ): data = { "type": "Order", - "snapshot_number": 50133, - "event_id": 4300054, - "client_order_id": "0x" + order.client_order_id.encode("utf-8").hex(), - "avg_filled_price": "0", - "fee": "0", - "filled_quantity": "0", - "status": "CANCELLED", + "stid": 50133, + "client_order_id": order.client_order_id, + "avg_filled_price": str(filled_price), + "fee": str(fee), + "filled_quantity": str(filled_quantity), + "status": status, "id": order.exchange_order_id, - "user": "5EqHNNKJWA4U6dyZDvUSkKPQCt6PGgrAxiSBRvC6wqz2xKXU", - "main_account": "5C5ZpV7Hunb7yG2CwDtnhxaYc3aug4UTLxRvu6HERxJqrtJY", - "pair": {"base_asset": self.base_asset, "quote_asset": "1"}, + "user": "5EqHNNKJWA4U6dyZDvUSkKPQCt6PGgrAxiSBRvC6wqz2xKXU", # noqa: mock + "pair": {"base": {"asset": self.base_asset}, "quote": {"asset": "1"}}, "side": "Bid" if order.trade_type == TradeType.BUY else "Ask", "order_type": "MARKET" if order.order_type == OrderType.MARKET else "LIMIT", "qty": str(order.amount), "price": str(order.price), - "quote_order_qty": str(order.amount * order.price), "timestamp": 1682480373, - "overall_unreserved_volume": "0", } return {"websocket_streams": {"data": json.dumps(data)}} - def order_event_for_full_fill_websocket_update(self, order: InFlightOrder): + def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): + data = self.build_trade_event_websocket_update( + order=order, + filled_quantity=order.amount, + filled_price=order.price, + ) + return data + + def trade_event_for_partial_fill_websocket_update(self, order: InFlightOrder): + data = self.build_trade_event_websocket_update( + order=order, + filled_quantity=self.expected_partial_fill_amount, + filled_price=self.expected_partial_fill_price, + ) + return data + + def build_trade_event_websocket_update( + self, + order: InFlightOrder, + filled_quantity: Decimal, + filled_price: Decimal, + ) -> Dict[str, Any]: data = { - "type": "Order", - "snapshot_number": 50133, - "event_id": int(self.expected_fill_trade_id), - "client_order_id": "0x" + order.client_order_id.encode("utf-8").hex(), - "avg_filled_price": str(order.price), - "fee": str(self.expected_fill_fee.flat_fees[0].amount), - "filled_quantity": str(order.amount), - "status": "CLOSED", - "id": order.exchange_order_id, - "user": "5EqHNNKJWA4U6dyZDvUSkKPQCt6PGgrAxiSBRvC6wqz2xKXU", # noqa: mock - "main_account": "5C5ZpV7Hunb7yG2CwDtnhxaYc3aug4UTLxRvu6HERxJqrtJY", # noqa: mock - "pair": {"base_asset": self.base_asset, "quote_asset": "1"}, - "side": "Bid" if order.trade_type == TradeType.BUY else "Ask", - "order_type": "MARKET" if order.order_type == OrderType.MARKET else "LIMIT", - "qty": str(order.amount), - "price": str(order.price), - "quote_order_qty": str(order.amount * order.price), - "timestamp": 1682480373, - "overall_unreserved_volume": "0", + "type": "TradeFormat", + "stid": 50133, + "p": str(filled_price), + "q": str(filled_quantity), + "m": self.exchange_trading_pair, + "t": str(self.exchange.current_timestamp), + "cid": str(order.client_order_id), + "order_id": str(order.exchange_order_id), + "s": "Bid" if order.trade_type == TradeType.BUY else "Ask", + "trade_id": self.expected_fill_trade_id, } return {"websocket_streams": {"data": json.dumps(data)}} - def trade_event_for_full_fill_websocket_update(self, order: InFlightOrder): - raise NotImplementedError + @aioresponses() + def test_check_network_success(self, mock_api): + all_assets_mock_response = self.all_assets_mock_response + self.exchange._data_source._query_executor._all_assets_responses.put_nowait(all_assets_mock_response) + + network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network()) + + self.assertEqual(NetworkStatus.CONNECTED, network_status) @aioresponses() def test_check_network_failure(self, mock_api): @@ -614,33 +754,22 @@ def test_check_network_raises_cancel_exception(self, mock_api): mock_queue.get.side_effect = asyncio.CancelledError self.exchange._data_source._query_executor._all_assets_responses = mock_queue - self.assertRaises( - asyncio.CancelledError, self.async_run_with_timeout, self.exchange.check_network(), 2 - ) - - @aioresponses() - def test_check_network_success(self, mock_api): - all_assets_mock_response = self.all_assets_mock_response - self.exchange._data_source._query_executor._all_assets_responses.put_nowait(all_assets_mock_response) - - network_status = self.async_run_with_timeout(coroutine=self.exchange.check_network()) - - self.assertEqual(NetworkStatus.CONNECTED, network_status) + self.assertRaises(asyncio.CancelledError, self.async_run_with_timeout, self.exchange.check_network()) @aioresponses() - def test_all_trading_pairs_does_not_raise_exception(self, mock_api): - self.exchange._set_trading_pair_symbol_map(None) - queue_mock = AsyncMock() - queue_mock.get.side_effect = Exception - self.exchange._data_source._query_executor._all_assets_responses = queue_mock + def test_get_last_trade_prices(self, mock_api): + response = self.latest_prices_request_mock_response + self.exchange._data_source._query_executor._recent_trades_responses.put_nowait(response) - result: List[str] = self.async_run_with_timeout(self.exchange.all_trading_pairs()) + latest_prices: Dict[str, float] = self.async_run_with_timeout( + self.exchange.get_last_traded_prices(trading_pairs=[self.trading_pair]) + ) - self.assertEqual(0, len(result)) + self.assertEqual(1, len(latest_prices)) + self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) @aioresponses() def test_invalid_trading_pair_not_in_all_trading_pairs(self, mock_api): - self.exchange._set_trading_pair_symbol_map(None) all_assets_mock_response = self.all_assets_mock_response self.exchange._data_source._query_executor._all_assets_responses.put_nowait(all_assets_mock_response) invalid_pair, response = self.all_symbols_including_invalid_pair_mock_response @@ -651,16 +780,16 @@ def test_invalid_trading_pair_not_in_all_trading_pairs(self, mock_api): self.assertNotIn(invalid_pair, all_trading_pairs) @aioresponses() - def test_get_last_trade_prices(self, mock_api): - response = self.latest_prices_request_mock_response - self.exchange._data_source._query_executor._recent_trades_responses.put_nowait(response) + def test_all_trading_pairs_does_not_raise_exception(self, mock_api): + self.exchange._set_trading_pair_symbol_map(None) + self.exchange._data_source._assets_map = None + queue_mock = AsyncMock() + queue_mock.get.side_effect = Exception + self.exchange._data_source._query_executor._all_assets_responses = queue_mock - latest_prices: Dict[str, float] = self.async_run_with_timeout( - self.exchange.get_last_traded_prices(trading_pairs=[self.trading_pair]) - ) + result: List[str] = self.async_run_with_timeout(self.exchange.all_trading_pairs()) - self.assertEqual(1, len(latest_prices)) - self.assertEqual(self.expected_latest_price, latest_prices[self.trading_pair]) + self.assertEqual(0, len(result)) @aioresponses() def test_create_buy_limit_order_successfully(self, mock_api): @@ -826,6 +955,48 @@ def test_cancel_order_successfully(self, mock_api): self.assertIn(order.client_order_id, self.exchange.in_flight_orders) self.assertTrue(order.is_pending_cancel_confirmation) + @aioresponses() + @patch("hummingbot.connector.exchange.polkadex.polkadex_data_source.PolkadexDataSource._build_substrate_interface") + @patch("hummingbot.connector.exchange.polkadex.polkadex_data_source.Keypair.sign") + def test_cancel_order_retries_on_substrate_broken_pipe( + self, mock_api: aioresponses, sign_mock: MagicMock, _: MagicMock + ): + sign_mock.hex.return_value = "0x1234adf" + request_sent_event = asyncio.Event() + self.exchange._set_current_timestamp(1640780000) + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=self.exchange_order_id_prefix + "1", + trading_pair=self.trading_pair, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("100"), + order_type=OrderType.LIMIT, + ) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + create_scale_object_mock = MagicMock( + "substrateinterface.base.SubstrateInterface.create_scale_object", autospec=True + ) + self.exchange._data_source._substrate_interface.create_scale_object.return_value = create_scale_object_mock + create_scale_object_mock.encode.side_effect = [ + BrokenPipeError, + "0x1b99cba5555ad0ba890756fe16e499cb884b46a165b89bdce77ee8913b55fff1", # noqa: mock + ] + self.configure_successful_cancelation_response( + order=order, mock_api=mock_api, callback=lambda *args, **kwargs: request_sent_event.set() + ) + + self.exchange.cancel(trading_pair=order.trading_pair, client_order_id=order.client_order_id) + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertIn(order.client_order_id, self.exchange.in_flight_orders) + self.assertTrue(order.is_pending_cancel_confirmation) + self.assertTrue(self.is_logged(log_level="ERROR", message="Rebuilding the substrate interface.")) + @aioresponses() def test_cancel_order_raises_failure_event_when_request_fails(self, mock_api): request_sent_event = asyncio.Event() @@ -891,6 +1062,37 @@ def test_cancel_order_not_found_in_the_exchange(self, mock_api): self.assertIn(order.client_order_id, self.exchange._order_tracker.all_updatable_orders) self.assertEqual(1, self.exchange._order_tracker._order_not_found_records[order.client_order_id]) + @aioresponses() + def test_cancel_order_no_longer_active(self, mock_api): + self.exchange._set_current_timestamp(1640780000) + request_sent_event = asyncio.Event() + + self.exchange.start_tracking_order( + order_id=self.client_order_id_prefix + "1", + exchange_order_id=str(self.expected_exchange_order_id), + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=Decimal("10000"), + amount=Decimal("1"), + ) + + self.assertIn(self.client_order_id_prefix + "1", self.exchange.in_flight_orders) + order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] + + self.configure_order_not_active_error_cancelation_response( + order=order, mock_api=mock_api, callback=lambda *args, **kwargs: request_sent_event.set() + ) + + self.exchange.cancel(trading_pair=self.trading_pair, client_order_id=self.client_order_id_prefix + "1") + self.async_run_with_timeout(request_sent_event.wait()) + + self.assertTrue(order.is_done) + self.assertFalse(order.is_failure) + self.assertTrue(order.is_cancelled) + + self.assertNotIn(order.client_order_id, self.exchange._order_tracker.all_updatable_orders) + @aioresponses() def test_update_balances(self, mock_api): response = self.balance_request_mock_response_for_base_and_quote @@ -919,58 +1121,6 @@ def test_update_balances(self, mock_api): self.assertEqual(Decimal("10"), available_balances[self.base_asset]) self.assertEqual(Decimal("15"), total_balances[self.base_asset]) - @aioresponses() - def test_update_order_status_when_filled(self, mock_api): - self.exchange._set_current_timestamp(1640780000) - request_sent_event = asyncio.Event() - - self.exchange.start_tracking_order( - order_id=self.client_order_id_prefix + "1", - exchange_order_id=str(self.expected_exchange_order_id), - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal("10000"), - amount=Decimal("1"), - ) - order: InFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] - - # to allow the ClientOrderTracker to process the last status update - order.completely_filled_event.set() - - self.configure_completely_filled_order_status_response( - order=order, mock_api=mock_api, callback=lambda *args, **kwargs: request_sent_event.set() - ) - - self.async_run_with_timeout(self.exchange._update_order_status()) - # Execute one more synchronization to ensure the async task that processes the update is finished - self.async_run_with_timeout(request_sent_event.wait()) - - self.async_run_with_timeout(order.wait_until_completely_filled()) - self.assertTrue(order.is_done) - - buy_event: BuyOrderCompletedEvent = self.buy_order_completed_logger.event_log[0] - self.assertEqual(self.exchange.current_timestamp, buy_event.timestamp) - self.assertEqual(order.client_order_id, buy_event.order_id) - self.assertEqual(order.base_asset, buy_event.base_asset) - self.assertEqual(order.quote_asset, buy_event.quote_asset) - self.assertEqual( - order.amount if self.is_order_fill_http_update_included_in_status_update else Decimal("0"), - buy_event.base_asset_amount, - ) - self.assertEqual( - order.amount * order.price - if self.is_order_fill_http_update_included_in_status_update - else Decimal("0"), - buy_event.quote_asset_amount, - ) - self.assertEqual(order.order_type, buy_event.order_type) - self.assertEqual(order.exchange_order_id, buy_event.exchange_order_id) - self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) - self.assertTrue( - self.is_logged("INFO", f"BUY order {order.client_order_id} completely filled.") - ) - @aioresponses() def test_update_order_status_when_request_fails_marks_order_as_not_found(self, mock_api): self.exchange._set_current_timestamp(1640780000) @@ -998,30 +1148,6 @@ def test_update_order_status_when_request_fails_marks_order_as_not_found(self, m self.assertEqual(1, self.exchange._order_tracker._order_not_found_records[order.client_order_id]) - @aioresponses() - def test_update_order_status_when_order_has_not_changed_and_one_partial_fill(self, mock_api): - self.exchange._set_current_timestamp(1640780000) - - self.exchange.start_tracking_order( - order_id=self.client_order_id_prefix + "1", - exchange_order_id=str(self.expected_exchange_order_id), - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - price=Decimal("10000"), - amount=Decimal("1"), - ) - order: InFlightOrder = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] - - self.configure_partially_filled_order_status_response(order=order, mock_api=mock_api) - - self.assertTrue(order.is_open) - - self.async_run_with_timeout(self.exchange._update_order_status()) - - self.assertTrue(order.is_open) - self.assertEqual(OrderState.PARTIALLY_FILLED, order.current_state) - @aioresponses() def test_cancel_lost_order_successfully(self, mock_api): request_sent_event = asyncio.Event() @@ -1059,7 +1185,6 @@ def test_cancel_lost_order_successfully(self, mock_api): @aioresponses() def test_cancel_lost_order_raises_failure_event_when_request_fails(self, mock_api): - request_sent_event = asyncio.Event() self.exchange._set_current_timestamp(1640780000) self.exchange.start_tracking_order( @@ -1081,13 +1206,9 @@ def test_cancel_lost_order_raises_failure_event_when_request_fails(self, mock_ap self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) - self.configure_erroneous_cancelation_response( - order=order, - mock_api=mock_api, - callback=lambda *args, **kwargs: request_sent_event.set()) + self.exchange._data_source._query_executor._cancel_order_responses.put_nowait({}) self.async_run_with_timeout(self.exchange._cancel_lost_orders()) - self.async_run_with_timeout(request_sent_event.wait()) self.assertIn(order.client_order_id, self.exchange._order_tracker.lost_orders) self.assertEquals(0, len(self.order_cancelled_logger.event_log)) @@ -1152,9 +1273,12 @@ def test_lost_order_user_stream_full_fill_events_are_processed(self, mock_api): self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) order_event = self.order_event_for_full_fill_websocket_update(order=order) + trade_event = self.trade_event_for_full_fill_websocket_update(order=order) + self.reset_log_event() self.exchange._data_source._process_private_event(event=order_event) + self.exchange._data_source._process_private_event(event=trade_event) self.async_run_with_timeout(self.wait_for_a_log()) # Execute one more synchronization to ensure the async task that processes the update is finished @@ -1271,9 +1395,11 @@ def test_user_stream_update_for_order_full_fill(self, mock_api): order = self.exchange.in_flight_orders[self.client_order_id_prefix + "1"] order_event = self.order_event_for_full_fill_websocket_update(order=order) + trade_event = self.trade_event_for_full_fill_websocket_update(order=order) self.reset_log_event() self.exchange._data_source._process_private_event(event=order_event) + self.exchange._data_source._process_private_event(event=trade_event) self.async_run_with_timeout(self.wait_for_a_log()) # Execute one more synchronization to ensure the async task that processes the update is finished @@ -1303,7 +1429,9 @@ def test_user_stream_update_for_order_full_fill(self, mock_api): self.assertTrue(order.is_filled) self.assertTrue(order.is_done) - self.assertTrue(self.is_logged("INFO", f"BUY order {order.client_order_id} completely filled.")) + self.assertTrue( + self.is_logged("INFO", f"BUY order {order.client_order_id} completely filled.") + ) def test_user_stream_logs_errors(self): # This test does not apply to Polkadex because it handles private events in its own data source @@ -1336,25 +1464,36 @@ def test_lost_order_included_in_order_fills_update_and_not_in_order_status_updat self.assertNotIn(order.client_order_id, self.exchange.in_flight_orders) - order.completely_filled_event.set() - request_sent_event.set() + self.configure_full_fill_trade_response( + order=order, mock_api=mock_api, callback=lambda *args, **kwargs: request_sent_event.set() + ) self.async_run_with_timeout(self.exchange._update_order_status()) - # Execute one more synchronization to ensure the async task that processes the update is finished - self.async_run_with_timeout(request_sent_event.wait()) self.async_run_with_timeout(order.wait_until_completely_filled()) self.assertTrue(order.is_done) self.assertTrue(order.is_failure) + fill_event: OrderFilledEvent = self.order_filled_logger.event_log[0] + self.assertEqual(self.exchange.current_timestamp, fill_event.timestamp) + self.assertEqual(order.client_order_id, fill_event.order_id) + self.assertEqual(order.trading_pair, fill_event.trading_pair) + self.assertEqual(order.trade_type, fill_event.trade_type) + self.assertEqual(order.order_type, fill_event.order_type) + self.assertEqual(order.price, fill_event.price) + self.assertEqual(order.amount, fill_event.amount) + self.assertEqual(self.expected_fill_fee, fill_event.trade_fee) + self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) self.assertIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) - self.assertFalse( - self.is_logged("INFO", f"BUY order {order.client_order_id} completely filled.") - ) + self.assertFalse(self.is_logged("INFO", f"BUY order {order.client_order_id} completely filled.")) request_sent_event.clear() + self.configure_full_fill_trade_response( + order=order, mock_api=mock_api, callback=lambda *args, **kwargs: request_sent_event.set() + ) + self.configure_completely_filled_order_status_response( order=order, mock_api=mock_api, callback=lambda *args, **kwargs: request_sent_event.set() ) @@ -1366,11 +1505,11 @@ def test_lost_order_included_in_order_fills_update_and_not_in_order_status_updat self.assertTrue(order.is_done) self.assertTrue(order.is_failure) + if self.is_order_fill_http_update_included_in_status_update: + self.assertEqual(1, len(self.order_filled_logger.event_log)) self.assertEqual(0, len(self.buy_order_completed_logger.event_log)) self.assertNotIn(order.client_order_id, self.exchange._order_tracker.all_fillable_orders) - self.assertFalse( - self.is_logged("INFO", f"BUY order {order.client_order_id} completely filled.") - ) + self.assertFalse(self.is_logged("INFO", f"BUY order {order.client_order_id} completely filled.")) def test_initial_status_dict(self): self.exchange._set_trading_pair_symbol_map(None) @@ -1466,7 +1605,52 @@ def _configure_balance_response( def _order_cancelation_request_successful_mock_response(self, order: InFlightOrder) -> Any: return {"cancel_order": True} + def _all_trading_pairs_mock_response(self, orders_count: int, symbol: str) -> Any: + return { + "listOpenOrdersByMainAccount": { + "items": [ + { + "afp": "0", + "cid": f"0x48424f544250584354356663383135646636666166313531306165623366376{i}", + "fee": "0", + "fq": "0", + "id": f"0x541a3a1be1ad69cc0d325103ca54e4e12c8035d9474a96539af3323cae681fa{i}", + "m": symbol, + "ot": "LIMIT", + "p": f"1.51{i}", + "q": f"0.06{i}", + "s": "Bid", + "st": "OPEN", + "t": self.exchange.current_timestamp, + } + for i in range(orders_count) + ], + }, + } + def _order_status_request_open_mock_response(self, order: InFlightOrder) -> Any: + return {"findOrderByMainAccount": self._orders_status_response(order=order)} + + def _orders_status_response(self, order: InFlightOrder) -> Any: + return { + "afp": "0", + "cid": "0x" + order.client_order_id.encode("utf-8").hex(), + "fee": "0", + "fq": "0", + "id": order.exchange_order_id, + "isReverted": False, + "m": self.exchange_trading_pair, + "ot": "MARKET" if order.order_type == OrderType.MARKET else "LIMIT", + "p": str(order.price), + "q": str(order.amount), + "s": "Bid" if order.trade_type == TradeType.BUY else "Ask", + "sid": 1, + "st": "OPEN", + "t": 160001112.223, + "u": "", + } + + def _order_status_request_canceled_mock_response(self, order: InFlightOrder) -> Any: return { "findOrderByMainAccount": { "afp": "0", @@ -1481,19 +1665,19 @@ def _order_status_request_open_mock_response(self, order: InFlightOrder) -> Any: "q": str(order.amount), "s": "Bid" if order.trade_type == TradeType.BUY else "Ask", "sid": 1, - "st": "OPEN", + "st": "CANCELLED", "t": 160001112.223, "u": "", } } - def _order_status_request_canceled_mock_response(self, order: InFlightOrder) -> Any: + def _order_status_request_completely_filled_mock_response(self, order: InFlightOrder) -> Any: return { "findOrderByMainAccount": { - "afp": "0", + "afp": str(order.price), "cid": "0x" + order.client_order_id.encode("utf-8").hex(), - "fee": "0", - "fq": "0", + "fee": str(self.expected_fill_fee.flat_fees[0].amount), + "fq": str(order.amount), "id": order.exchange_order_id, "isReverted": False, "m": self.exchange_trading_pair, @@ -1501,20 +1685,20 @@ def _order_status_request_canceled_mock_response(self, order: InFlightOrder) -> "p": str(order.price), "q": str(order.amount), "s": "Bid" if order.trade_type == TradeType.BUY else "Ask", - "sid": 1, - "st": "CANCELLED", + "sid": int(self.expected_fill_trade_id), + "st": "CLOSED", "t": 160001112.223, "u": "", } } - def _order_status_request_completely_filled_mock_response(self, order: InFlightOrder) -> Any: + def _order_status_request_partially_filled_mock_response(self, order: InFlightOrder) -> Any: return { "findOrderByMainAccount": { - "afp": str(order.price), + "afp": str(self.expected_partial_fill_price), "cid": "0x" + order.client_order_id.encode("utf-8").hex(), - "fee": str(self.expected_fill_fee.flat_fees[0].amount), - "fq": str(order.amount), + "fee": str(self.expected_partial_fill_fee.flat_fees[0].amount), + "fq": str(self.expected_partial_fill_amount), "id": order.exchange_order_id, "isReverted": False, "m": self.exchange_trading_pair, @@ -1523,13 +1707,13 @@ def _order_status_request_completely_filled_mock_response(self, order: InFlightO "q": str(order.amount), "s": "Bid" if order.trade_type == TradeType.BUY else "Ask", "sid": int(self.expected_fill_trade_id), - "st": "CLOSED", + "st": "OPEN", "t": 160001112.223, "u": "", } } - def _order_status_request_partially_filled_mock_response(self, order: InFlightOrder) -> Any: + def _order_status_request_partially_canceled_mock_response(self, order: InFlightOrder) -> Any: return { "findOrderByMainAccount": { "afp": str(self.expected_partial_fill_price), @@ -1544,7 +1728,7 @@ def _order_status_request_partially_filled_mock_response(self, order: InFlightOr "q": str(order.amount), "s": "Bid" if order.trade_type == TradeType.BUY else "Ask", "sid": int(self.expected_fill_trade_id), - "st": "OPEN", + "st": "CANCELLED", "t": 160001112.223, "u": "", } From 061d77b6ec42a79fb4428132d9c98b7c4dfc0d6d Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Wed, 30 Aug 2023 10:17:18 -0400 Subject: [PATCH 302/359] Revert "Revert "add broker id"" This reverts commit 7d9537e8a3e705bb35b89521be8befbc701334d2. --- .../derivative/phemex_perpetual/phemex_perpetual_constants.py | 2 ++ .../derivative/phemex_perpetual/phemex_perpetual_derivative.py | 2 +- 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py index 2412e4ab01..6c4cf19531 100644 --- a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py +++ b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_constants.py @@ -6,6 +6,8 @@ EXCHANGE_NAME = "phemex_perpetual" MAX_ORDER_ID_LEN = 40 +HB_PARTNER_ID = "HBOT" + DEFAULT_DOMAIN = "" TESTNET_DOMAIN = "phemex_perpetual_testnet" diff --git a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py index 046fb0afa0..dc355bb548 100644 --- a/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py +++ b/hummingbot/connector/derivative/phemex_perpetual/phemex_perpetual_derivative.py @@ -87,7 +87,7 @@ def client_order_id_max_length(self) -> int: @property def client_order_id_prefix(self) -> str: - return "" + return CONSTANTS.HB_PARTNER_ID @property def trading_rules_request_path(self) -> str: From 494a2b8ff4871bf7645414f121b7f612bee3f319 Mon Sep 17 00:00:00 2001 From: abel Date: Wed, 30 Aug 2023 13:07:09 -0300 Subject: [PATCH 303/359] (fix) Added logic to prevent the order creation and cancelation process from being canceled in the middle in Injective connectors --- .../injective_v2_perpetual_derivative.py | 10 ++++- .../data_sources/injective_data_source.py | 45 ++++++++++--------- .../injective_v2/injective_v2_exchange.py | 10 ++++- 3 files changed, 39 insertions(+), 26 deletions(-) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 9556b72b8a..00f3798738 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -1012,7 +1012,10 @@ def _process_transaction_event(self, transaction_event: Dict[str, Any]): async def _check_orders_transactions(self): while True: try: - await self._check_orders_creation_transactions() + # Executing the process shielded from this async task to isolate it from network disconnections + # (network disconnections cancel this task) + task = asyncio.create_task(self._check_orders_creation_transactions()) + await asyncio.shield(task) await self._sleep(CONSTANTS.TRANSACTIONS_CHECK_INTERVAL) except NotImplementedError: raise @@ -1088,7 +1091,10 @@ async def _check_created_orders_status_for_transaction(self, transaction_hash: s async def _process_queued_orders(self): while True: try: - await self._cancel_and_create_queued_orders() + # Executing the batch cancelation and creation process shielded from this async task to isolate the + # creation/cancelation process from network disconnections (network disconnections cancel this task) + task = asyncio.create_task(self._cancel_and_create_queued_orders()) + await asyncio.shield(task) sleep_time = (self.clock.tick_size * 0.5 if self.clock is not None else self._orders_processing_delta_time) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 0f86b37c69..956eebb910 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -503,35 +503,36 @@ async def cancel_orders( derivative_orders_data.append(order_data) orders_with_hash.append(order) - delegated_message = self._order_cancel_message( - spot_orders_to_cancel=spot_orders_data, - derivative_orders_to_cancel=derivative_orders_data, - ) + if len(orders_with_hash) > 0: + delegated_message = self._order_cancel_message( + spot_orders_to_cancel=spot_orders_data, + derivative_orders_to_cancel=derivative_orders_data, + ) - try: - result = await self._send_in_transaction(messages=[delegated_message]) - if result["rawLog"] != "[]": - raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") - else: - cancel_transaction_hash = result.get("txhash", "") + try: + result = await self._send_in_transaction(messages=[delegated_message]) + if result["rawLog"] != "[]": + raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") + else: + cancel_transaction_hash = result.get("txhash", "") + results.extend([ + CancelOrderResult( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + misc_updates={"cancelation_transaction_hash": cancel_transaction_hash}, + ) for order in orders_with_hash + ]) + except asyncio.CancelledError: + raise + except Exception as ex: + self.logger().debug(f"Error broadcasting transaction to cancel orders (message: {delegated_message})") results.extend([ CancelOrderResult( client_order_id=order.client_order_id, trading_pair=order.trading_pair, - misc_updates={"cancelation_transaction_hash": cancel_transaction_hash}, + exception=ex, ) for order in orders_with_hash ]) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().debug(f"Error broadcasting transaction to cancel orders (message: {delegated_message})") - results.extend([ - CancelOrderResult( - client_order_id=order.client_order_id, - trading_pair=order.trading_pair, - exception=ex, - ) for order in orders_with_hash - ]) return results diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index dd80a2667d..125fe4caa8 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -898,7 +898,10 @@ def _process_transaction_event(self, transaction_event: Dict[str, Any]): async def _check_orders_transactions(self): while True: try: - await self._check_orders_creation_transactions() + # Executing the process shielded from this async task to isolate it from network disconnections + # (network disconnections cancel this task) + task = asyncio.create_task(self._check_orders_creation_transactions()) + await asyncio.shield(task) await self._sleep(CONSTANTS.TRANSACTIONS_CHECK_INTERVAL) except NotImplementedError: raise @@ -974,7 +977,10 @@ async def _check_created_orders_status_for_transaction(self, transaction_hash: s async def _process_queued_orders(self): while True: try: - await self._cancel_and_create_queued_orders() + # Executing the batch cancelation and creation process shielded from this async task to isolate the + # creation/cancelation process from network disconnections (network disconnections cancel this task) + task = asyncio.create_task(self._cancel_and_create_queued_orders()) + await asyncio.shield(task) sleep_time = (self.clock.tick_size * 0.5 if self.clock is not None else self._orders_processing_delta_time) From 5de82f82547feab22e3b8a821b695c49a5108ffc Mon Sep 17 00:00:00 2001 From: bczhang Date: Thu, 31 Aug 2023 11:05:02 +0800 Subject: [PATCH 304/359] add unittest --- .../gate_io_perpetual/test_gate_io_perpetual_derivative.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py index 81c9b74f06..26111933fc 100644 --- a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py @@ -843,6 +843,7 @@ def configure_successful_set_position_mode( "user": 1666, "currency": "USDT", "total": "9707.803567115145", + "size": "9707.803567115145", "unrealised_pnl": "3371.248828", "position_margin": "38.712189181", "order_margin": "0", @@ -850,6 +851,7 @@ def configure_successful_set_position_mode( "point": "0", "bonus": "0", "in_dual_mode": True if position_mode is PositionMode.HEDGE else False, + "mode": "single" if position_mode is PositionMode.ONEWAY else "dual_long", "history": { "dnw": "10000", "pnl": "68.3685", From 985256ec75f814702ca34c684aa52d17217c90f5 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 31 Aug 2023 18:11:36 -0300 Subject: [PATCH 305/359] (fix) Changes in environment.yml to solve issues with grpc libraries binaries for Mac incorrectly compiles (for M1 and M2) --- .../exchange/bitfinex/bitfinex_exchange.pyx | 2 +- setup/environment.yml | 21 ++++++++----------- 2 files changed, 10 insertions(+), 13 deletions(-) diff --git a/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx b/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx index d349a911c8..1c945c296e 100644 --- a/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx +++ b/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx @@ -475,7 +475,7 @@ cdef class BitfinexExchange(ExchangeBase): http_method: str, url, headers, - data_str: Optional[str, list] = None) -> list: + data_str = None) -> list: """ A wrapper for submitting API requests to Bitfinex :returns: json data from the endpoints diff --git a/setup/environment.yml b/setup/environment.yml index c17d8e98a0..6b1310fad6 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -1,27 +1,28 @@ name: hummingbot channels: + - conda-forge - defaults dependencies: - bidict - - coverage=5.5 + - coverage + - cython=3.0 + - grpcio-tools - nomkl - nose=1.3.7 - nose-exclude - numpy=1.23.5 - numpy-base=1.23.5 - pandas=1.5.3 - - pip=23.1.2 + - pip - prompt_toolkit=3.0.20 - - pydantic=1.9.* + - pydantic=1.10 - pytest - - python=3.10.12 - - pytables=3.8.0 + - python=3.10 - scipy=1.10.1 - sqlalchemy=1.4 - tabulate==0.8.9 - - typing-extensions<4.6.0 - ujson - - zlib=1.2.13 + - zlib - pip: - aiohttp==3.* - aioprocessing==2.0 @@ -34,23 +35,19 @@ dependencies: - appnope==0.1.3 - base58==2.1.1 - cachetools==4.0.0 - - commlib-py==0.10.6 + - commlib-py==0.10 - cryptography==3.4.7 - - cython==3.0.0a10 - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 - ethsnarks-loopring==0.1.5 - flake8==3.7.9 - gql - - grpcio - - grpcio-tools - importlib-metadata==0.23 - injective-py==0.7.* - mypy-extensions==0.4.3 - pandas_ta==0.3.14b - pre-commit==2.18.1 - - protobuf>=4 - psutil==5.7.2 - ptpython==3.0.20 - pyjwt==1.7.1 From b051273249d3a62c425dfa5ca6f5771f7f7ae5e9 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 31 Aug 2023 18:35:21 -0300 Subject: [PATCH 306/359] (fix) Solve dependencies issues for Mac M1 and M2 --- setup/environment.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/setup/environment.yml b/setup/environment.yml index 6b1310fad6..0abf03ce3e 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -5,7 +5,7 @@ channels: dependencies: - bidict - coverage - - cython=3.0 + - cython=3.0.0 - grpcio-tools - nomkl - nose=1.3.7 @@ -17,7 +17,7 @@ dependencies: - prompt_toolkit=3.0.20 - pydantic=1.10 - pytest - - python=3.10 + - python=3.10.12 - scipy=1.10.1 - sqlalchemy=1.4 - tabulate==0.8.9 From fc3bebaa7c56a40761ca95413c022109d5665345 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 31 Aug 2023 19:27:44 -0300 Subject: [PATCH 307/359] (fix) Solve errors tryin to upgrade cython version --- setup/environment.yml | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/setup/environment.yml b/setup/environment.yml index 0abf03ce3e..b6b775b8a4 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -5,7 +5,6 @@ channels: dependencies: - bidict - coverage - - cython=3.0.0 - grpcio-tools - nomkl - nose=1.3.7 @@ -17,7 +16,7 @@ dependencies: - prompt_toolkit=3.0.20 - pydantic=1.10 - pytest - - python=3.10.12 + - python=3.10 - scipy=1.10.1 - sqlalchemy=1.4 - tabulate==0.8.9 @@ -35,8 +34,9 @@ dependencies: - appnope==0.1.3 - base58==2.1.1 - cachetools==4.0.0 - - commlib-py==0.10 + - commlib-py==0.10.6 - cryptography==3.4.7 + - cython==3.0.0a10 - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 From 9de5ab59ba7f72a40de18fdf875f25e0b13edb0e Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 1 Sep 2023 00:14:59 -0300 Subject: [PATCH 308/359] (fix) Added logic in `install` script to reinstall grpcio with pip for Mac Intel because the conda grpcio binary for Mac Intel is broken --- install | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/install b/install index 4a42eb6b4c..a49b9791c0 100755 --- a/install +++ b/install @@ -35,3 +35,11 @@ conda develop . pip install objgraph pre-commit install + +OS=`uname` +ARCH=`uname -m` + +if [[ "$OS" = "Darwin" && "$ARCH" = "x86_64" ]]; then + pip install grpcio --ignore-installed +fi + From b6cc57c2ec2be74cf123daf1cff226f0bc0bd66b Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 1 Sep 2023 12:37:59 +0800 Subject: [PATCH 309/359] update unittest --- .../test_gate_io_perpetual_derivative.py | 94 +++++++++++++++++++ 1 file changed, 94 insertions(+) diff --git a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py index 26111933fc..8ec2d041c2 100644 --- a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py @@ -1712,3 +1712,97 @@ def test_create_buy_limit_maker_order_successfully(self, mock_api): f"{Decimal('100.000000')} to {PositionAction.OPEN.name} a {self.trading_pair} position." ) ) + + @aioresponses() + def test_update_position_mode( + self, + mock_api: aioresponses, + ): + self._simulate_trading_rules_initialized() + get_position_url = web_utils.public_rest_url( + endpoint=CONSTANTS.POSITION_INFORMATION_URL + ) + regex_get_position_url = re.compile(f"^{get_position_url}") + response = [ + { + "user": 10000, + "contract": "BTC_USDT", + "size": 9440, + "leverage": "0", + "risk_limit": "100", + "leverage_max": "100", + "maintenance_rate": "0.005", + "value": "2.497143098997", + "margin": "4.431548146258", + "entry_price": "3779.55", + "liq_price": "99999999", + "mark_price": "3780.32", + "unrealised_pnl": "-0.000507486844", + "realised_pnl": "0.045543982432", + "history_pnl": "0", + "last_close_pnl": "0", + "realised_point": "0", + "history_point": "0", + "adl_ranking": 5, + "pending_orders": 16, + "close_order": { + "id": 232323, + "price": "3779", + "is_liq": False + }, + "mode": "single", + "update_time": 1684994406, + "cross_leverage_limit": "0" + } + ] + mock_api.get(regex_get_position_url, body=json.dumps(response)) + self.async_run_with_timeout(self.exchange._update_positions()) + + + position: Position = self.exchange.account_positions[self.trading_pair] + self.assertEqual(self.trading_pair, position.trading_pair) + self.assertEqual(PositionSide.LONG, position.position_side) + + get_position_url = web_utils.public_rest_url( + endpoint=CONSTANTS.POSITION_INFORMATION_URL + ) + regex_get_position_url = re.compile(f"^{get_position_url}") + response = [ + { + "user": 10000, + "contract": "BTC_USDT", + "size": 9440, + "leverage": "0", + "risk_limit": "100", + "leverage_max": "100", + "maintenance_rate": "0.005", + "value": "2.497143098997", + "margin": "4.431548146258", + "entry_price": "3779.55", + "liq_price": "99999999", + "mark_price": "3780.32", + "unrealised_pnl": "-0.000507486844", + "realised_pnl": "0.045543982432", + "history_pnl": "0", + "last_close_pnl": "0", + "realised_point": "0", + "history_point": "0", + "adl_ranking": 5, + "pending_orders": 16, + "close_order": { + "id": 232323, + "price": "3779", + "is_liq": False + }, + "mode": "dual_long", + "update_time": 1684994406, + "cross_leverage_limit": "0" + } + ] + mock_api.get(regex_get_position_url, body=json.dumps(response)) + self.async_run_with_timeout(self.exchange._update_positions()) + + + position: Position = self.exchange.account_positions[f"{self.trading_pair}LONG"] + self.assertEqual(self.trading_pair, position.trading_pair) + self.assertEqual(PositionSide.LONG, position.position_side) From a450862456841c04acb9cd768c032c75347e48de Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 1 Sep 2023 13:11:44 +0800 Subject: [PATCH 310/359] update unittest --- .../test_gate_io_perpetual_derivative.py | 63 +++++++++---------- 1 file changed, 31 insertions(+), 32 deletions(-) diff --git a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py index 8ec2d041c2..70e46be7a3 100644 --- a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py @@ -1724,41 +1724,40 @@ def test_update_position_mode( ) regex_get_position_url = re.compile(f"^{get_position_url}") response = [ - { - "user": 10000, - "contract": "BTC_USDT", - "size": 9440, - "leverage": "0", - "risk_limit": "100", - "leverage_max": "100", - "maintenance_rate": "0.005", - "value": "2.497143098997", - "margin": "4.431548146258", - "entry_price": "3779.55", - "liq_price": "99999999", - "mark_price": "3780.32", - "unrealised_pnl": "-0.000507486844", - "realised_pnl": "0.045543982432", - "history_pnl": "0", - "last_close_pnl": "0", - "realised_point": "0", - "history_point": "0", - "adl_ranking": 5, - "pending_orders": 16, - "close_order": { - "id": 232323, - "price": "3779", - "is_liq": False - }, - "mode": "single", - "update_time": 1684994406, - "cross_leverage_limit": "0" - } - ] + { + "user": 10000, + "contract": "BTC_USDT", + "size": 9440, + "leverage": "0", + "risk_limit": "100", + "leverage_max": "100", + "maintenance_rate": "0.005", + "value": "2.497143098997", + "margin": "4.431548146258", + "entry_price": "3779.55", + "liq_price": "99999999", + "mark_price": "3780.32", + "unrealised_pnl": "-0.000507486844", + "realised_pnl": "0.045543982432", + "history_pnl": "0", + "last_close_pnl": "0", + "realised_point": "0", + "history_point": "0", + "adl_ranking": 5, + "pending_orders": 16, + "close_order": { + "id": 232323, + "price": "3779", + "is_liq": False + }, + "mode": "single", + "update_time": 1684994406, + "cross_leverage_limit": "0" + } + ] mock_api.get(regex_get_position_url, body=json.dumps(response)) self.async_run_with_timeout(self.exchange._update_positions()) - position: Position = self.exchange.account_positions[self.trading_pair] self.assertEqual(self.trading_pair, position.trading_pair) self.assertEqual(PositionSide.LONG, position.position_side) From 5278a18de7e6a86710747deb20cc66935521f034 Mon Sep 17 00:00:00 2001 From: bczhang Date: Fri, 1 Sep 2023 13:26:20 +0800 Subject: [PATCH 311/359] update unittest --- .../gate_io_perpetual/test_gate_io_perpetual_derivative.py | 2 -- 1 file changed, 2 deletions(-) diff --git a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py index 70e46be7a3..3d486e99dd 100644 --- a/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py +++ b/test/hummingbot/connector/derivative/gate_io_perpetual/test_gate_io_perpetual_derivative.py @@ -1800,8 +1800,6 @@ def test_update_position_mode( ] mock_api.get(regex_get_position_url, body=json.dumps(response)) self.async_run_with_timeout(self.exchange._update_positions()) - - position: Position = self.exchange.account_positions[f"{self.trading_pair}LONG"] self.assertEqual(self.trading_pair, position.trading_pair) self.assertEqual(PositionSide.LONG, position.position_side) From 4553553338604776efb2e00ed90f09104f023594 Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 1 Sep 2023 09:33:03 -0300 Subject: [PATCH 312/359] (fix) Added comment to explain the change in `install` script --- install | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/install b/install index a49b9791c0..123662a956 100755 --- a/install +++ b/install @@ -36,6 +36,10 @@ pip install objgraph pre-commit install +# The following logic is required to replace the grpcio package installed from conda binaries in Mac Intel +# for binaries from Pypi. We need to do this because the conda binaries fro Mac Intel are broken. +# We can't use the Pypi binaries universally because they are broken for Mac ARM (M1 and M2). +# This logic can be removed once the grpcio conda binaries for Mac Intel are fixed OS=`uname` ARCH=`uname -m` From 08ef60c9e9fe281ece1d70b82a8f7c791a0723ff Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 29 Aug 2023 01:11:14 -0300 Subject: [PATCH 313/359] (feat) Added the new IP rate limits for Injective V2 --- .../injective_constants.py | 2 - .../injective_v2_perpetual_derivative.py | 3 +- .../injective_v2_perpetual_utils.py | 4 +- .../data_sources/injective_data_source.py | 12 +- .../injective_grantee_data_source.py | 45 +++--- .../injective_read_only_data_source.py | 12 +- .../injective_vaults_data_source.py | 10 +- .../injective_v2/injective_constants.py | 133 +++++++++++++++--- .../injective_v2/injective_v2_exchange.py | 3 +- .../injective_v2/injective_v2_utils.py | 40 ++++-- setup.py | 3 + .../test_injective_data_source.py | 3 + ...v2_utils.py => test_injective_v2_utils.py} | 13 +- 13 files changed, 212 insertions(+), 71 deletions(-) rename test/hummingbot/connector/exchange/injective_v2/{tests_injective_v2_utils.py => test_injective_v2_utils.py} (92%) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py index 3a58fec5d8..e474272bf1 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_constants.py @@ -7,8 +7,6 @@ TRANSACTIONS_CHECK_INTERVAL = CONSTANTS.TRANSACTIONS_CHECK_INTERVAL -RATE_LIMITS = CONSTANTS.RATE_LIMITS - ORDER_STATE_MAP = CONSTANTS.ORDER_STATE_MAP ORDER_NOT_FOUND_ERROR_MESSAGE = CONSTANTS.ORDER_NOT_FOUND_ERROR_MESSAGE diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 3c528c7fc5..abad110787 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -60,6 +60,7 @@ def __init__( self._trading_required = trading_required self._trading_pairs = trading_pairs self._data_source = connector_configuration.create_data_source() + self._rate_limits = connector_configuration.network.rate_limits() super().__init__(client_config_map=client_config_map) self._data_source.configure_throttler(throttler=self._throttler) @@ -85,7 +86,7 @@ def authenticator(self) -> AuthBase: @property def rate_limits_rules(self) -> List[RateLimit]: - return CONSTANTS.RATE_LIMITS + return self._rate_limits @property def domain(self) -> str: diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py index 5e5533b5e9..da2c346da3 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_utils.py @@ -73,7 +73,9 @@ def validate_account_type(cls, v: Union[(str, Dict) + tuple(ACCOUNT_MODES.values def create_data_source(self): return self.account_type.create_data_source( - network=self.network.network(), use_secure_connection=self.network.use_secure_connection() + network=self.network.network(), + use_secure_connection=self.network.use_secure_connection(), + rate_limits=self.network.rate_limits(), ) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 6a5623d01b..f56b213b74 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -739,7 +739,7 @@ def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError @abstractmethod - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] @@ -804,9 +804,10 @@ async def _last_traded_price(self, market_id: str) -> Decimal: market_ids=[market_id], limit=1, ) - if len(trades_response["trades"]) > 0: + trades = trades_response.get("trades", []) + if len(trades) > 0: price = market.price_from_chain_format( - chain_price=Decimal(trades_response["trades"][0]["price"]["price"])) + chain_price=Decimal(trades[0]["price"]["price"])) else: market = await self.derivative_market_info_for_id(market_id=market_id) @@ -815,7 +816,8 @@ async def _last_traded_price(self, market_id: str) -> Decimal: market_ids=[market_id], limit=1, ) - if len(trades_response["trades"]) > 0: + trades = trades_response.get("trades", []) + if len(trades) > 0: price = market.price_from_chain_format( chain_price=Decimal(trades_response["trades"][0]["positionDelta"]["executionPrice"])) @@ -829,7 +831,7 @@ async def _transaction_from_chain(self, tx_hash: str, retries: int) -> int: while executed_tries < retries and not found: executed_tries += 1 try: - async with self.throttler.execute_task(limit_id=CONSTANTS.SPOT_ORDERS_HISTORY_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_CHAIN_LIMIT_ID): block_height = await self.query_executor.get_tx_block_height(tx_hash=tx_hash) found = True except ValueError: diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py index d50bc7bc8e..e514d7e1dc 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_grantee_data_source.py @@ -27,6 +27,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub @@ -43,6 +44,7 @@ def __init__( granter_address: str, granter_subaccount_index: int, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -75,9 +77,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 self._order_creation_lock = asyncio.Lock() - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._is_timeout_height_initialized = False self._is_trading_account_initialized = False @@ -253,13 +253,14 @@ async def initialize_trading_account(self): await self._client.get_account(address=self.trading_account_injective_address) self._is_trading_account_initialized = True - def order_hash_manager(self) -> OrderHashManager: + async def order_hash_manager(self) -> OrderHashManager: if self._order_hash_manager is None: - self._order_hash_manager = OrderHashManager( - address=self._granter_address, - network=self._network, - subaccount_indexes=[self._granter_subaccount_index] - ) + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_SUBACCOUNT_LIMIT_ID): + self._order_hash_manager = OrderHashManager( + address=self._granter_address, + network=self._network, + subaccount_indexes=[self._granter_subaccount_index] + ) return self._order_hash_manager def supported_order_types(self) -> List[OrderType]: @@ -278,7 +279,11 @@ async def update_markets(self): for market_info in markets: try: - ticker_base, ticker_quote = market_info["ticker"].split("/") + if "/" in market_info["ticker"]: + ticker_base, ticker_quote = market_info["ticker"].split("/") + else: + ticker_base = market_info["ticker"] + ticker_quote = None base_token = self._token_from_market_info( denom=market_info["baseDenom"], token_meta=market_info["baseTokenMeta"], @@ -339,7 +344,7 @@ async def order_updates_for_transaction( transaction_spot_orders = [] transaction_derivative_orders = [] - async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_INDEXER_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) @@ -433,12 +438,14 @@ def _sign_and_encode(self, transaction: Transaction) -> bytes: def _uses_default_portfolio_subaccount(self) -> bool: return self._granter_subaccount_index == CONSTANTS.DEFAULT_SUBACCOUNT_INDEX - def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candidate_symbol: str) -> InjectiveToken: + def _token_from_market_info( + self, denom: str, token_meta: Dict[str, Any], candidate_symbol: Optional[str] = None + ) -> InjectiveToken: token = self._tokens_map.get(denom) if token is None: unique_symbol = token_meta["symbol"] if unique_symbol in self._token_symbol_symbol_and_denom_map: - if candidate_symbol not in self._token_symbol_symbol_and_denom_map: + if candidate_symbol is not None and candidate_symbol not in self._token_symbol_symbol_and_denom_map: unique_symbol = candidate_symbol else: unique_symbol = token_meta["name"] @@ -455,7 +462,9 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: - _, ticker_quote = market_info["ticker"].split("/") + ticker_quote = None + if "/" in market_info["ticker"]: + _, ticker_quote = market_info["ticker"].split("/") quote_token = self._token_from_market_info( denom=market_info["quoteDenom"], token_meta=market_info["quoteTokenMeta"], @@ -475,7 +484,7 @@ async def _updated_derivative_market_info_for_id(self, market_id: str) -> Inject market = self._parse_derivative_market_info(market_info=market_info) return market - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] @@ -484,7 +493,7 @@ def _calculate_order_hashes( derivative_hashes = [] if len(spot_orders) > 0 or len(derivative_orders) > 0: - hash_manager = self.order_hash_manager() + hash_manager = await self.order_hash_manager() hash_manager_result = hash_manager.compute_order_hashes( spot_orders=spot_orders, derivative_orders=derivative_orders, @@ -545,11 +554,11 @@ async def _order_creation_messages( order_definition = await self._create_derivative_order_definition(order=order) derivative_order_definitions.append(order_definition) - market_spot_hashes, market_derivative_hashes = self._calculate_order_hashes( + market_spot_hashes, market_derivative_hashes = await self._calculate_order_hashes( spot_orders=spot_market_order_definitions, derivative_orders=derivative_market_order_definitions, ) - limit_spot_hashes, limit_derivative_hashes = self._calculate_order_hashes( + limit_spot_hashes, limit_derivative_hashes = await self._calculate_order_hashes( spot_orders=spot_order_definitions, derivative_orders=derivative_order_definitions, ) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py index 1a56e03f87..7c0850b0ad 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py @@ -21,6 +21,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType from hummingbot.core.data_type.in_flight_order import OrderUpdate from hummingbot.core.pubsub import PubSub @@ -33,6 +34,7 @@ class InjectiveReadOnlyDataSource(InjectiveDataSource): def __init__( self, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -45,9 +47,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._markets_initialization_lock = asyncio.Lock() self._spot_market_info_map: Optional[Dict[str, InjectiveSpotMarket]] = None @@ -317,8 +317,10 @@ def _sign_and_encode(self, transaction: Transaction) -> bytes: def _uses_default_portfolio_subaccount(self) -> bool: raise NotImplementedError - def _calculate_order_hashes(self, spot_orders: List[GatewayInFlightOrder], - derivative_orders: [GatewayPerpetualInFlightOrder]) -> Tuple[List[str], List[str]]: + async def _calculate_order_hashes( + self, + spot_orders: List[GatewayInFlightOrder], + derivative_orders: [GatewayPerpetualInFlightOrder]) -> Tuple[List[str], List[str]]: raise NotImplementedError def _reset_order_hash_manager(self): diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 80d8904d16..39cc1da564 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -27,6 +27,7 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.api_throttler.async_throttler import AsyncThrottler from hummingbot.core.api_throttler.async_throttler_base import AsyncThrottlerBase +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.common import OrderType, PositionAction, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.pubsub import PubSub @@ -43,6 +44,7 @@ def __init__( vault_contract_address: str, vault_subaccount_index: int, network: Network, + rate_limits: List[RateLimit], use_secure_connection: bool = True): self._network = network self._client = AsyncClient( @@ -75,9 +77,7 @@ def __init__( self._publisher = PubSub() self._last_received_message_time = 0 self._order_creation_lock = asyncio.Lock() - # We create a throttler instance here just to have a fully valid instance from the first moment. - # The connector using this data source should replace the throttler with the one used by the connector. - self._throttler = AsyncThrottler(rate_limits=CONSTANTS.RATE_LIMITS) + self._throttler = AsyncThrottler(rate_limits=rate_limits) self._is_timeout_height_initialized = False self._is_trading_account_initialized = False @@ -324,7 +324,7 @@ async def order_updates_for_transaction( spot_orders = spot_orders or [] perpetual_orders = perpetual_orders or [] - async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_LIMIT_ID): + async with self.throttler.execute_task(limit_id=CONSTANTS.GET_TRANSACTION_INDEXER_LIMIT_ID): transaction_info = await self.query_executor.get_tx_by_hash(tx_hash=transaction_hash) transaction_messages = json.loads(base64.b64decode(transaction_info["data"]["messages"]).decode()) @@ -441,7 +441,7 @@ async def _updated_derivative_market_info_for_id(self, market_id: str) -> Inject market = self._parse_derivative_market_info(market_info=market_info) return market - def _calculate_order_hashes( + async def _calculate_order_hashes( self, spot_orders: List[GatewayInFlightOrder], derivative_orders: [GatewayPerpetualInFlightOrder] diff --git a/hummingbot/connector/exchange/injective_v2/injective_constants.py b/hummingbot/connector/exchange/injective_v2/injective_constants.py index 75dac9bfc0..cfa4c6a03f 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_constants.py +++ b/hummingbot/connector/exchange/injective_v2/injective_constants.py @@ -1,6 +1,6 @@ import sys -from hummingbot.core.api_throttler.data_types import RateLimit +from hummingbot.core.api_throttler.data_types import LinkedLimitWeightPair, RateLimit from hummingbot.core.data_type.in_flight_order import OrderState EXCHANGE_NAME = "injective_v2" @@ -18,14 +18,14 @@ # Public limit ids SPOT_MARKETS_LIMIT_ID = "SpotMarkets" DERIVATIVE_MARKETS_LIMIT_ID = "DerivativeMarkets" -DERIVATIVE_MARKET_LIMIT_ID = "DerivativeMarket" SPOT_ORDERBOOK_LIMIT_ID = "SpotOrderBookSnapshot" DERIVATIVE_ORDERBOOK_LIMIT_ID = "DerivativeOrderBookSnapshot" -GET_TRANSACTION_LIMIT_ID = "GetTransaction" -GET_CHAIN_TRANSACTION_LIMIT_ID = "GetChainTransaction" +GET_TRANSACTION_INDEXER_LIMIT_ID = "GetTransactionIndexer" +GET_TRANSACTION_CHAIN_LIMIT_ID = "GetTransactionChain" FUNDING_RATES_LIMIT_ID = "FundingRates" ORACLE_PRICES_LIMIT_ID = "OraclePrices" FUNDING_PAYMENTS_LIMIT_ID = "FundingPayments" +GET_SUBACCOUNT_LIMIT_ID = "GetSubaccount" # Private limit ids PORTFOLIO_BALANCES_LIMIT_ID = "AccountPortfolio" @@ -37,29 +37,116 @@ SIMULATE_TRANSACTION_LIMIT_ID = "SimulateTransaction" SEND_TRANSACTION = "SendTransaction" +CHAIN_ENDPOINTS_GROUP_LIMIT_ID = "ChainGroupLimit" +INDEXER_ENDPOINTS_GROUP_LIMIT_ID = "IndexerGroupLimit" + NO_LIMIT = sys.maxsize ONE_SECOND = 1 -RATE_LIMITS = [ - RateLimit(limit_id=SPOT_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_MARKETS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_MARKET_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_ORDERBOOK_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=GET_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=GET_CHAIN_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=PORTFOLIO_BALANCES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=POSITIONS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SPOT_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=DERIVATIVE_TRADES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SIMULATE_TRANSACTION_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=SEND_TRANSACTION, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=FUNDING_RATES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=ORACLE_PRICES_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), - RateLimit(limit_id=FUNDING_PAYMENTS_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), +ENDPOINTS_RATE_LIMITS = [ + RateLimit( + limit_id=GET_SUBACCOUNT_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=GET_TRANSACTION_CHAIN_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SIMULATE_TRANSACTION_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SEND_TRANSACTION, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(CHAIN_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_MARKETS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_MARKETS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_ORDERBOOK_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_ORDERBOOK_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=GET_TRANSACTION_INDEXER_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=PORTFOLIO_BALANCES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=POSITIONS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_ORDERS_HISTORY_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_ORDERS_HISTORY_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=SPOT_TRADES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=DERIVATIVE_TRADES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=FUNDING_RATES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=ORACLE_PRICES_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), + RateLimit( + limit_id=FUNDING_PAYMENTS_LIMIT_ID, + limit=NO_LIMIT, + time_interval=ONE_SECOND, + linked_limits=[LinkedLimitWeightPair(INDEXER_ENDPOINTS_GROUP_LIMIT_ID)]), +] + +PUBLIC_NODE_RATE_LIMITS = [ + RateLimit(limit_id=CHAIN_ENDPOINTS_GROUP_LIMIT_ID, limit=20, time_interval=ONE_SECOND), + RateLimit(limit_id=INDEXER_ENDPOINTS_GROUP_LIMIT_ID, limit=50, time_interval=ONE_SECOND), +] +PUBLIC_NODE_RATE_LIMITS.extend(ENDPOINTS_RATE_LIMITS) + +CUSTOM_NODE_RATE_LIMITS = [ + RateLimit(limit_id=CHAIN_ENDPOINTS_GROUP_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), + RateLimit(limit_id=INDEXER_ENDPOINTS_GROUP_LIMIT_ID, limit=NO_LIMIT, time_interval=ONE_SECOND), ] +CUSTOM_NODE_RATE_LIMITS.extend(ENDPOINTS_RATE_LIMITS) ORDER_STATE_MAP = { "booked": OrderState.OPEN, diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 6b5f67a2f5..537b512c35 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -59,6 +59,7 @@ def __init__( self._trading_required = trading_required self._trading_pairs = trading_pairs self._data_source = connector_configuration.create_data_source() + self._rate_limits = connector_configuration.network.rate_limits() super().__init__(client_config_map=client_config_map) self._data_source.configure_throttler(throttler=self._throttler) @@ -84,7 +85,7 @@ def authenticator(self) -> AuthBase: @property def rate_limits_rules(self) -> List[RateLimit]: - return CONSTANTS.RATE_LIMITS + return self._rate_limits @property def domain(self) -> str: diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py index 139c01cd7c..4636bdfa8d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_utils.py @@ -1,12 +1,13 @@ from abc import ABC, abstractmethod from decimal import Decimal -from typing import TYPE_CHECKING, Dict, Union +from typing import TYPE_CHECKING, Dict, List, Union from pydantic import Field, SecretStr from pydantic.class_validators import validator from pyinjective.constant import Network from hummingbot.client.config.config_data_types import BaseClientModel, BaseConnectorConfigMap, ClientFieldData +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -16,6 +17,7 @@ from hummingbot.connector.exchange.injective_v2.data_sources.injective_vaults_data_source import ( InjectiveVaultsDataSource, ) +from hummingbot.core.api_throttler.data_types import RateLimit from hummingbot.core.data_type.trade_fee import TradeFeeSchema if TYPE_CHECKING: @@ -68,6 +70,9 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return self.node == "lb" + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.PUBLIC_NODE_RATE_LIMITS + class InjectiveTestnetNetworkMode(InjectiveNetworkMode): testnet_node: str = Field( @@ -78,6 +83,9 @@ class InjectiveTestnetNetworkMode(InjectiveNetworkMode): ), ) + class Config: + title = "testnet_network" + @validator("testnet_node", pre=True) def validate_node(cls, v: str): if v not in TESTNET_NODES: @@ -90,8 +98,8 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return True - class Config: - title = "testnet_network" + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.PUBLIC_NODE_RATE_LIMITS class InjectiveCustomNetworkMode(InjectiveNetworkMode): @@ -169,6 +177,9 @@ def network(self) -> Network: def use_secure_connection(self) -> bool: return self.secure_connection + def rate_limits(self) -> List[RateLimit]: + return CONSTANTS.CUSTOM_NODE_RATE_LIMITS + NETWORK_MODES = { InjectiveMainnetNetworkMode.Config.title: InjectiveMainnetNetworkMode, @@ -180,7 +191,9 @@ def use_secure_connection(self) -> bool: class InjectiveAccountMode(BaseClientModel, ABC): @abstractmethod - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": pass @@ -219,7 +232,9 @@ class InjectiveDelegatedAccountMode(InjectiveAccountMode): class Config: title = "delegate_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveGranteeDataSource( private_key=self.private_key.get_secret_value(), subaccount_index=self.subaccount_index, @@ -227,6 +242,7 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " granter_subaccount_index=self.granter_subaccount_index, network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -263,7 +279,9 @@ class InjectiveVaultAccountMode(InjectiveAccountMode): class Config: title = "vault_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveVaultsDataSource( private_key=self.private_key.get_secret_value(), subaccount_index=self.subaccount_index, @@ -271,6 +289,7 @@ def create_data_source(self, network: Network, use_secure_connection: bool) -> " vault_subaccount_index=self.vault_subaccount_index, network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -279,10 +298,13 @@ class InjectiveReadOnlyAccountMode(InjectiveAccountMode): class Config: title = "read_only_account" - def create_data_source(self, network: Network, use_secure_connection: bool) -> "InjectiveDataSource": + def create_data_source( + self, network: Network, use_secure_connection: bool, rate_limits: List[RateLimit], + ) -> "InjectiveDataSource": return InjectiveReadOnlyDataSource( network=network, use_secure_connection=use_secure_connection, + rate_limits=rate_limits, ) @@ -344,7 +366,9 @@ def validate_account_type(cls, v: Union[(str, Dict) + tuple(ACCOUNT_MODES.values def create_data_source(self): return self.account_type.create_data_source( - network=self.network.network(), use_secure_connection=self.network.use_secure_connection() + network=self.network.network(), + use_secure_connection=self.network.use_secure_connection(), + rate_limits=self.network.rate_limits(), ) diff --git a/setup.py b/setup.py index eaeb67fcd9..54c37abd41 100644 --- a/setup.py +++ b/setup.py @@ -73,6 +73,9 @@ def main(): "eth-utils", "ethsnarks-loopring", "flake8", + "gql", + "grpcio", + "grpcio-tools" "hexbytes", "importlib-metadata", "injective-py" diff --git a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py index 013a412d32..b2f39b1f28 100644 --- a/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py +++ b/test/hummingbot/connector/exchange/injective_v2/data_sources/test_injective_data_source.py @@ -10,6 +10,7 @@ from pyinjective.constant import Network from pyinjective.wallet import Address, PrivateKey +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -42,6 +43,7 @@ def setUp(self, _) -> None: granter_address=Address(bytes.fromhex(granter_private_key.to_public_key().to_hex())).to_acc_bech32(), granter_subaccount_index=0, network=Network.testnet(node="sentry"), + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, ) self.query_executor = ProgrammableQueryExecutor() @@ -383,6 +385,7 @@ def setUp(self, _) -> None: vault_subaccount_index=1, network=Network.testnet(node="sentry"), use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, ) self.query_executor = ProgrammableQueryExecutor() diff --git a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py similarity index 92% rename from test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py rename to test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py index 60b2e2b84e..6b8063b6e1 100644 --- a/test/hummingbot/connector/exchange/injective_v2/tests_injective_v2_utils.py +++ b/test/hummingbot/connector/exchange/injective_v2/test_injective_v2_utils.py @@ -4,6 +4,7 @@ from pyinjective.constant import Network import hummingbot.connector.exchange.injective_v2.injective_v2_utils as utils +from hummingbot.connector.exchange.injective_v2 import injective_constants as CONSTANTS from hummingbot.connector.exchange.injective_v2.data_sources.injective_grantee_data_source import ( InjectiveGranteeDataSource, ) @@ -113,7 +114,11 @@ def test_injective_delegate_account_config_creation(self): granter_subaccount_index=0, ) - data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) + data_source = config.create_data_source( + network=Network.testnet(node="sentry"), + use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, + ) self.assertEqual(InjectiveGranteeDataSource, type(data_source)) @@ -127,7 +132,11 @@ def test_injective_vault_account_config_creation(self): bytes.fromhex(private_key.to_public_key().to_hex())).to_acc_bech32(), ) - data_source = config.create_data_source(network=Network.testnet(node="sentry"), use_secure_connection=True) + data_source = config.create_data_source( + network=Network.testnet(node="sentry"), + use_secure_connection=True, + rate_limits=CONSTANTS.PUBLIC_NODE_RATE_LIMITS, + ) self.assertEqual(InjectiveVaultsDataSource, type(data_source)) From 0b55470f7698508277943ee23101ffd16ff956f7 Mon Sep 17 00:00:00 2001 From: abel Date: Tue, 29 Aug 2023 12:47:06 -0300 Subject: [PATCH 314/359] (fix) Solve issue in test_logger_mixin_for_tests.py that was causing random issues in other tests by not cleaning up the async loop correctly --- test/test_logger_mixin_for_test.py | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/test/test_logger_mixin_for_test.py b/test/test_logger_mixin_for_test.py index a94d81cfb5..6e076c28a3 100644 --- a/test/test_logger_mixin_for_test.py +++ b/test/test_logger_mixin_for_test.py @@ -8,7 +8,17 @@ class TestTestLoggerMixin(unittest.TestCase): def setUp(self): + super().setUp() self.logger = LoggerMixinForTest() + self._original_async_loop = asyncio.get_event_loop() + self.async_loop = asyncio.new_event_loop() + asyncio.set_event_loop(self.async_loop) + + def tearDown(self) -> None: + super().tearDown() + self.async_loop.stop() + self.async_loop.close() + asyncio.set_event_loop(self._original_async_loop) def test_handle(self): self.logger.log_records = [] From 25e6eae088f6dfb61c228635cadf6df9ae580f3e Mon Sep 17 00:00:00 2001 From: abel Date: Wed, 30 Aug 2023 01:06:03 -0300 Subject: [PATCH 315/359] (fix) Changed logic in status polling loop in ExchangePyBase to ensure no error interrupts the update process --- .../injective_v2_perpetual_derivative.py | 1 + .../data_sources/injective_data_source.py | 3 +++ .../injective_v2/injective_v2_exchange.py | 1 + hummingbot/connector/exchange_py_base.py | 18 +++++++++++++----- 4 files changed, 18 insertions(+), 5 deletions(-) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index abad110787..9556b72b8a 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -544,6 +544,7 @@ def _update_order_after_creation_success( new_state=order.current_state, misc_updates=misc_updates, ) + self.logger().debug(f"\nCreated order {order.client_order_id} ({exchange_order_id}) with TX {misc_updates}") self._order_tracker.process_order_update(order_update) def _on_order_creation_failure( diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index f56b213b74..0f86b37c69 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -452,6 +452,8 @@ async def create_orders( except asyncio.CancelledError: raise except Exception as ex: + self.logger().debug( + f"Error broadcasting transaction to create orders (message: {order_creation_messages})") results = self._place_order_results( orders_to_create=spot_orders + perpetual_orders, order_hashes=spot_order_hashes + derivative_order_hashes, @@ -522,6 +524,7 @@ async def cancel_orders( except asyncio.CancelledError: raise except Exception as ex: + self.logger().debug(f"Error broadcasting transaction to cancel orders (message: {delegated_message})") results.extend([ CancelOrderResult( client_order_id=order.client_order_id, diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index 537b512c35..dd80a2667d 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -487,6 +487,7 @@ def _update_order_after_creation_success( new_state=order.current_state, misc_updates=misc_updates, ) + self.logger().debug(f"\nCreated order {order.client_order_id} ({exchange_order_id}) with TX {misc_updates}") self._order_tracker.process_order_update(order_update) def _on_order_creation_failure( diff --git a/hummingbot/connector/exchange_py_base.py b/hummingbot/connector/exchange_py_base.py index 48404d0e46..d07ac722da 100644 --- a/hummingbot/connector/exchange_py_base.py +++ b/hummingbot/connector/exchange_py_base.py @@ -934,11 +934,19 @@ async def _status_polling_loop_fetch_updates(self): ) async def _update_all_balances(self): - await self._update_balances() - if not self.real_time_balance_update: - # This is only required for exchanges that do not provide balance update notifications through websocket - self._in_flight_orders_snapshot = {k: copy.copy(v) for k, v in self.in_flight_orders.items()} - self._in_flight_orders_snapshot_timestamp = self.current_timestamp + try: + await self._update_balances() + if not self.real_time_balance_update: + # This is only required for exchanges that do not provide balance update notifications through websocket + self._in_flight_orders_snapshot = {k: copy.copy(v) for k, v in self.in_flight_orders.items()} + self._in_flight_orders_snapshot_timestamp = self.current_timestamp + except asyncio.CancelledError: + raise + except Exception as request_error: + self.logger().warning( + f"Failed to update balances. Error: {request_error}", + exc_info=request_error, + ) async def _update_orders_fills(self, orders: List[InFlightOrder]): for order in orders: From 7477f9eff292a989f3ac792ee5eb0b3931042a3d Mon Sep 17 00:00:00 2001 From: abel Date: Wed, 30 Aug 2023 13:07:09 -0300 Subject: [PATCH 316/359] (fix) Added logic to prevent the order creation and cancelation process from being canceled in the middle in Injective connectors --- .../injective_v2_perpetual_derivative.py | 10 ++++- .../data_sources/injective_data_source.py | 45 ++++++++++--------- .../injective_v2/injective_v2_exchange.py | 10 ++++- 3 files changed, 39 insertions(+), 26 deletions(-) diff --git a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py index 9556b72b8a..00f3798738 100644 --- a/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py +++ b/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py @@ -1012,7 +1012,10 @@ def _process_transaction_event(self, transaction_event: Dict[str, Any]): async def _check_orders_transactions(self): while True: try: - await self._check_orders_creation_transactions() + # Executing the process shielded from this async task to isolate it from network disconnections + # (network disconnections cancel this task) + task = asyncio.create_task(self._check_orders_creation_transactions()) + await asyncio.shield(task) await self._sleep(CONSTANTS.TRANSACTIONS_CHECK_INTERVAL) except NotImplementedError: raise @@ -1088,7 +1091,10 @@ async def _check_created_orders_status_for_transaction(self, transaction_hash: s async def _process_queued_orders(self): while True: try: - await self._cancel_and_create_queued_orders() + # Executing the batch cancelation and creation process shielded from this async task to isolate the + # creation/cancelation process from network disconnections (network disconnections cancel this task) + task = asyncio.create_task(self._cancel_and_create_queued_orders()) + await asyncio.shield(task) sleep_time = (self.clock.tick_size * 0.5 if self.clock is not None else self._orders_processing_delta_time) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py index 0f86b37c69..956eebb910 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_data_source.py @@ -503,35 +503,36 @@ async def cancel_orders( derivative_orders_data.append(order_data) orders_with_hash.append(order) - delegated_message = self._order_cancel_message( - spot_orders_to_cancel=spot_orders_data, - derivative_orders_to_cancel=derivative_orders_data, - ) + if len(orders_with_hash) > 0: + delegated_message = self._order_cancel_message( + spot_orders_to_cancel=spot_orders_data, + derivative_orders_to_cancel=derivative_orders_data, + ) - try: - result = await self._send_in_transaction(messages=[delegated_message]) - if result["rawLog"] != "[]": - raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") - else: - cancel_transaction_hash = result.get("txhash", "") + try: + result = await self._send_in_transaction(messages=[delegated_message]) + if result["rawLog"] != "[]": + raise ValueError(f"Error sending the order cancel transaction ({result['rawLog']})") + else: + cancel_transaction_hash = result.get("txhash", "") + results.extend([ + CancelOrderResult( + client_order_id=order.client_order_id, + trading_pair=order.trading_pair, + misc_updates={"cancelation_transaction_hash": cancel_transaction_hash}, + ) for order in orders_with_hash + ]) + except asyncio.CancelledError: + raise + except Exception as ex: + self.logger().debug(f"Error broadcasting transaction to cancel orders (message: {delegated_message})") results.extend([ CancelOrderResult( client_order_id=order.client_order_id, trading_pair=order.trading_pair, - misc_updates={"cancelation_transaction_hash": cancel_transaction_hash}, + exception=ex, ) for order in orders_with_hash ]) - except asyncio.CancelledError: - raise - except Exception as ex: - self.logger().debug(f"Error broadcasting transaction to cancel orders (message: {delegated_message})") - results.extend([ - CancelOrderResult( - client_order_id=order.client_order_id, - trading_pair=order.trading_pair, - exception=ex, - ) for order in orders_with_hash - ]) return results diff --git a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py index dd80a2667d..125fe4caa8 100644 --- a/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py +++ b/hummingbot/connector/exchange/injective_v2/injective_v2_exchange.py @@ -898,7 +898,10 @@ def _process_transaction_event(self, transaction_event: Dict[str, Any]): async def _check_orders_transactions(self): while True: try: - await self._check_orders_creation_transactions() + # Executing the process shielded from this async task to isolate it from network disconnections + # (network disconnections cancel this task) + task = asyncio.create_task(self._check_orders_creation_transactions()) + await asyncio.shield(task) await self._sleep(CONSTANTS.TRANSACTIONS_CHECK_INTERVAL) except NotImplementedError: raise @@ -974,7 +977,10 @@ async def _check_created_orders_status_for_transaction(self, transaction_hash: s async def _process_queued_orders(self): while True: try: - await self._cancel_and_create_queued_orders() + # Executing the batch cancelation and creation process shielded from this async task to isolate the + # creation/cancelation process from network disconnections (network disconnections cancel this task) + task = asyncio.create_task(self._cancel_and_create_queued_orders()) + await asyncio.shield(task) sleep_time = (self.clock.tick_size * 0.5 if self.clock is not None else self._orders_processing_delta_time) From d0ad63274c0fbe009441cf652329d76fdeb32755 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 31 Aug 2023 18:11:36 -0300 Subject: [PATCH 317/359] (fix) Changes in environment.yml to solve issues with grpc libraries binaries for Mac incorrectly compiles (for M1 and M2) --- .../exchange/bitfinex/bitfinex_exchange.pyx | 2 +- setup/environment.yml | 21 ++++++++----------- 2 files changed, 10 insertions(+), 13 deletions(-) diff --git a/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx b/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx index d349a911c8..1c945c296e 100644 --- a/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx +++ b/hummingbot/connector/exchange/bitfinex/bitfinex_exchange.pyx @@ -475,7 +475,7 @@ cdef class BitfinexExchange(ExchangeBase): http_method: str, url, headers, - data_str: Optional[str, list] = None) -> list: + data_str = None) -> list: """ A wrapper for submitting API requests to Bitfinex :returns: json data from the endpoints diff --git a/setup/environment.yml b/setup/environment.yml index c17d8e98a0..6b1310fad6 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -1,27 +1,28 @@ name: hummingbot channels: + - conda-forge - defaults dependencies: - bidict - - coverage=5.5 + - coverage + - cython=3.0 + - grpcio-tools - nomkl - nose=1.3.7 - nose-exclude - numpy=1.23.5 - numpy-base=1.23.5 - pandas=1.5.3 - - pip=23.1.2 + - pip - prompt_toolkit=3.0.20 - - pydantic=1.9.* + - pydantic=1.10 - pytest - - python=3.10.12 - - pytables=3.8.0 + - python=3.10 - scipy=1.10.1 - sqlalchemy=1.4 - tabulate==0.8.9 - - typing-extensions<4.6.0 - ujson - - zlib=1.2.13 + - zlib - pip: - aiohttp==3.* - aioprocessing==2.0 @@ -34,23 +35,19 @@ dependencies: - appnope==0.1.3 - base58==2.1.1 - cachetools==4.0.0 - - commlib-py==0.10.6 + - commlib-py==0.10 - cryptography==3.4.7 - - cython==3.0.0a10 - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 - ethsnarks-loopring==0.1.5 - flake8==3.7.9 - gql - - grpcio - - grpcio-tools - importlib-metadata==0.23 - injective-py==0.7.* - mypy-extensions==0.4.3 - pandas_ta==0.3.14b - pre-commit==2.18.1 - - protobuf>=4 - psutil==5.7.2 - ptpython==3.0.20 - pyjwt==1.7.1 From 543779db97dc73312eab09efe6ae85f15895d534 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 31 Aug 2023 18:35:21 -0300 Subject: [PATCH 318/359] (fix) Solve dependencies issues for Mac M1 and M2 --- setup/environment.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/setup/environment.yml b/setup/environment.yml index 6b1310fad6..0abf03ce3e 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -5,7 +5,7 @@ channels: dependencies: - bidict - coverage - - cython=3.0 + - cython=3.0.0 - grpcio-tools - nomkl - nose=1.3.7 @@ -17,7 +17,7 @@ dependencies: - prompt_toolkit=3.0.20 - pydantic=1.10 - pytest - - python=3.10 + - python=3.10.12 - scipy=1.10.1 - sqlalchemy=1.4 - tabulate==0.8.9 From 486346eea9895ef851d512bc3c0c272e4390d365 Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 31 Aug 2023 19:27:44 -0300 Subject: [PATCH 319/359] (fix) Solve errors tryin to upgrade cython version --- setup/environment.yml | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/setup/environment.yml b/setup/environment.yml index 0abf03ce3e..b6b775b8a4 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -5,7 +5,6 @@ channels: dependencies: - bidict - coverage - - cython=3.0.0 - grpcio-tools - nomkl - nose=1.3.7 @@ -17,7 +16,7 @@ dependencies: - prompt_toolkit=3.0.20 - pydantic=1.10 - pytest - - python=3.10.12 + - python=3.10 - scipy=1.10.1 - sqlalchemy=1.4 - tabulate==0.8.9 @@ -35,8 +34,9 @@ dependencies: - appnope==0.1.3 - base58==2.1.1 - cachetools==4.0.0 - - commlib-py==0.10 + - commlib-py==0.10.6 - cryptography==3.4.7 + - cython==3.0.0a10 - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 From f4de33f8bd0656f8d940cb580e04fe0c15aac2ac Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 1 Sep 2023 00:14:59 -0300 Subject: [PATCH 320/359] (fix) Added logic in `install` script to reinstall grpcio with pip for Mac Intel because the conda grpcio binary for Mac Intel is broken --- install | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/install b/install index 4a42eb6b4c..a49b9791c0 100755 --- a/install +++ b/install @@ -35,3 +35,11 @@ conda develop . pip install objgraph pre-commit install + +OS=`uname` +ARCH=`uname -m` + +if [[ "$OS" = "Darwin" && "$ARCH" = "x86_64" ]]; then + pip install grpcio --ignore-installed +fi + From db9d03c02d7a32ab7963d0cc7736990e30834a4d Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 1 Sep 2023 09:33:03 -0300 Subject: [PATCH 321/359] (fix) Added comment to explain the change in `install` script --- install | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/install b/install index a49b9791c0..123662a956 100755 --- a/install +++ b/install @@ -36,6 +36,10 @@ pip install objgraph pre-commit install +# The following logic is required to replace the grpcio package installed from conda binaries in Mac Intel +# for binaries from Pypi. We need to do this because the conda binaries fro Mac Intel are broken. +# We can't use the Pypi binaries universally because they are broken for Mac ARM (M1 and M2). +# This logic can be removed once the grpcio conda binaries for Mac Intel are fixed OS=`uname` ARCH=`uname -m` From 00db7ba8fb26c083165bbaf5e4dd3c00d4df9d99 Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 1 Sep 2023 11:19:06 -0300 Subject: [PATCH 322/359] (fix) Applied fix to support malformed ticker names to the vaults and read only data sources --- .../injective_read_only_data_source.py | 16 ++++++++++++---- .../data_sources/injective_vaults_data_source.py | 16 ++++++++++++---- 2 files changed, 24 insertions(+), 8 deletions(-) diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py index 7c0850b0ad..6e23aa9cf7 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_read_only_data_source.py @@ -223,7 +223,11 @@ async def update_markets(self): for market_info in markets: try: - ticker_base, ticker_quote = market_info["ticker"].split("/") + if "/" in market_info["ticker"]: + ticker_base, ticker_quote = market_info["ticker"].split("/") + else: + ticker_base = market_info["ticker"] + ticker_quote = None base_token = self._token_from_market_info( denom=market_info["baseDenom"], token_meta=market_info["baseTokenMeta"], @@ -367,12 +371,14 @@ def _place_order_results( ) -> List[PlaceOrderResult]: raise NotImplementedError - def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candidate_symbol: str) -> InjectiveToken: + def _token_from_market_info( + self, denom: str, token_meta: Dict[str, Any], candidate_symbol: Optional[str] = None + ) -> InjectiveToken: token = self._tokens_map.get(denom) if token is None: unique_symbol = token_meta["symbol"] if unique_symbol in self._token_symbol_symbol_and_denom_map: - if candidate_symbol not in self._token_symbol_symbol_and_denom_map: + if candidate_symbol is not None and candidate_symbol not in self._token_symbol_symbol_and_denom_map: unique_symbol = candidate_symbol else: unique_symbol = token_meta["name"] @@ -389,7 +395,9 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: - _, ticker_quote = market_info["ticker"].split("/") + ticker_quote = None + if "/" in market_info["ticker"]: + _, ticker_quote = market_info["ticker"].split("/") quote_token = self._token_from_market_info( denom=market_info["quoteDenom"], token_meta=market_info["quoteTokenMeta"], diff --git a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py index 39cc1da564..d7ad51e264 100644 --- a/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py +++ b/hummingbot/connector/exchange/injective_v2/data_sources/injective_vaults_data_source.py @@ -269,7 +269,11 @@ async def update_markets(self): for market_info in markets: try: - ticker_base, ticker_quote = market_info["ticker"].split("/") + if "/" in market_info["ticker"]: + ticker_base, ticker_quote = market_info["ticker"].split("/") + else: + ticker_base = market_info["ticker"] + ticker_quote = None base_token = self._token_from_market_info( denom=market_info["baseDenom"], token_meta=market_info["baseTokenMeta"], @@ -399,12 +403,14 @@ def _sign_and_encode(self, transaction: Transaction) -> bytes: def _uses_default_portfolio_subaccount(self) -> bool: return self._vault_subaccount_index == CONSTANTS.DEFAULT_SUBACCOUNT_INDEX - def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candidate_symbol: str) -> InjectiveToken: + def _token_from_market_info( + self, denom: str, token_meta: Dict[str, Any], candidate_symbol: Optional[str] = None + ) -> InjectiveToken: token = self._tokens_map.get(denom) if token is None: unique_symbol = token_meta["symbol"] if unique_symbol in self._token_symbol_symbol_and_denom_map: - if candidate_symbol not in self._token_symbol_symbol_and_denom_map: + if candidate_symbol is not None and candidate_symbol not in self._token_symbol_symbol_and_denom_map: unique_symbol = candidate_symbol else: unique_symbol = token_meta["name"] @@ -421,7 +427,9 @@ def _token_from_market_info(self, denom: str, token_meta: Dict[str, Any], candid return token def _parse_derivative_market_info(self, market_info: Dict[str, Any]) -> InjectiveDerivativeMarket: - _, ticker_quote = market_info["ticker"].split("/") + ticker_quote = None + if "/" in market_info["ticker"]: + _, ticker_quote = market_info["ticker"].split("/") quote_token = self._token_from_market_info( denom=market_info["quoteDenom"], token_meta=market_info["quoteTokenMeta"], From 24be5747e48d852a5c3917cdf35476ecf3c30c66 Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 1 Sep 2023 13:13:34 -0300 Subject: [PATCH 323/359] (feat) Upgraded Cython dependency from the alpha version 3.0.0a10 to the latest offical 3.0.* release --- hummingbot/strategy/twap/twap.py | 20 ++++++------------- setup.py | 9 +++++---- setup/environment.yml | 2 +- .../test_market_trading_pair_tuple.py | 8 ++++---- 4 files changed, 16 insertions(+), 23 deletions(-) diff --git a/hummingbot/strategy/twap/twap.py b/hummingbot/strategy/twap/twap.py index 09d1a958f5..1fa01f3571 100644 --- a/hummingbot/strategy/twap/twap.py +++ b/hummingbot/strategy/twap/twap.py @@ -1,24 +1,16 @@ -from datetime import datetime -from decimal import Decimal import logging import statistics -from typing import ( - List, - Tuple, - Optional, - Dict -) +from datetime import datetime +from decimal import Decimal +from typing import Dict, List, Optional, Tuple from hummingbot.client.performance import PerformanceMetrics from hummingbot.connector.exchange_base import ExchangeBase from hummingbot.core.clock import Clock +from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.limit_order import LimitOrder from hummingbot.core.data_type.order_book import OrderBook -from hummingbot.core.event.events import (MarketOrderFailureEvent, - OrderCancelledEvent, - OrderExpiredEvent, - ) -from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.event.events import MarketOrderFailureEvent, OrderCancelledEvent, OrderExpiredEvent from hummingbot.core.network_iterator import NetworkStatus from hummingbot.logger import HummingbotLogger from hummingbot.strategy.conditional_execution_state import ConditionalExecutionState, RunAlwaysExecutionState @@ -167,7 +159,7 @@ def format_status(self) -> str: for market_info in self._market_infos.values(): price_provider = market_info if price_provider is not None: - df = LimitOrder.to_pandas(active_orders, mid_price=price_provider.get_mid_price()) + df = LimitOrder.to_pandas(active_orders, mid_price=float(price_provider.get_mid_price())) if self._is_buy: # Descend from the price closest to the mid price df = df.sort_values(by=['Price'], ascending=False) diff --git a/setup.py b/setup.py index eaeb67fcd9..a060055829 100644 --- a/setup.py +++ b/setup.py @@ -114,13 +114,14 @@ def main(): cython_sources = ["hummingbot/**/*.pyx"] + compiler_directives = { + "annotation_typing": False, + } if os.environ.get('WITHOUT_CYTHON_OPTIMIZATIONS'): - compiler_directives = { + compiler_directives.update({ "optimize.use_switch": False, "optimize.unpack_method_calls": False, - } - else: - compiler_directives = {} + }) if is_posix: cython_kwargs["nthreads"] = cpu_count diff --git a/setup/environment.yml b/setup/environment.yml index c17d8e98a0..7d37f912e7 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -4,6 +4,7 @@ channels: dependencies: - bidict - coverage=5.5 + - cython=3.0 - nomkl - nose=1.3.7 - nose-exclude @@ -36,7 +37,6 @@ dependencies: - cachetools==4.0.0 - commlib-py==0.10.6 - cryptography==3.4.7 - - cython==3.0.0a10 - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 diff --git a/test/hummingbot/strategy/test_market_trading_pair_tuple.py b/test/hummingbot/strategy/test_market_trading_pair_tuple.py index 8aa7bea6b1..d1a1ef2696 100644 --- a/test/hummingbot/strategy/test_market_trading_pair_tuple.py +++ b/test/hummingbot/strategy/test_market_trading_pair_tuple.py @@ -275,14 +275,14 @@ def test_get_price_by_type(self): def test_vwap_for_volume(self): # Check VWAP on BUY sell - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_buy(order_volume) expected_vwap: Decimal = sum([Decimal(o.price) * Decimal(o.amount) for o in filled_orders]) / order_volume self.assertAlmostEqual(expected_vwap, self.market_info.get_vwap_for_volume(True, order_volume).result_price, 3) # Check VWAP on SELL side - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_sell(order_volume) expected_vwap: Decimal = sum([Decimal(o.price) * Decimal(o.amount) for o in filled_orders]) / order_volume @@ -290,14 +290,14 @@ def test_vwap_for_volume(self): def test_get_price_for_volume(self): # Check price on BUY sell - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_buy(order_volume) expected_buy_price: Decimal = max([Decimal(o.price) for o in filled_orders]) self.assertAlmostEqual(expected_buy_price, self.market_info.get_price_for_volume(True, order_volume).result_price, 3) # Check price on SELL side - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_sell(order_volume) expected_sell_price: Decimal = min([Decimal(o.price) for o in filled_orders]) From 617545cb56bffaa3133c140ea525e0765926f705 Mon Sep 17 00:00:00 2001 From: abel Date: Fri, 1 Sep 2023 13:13:34 -0300 Subject: [PATCH 324/359] (feat) Upgraded Cython dependency from the alpha version 3.0.0a10 to the latest offical 3.0.* release --- hummingbot/strategy/twap/twap.py | 20 ++++++------------- setup.py | 9 +++++---- setup/environment.yml | 2 +- .../test_market_trading_pair_tuple.py | 8 ++++---- 4 files changed, 16 insertions(+), 23 deletions(-) diff --git a/hummingbot/strategy/twap/twap.py b/hummingbot/strategy/twap/twap.py index 09d1a958f5..1fa01f3571 100644 --- a/hummingbot/strategy/twap/twap.py +++ b/hummingbot/strategy/twap/twap.py @@ -1,24 +1,16 @@ -from datetime import datetime -from decimal import Decimal import logging import statistics -from typing import ( - List, - Tuple, - Optional, - Dict -) +from datetime import datetime +from decimal import Decimal +from typing import Dict, List, Optional, Tuple from hummingbot.client.performance import PerformanceMetrics from hummingbot.connector.exchange_base import ExchangeBase from hummingbot.core.clock import Clock +from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.limit_order import LimitOrder from hummingbot.core.data_type.order_book import OrderBook -from hummingbot.core.event.events import (MarketOrderFailureEvent, - OrderCancelledEvent, - OrderExpiredEvent, - ) -from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.event.events import MarketOrderFailureEvent, OrderCancelledEvent, OrderExpiredEvent from hummingbot.core.network_iterator import NetworkStatus from hummingbot.logger import HummingbotLogger from hummingbot.strategy.conditional_execution_state import ConditionalExecutionState, RunAlwaysExecutionState @@ -167,7 +159,7 @@ def format_status(self) -> str: for market_info in self._market_infos.values(): price_provider = market_info if price_provider is not None: - df = LimitOrder.to_pandas(active_orders, mid_price=price_provider.get_mid_price()) + df = LimitOrder.to_pandas(active_orders, mid_price=float(price_provider.get_mid_price())) if self._is_buy: # Descend from the price closest to the mid price df = df.sort_values(by=['Price'], ascending=False) diff --git a/setup.py b/setup.py index 54c37abd41..4cf99d62e2 100644 --- a/setup.py +++ b/setup.py @@ -117,13 +117,14 @@ def main(): cython_sources = ["hummingbot/**/*.pyx"] + compiler_directives = { + "annotation_typing": False, + } if os.environ.get('WITHOUT_CYTHON_OPTIMIZATIONS'): - compiler_directives = { + compiler_directives.update({ "optimize.use_switch": False, "optimize.unpack_method_calls": False, - } - else: - compiler_directives = {} + }) if is_posix: cython_kwargs["nthreads"] = cpu_count diff --git a/setup/environment.yml b/setup/environment.yml index b6b775b8a4..cc205adb19 100644 --- a/setup/environment.yml +++ b/setup/environment.yml @@ -5,6 +5,7 @@ channels: dependencies: - bidict - coverage + - cython=3.0 - grpcio-tools - nomkl - nose=1.3.7 @@ -36,7 +37,6 @@ dependencies: - cachetools==4.0.0 - commlib-py==0.10.6 - cryptography==3.4.7 - - cython==3.0.0a10 - diff-cover - docker==5.0.3 - eip712-structs==1.1.0 diff --git a/test/hummingbot/strategy/test_market_trading_pair_tuple.py b/test/hummingbot/strategy/test_market_trading_pair_tuple.py index 8aa7bea6b1..d1a1ef2696 100644 --- a/test/hummingbot/strategy/test_market_trading_pair_tuple.py +++ b/test/hummingbot/strategy/test_market_trading_pair_tuple.py @@ -275,14 +275,14 @@ def test_get_price_by_type(self): def test_vwap_for_volume(self): # Check VWAP on BUY sell - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_buy(order_volume) expected_vwap: Decimal = sum([Decimal(o.price) * Decimal(o.amount) for o in filled_orders]) / order_volume self.assertAlmostEqual(expected_vwap, self.market_info.get_vwap_for_volume(True, order_volume).result_price, 3) # Check VWAP on SELL side - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_sell(order_volume) expected_vwap: Decimal = sum([Decimal(o.price) * Decimal(o.amount) for o in filled_orders]) / order_volume @@ -290,14 +290,14 @@ def test_vwap_for_volume(self): def test_get_price_for_volume(self): # Check price on BUY sell - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_buy(order_volume) expected_buy_price: Decimal = max([Decimal(o.price) for o in filled_orders]) self.assertAlmostEqual(expected_buy_price, self.market_info.get_price_for_volume(True, order_volume).result_price, 3) # Check price on SELL side - order_volume: Decimal = Decimal("15") + order_volume = 15 filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_sell(order_volume) expected_sell_price: Decimal = min([Decimal(o.price) for o in filled_orders]) From c327fab31405305ae2886099c7733a406bdc58da Mon Sep 17 00:00:00 2001 From: Petio Petrov Date: Wed, 6 Sep 2023 13:05:26 -0400 Subject: [PATCH 325/359] (refactor) Removes the PublicTradeEvent event --- .../exchange/polkadex/polkadex_api_order_book_data_source.py | 2 +- hummingbot/connector/exchange/polkadex/polkadex_data_source.py | 2 +- hummingbot/core/event/events.py | 1 - 3 files changed, 2 insertions(+), 3 deletions(-) diff --git a/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py b/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py index 22b20e1ccb..eb003cf180 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_api_order_book_data_source.py @@ -82,7 +82,7 @@ def _configure_event_forwarders(self): event_forwarder = EventForwarder(to_function=self._process_public_trade_event) self._forwarders.append(event_forwarder) - self._data_source.add_listener(event_tag=OrderBookEvent.PublicTradeEvent, listener=event_forwarder) + self._data_source.add_listener(event_tag=OrderBookEvent.TradeEvent, listener=event_forwarder) def _process_order_book_event(self, order_book_diff: OrderBookMessage): self._message_queue[self._diff_messages_queue_key].put_nowait(order_book_diff) diff --git a/hummingbot/connector/exchange/polkadex/polkadex_data_source.py b/hummingbot/connector/exchange/polkadex/polkadex_data_source.py index 41ab5a5bda..ffbc87c8f8 100644 --- a/hummingbot/connector/exchange/polkadex/polkadex_data_source.py +++ b/hummingbot/connector/exchange/polkadex/polkadex_data_source.py @@ -512,7 +512,7 @@ async def _process_recent_trades_event_async(self, event: Dict[str, Any]): content=message_content, timestamp=timestamp, ) - self._publisher.trigger_event(event_tag=OrderBookEvent.PublicTradeEvent, message=trade_message) + self._publisher.trigger_event(event_tag=OrderBookEvent.TradeEvent, message=trade_message) def _process_private_event(self, event: Dict[str, Any]): event_data = json.loads(event["websocket_streams"]["data"]) diff --git a/hummingbot/core/event/events.py b/hummingbot/core/event/events.py index ea3160f774..f53258ae65 100644 --- a/hummingbot/core/event/events.py +++ b/hummingbot/core/event/events.py @@ -38,7 +38,6 @@ class MarketEvent(Enum): class OrderBookEvent(int, Enum): TradeEvent = 901 OrderBookDataSourceUpdateEvent = 904 - PublicTradeEvent = 905 class OrderBookDataSourceEvent(int, Enum): From be499a0eb8a228197fe5955f3bf73025a446abed Mon Sep 17 00:00:00 2001 From: abel Date: Thu, 7 Sep 2023 11:52:21 -0300 Subject: [PATCH 326/359] (fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text(fix) Solve issue in cross exchange market making strategy when generating the status text --- .../cross_exchange_market_making.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py b/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py index dc8b3932c0..f4e5f246d1 100755 --- a/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py +++ b/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py @@ -345,7 +345,7 @@ def format_status(self) -> str: limit_orders = list(tracked_maker_orders[market_pair].values()) bid, ask = self.get_top_bid_ask(market_pair) mid_price = (bid + ask) / 2 - df = LimitOrder.to_pandas(limit_orders, mid_price) + df = LimitOrder.to_pandas(limit_orders, float(mid_price)) df_lines = str(df).split("\n") lines.extend(["", " Active maker market orders:"] + [" " + line for line in df_lines]) From 3dc032f97665eaa947a395372bc85f4264f24924 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Fri, 8 Sep 2023 18:06:18 -0300 Subject: [PATCH 327/359] Added a file to create the Kujira tests --- .../clob_spot/data_sources/kujira/test_kujira_api_data_source.py | 0 1 file changed, 0 insertions(+), 0 deletions(-) create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py new file mode 100644 index 0000000000..e69de29bb2 From 3bd710dae797918b248ebe225a43f73e79f85142 Mon Sep 17 00:00:00 2001 From: abel Date: Mon, 11 Sep 2023 09:25:31 -0300 Subject: [PATCH 328/359] (fix) Solve flake8 error(fix) Solve flake8 error(fix) Solve flake8 error(fix) Solve flake8 error(fix) Solve flake8 error(fix) Solve flake8 error(fix) Solve flake8 error(fix) Solve flake8 error(fix) Solve flake8 error --- .../cross_exchange_market_making.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py b/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py index f4e5f246d1..f47fbec187 100755 --- a/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py +++ b/hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py @@ -247,7 +247,7 @@ def is_gateway_market(market_info: MarketTradingPairTuple) -> bool: return market_info.market.name in AllConnectorSettings.get_gateway_amm_connector_names() def get_conversion_rates(self, market_pair: MarketTradingPairTuple): - quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, gas_rate_source,\ + quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, gas_rate_source, \ gas_rate = self._config_map.conversion_rate_mode.get_conversion_rates(market_pair) if quote_rate is None: self.logger().warning(f"Can't find a conversion rate for {quote_pair}") @@ -255,12 +255,12 @@ def get_conversion_rates(self, market_pair: MarketTradingPairTuple): self.logger().warning(f"Can't find a conversion rate for {base_pair}") if gas_rate is None: self.logger().warning(f"Can't find a conversion rate for {gas_pair}") - return quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair,\ + return quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, \ gas_rate_source, gas_rate def log_conversion_rates(self): for market_pair in self._market_pairs.values(): - quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair,\ + quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, \ gas_rate_source, gas_rate = self.get_conversion_rates(market_pair) if quote_pair.split("-")[0] != quote_pair.split("-")[1]: self.logger().info(f"{quote_pair} ({quote_rate_source}) conversion rate: {PerformanceMetrics.smart_round(quote_rate)}") @@ -274,7 +274,7 @@ def oracle_status_df(self): columns = ["Source", "Pair", "Rate"] data = [] for market_pair in self._market_pairs.values(): - quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair,\ + quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, \ gas_rate_source, gas_rate = self.get_conversion_rates(market_pair) if quote_pair.split("-")[0] != quote_pair.split("-")[1]: data.extend([ From c5ce7966491a6fdd06cb2ae46be27cf2444afc6b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Mon, 11 Sep 2023 12:32:50 -0300 Subject: [PATCH 329/359] Adding Client's unittests (wip). --- .../kujira/test_kujira_api_data_source.py | 95 +++++++++++++++++++ 1 file changed, 95 insertions(+) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index e69de29bb2..8b4aad209e 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -0,0 +1,95 @@ +import time +import unittest +from decimal import Decimal +from unittest.mock import AsyncMock + +from hummingbot.client.config.client_config_map import ClientConfigMap +from hummingbot.client.config.config_helpers import ClientConfigAdapter +from hummingbot.connector.connector_base import ConnectorBase +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker +from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.core.data_type.common import OrderType, TradeType + + +class MockConnector(ConnectorBase): + pass + + +class KujiraAPIDataSourceTest(unittest.TestCase): + chain: str + network: str + trading_pair: str + base: str + quote: str + trading_pair: str + owner_address: str + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.chain = "kujira" # noqa: mock + cls.network = "mainnet" + cls.base = "KUJI" # noqa: mock + cls.quote = "USK" + cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) + cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock + + async def setUp(self) -> None: + super().setUp() + client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) + self.initial_timestamp = time.time() + + self.connector = MockConnector(client_config_map=ClientConfigAdapter(ClientConfigMap())) + self.tracker = GatewayOrderTracker(connector=self.connector) + connector_spec = { + "chain": self.chain, + "network": self.network, + "wallet_address": self.owner_address + } + + self.data_source = KujiraAPIDataSource( + trading_pairs=[self.trading_pair], + connector_spec=connector_spec, + client_config_map=client_config_map, + ) + + self.data_source.gateway_order_tracker = self.tracker + + await self.data_source.start() + + async def test_place_order(self): + expected_exchange_order_id = "1365802" + expected_transaction_hash = "9981D7CB9F0542F9B6778149E6501EF9625C848A165D42CA94A4CC8788379562" # noqa: mock + + order = GatewayInFlightOrder( + client_order_id="ClientOrderID", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=self.initial_timestamp, + price=Decimal(0.64), + amount=Decimal(1.0), + exchange_order_id=expected_exchange_order_id, + creation_transaction_hash=expected_transaction_hash, + ) + + self.data_source.place_order = AsyncMock(return_value=order) + + request = GatewayInFlightOrder( + client_order_id="ClientOrderID", + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=self.initial_timestamp, + price=Decimal(0.6115), + amount=Decimal(1), + ) + + # result = await self.data_source.place_order(request) + + exchange_order_id, misc_updates = await self.data_source.place_order(order=request) + + self.assertEqual(expected_exchange_order_id, exchange_order_id) + self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) From 1ec2096fe7f0aa63b37132b12ac5c5fe8792f528 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Mon, 11 Sep 2023 18:12:15 -0300 Subject: [PATCH 330/359] Created one test case example --- .../kujira/test_kujira_api_data_source.py | 294 ++++++++++++++---- 1 file changed, 241 insertions(+), 53 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 8b4aad209e..cf8da4cb91 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -1,30 +1,127 @@ -import time -import unittest +# import asyncio +import json +# import math +# import re from decimal import Decimal -from unittest.mock import AsyncMock - -from hummingbot.client.config.client_config_map import ClientConfigMap -from hummingbot.client.config.config_helpers import ClientConfigAdapter -from hummingbot.connector.connector_base import ConnectorBase +# from typing import Any, Dict, List, Union +from unittest.mock import AsyncMock, MagicMock, patch +# +# import pandas as pd +from aioresponses import aioresponses +# +# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot import dexalot_constants as CONSTANTS from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker -from hummingbot.connector.utils import combine_to_hb_trading_pair +# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot.dexalot_constants import HB_TO_DEXALOT_STATUS_MAP +# from hummingbot.connector.gateway.common_types import PlaceOrderResult +# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests +from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant +# from hummingbot.connector.utils import split_hb_trading_pair from hummingbot.core.data_type.common import OrderType, TradeType +# from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate +# from hummingbot.core.data_type.order_book_message import OrderBookMessage +# from hummingbot.core.data_type.trade_fee import TradeFeeBase +# from hummingbot.core.event.event_logger import EventLogger -class MockConnector(ConnectorBase): - pass +# import time +# import unittest +# from decimal import Decimal +# from unittest.mock import AsyncMock +# +# from hummingbot.client.config.client_config_map import ClientConfigMap +# from hummingbot.client.config.config_helpers import ClientConfigAdapter +# from hummingbot.connector.connector_base import ConnectorBase +# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker +from hummingbot.connector.utils import combine_to_hb_trading_pair +# from hummingbot.core.data_type.common import OrderType, TradeType +# +# +# class MockConnector(ConnectorBase): +# pass +# +# +# class KujiraAPIDataSourceTest(unittest.TestCase): +# chain: str +# network: str +# trading_pair: str +# base: str +# quote: str +# trading_pair: str +# owner_address: str +# +# @classmethod +# def setUpClass(cls) -> None: +# super().setUpClass() +# cls.chain = "kujira" # noqa: mock +# cls.network = "mainnet" +# cls.base = "KUJI" # noqa: mock +# cls.quote = "USK" +# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) +# cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock +# +# async def setUp(self) -> None: +# super().setUp() +# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) +# self.initial_timestamp = time.time() +# +# self.connector = MockConnector(client_config_map=ClientConfigAdapter(ClientConfigMap())) +# self.tracker = GatewayOrderTracker(connector=self.connector) +# connector_spec = { +# "chain": self.chain, +# "network": self.network, +# "wallet_address": self.owner_address +# } +# +# self.data_source = KujiraAPIDataSource( +# trading_pairs=[self.trading_pair], +# connector_spec=connector_spec, +# client_config_map=client_config_map, +# ) +# +# self.data_source.gateway_order_tracker = self.tracker +# +# await self.data_source.start() +# +# async def test_place_order(self): +# expected_exchange_order_id = "1365802" +# expected_transaction_hash = "9981D7CB9F0542F9B6778149E6501EF9625C848A165D42CA94A4CC8788379562" # noqa: mock +# +# order = GatewayInFlightOrder( +# client_order_id="ClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# price=Decimal(0.64), +# amount=Decimal(1.0), +# exchange_order_id=expected_exchange_order_id, +# creation_transaction_hash=expected_transaction_hash, +# ) +# +# self.data_source.place_order = syncMock(return_value=order) +# +# request = GatewayInFlightOrder( +# client_order_id="ClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# price=Decimal(0.6115), +# amount=Decimal(1), +# ) +# +# # result = await self.data_source.place_order(request) +# +# exchange_order_id, misc_updates = await self.data_source.place_order(order=request) +# +# self.assertEqual(expected_exchange_order_id, exchange_order_id) +# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) -class KujiraAPIDataSourceTest(unittest.TestCase): - chain: str - network: str - trading_pair: str - base: str - quote: str - trading_pair: str - owner_address: str +class KujiraAPIDataSourceTest(AbstractGatewayCLOBAPIDataSourceTests.GatewayCLOBAPIDataSourceTests): @classmethod def setUpClass(cls) -> None: @@ -36,60 +133,151 @@ def setUpClass(cls) -> None: cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock - async def setUp(self) -> None: + def setUp(self) -> None: + self.mock_api = aioresponses() + self.mock_api.start() + self.mocking_assistant = NetworkMockingAssistant() + self.ws_connect_patch = patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + self.ws_connect_mock = self.ws_connect_patch.start() super().setUp() - client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) - self.initial_timestamp = time.time() - self.connector = MockConnector(client_config_map=ClientConfigAdapter(ClientConfigMap())) - self.tracker = GatewayOrderTracker(connector=self.connector) + def tearDown(self) -> None: + self.mock_api.stop() + self.ws_connect_patch.stop() + super().tearDown() + + def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSource: connector_spec = { "chain": self.chain, "network": self.network, - "wallet_address": self.owner_address + "wallet_address": self.owner_address, } - - self.data_source = KujiraAPIDataSource( + data_source = KujiraAPIDataSource( trading_pairs=[self.trading_pair], connector_spec=connector_spec, - client_config_map=client_config_map, + client_config_map=self.client_config_map, ) + return data_source - self.data_source.gateway_order_tracker = self.tracker + def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + exchange_trading_pair = f"{base_token}/{quote_token}" + return exchange_trading_pair - await self.data_source.start() + def configure_last_traded_price(self, trading_pair: str, last_traded_price: Decimal): + self.ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() + resp = {"data": [{"execId": 1675046315, + "price": str(self.expected_last_traded_price), + "quantity": "951.14", + "takerSide": 1, + "ts": "2023-03-07T14:17:52.000Z"}], + "pair": self.exchange_trading_pair, + "type": "lastTrade"} + self.mocking_assistant.add_websocket_aiohttp_message( + self.ws_connect_mock.return_value, json.dumps(resp) + ) - async def test_place_order(self): - expected_exchange_order_id = "1365802" - expected_transaction_hash = "9981D7CB9F0542F9B6778149E6501EF9625C848A165D42CA94A4CC8788379562" # noqa: mock + # def test_get_last_traded_price(self): + # self.configure_last_traded_price( + # trading_pair=self.trading_pair, last_traded_price=self.expected_last_traded_price, + # ) + # self.mocking_assistant.run_until_all_aiohttp_messages_delivered( + # websocket_mock=self.ws_connect_mock.return_value, + # ) + # last_trade_price = self.async_run_with_timeout( + # coro=self.data_source.get_last_traded_price(trading_pair=self.trading_pair) + # ) + # + # self.assertEqual(self.expected_last_traded_price, last_trade_price) - order = GatewayInFlightOrder( - client_order_id="ClientOrderID", - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - creation_timestamp=self.initial_timestamp, - price=Decimal(0.64), - amount=Decimal(1.0), - exchange_order_id=expected_exchange_order_id, - creation_transaction_hash=expected_transaction_hash, + def configure_place_order_response( + self, + timestamp: float, + transaction_hash: str, + exchange_order_id: str, + trade_type: TradeType, + price: Decimal, + size: Decimal, + ): + super().configure_batch_order_create_response( + timestamp=timestamp, + transaction_hash=transaction_hash, + created_orders=[ + GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=trade_type, + creation_timestamp=timestamp, + price=price, + amount=size, + exchange_order_id=exchange_order_id, + creation_transaction_hash=transaction_hash, + ) + ] ) - self.data_source.place_order = AsyncMock(return_value=order) + @patch( + "hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base" + ".GatewayCLOBAPIDataSourceBase._sleep", + new_callable=AsyncMock, + ) + def test_place_order(self, sleep_mock: AsyncMock): + def sleep_mock_side_effect(delay): + raise Exception - request = GatewayInFlightOrder( - client_order_id="ClientOrderID", + sleep_mock.side_effect = sleep_mock_side_effect + + self.configure_place_order_response( + timestamp=self.initial_timestamp, + transaction_hash=self.expected_transaction_hash, + exchange_order_id=self.expected_buy_exchange_order_id, + trade_type=TradeType.BUY, + price=self.expected_buy_order_price, + size=self.expected_buy_order_size, + ) + order = GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, creation_timestamp=self.initial_timestamp, - price=Decimal(0.6115), - amount=Decimal(1), + price=self.expected_buy_order_price, + amount=self.expected_buy_order_size, ) + exchange_order_id, misc_updates = self.async_run_with_timeout( + coro=self.data_source.place_order(order=order) + ) + + self.assertEqual({"creation_transaction_hash": self.expected_transaction_hash}, misc_updates) + + def test_get_last_traded_price(self): + pass + def configure_account_balances_response(self): + pass + + def configure_empty_order_fills_response(self): + pass + + def configure_trade_fill_response(self): + pass + + def exchange_base(self): + pass + + def exchange_quote(self): + pass + + def expected_buy_exchange_order_id(self): + pass + + def expected_sell_exchange_order_id(self): + pass - # result = await self.data_source.place_order(request) + def get_clob_ticker_response(self): + pass - exchange_order_id, misc_updates = await self.data_source.place_order(order=request) + def get_order_status_response(self): + pass - self.assertEqual(expected_exchange_order_id, exchange_order_id) - self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) + def get_trading_pairs_info_response(self): + pass From aa52bf986ec7dff439ff2692901de982b610f650 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=81lvaro=20E=2E=20F=2E=20Mota?= Date: Tue, 12 Sep 2023 17:42:10 -0300 Subject: [PATCH 331/359] Added some code to execute the tests --- .../kujira/test_kujira_api_data_source.py | 87 +++++++++---------- 1 file changed, 43 insertions(+), 44 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index cf8da4cb91..83f71d16b9 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -1,23 +1,45 @@ # import asyncio -import json +from hummingbot.client.config.config_crypt import ETHKeyFileSecretManger, store_password_verification, validate_password +from hummingbot.client.config.security import Security + # import math # import re from decimal import Decimal + # from typing import Any, Dict, List, Union from unittest.mock import AsyncMock, MagicMock, patch + # # import pandas as pd from aioresponses import aioresponses + # # from hummingbot.connector.gateway.clob_spot.data_sources.dexalot import dexalot_constants as CONSTANTS from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource + +# import time +# import unittest +# from decimal import Decimal +# from unittest.mock import AsyncMock +# +# from hummingbot.client.config.client_config_map import ClientConfigMap +# from hummingbot.client.config.config_helpers import ClientConfigAdapter +# from hummingbot.connector.connector_base import ConnectorBase +# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder + # from hummingbot.connector.gateway.clob_spot.data_sources.dexalot.dexalot_constants import HB_TO_DEXALOT_STATUS_MAP # from hummingbot.connector.gateway.common_types import PlaceOrderResult # from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant + +# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker +from hummingbot.connector.utils import combine_to_hb_trading_pair + # from hummingbot.connector.utils import split_hb_trading_pair from hummingbot.core.data_type.common import OrderType, TradeType + # from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate # from hummingbot.core.data_type.order_book_message import OrderBookMessage # from hummingbot.core.data_type.trade_fee import TradeFeeBase @@ -25,18 +47,6 @@ -# import time -# import unittest -# from decimal import Decimal -# from unittest.mock import AsyncMock -# -# from hummingbot.client.config.client_config_map import ClientConfigMap -# from hummingbot.client.config.config_helpers import ClientConfigAdapter -# from hummingbot.connector.connector_base import ConnectorBase -# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker -from hummingbot.connector.utils import combine_to_hb_trading_pair # from hummingbot.core.data_type.common import OrderType, TradeType # # @@ -133,17 +143,24 @@ def setUpClass(cls) -> None: cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock + # If removed, an error occurs + password = "asdf" + secrets_manager = ETHKeyFileSecretManger(password) + store_password_verification(secrets_manager) + + Security.login(secrets_manager) + def setUp(self) -> None: self.mock_api = aioresponses() self.mock_api.start() - self.mocking_assistant = NetworkMockingAssistant() - self.ws_connect_patch = patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - self.ws_connect_mock = self.ws_connect_patch.start() + # self.mocking_assistant = NetworkMockingAssistant() + # self.ws_connect_patch = patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + # self.ws_connect_mock = self.ws_connect_patch.start() super().setUp() def tearDown(self) -> None: self.mock_api.stop() - self.ws_connect_patch.stop() + # self.ws_connect_patch.stop() super().tearDown() def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSource: @@ -157,38 +174,13 @@ def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSourc connector_spec=connector_spec, client_config_map=self.client_config_map, ) + # self.async_run_with_timeout(coro=data_source.start()) return data_source def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: exchange_trading_pair = f"{base_token}/{quote_token}" return exchange_trading_pair - def configure_last_traded_price(self, trading_pair: str, last_traded_price: Decimal): - self.ws_connect_mock.return_value = self.mocking_assistant.create_websocket_mock() - resp = {"data": [{"execId": 1675046315, - "price": str(self.expected_last_traded_price), - "quantity": "951.14", - "takerSide": 1, - "ts": "2023-03-07T14:17:52.000Z"}], - "pair": self.exchange_trading_pair, - "type": "lastTrade"} - self.mocking_assistant.add_websocket_aiohttp_message( - self.ws_connect_mock.return_value, json.dumps(resp) - ) - - # def test_get_last_traded_price(self): - # self.configure_last_traded_price( - # trading_pair=self.trading_pair, last_traded_price=self.expected_last_traded_price, - # ) - # self.mocking_assistant.run_until_all_aiohttp_messages_delivered( - # websocket_mock=self.ws_connect_mock.return_value, - # ) - # last_trade_price = self.async_run_with_timeout( - # coro=self.data_source.get_last_traded_price(trading_pair=self.trading_pair) - # ) - # - # self.assertEqual(self.expected_last_traded_price, last_trade_price) - def configure_place_order_response( self, timestamp: float, @@ -216,6 +208,12 @@ def configure_place_order_response( ] ) + def configure_update_markets(self): + response = { + "teste": "teste", + } + self.gateway_instance_mock.get_clob_markets.return_value = response + @patch( "hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base" ".GatewayCLOBAPIDataSourceBase._sleep", @@ -235,9 +233,10 @@ def sleep_mock_side_effect(delay): price=self.expected_buy_order_price, size=self.expected_buy_order_size, ) + self.configure_update_markets() order = GatewayInFlightOrder( client_order_id=self.expected_buy_client_order_id, - trading_pair=self.trading_pair, + trading_pair=self.exchange_symbol_for_tokens(self.base, self.quote), order_type=OrderType.LIMIT, trade_type=TradeType.BUY, creation_timestamp=self.initial_timestamp, From 52ccda69cc4c6617070146cea1573e7721641649 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 02:25:08 +0200 Subject: [PATCH 332/359] Improving check_network_status method. --- .../data_sources/kujira/kujira_api_data_source.py | 13 +++++++------ 1 file changed, 7 insertions(+), 6 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 6998c1f5b6..f4f92a39b6 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -725,20 +725,21 @@ async def check_network_status(self) -> NetworkStatus: # self.logger().debug("check_network_status: start") try: - await self._gateway_ping_gateway() + status = await self._gateway_ping_gateway() - output = NetworkStatus.CONNECTED + if status: + return NetworkStatus.CONNECTED + else: + return NetworkStatus.NOT_CONNECTED except asyncio.CancelledError: raise except Exception as exception: self.logger().error(exception) - output = NetworkStatus.NOT_CONNECTED + return NetworkStatus.NOT_CONNECTED # self.logger().debug("check_network_status: end") - return output - @property def is_cancel_request_in_exchange_synchronous(self) -> bool: self.logger().debug("is_cancel_request_in_exchange_synchronous: start") @@ -956,7 +957,7 @@ async def _update_all_active_orders(self): await asyncio.sleep(UPDATE_ORDER_STATUS_INTERVAL) @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) - async def _gateway_ping_gateway(self, request): + async def _gateway_ping_gateway(self, _request=None): return await self._gateway.ping_gateway() @automatic_retry_with_timeout(retries=NUMBER_OF_RETRIES, delay=DELAY_BETWEEN_RETRIES, timeout=TIMEOUT) From ac820830dbc1e606fe6005559d0e3eb2165d40f7 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 02:25:54 +0200 Subject: [PATCH 333/359] Adding unit tests for Kujira --- .../backup_test_kujira_api_data_source.py | 295 +++++++++++++ .../kujira/test_kujira_api_data_source.py | 392 ++++++++---------- 2 files changed, 463 insertions(+), 224 deletions(-) create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py new file mode 100644 index 0000000000..49504bf630 --- /dev/null +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py @@ -0,0 +1,295 @@ +# import asyncio +# import math +# import re +from decimal import Decimal +from typing import Any, Dict + +# from typing import Any, Dict, List, Union +from unittest.mock import AsyncMock, MagicMock, Mock, patch + +# +# import pandas as pd +from aioresponses import aioresponses + +from hummingbot.client.config.config_crypt import ETHKeyFileSecretManger, store_password_verification, validate_password +from hummingbot.client.config.security import Security + +# +# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot import dexalot_constants as CONSTANTS +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource + +# import time +# import unittest +# from decimal import Decimal +# from unittest.mock import AsyncMock +# +# from hummingbot.client.config.client_config_map import ClientConfigMap +# from hummingbot.client.config.config_helpers import ClientConfigAdapter +# from hummingbot.connector.connector_base import ConnectorBase +# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder + +# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot.dexalot_constants import HB_TO_DEXALOT_STATUS_MAP +# from hummingbot.connector.gateway.common_types import PlaceOrderResult +# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder +from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests +from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant + +# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker +from hummingbot.connector.utils import combine_to_hb_trading_pair + +# from hummingbot.connector.utils import split_hb_trading_pair +from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.network_iterator import NetworkStatus + +# from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate +# from hummingbot.core.data_type.order_book_message import OrderBookMessage +# from hummingbot.core.data_type.trade_fee import TradeFeeBase +# from hummingbot.core.event.event_logger import EventLogger + + + +# from hummingbot.core.data_type.common import OrderType, TradeType +# +# +# class MockConnector(ConnectorBase): +# pass +# +# +# class KujiraAPIDataSourceTest(unittest.TestCase): +# chain: str +# network: str +# trading_pair: str +# base: str +# quote: str +# trading_pair: str +# owner_address: str +# +# @classmethod +# def setUpClass(cls) -> None: +# super().setUpClass() +# cls.chain = "kujira" # noqa: mock +# cls.network = "mainnet" +# cls.base = "KUJI" # noqa: mock +# cls.quote = "USK" +# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) +# cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock +# +# async def setUp(self) -> None: +# super().setUp() +# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) +# self.initial_timestamp = time.time() +# +# self.connector = MockConnector(client_config_map=ClientConfigAdapter(ClientConfigMap())) +# self.tracker = GatewayOrderTracker(connector=self.connector) +# connector_spec = { +# "chain": self.chain, +# "network": self.network, +# "wallet_address": self.owner_address +# } +# +# self.data_source = KujiraAPIDataSource( +# trading_pairs=[self.trading_pair], +# connector_spec=connector_spec, +# client_config_map=client_config_map, +# ) +# +# self.data_source.gateway_order_tracker = self.tracker +# +# await self.data_source.start() +# +# async def test_place_order(self): +# expected_exchange_order_id = "1365802" +# expected_transaction_hash = "9981D7CB9F0542F9B6778149E6501EF9625C848A165D42CA94A4CC8788379562" # noqa: mock +# +# order = GatewayInFlightOrder( +# client_order_id="ClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# price=Decimal(0.64), +# amount=Decimal(1.0), +# exchange_order_id=expected_exchange_order_id, +# creation_transaction_hash=expected_transaction_hash, +# ) +# +# self.data_source.place_order = syncMock(return_value=order) +# +# request = GatewayInFlightOrder( +# client_order_id="ClientOrderID", +# trading_pair=self.trading_pair, +# order_type=OrderType.LIMIT, +# trade_type=TradeType.BUY, +# creation_timestamp=self.initial_timestamp, +# price=Decimal(0.6115), +# amount=Decimal(1), +# ) +# +# # result = await self.data_source.place_order(request) +# +# exchange_order_id, misc_updates = await self.data_source.place_order(order=request) +# +# self.assertEqual(expected_exchange_order_id, exchange_order_id) +# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) + +class KujiraAPIDataSourceTest(AbstractGatewayCLOBAPIDataSourceTests.GatewayCLOBAPIDataSourceTests): + + @classmethod + def setUpClass(cls) -> None: + super().setUpClass() + cls.chain = "kujira" # noqa: mock + cls.network = "mainnet" + cls.base = "KUJI" # noqa: mock + cls.quote = "USK" + cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) + cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock + + # If removed, an error occurs + password = "asdf" + secrets_manager = ETHKeyFileSecretManger(password) + store_password_verification(secrets_manager) + + Security.login(secrets_manager) + + def setUp(self) -> None: + self.mock_api = aioresponses() + self.mock_api.start() + # self.mocking_assistant = NetworkMockingAssistant() + # self.ws_connect_patch = patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) + # self.ws_connect_mock = self.ws_connect_patch.start() + super().setUp() + + def tearDown(self) -> None: + self.mock_api.stop() + # self.ws_connect_patch.stop() + super().tearDown() + + def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSource: + connector_spec = { + "chain": self.chain, + "network": self.network, + "wallet_address": self.owner_address, + } + data_source = KujiraAPIDataSource( + trading_pairs=[self.trading_pair], + connector_spec=connector_spec, + client_config_map=self.client_config_map, + ) + # self.async_run_with_timeout(coro=data_source.start()) + return data_source + + def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + exchange_trading_pair = f"{base_token}/{quote_token}" + return exchange_trading_pair + + def configure_place_order_response( + self, + timestamp: float, + transaction_hash: str, + exchange_order_id: str, + trade_type: TradeType, + price: Decimal, + size: Decimal, + ): + super().configure_batch_order_create_response( + timestamp=timestamp, + transaction_hash=transaction_hash, + created_orders=[ + GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=trade_type, + creation_timestamp=timestamp, + price=price, + amount=size, + exchange_order_id=exchange_order_id, + creation_transaction_hash=transaction_hash, + ) + ] + ) + + def configure_update_markets(self): + response = { + "teste": "teste", + } + self.gateway_instance_mock.get_clob_markets.return_value = response + + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") + def test_check_network_status(self, *args): + self.data_source._gateway.ping_gateway.return_value = "Aloha" + self.data_source._gateway.update_config.return_value = "Ihuu" + + output = self.async_run_with_timeout( + coro=self.data_source._gateway_ping_gateway() + ) + + self.assertEqual(output, "Aloha") + + @patch( + "hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base" + ".GatewayCLOBAPIDataSourceBase._sleep", + new_callable=AsyncMock, + ) + def test_place_order(self, sleep_mock: AsyncMock): + def sleep_mock_side_effect(delay): + raise Exception + + sleep_mock.side_effect = sleep_mock_side_effect + + self.configure_place_order_response( + timestamp=self.initial_timestamp, + transaction_hash=self.expected_transaction_hash, + exchange_order_id=self.expected_buy_exchange_order_id, + trade_type=TradeType.BUY, + price=self.expected_buy_order_price, + size=self.expected_buy_order_size, + ) + self.configure_update_markets() + order = GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.exchange_symbol_for_tokens(self.base, self.quote), + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=self.initial_timestamp, + price=self.expected_buy_order_price, + amount=self.expected_buy_order_size, + ) + exchange_order_id, misc_updates = self.async_run_with_timeout( + coro=self.data_source.place_order(order=order) + ) + + self.assertEqual({"creation_transaction_hash": self.expected_transaction_hash}, misc_updates) + + def test_get_last_traded_price(self): + pass + def configure_account_balances_response(self): + pass + + def configure_empty_order_fills_response(self): + pass + + def configure_trade_fill_response(self): + pass + + def exchange_base(self): + pass + + def exchange_quote(self): + pass + + def expected_buy_exchange_order_id(self): + pass + + def expected_sell_exchange_order_id(self): + pass + + def get_clob_ticker_response(self): + pass + + def get_order_status_response(self): + pass + + def get_trading_pairs_info_response(self): + pass diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 83f71d16b9..1a7c4ee7b2 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -1,166 +1,39 @@ -# import asyncio -from hummingbot.client.config.config_crypt import ETHKeyFileSecretManger, store_password_verification, validate_password -from hummingbot.client.config.security import Security +import asyncio +from typing import Any, Dict, List, Union +from unittest.mock import AsyncMock, patch -# import math -# import re -from decimal import Decimal +from _decimal import Decimal -# from typing import Any, Dict, List, Union -from unittest.mock import AsyncMock, MagicMock, patch - -# -# import pandas as pd -from aioresponses import aioresponses - -# -# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot import dexalot_constants as CONSTANTS from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource - -# import time -# import unittest -# from decimal import Decimal -# from unittest.mock import AsyncMock -# -# from hummingbot.client.config.client_config_map import ClientConfigMap -# from hummingbot.client.config.config_helpers import ClientConfigAdapter -# from hummingbot.connector.connector_base import ConnectorBase -# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder - -# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot.dexalot_constants import HB_TO_DEXALOT_STATUS_MAP -# from hummingbot.connector.gateway.common_types import PlaceOrderResult -# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests -from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant - -# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker from hummingbot.connector.utils import combine_to_hb_trading_pair +from hummingbot.core.data_type.common import TradeType +from hummingbot.core.data_type.in_flight_order import OrderState +from hummingbot.core.data_type.trade_fee import TradeFeeBase +from hummingbot.core.network_iterator import NetworkStatus -# from hummingbot.connector.utils import split_hb_trading_pair -from hummingbot.core.data_type.common import OrderType, TradeType - -# from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate -# from hummingbot.core.data_type.order_book_message import OrderBookMessage -# from hummingbot.core.data_type.trade_fee import TradeFeeBase -# from hummingbot.core.event.event_logger import EventLogger - - - -# from hummingbot.core.data_type.common import OrderType, TradeType -# -# -# class MockConnector(ConnectorBase): -# pass -# -# -# class KujiraAPIDataSourceTest(unittest.TestCase): -# chain: str -# network: str -# trading_pair: str -# base: str -# quote: str -# trading_pair: str -# owner_address: str -# -# @classmethod -# def setUpClass(cls) -> None: -# super().setUpClass() -# cls.chain = "kujira" # noqa: mock -# cls.network = "mainnet" -# cls.base = "KUJI" # noqa: mock -# cls.quote = "USK" -# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) -# cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock -# -# async def setUp(self) -> None: -# super().setUp() -# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) -# self.initial_timestamp = time.time() -# -# self.connector = MockConnector(client_config_map=ClientConfigAdapter(ClientConfigMap())) -# self.tracker = GatewayOrderTracker(connector=self.connector) -# connector_spec = { -# "chain": self.chain, -# "network": self.network, -# "wallet_address": self.owner_address -# } -# -# self.data_source = KujiraAPIDataSource( -# trading_pairs=[self.trading_pair], -# connector_spec=connector_spec, -# client_config_map=client_config_map, -# ) -# -# self.data_source.gateway_order_tracker = self.tracker -# -# await self.data_source.start() -# -# async def test_place_order(self): -# expected_exchange_order_id = "1365802" -# expected_transaction_hash = "9981D7CB9F0542F9B6778149E6501EF9625C848A165D42CA94A4CC8788379562" # noqa: mock -# -# order = GatewayInFlightOrder( -# client_order_id="ClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# price=Decimal(0.64), -# amount=Decimal(1.0), -# exchange_order_id=expected_exchange_order_id, -# creation_transaction_hash=expected_transaction_hash, -# ) -# -# self.data_source.place_order = syncMock(return_value=order) -# -# request = GatewayInFlightOrder( -# client_order_id="ClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# price=Decimal(0.6115), -# amount=Decimal(1), -# ) -# -# # result = await self.data_source.place_order(request) -# -# exchange_order_id, misc_updates = await self.data_source.place_order(order=request) -# -# self.assertEqual(expected_exchange_order_id, exchange_order_id) -# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) class KujiraAPIDataSourceTest(AbstractGatewayCLOBAPIDataSourceTests.GatewayCLOBAPIDataSourceTests): @classmethod def setUpClass(cls) -> None: super().setUpClass() - cls.chain = "kujira" # noqa: mock + + cls.chain = "kujira" # noqa: mock cls.network = "mainnet" - cls.base = "KUJI" # noqa: mock + cls.base = "KUJI" # noqa: mock cls.quote = "USK" cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) - cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock - - # If removed, an error occurs - password = "asdf" - secrets_manager = ETHKeyFileSecretManger(password) - store_password_verification(secrets_manager) - - Security.login(secrets_manager) + cls.owner_address = "kujira1yrensec9gzl7y3t3duz44efzgwj2qv6gwayrn7" # noqa: mock def setUp(self) -> None: - self.mock_api = aioresponses() - self.mock_api.start() - # self.mocking_assistant = NetworkMockingAssistant() - # self.ws_connect_patch = patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - # self.ws_connect_mock = self.ws_connect_patch.start() super().setUp() + self.data_source._gateway = self.gateway_instance_mock + self.configure_get_market() + # asyncio.sleep = AsyncMock() + def tearDown(self) -> None: - self.mock_api.stop() - # self.ws_connect_patch.stop() super().tearDown() def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSource: @@ -174,109 +47,180 @@ def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSourc connector_spec=connector_spec, client_config_map=self.client_config_map, ) - # self.async_run_with_timeout(coro=data_source.start()) + return data_source - def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: - exchange_trading_pair = f"{base_token}/{quote_token}" - return exchange_trading_pair + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") + def test_gateway_ping_gateway(self, *_args): + self.data_source._gateway.ping_gateway.return_value = True - def configure_place_order_response( - self, - timestamp: float, - transaction_hash: str, - exchange_order_id: str, - trade_type: TradeType, - price: Decimal, - size: Decimal, - ): - super().configure_batch_order_create_response( - timestamp=timestamp, - transaction_hash=transaction_hash, - created_orders=[ - GatewayInFlightOrder( - client_order_id=self.expected_buy_client_order_id, - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=trade_type, - creation_timestamp=timestamp, - price=price, - amount=size, - exchange_order_id=exchange_order_id, - creation_transaction_hash=transaction_hash, - ) - ] + result = self.async_run_with_timeout( + coro=self.data_source._gateway_ping_gateway() ) - def configure_update_markets(self): - response = { - "teste": "teste", - } - self.gateway_instance_mock.get_clob_markets.return_value = response - - @patch( - "hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base" - ".GatewayCLOBAPIDataSourceBase._sleep", - new_callable=AsyncMock, - ) - def test_place_order(self, sleep_mock: AsyncMock): - def sleep_mock_side_effect(delay): - raise Exception - - sleep_mock.side_effect = sleep_mock_side_effect - - self.configure_place_order_response( - timestamp=self.initial_timestamp, - transaction_hash=self.expected_transaction_hash, - exchange_order_id=self.expected_buy_exchange_order_id, - trade_type=TradeType.BUY, - price=self.expected_buy_order_price, - size=self.expected_buy_order_size, + expected = True + + self.assertEqual(expected, result) + + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") + def test_check_network_status_with_gateway_connected(self, *_args): + self.data_source._gateway.ping_gateway.return_value = True + + result = self.async_run_with_timeout( + coro=self.data_source.check_network_status() ) - self.configure_update_markets() - order = GatewayInFlightOrder( - client_order_id=self.expected_buy_client_order_id, - trading_pair=self.exchange_symbol_for_tokens(self.base, self.quote), - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - creation_timestamp=self.initial_timestamp, - price=self.expected_buy_order_price, - amount=self.expected_buy_order_size, + + expected = NetworkStatus.CONNECTED + + self.assertEqual(expected, result) + + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") + def test_check_network_status_with_gateway_not_connected(self, *_args): + self.data_source._gateway.ping_gateway.return_value = False + + result = self.async_run_with_timeout( + coro=self.data_source.check_network_status() ) - exchange_order_id, misc_updates = self.async_run_with_timeout( - coro=self.data_source.place_order(order=order) + + expected = NetworkStatus.NOT_CONNECTED + + self.assertEqual(expected, result) + + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") + def test_check_network_status_with_gateway_exception(self, *_args): + self.data_source._gateway.ping_gateway.side_effect = RuntimeError("Unknown error") + + result = self.async_run_with_timeout( + coro=self.data_source.check_network_status() ) - self.assertEqual({"creation_transaction_hash": self.expected_transaction_hash}, misc_updates) + expected = NetworkStatus.NOT_CONNECTED + + self.assertEqual(expected, result) + + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_markets") + def configure_get_market(self, *_args): + self.data_source._gateway.get_clob_markets.return_value = \ + { + "network": "mainnet", + "timestamp": 1694561843115, + "latency": 0.001, + "markets": { + "KUJI-USK": { + "id": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", + "name": "KUJI/USK", + "baseToken": { + "id": "ukuji", + "name": "KUJI", + "symbol": "KUJI", + "decimals": 6 + }, + "quoteToken": { + "id": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + "name": "USK", + "symbol": "USK", + "decimals": 6 + }, + "precision": 3, + "minimumOrderSize": "0.001", + "minimumPriceIncrement": "0.001", + "minimumBaseAmountIncrement": "0.001", + "minimumQuoteAmountIncrement": "0.001", + "fees": { + "maker": "0.075", + "taker": "0.15", + "serviceProvider": "0" + }, + "deprecated": False, + "connectorMarket": { + "address": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", + "denoms": [ + { + "reference": "ukuji", + "decimals": 6, + "symbol": "KUJI" + }, + { + "reference": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + "decimals": 6, + "symbol": "USK" + } + ], + "precision": { + "decimal_places": 3 + }, + "decimalDelta": 0, + "multiswap": True, + "pool": "kujira1g9xcvvh48jlckgzw8ajl6dkvhsuqgsx2g8u3v0a6fx69h7f8hffqaqu36t", + "calc": "kujira1e6fjnq7q20sh9cca76wdkfg69esha5zn53jjewrtjgm4nktk824stzyysu" + } + } + } + } - def test_get_last_traded_price(self): - pass - def configure_account_balances_response(self): - pass + def configure_place_order_response( + self, + timestamp: float, + transaction_hash: str, + exchange_order_id: str, + trade_type: TradeType, + price: Decimal, + size: Decimal, + ): + super().configure_place_order_response( + timestamp, + transaction_hash, + exchange_order_id, + trade_type, + price, + size, + ) + self.gateway_instance_mock.clob_place_order.return_value["id"] = "1" - def configure_empty_order_fills_response(self): - pass + @property + def expected_buy_exchange_order_id(self) -> str: + return "1" - def configure_trade_fill_response(self): - pass + @property + def expected_sell_exchange_order_id(self) -> str: + return "2" - def exchange_base(self): - pass + @property + def exchange_base(self) -> str: + return self.base + + @property + def exchange_quote(self) -> str: + return self.quote + + @property + def expected_quote_decimals(self) -> int: + return 6 - def exchange_quote(self): + @property + def expected_base_decimals(self) -> int: + return 6 + + def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + return f"{base_token}/{quote_token}" + + def get_trading_pairs_info_response(self) -> List[Dict[str, Any]]: pass - def expected_buy_exchange_order_id(self): + def get_order_status_response(self, timestamp: float, trading_pair: str, exchange_order_id: str, + client_order_id: str, status: OrderState) -> List[Dict[str, Any]]: pass - def expected_sell_exchange_order_id(self): + def get_clob_ticker_response(self, trading_pair: str, last_traded_price: Decimal) -> List[Dict[str, Any]]: pass - def get_clob_ticker_response(self): + def configure_account_balances_response(self, base_total_balance: Decimal, base_available_balance: Decimal, + quote_total_balance: Decimal, quote_available_balance: Decimal): pass - def get_order_status_response(self): + def configure_empty_order_fills_response(self): pass - def get_trading_pairs_info_response(self): + def configure_trade_fill_response(self, timestamp: float, exchange_order_id: str, price: Decimal, size: Decimal, + fee: TradeFeeBase, trade_id: Union[str, int], is_taker: bool): pass From fb25e221213c4430becefebca1d59b351fb04f96 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 17:56:32 +0200 Subject: [PATCH 334/359] Updating decorator. --- .../clob_spot/data_sources/kujira/kujira_helpers.py | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 21942f4d4f..6bc7ecbf2d 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -35,19 +35,25 @@ def convert_market_name_to_hb_trading_pair(market_name: str) -> str: return market_name.replace("/", "-") -def automatic_retry_with_timeout(retries=1, delay=0, timeout=None): +def automatic_retry_with_timeout(retries=0, delay=0, timeout=None): def decorator(func): async def wrapper(*args, **kwargs): errors = [] + for i in range(retries): try: result = await asyncio.wait_for(func(*args, **kwargs), timeout=timeout) + return result except Exception as e: tb_str = traceback.format_exception(type(e), value=e, tb=e.__traceback__) errors.append(''.join(tb_str)) - await asyncio.sleep(delay) + + if i < retries: + await asyncio.sleep(delay) + error_message = f"Function failed after {retries} attempts. Here are the errors:\n" + "\n".join(errors) + raise Exception(error_message) return wrapper return decorator From 7e660252f5ae04f93b119b482221570c098bfdeb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 17:57:31 +0200 Subject: [PATCH 335/359] Adding patch for asyncio.sleep --- .../kujira/test_kujira_api_data_source.py | 13 ++++++++++--- 1 file changed, 10 insertions(+), 3 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 1a7c4ee7b2..d9eadd2179 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -1,6 +1,6 @@ import asyncio from typing import Any, Dict, List, Union -from unittest.mock import AsyncMock, patch +from unittest.mock import patch from _decimal import Decimal @@ -29,19 +29,20 @@ def setUpClass(cls) -> None: def setUp(self) -> None: super().setUp() + self.configure_asyncio_sleep() self.data_source._gateway = self.gateway_instance_mock self.configure_get_market() - # asyncio.sleep = AsyncMock() def tearDown(self) -> None: super().tearDown() - def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSource: + def build_api_data_source(self, with_api_key: bool = True) -> Any: connector_spec = { "chain": self.chain, "network": self.network, "wallet_address": self.owner_address, } + data_source = KujiraAPIDataSource( trading_pairs=[self.trading_pair], connector_spec=connector_spec, @@ -158,6 +159,12 @@ def configure_get_market(self, *_args): } } + @staticmethod + def configure_asyncio_sleep(): + async def sleep(*_args, **_kwargs): + pass + patch.object(asyncio, "sleep", new_callable=sleep) + def configure_place_order_response( self, timestamp: float, From a3450de65b83ec6be1c2087c0fb63fef936b3d11 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 18:05:25 +0200 Subject: [PATCH 336/359] Adding patch for asyncio.sleep --- .../backup_test_kujira_api_data_source.py | 295 ------------------ 1 file changed, 295 deletions(-) delete mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py deleted file mode 100644 index 49504bf630..0000000000 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/backup_test_kujira_api_data_source.py +++ /dev/null @@ -1,295 +0,0 @@ -# import asyncio -# import math -# import re -from decimal import Decimal -from typing import Any, Dict - -# from typing import Any, Dict, List, Union -from unittest.mock import AsyncMock, MagicMock, Mock, patch - -# -# import pandas as pd -from aioresponses import aioresponses - -from hummingbot.client.config.config_crypt import ETHKeyFileSecretManger, store_password_verification, validate_password -from hummingbot.client.config.security import Security - -# -# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot import dexalot_constants as CONSTANTS -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource - -# import time -# import unittest -# from decimal import Decimal -# from unittest.mock import AsyncMock -# -# from hummingbot.client.config.client_config_map import ClientConfigMap -# from hummingbot.client.config.config_helpers import ClientConfigAdapter -# from hummingbot.connector.connector_base import ConnectorBase -# from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource -from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder - -# from hummingbot.connector.gateway.clob_spot.data_sources.dexalot.dexalot_constants import HB_TO_DEXALOT_STATUS_MAP -# from hummingbot.connector.gateway.common_types import PlaceOrderResult -# from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder -from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests -from hummingbot.connector.test_support.network_mocking_assistant import NetworkMockingAssistant - -# from hummingbot.connector.gateway.gateway_order_tracker import GatewayOrderTracker -from hummingbot.connector.utils import combine_to_hb_trading_pair - -# from hummingbot.connector.utils import split_hb_trading_pair -from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.network_iterator import NetworkStatus - -# from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate -# from hummingbot.core.data_type.order_book_message import OrderBookMessage -# from hummingbot.core.data_type.trade_fee import TradeFeeBase -# from hummingbot.core.event.event_logger import EventLogger - - - -# from hummingbot.core.data_type.common import OrderType, TradeType -# -# -# class MockConnector(ConnectorBase): -# pass -# -# -# class KujiraAPIDataSourceTest(unittest.TestCase): -# chain: str -# network: str -# trading_pair: str -# base: str -# quote: str -# trading_pair: str -# owner_address: str -# -# @classmethod -# def setUpClass(cls) -> None: -# super().setUpClass() -# cls.chain = "kujira" # noqa: mock -# cls.network = "mainnet" -# cls.base = "KUJI" # noqa: mock -# cls.quote = "USK" -# cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) -# cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock -# -# async def setUp(self) -> None: -# super().setUp() -# client_config_map = ClientConfigAdapter(hb_config=ClientConfigMap()) -# self.initial_timestamp = time.time() -# -# self.connector = MockConnector(client_config_map=ClientConfigAdapter(ClientConfigMap())) -# self.tracker = GatewayOrderTracker(connector=self.connector) -# connector_spec = { -# "chain": self.chain, -# "network": self.network, -# "wallet_address": self.owner_address -# } -# -# self.data_source = KujiraAPIDataSource( -# trading_pairs=[self.trading_pair], -# connector_spec=connector_spec, -# client_config_map=client_config_map, -# ) -# -# self.data_source.gateway_order_tracker = self.tracker -# -# await self.data_source.start() -# -# async def test_place_order(self): -# expected_exchange_order_id = "1365802" -# expected_transaction_hash = "9981D7CB9F0542F9B6778149E6501EF9625C848A165D42CA94A4CC8788379562" # noqa: mock -# -# order = GatewayInFlightOrder( -# client_order_id="ClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# price=Decimal(0.64), -# amount=Decimal(1.0), -# exchange_order_id=expected_exchange_order_id, -# creation_transaction_hash=expected_transaction_hash, -# ) -# -# self.data_source.place_order = syncMock(return_value=order) -# -# request = GatewayInFlightOrder( -# client_order_id="ClientOrderID", -# trading_pair=self.trading_pair, -# order_type=OrderType.LIMIT, -# trade_type=TradeType.BUY, -# creation_timestamp=self.initial_timestamp, -# price=Decimal(0.6115), -# amount=Decimal(1), -# ) -# -# # result = await self.data_source.place_order(request) -# -# exchange_order_id, misc_updates = await self.data_source.place_order(order=request) -# -# self.assertEqual(expected_exchange_order_id, exchange_order_id) -# self.assertEqual({"creation_transaction_hash": expected_transaction_hash}, misc_updates) - -class KujiraAPIDataSourceTest(AbstractGatewayCLOBAPIDataSourceTests.GatewayCLOBAPIDataSourceTests): - - @classmethod - def setUpClass(cls) -> None: - super().setUpClass() - cls.chain = "kujira" # noqa: mock - cls.network = "mainnet" - cls.base = "KUJI" # noqa: mock - cls.quote = "USK" - cls.trading_pair = combine_to_hb_trading_pair(base=cls.base, quote=cls.quote) - cls.owner_address = "kujira1ga9qk68ne00wfflv7y2v92epaajt59e554uulc" # noqa: mock - - # If removed, an error occurs - password = "asdf" - secrets_manager = ETHKeyFileSecretManger(password) - store_password_verification(secrets_manager) - - Security.login(secrets_manager) - - def setUp(self) -> None: - self.mock_api = aioresponses() - self.mock_api.start() - # self.mocking_assistant = NetworkMockingAssistant() - # self.ws_connect_patch = patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock) - # self.ws_connect_mock = self.ws_connect_patch.start() - super().setUp() - - def tearDown(self) -> None: - self.mock_api.stop() - # self.ws_connect_patch.stop() - super().tearDown() - - def build_api_data_source(self, with_api_key: bool = True) -> KujiraAPIDataSource: - connector_spec = { - "chain": self.chain, - "network": self.network, - "wallet_address": self.owner_address, - } - data_source = KujiraAPIDataSource( - trading_pairs=[self.trading_pair], - connector_spec=connector_spec, - client_config_map=self.client_config_map, - ) - # self.async_run_with_timeout(coro=data_source.start()) - return data_source - - def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: - exchange_trading_pair = f"{base_token}/{quote_token}" - return exchange_trading_pair - - def configure_place_order_response( - self, - timestamp: float, - transaction_hash: str, - exchange_order_id: str, - trade_type: TradeType, - price: Decimal, - size: Decimal, - ): - super().configure_batch_order_create_response( - timestamp=timestamp, - transaction_hash=transaction_hash, - created_orders=[ - GatewayInFlightOrder( - client_order_id=self.expected_buy_client_order_id, - trading_pair=self.trading_pair, - order_type=OrderType.LIMIT, - trade_type=trade_type, - creation_timestamp=timestamp, - price=price, - amount=size, - exchange_order_id=exchange_order_id, - creation_transaction_hash=transaction_hash, - ) - ] - ) - - def configure_update_markets(self): - response = { - "teste": "teste", - } - self.gateway_instance_mock.get_clob_markets.return_value = response - - @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") - def test_check_network_status(self, *args): - self.data_source._gateway.ping_gateway.return_value = "Aloha" - self.data_source._gateway.update_config.return_value = "Ihuu" - - output = self.async_run_with_timeout( - coro=self.data_source._gateway_ping_gateway() - ) - - self.assertEqual(output, "Aloha") - - @patch( - "hummingbot.connector.gateway.clob_spot.data_sources.gateway_clob_api_data_source_base" - ".GatewayCLOBAPIDataSourceBase._sleep", - new_callable=AsyncMock, - ) - def test_place_order(self, sleep_mock: AsyncMock): - def sleep_mock_side_effect(delay): - raise Exception - - sleep_mock.side_effect = sleep_mock_side_effect - - self.configure_place_order_response( - timestamp=self.initial_timestamp, - transaction_hash=self.expected_transaction_hash, - exchange_order_id=self.expected_buy_exchange_order_id, - trade_type=TradeType.BUY, - price=self.expected_buy_order_price, - size=self.expected_buy_order_size, - ) - self.configure_update_markets() - order = GatewayInFlightOrder( - client_order_id=self.expected_buy_client_order_id, - trading_pair=self.exchange_symbol_for_tokens(self.base, self.quote), - order_type=OrderType.LIMIT, - trade_type=TradeType.BUY, - creation_timestamp=self.initial_timestamp, - price=self.expected_buy_order_price, - amount=self.expected_buy_order_size, - ) - exchange_order_id, misc_updates = self.async_run_with_timeout( - coro=self.data_source.place_order(order=order) - ) - - self.assertEqual({"creation_transaction_hash": self.expected_transaction_hash}, misc_updates) - - def test_get_last_traded_price(self): - pass - def configure_account_balances_response(self): - pass - - def configure_empty_order_fills_response(self): - pass - - def configure_trade_fill_response(self): - pass - - def exchange_base(self): - pass - - def exchange_quote(self): - pass - - def expected_buy_exchange_order_id(self): - pass - - def expected_sell_exchange_order_id(self): - pass - - def get_clob_ticker_response(self): - pass - - def get_order_status_response(self): - pass - - def get_trading_pairs_info_response(self): - pass From 186297511f74753e0aeebcacdd8f5e07fb23b702 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 13 Sep 2023 13:12:21 -0300 Subject: [PATCH 337/359] Adding tests for 'get_trading_pairs_info_response' and 'get_order_status_response'. --- .../kujira/test_kujira_api_data_source.py | 56 +++++++++++++++++-- 1 file changed, 50 insertions(+), 6 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index d9eadd2179..b0464479e8 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -5,6 +5,9 @@ from _decimal import Decimal from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( + convert_market_name_to_hb_trading_pair, +) from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.data_type.common import TradeType @@ -184,6 +187,33 @@ def configure_place_order_response( ) self.gateway_instance_mock.clob_place_order.return_value["id"] = "1" + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_order_status_updates") + def configure_get_order_response(self, *_args): + self.data_source._gateway.get_clob_order_status_updates.return_value = { + "network": "mainnet", + "timestamp": 1694619386793, + "latency": 7.778, + "orders": [ + { + "id": "1370335", + "orderHash": "", + "marketId": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock + "active": "", + "subaccountId": "", # noqa: mock + "executionType": "", + "orderType": "LIMIT", + "price": "0.616", + "triggerPrice": "", + "quantity": "0.24777", + "filledQuantity": "", + "state": "FILLED", + "createdAt": "1694553828194861000", + "updatedAt": "", + "direction": "BUY" + } + ] + } + @property def expected_buy_exchange_order_id(self) -> str: return "1" @@ -208,15 +238,29 @@ def expected_quote_decimals(self) -> int: def expected_base_decimals(self) -> int: return 6 - def exchange_symbol_for_tokens(self, base_token: str, quote_token: str) -> str: + def exchange_symbol_for_tokens( + self, + base_token: str, + quote_token: str + ) -> str: return f"{base_token}/{quote_token}" def get_trading_pairs_info_response(self) -> List[Dict[str, Any]]: - pass - - def get_order_status_response(self, timestamp: float, trading_pair: str, exchange_order_id: str, - client_order_id: str, status: OrderState) -> List[Dict[str, Any]]: - pass + market = self.data_source._gateway.get_clob_markets.return_value + market_name = convert_market_name_to_hb_trading_pair(market.markets[0].name) + + return [{"market_name": market_name, "market": market}] + + def get_order_status_response( + self, + timestamp: float, + trading_pair: str, + exchange_order_id: str, + client_order_id: str, + status: OrderState + ) -> List[Dict[str, Any]]: + orders = self.data_source._gateway.get_clob_order_status_updates.return_value + return [{"exchange_order_id": orders.orders[0].id, "order": orders[0]}] def get_clob_ticker_response(self, trading_pair: str, last_traded_price: Decimal) -> List[Dict[str, Any]]: pass From a8e7bda8fe5cd75af3c7691d99038f5d3901bd38 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 18:43:55 +0200 Subject: [PATCH 338/359] Fixing references to the market. --- .../kujira/test_kujira_api_data_source.py | 147 ++++++++++-------- 1 file changed, 85 insertions(+), 62 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index b0464479e8..9305975b70 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -3,11 +3,13 @@ from unittest.mock import patch from _decimal import Decimal +from dotmap import DotMap from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( convert_market_name_to_hb_trading_pair, ) +from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.data_type.common import TradeType @@ -54,6 +56,9 @@ def build_api_data_source(self, with_api_key: bool = True) -> Any: return data_source + def test_batch_order_create(self): + super().test_batch_order_create() + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") def test_gateway_ping_gateway(self, *_args): self.data_source._gateway.ping_gateway.return_value = True @@ -102,72 +107,16 @@ def test_check_network_status_with_gateway_exception(self, *_args): self.assertEqual(expected, result) - @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_markets") - def configure_get_market(self, *_args): - self.data_source._gateway.get_clob_markets.return_value = \ - { - "network": "mainnet", - "timestamp": 1694561843115, - "latency": 0.001, - "markets": { - "KUJI-USK": { - "id": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", - "name": "KUJI/USK", - "baseToken": { - "id": "ukuji", - "name": "KUJI", - "symbol": "KUJI", - "decimals": 6 - }, - "quoteToken": { - "id": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", - "name": "USK", - "symbol": "USK", - "decimals": 6 - }, - "precision": 3, - "minimumOrderSize": "0.001", - "minimumPriceIncrement": "0.001", - "minimumBaseAmountIncrement": "0.001", - "minimumQuoteAmountIncrement": "0.001", - "fees": { - "maker": "0.075", - "taker": "0.15", - "serviceProvider": "0" - }, - "deprecated": False, - "connectorMarket": { - "address": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", - "denoms": [ - { - "reference": "ukuji", - "decimals": 6, - "symbol": "KUJI" - }, - { - "reference": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", - "decimals": 6, - "symbol": "USK" - } - ], - "precision": { - "decimal_places": 3 - }, - "decimalDelta": 0, - "multiswap": True, - "pool": "kujira1g9xcvvh48jlckgzw8ajl6dkvhsuqgsx2g8u3v0a6fx69h7f8hffqaqu36t", - "calc": "kujira1e6fjnq7q20sh9cca76wdkfg69esha5zn53jjewrtjgm4nktk824stzyysu" - } - } - } - } - @staticmethod def configure_asyncio_sleep(): async def sleep(*_args, **_kwargs): pass patch.object(asyncio, "sleep", new_callable=sleep) + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_markets") + def configure_get_market(self, *_args): + self.data_source._gateway.get_clob_markets.return_value = self.configure_get_market_response() + def configure_place_order_response( self, timestamp: float, @@ -187,6 +136,19 @@ def configure_place_order_response( ) self.gateway_instance_mock.clob_place_order.return_value["id"] = "1" + def configure_batch_order_create_response( + self, + timestamp: float, + transaction_hash: str, + created_orders: List[GatewayInFlightOrder], + ): + super().configure_batch_order_create_response( + timestamp=self.initial_timestamp, + transaction_hash=self.expected_transaction_hash, + created_orders=created_orders, + ) + self.gateway_instance_mock.clob_batch_order_modify.return_value["ids"] = ["1", "2"] + @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_order_status_updates") def configure_get_order_response(self, *_args): self.data_source._gateway.get_clob_order_status_updates.return_value = { @@ -246,8 +208,11 @@ def exchange_symbol_for_tokens( return f"{base_token}/{quote_token}" def get_trading_pairs_info_response(self) -> List[Dict[str, Any]]: - market = self.data_source._gateway.get_clob_markets.return_value - market_name = convert_market_name_to_hb_trading_pair(market.markets[0].name) + response = self.configure_get_market_response() + + market = response.markets[list(response.markets.keys())[0]] + + market_name = convert_market_name_to_hb_trading_pair(market.name) return [{"market_name": market_name, "market": market}] @@ -275,3 +240,61 @@ def configure_empty_order_fills_response(self): def configure_trade_fill_response(self, timestamp: float, exchange_order_id: str, price: Decimal, size: Decimal, fee: TradeFeeBase, trade_id: Union[str, int], is_taker: bool): pass + + def configure_get_market_response(self): + return DotMap({ + "network": "mainnet", + "timestamp": 1694561843115, + "latency": 0.001, + "markets": { + "KUJI-USK": { + "id": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", + "name": "KUJI/USK", + "baseToken": { + "id": "ukuji", + "name": "KUJI", + "symbol": "KUJI", + "decimals": 6 + }, + "quoteToken": { + "id": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + "name": "USK", + "symbol": "USK", + "decimals": 6 + }, + "precision": 3, + "minimumOrderSize": "0.001", + "minimumPriceIncrement": "0.001", + "minimumBaseAmountIncrement": "0.001", + "minimumQuoteAmountIncrement": "0.001", + "fees": { + "maker": "0.075", + "taker": "0.15", + "serviceProvider": "0" + }, + "deprecated": False, + "connectorMarket": { + "address": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", + "denoms": [ + { + "reference": "ukuji", + "decimals": 6, + "symbol": "KUJI" + }, + { + "reference": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + "decimals": 6, + "symbol": "USK" + } + ], + "precision": { + "decimal_places": 3 + }, + "decimalDelta": 0, + "multiswap": True, + "pool": "kujira1g9xcvvh48jlckgzw8ajl6dkvhsuqgsx2g8u3v0a6fx69h7f8hffqaqu36t", + "calc": "kujira1e6fjnq7q20sh9cca76wdkfg69esha5zn53jjewrtjgm4nktk824stzyysu" + } + } + } + }, _dynamic=False) From 83705d901d6776c6980b6d007a5d96039b5a1f03 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 18:57:00 +0200 Subject: [PATCH 339/359] Changing code to add a client_id only when the client id wasn't defined. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index f4f92a39b6..21cdbf2b13 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -212,7 +212,8 @@ async def batch_order_create(self, orders_to_create: List[GatewayInFlightOrder]) candidate_orders = [in_flight_order] client_ids = [] for order_to_create in orders_to_create: - order_to_create.client_order_id = generate_hash(order_to_create) + if not order_to_create.client_order_id: + order_to_create.client_order_id = generate_hash(order_to_create) client_ids.append(order_to_create.client_order_id) candidate_order = in_flight_order.InFlightOrder( From f248cb437cce37628104e76c9df001ecdd3b68e5 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 18:58:12 +0200 Subject: [PATCH 340/359] Fixing test_batch_order_create test. --- .../kujira/test_kujira_api_data_source.py | 11 ++++++++--- 1 file changed, 8 insertions(+), 3 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 9305975b70..bd485b1250 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -56,9 +56,6 @@ def build_api_data_source(self, with_api_key: bool = True) -> Any: return data_source - def test_batch_order_create(self): - super().test_batch_order_create() - @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") def test_gateway_ping_gateway(self, *_args): self.data_source._gateway.ping_gateway.return_value = True @@ -176,6 +173,14 @@ def configure_get_order_response(self, *_args): ] } + @property + def expected_buy_client_order_id(self) -> str: + return "03719e91d18db65ec3bf5554d678e5b4" + + @property + def expected_sell_client_order_id(self) -> str: + return "02719e91d18db65ec3bf5554d678e5b2" + @property def expected_buy_exchange_order_id(self) -> str: return "1" From db63da46c703475d42e326388a5699f0e075b61c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 19:28:45 +0200 Subject: [PATCH 341/359] Adding super tests. --- .../kujira/test_kujira_api_data_source.py | 60 +++++++++++++++++++ 1 file changed, 60 insertions(+) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index bd485b1250..47bdf3f732 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -303,3 +303,63 @@ def configure_get_market_response(self): } } }, _dynamic=False) + + def test_batch_order_cancel(self): + super().test_batch_order_cancel() + + def test_batch_order_create(self): + super().test_batch_order_create() + + def test_cancel_order(self): + super().test_cancel_order() + + def test_cancel_order_transaction_fails(self): + super().test_cancel_order_transaction_fails() + + def test_check_network_status(self): + super().test_check_network_status() + + def test_delivers_balance_events(self): + super().test_delivers_balance_events() + + def test_delivers_order_book_snapshot_events(self): + super().test_delivers_order_book_snapshot_events() + + def test_get_account_balances(self): + super().test_get_account_balances() + + def test_get_all_order_fills(self): + super().test_get_all_order_fills() + + def test_get_all_order_fills_no_fills(self): + super().test_get_all_order_fills_no_fills() + + def test_get_last_traded_price(self): + super().test_get_last_traded_price() + + def test_get_order_book_snapshot(self): + super().test_get_order_book_snapshot() + + def test_get_order_status_update(self): + super().test_get_order_status_update() + + def test_get_symbol_map(self): + super().test_get_symbol_map() + + def test_get_trading_fees(self): + super().test_get_trading_fees() + + def test_get_trading_rules(self): + super().test_get_trading_rules() + + def test_maximum_delay_between_requests_for_snapshot_events(self): + super().test_maximum_delay_between_requests_for_snapshot_events() + + def test_minimum_delay_between_requests_for_snapshot_events(self): + super().test_minimum_delay_between_requests_for_snapshot_events() + + def test_place_order(self): + super().test_place_order() + + def test_place_order_transaction_fails(self): + super().test_place_order_transaction_fails() From 3dbf294e7db3902467cc1c7e21b338afbdc5c1ea Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 13 Sep 2023 14:55:06 -0300 Subject: [PATCH 342/359] Fixing test of the 'get_order_status_update'. --- .../kujira/test_kujira_api_data_source.py | 89 +++++++++++-------- 1 file changed, 54 insertions(+), 35 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 47bdf3f732..c097e98f84 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -12,8 +12,8 @@ from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests from hummingbot.connector.utils import combine_to_hb_trading_pair -from hummingbot.core.data_type.common import TradeType -from hummingbot.core.data_type.in_flight_order import OrderState +from hummingbot.core.data_type.common import OrderType, TradeType +from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate from hummingbot.core.data_type.trade_fee import TradeFeeBase from hummingbot.core.network_iterator import NetworkStatus @@ -112,7 +112,7 @@ async def sleep(*_args, **_kwargs): @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_markets") def configure_get_market(self, *_args): - self.data_source._gateway.get_clob_markets.return_value = self.configure_get_market_response() + self.data_source._gateway.get_clob_markets.return_value = self.configure_gateway_get_clob_markets_response() def configure_place_order_response( self, @@ -146,33 +146,6 @@ def configure_batch_order_create_response( ) self.gateway_instance_mock.clob_batch_order_modify.return_value["ids"] = ["1", "2"] - @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_order_status_updates") - def configure_get_order_response(self, *_args): - self.data_source._gateway.get_clob_order_status_updates.return_value = { - "network": "mainnet", - "timestamp": 1694619386793, - "latency": 7.778, - "orders": [ - { - "id": "1370335", - "orderHash": "", - "marketId": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock - "active": "", - "subaccountId": "", # noqa: mock - "executionType": "", - "orderType": "LIMIT", - "price": "0.616", - "triggerPrice": "", - "quantity": "0.24777", - "filledQuantity": "", - "state": "FILLED", - "createdAt": "1694553828194861000", - "updatedAt": "", - "direction": "BUY" - } - ] - } - @property def expected_buy_client_order_id(self) -> str: return "03719e91d18db65ec3bf5554d678e5b4" @@ -213,7 +186,7 @@ def exchange_symbol_for_tokens( return f"{base_token}/{quote_token}" def get_trading_pairs_info_response(self) -> List[Dict[str, Any]]: - response = self.configure_get_market_response() + response = self.configure_gateway_get_clob_markets_response() market = response.markets[list(response.markets.keys())[0]] @@ -229,8 +202,26 @@ def get_order_status_response( client_order_id: str, status: OrderState ) -> List[Dict[str, Any]]: - orders = self.data_source._gateway.get_clob_order_status_updates.return_value - return [{"exchange_order_id": orders.orders[0].id, "order": orders[0]}] + return [DotMap({ + "id": exchange_order_id, + "orderHash": "", + "marketId": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock + "active": "", + "subaccountId": "", # noqa: mock + "executionType": "", + "orderType": "LIMIT", + "price": "0.616", + "triggerPrice": "", + "quantity": "0.24777", + "filledQuantity": "", + "state": status, + "createdAt": timestamp, + "updatedAt": "", + "direction": "BUY" + })] + + def test_get_order_status_response(self): + super().test_get_order_status_update() def get_clob_ticker_response(self, trading_pair: str, last_traded_price: Decimal) -> List[Dict[str, Any]]: pass @@ -246,7 +237,7 @@ def configure_trade_fill_response(self, timestamp: float, exchange_order_id: str fee: TradeFeeBase, trade_id: Union[str, int], is_taker: bool): pass - def configure_get_market_response(self): + def configure_gateway_get_clob_markets_response(self): return DotMap({ "network": "mainnet", "timestamp": 1694561843115, @@ -341,7 +332,35 @@ def test_get_order_book_snapshot(self): super().test_get_order_book_snapshot() def test_get_order_status_update(self): - super().test_get_order_status_update() + creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock + in_flight_order = GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=self.initial_timestamp, + price=self.expected_buy_order_price, + amount=self.expected_buy_order_size, + creation_transaction_hash=creation_transaction_hash, + exchange_order_id=self.expected_buy_exchange_order_id, + ) + self.enqueue_order_status_response( + timestamp=self.initial_timestamp + 1, + trading_pair=in_flight_order.trading_pair, + exchange_order_id=self.expected_buy_exchange_order_id, + client_order_id=in_flight_order.client_order_id, + status=OrderState.PENDING_CREATE, + ) + + status_update: OrderUpdate = self.async_run_with_timeout( + coro=self.data_source.get_order_status_update(in_flight_order=in_flight_order) + ) + + self.assertEqual(self.trading_pair, status_update.trading_pair) + self.assertLess(self.initial_timestamp, status_update.update_timestamp) + self.assertEqual(OrderState.PENDING_CREATE, status_update.new_state) + self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) + self.assertEqual(self.expected_buy_exchange_order_id, status_update.exchange_order_id) def test_get_symbol_map(self): super().test_get_symbol_map() From ec48397ec0a570471cf1daa34dc44969d3604bb9 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 13 Sep 2023 15:49:01 -0300 Subject: [PATCH 343/359] Improving code indentations. --- .../kujira/test_kujira_api_data_source.py | 57 ++++++++++++------- 1 file changed, 36 insertions(+), 21 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index c097e98f84..c65a51858f 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -223,37 +223,52 @@ def get_order_status_response( def test_get_order_status_response(self): super().test_get_order_status_update() - def get_clob_ticker_response(self, trading_pair: str, last_traded_price: Decimal) -> List[Dict[str, Any]]: + def get_clob_ticker_response( + self, + trading_pair: str, + last_traded_price: Decimal + ) -> List[Dict[str, Any]]: pass - def configure_account_balances_response(self, base_total_balance: Decimal, base_available_balance: Decimal, - quote_total_balance: Decimal, quote_available_balance: Decimal): + def configure_account_balances_response( + self, + base_total_balance: Decimal, + base_available_balance: Decimal, + quote_total_balance: Decimal, + quote_available_balance: Decimal + ): pass def configure_empty_order_fills_response(self): pass - def configure_trade_fill_response(self, timestamp: float, exchange_order_id: str, price: Decimal, size: Decimal, - fee: TradeFeeBase, trade_id: Union[str, int], is_taker: bool): + def configure_trade_fill_response( + self, + timestamp: float, + exchange_order_id: str, + price: Decimal, + size: Decimal, + fee: TradeFeeBase, trade_id: Union[str, int], is_taker: bool): pass - def configure_gateway_get_clob_markets_response(self): + @staticmethod + def configure_gateway_get_clob_markets_response(): return DotMap({ "network": "mainnet", "timestamp": 1694561843115, "latency": 0.001, "markets": { - "KUJI-USK": { - "id": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", - "name": "KUJI/USK", + "KUJI-USK": { # noqa: mock + "id": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock + "name": "KUJI/USK", # noqa: mock "baseToken": { - "id": "ukuji", - "name": "KUJI", - "symbol": "KUJI", + "id": "ukuji", # noqa: mock + "name": "KUJI", # noqa: mock + "symbol": "KUJI", # noqa: mock "decimals": 6 }, "quoteToken": { - "id": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + "id": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", # noqa: mock "name": "USK", "symbol": "USK", "decimals": 6 @@ -270,15 +285,15 @@ def configure_gateway_get_clob_markets_response(self): }, "deprecated": False, "connectorMarket": { - "address": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", - "denoms": [ + "address": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock + "denoms": [ # noqa: mock { - "reference": "ukuji", + "reference": "ukuji", # noqa: mock "decimals": 6, - "symbol": "KUJI" + "symbol": "KUJI" # noqa: mock }, { - "reference": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + "reference": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", # noqa: mock "decimals": 6, "symbol": "USK" } @@ -287,9 +302,9 @@ def configure_gateway_get_clob_markets_response(self): "decimal_places": 3 }, "decimalDelta": 0, - "multiswap": True, - "pool": "kujira1g9xcvvh48jlckgzw8ajl6dkvhsuqgsx2g8u3v0a6fx69h7f8hffqaqu36t", - "calc": "kujira1e6fjnq7q20sh9cca76wdkfg69esha5zn53jjewrtjgm4nktk824stzyysu" + "multiswap": True, # noqa: mock + "pool": "kujira1g9xcvvh48jlckgzw8ajl6dkvhsuqgsx2g8u3v0a6fx69h7f8hffqaqu36t", # noqa: mock + "calc": "kujira1e6fjnq7q20sh9cca76wdkfg69esha5zn53jjewrtjgm4nktk824stzyysu" # noqa: mock } } } From 07c2fa7cef399a5b150c1c72b41cccd29d075200 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 21:43:53 +0200 Subject: [PATCH 344/359] Improving decorator. --- .../gateway/clob_spot/data_sources/kujira/kujira_helpers.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py index 6bc7ecbf2d..7915af4607 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_helpers.py @@ -40,7 +40,7 @@ def decorator(func): async def wrapper(*args, **kwargs): errors = [] - for i in range(retries): + for i in range(retries + 1): try: result = await asyncio.wait_for(func(*args, **kwargs), timeout=timeout) From e3856e4095042727315a7cbef4463fa2c69f24c4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 21:44:26 +0200 Subject: [PATCH 345/359] Fixing some more tests. --- .../kujira/test_kujira_api_data_source.py | 37 +++++++++++++++++-- 1 file changed, 33 insertions(+), 4 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index c65a51858f..7c2503869b 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -3,6 +3,7 @@ from unittest.mock import patch from _decimal import Decimal +from bidict import bidict from dotmap import DotMap from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource @@ -14,7 +15,8 @@ from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate -from hummingbot.core.data_type.trade_fee import TradeFeeBase +from hummingbot.core.data_type.order_book_message import OrderBookMessage +from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TradeFeeBase from hummingbot.core.network_iterator import NetworkStatus @@ -94,6 +96,7 @@ def test_check_network_status_with_gateway_not_connected(self, *_args): @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.ping_gateway") def test_check_network_status_with_gateway_exception(self, *_args): + self.configure_asyncio_sleep() self.data_source._gateway.ping_gateway.side_effect = RuntimeError("Unknown error") result = self.async_run_with_timeout( @@ -183,7 +186,7 @@ def exchange_symbol_for_tokens( base_token: str, quote_token: str ) -> str: - return f"{base_token}/{quote_token}" + return f"{base_token}-{quote_token}" def get_trading_pairs_info_response(self) -> List[Dict[str, Any]]: response = self.configure_gateway_get_clob_markets_response() @@ -310,6 +313,15 @@ def configure_gateway_get_clob_markets_response(): } }, _dynamic=False) + @property + def expected_maker_taker_fee_rates(self) -> MakerTakerExchangeFeeRates: + return MakerTakerExchangeFeeRates( + maker=Decimal("0.075"), + taker=Decimal("0.15"), + maker_flat_fees=[], + taker_flat_fees=[], + ) + def test_batch_order_cancel(self): super().test_batch_order_cancel() @@ -344,7 +356,20 @@ def test_get_last_traded_price(self): super().test_get_last_traded_price() def test_get_order_book_snapshot(self): - super().test_get_order_book_snapshot() + self.configure_orderbook_snapshot( + timestamp=self.initial_timestamp, bids=[[9, 1], [8, 2]], asks=[[11, 3]] + ) + order_book_snapshot: OrderBookMessage = self.async_run_with_timeout( + coro=self.data_source.get_order_book_snapshot(trading_pair=self.trading_pair) + ) + + self.assertLess(float(0), order_book_snapshot.timestamp) + self.assertEqual(2, len(order_book_snapshot.bids)) + self.assertEqual(9, order_book_snapshot.bids[0].price) + self.assertEqual(1, order_book_snapshot.bids[0].amount) + self.assertEqual(1, len(order_book_snapshot.asks)) + self.assertEqual(11, order_book_snapshot.asks[0].price) + self.assertEqual(3, order_book_snapshot.asks[0].amount) def test_get_order_status_update(self): creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock @@ -378,7 +403,11 @@ def test_get_order_status_update(self): self.assertEqual(self.expected_buy_exchange_order_id, status_update.exchange_order_id) def test_get_symbol_map(self): - super().test_get_symbol_map() + symbol_map = self.async_run_with_timeout(coro=self.data_source.get_symbol_map()) + + self.assertIsInstance(symbol_map, bidict) + self.assertEqual(1, len(symbol_map)) + self.assertIn(self.exchange_trading_pair, symbol_map.inverse) def test_get_trading_fees(self): super().test_get_trading_fees() From 557f7f29611767a1eb00f5d3a36481a1318599e2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 21:48:15 +0200 Subject: [PATCH 346/359] Fixing test. --- .../kujira/test_kujira_api_data_source.py | 15 ++++++++++++++- 1 file changed, 14 insertions(+), 1 deletion(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 7c2503869b..9eea166082 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -12,6 +12,7 @@ ) from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests +from hummingbot.connector.trading_rule import TradingRule from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.data_type.common import OrderType, TradeType from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate @@ -322,6 +323,10 @@ def expected_maker_taker_fee_rates(self) -> MakerTakerExchangeFeeRates: taker_flat_fees=[], ) + @property + def expected_min_price_increment(self): + return Decimal("0.001") + def test_batch_order_cancel(self): super().test_batch_order_cancel() @@ -413,7 +418,15 @@ def test_get_trading_fees(self): super().test_get_trading_fees() def test_get_trading_rules(self): - super().test_get_trading_rules() + trading_rules = self.async_run_with_timeout(coro=self.data_source.get_trading_rules()) + + self.assertEqual(1, len(trading_rules)) + self.assertIn(self.trading_pair, trading_rules) + + trading_rule: TradingRule = trading_rules[self.trading_pair] + + self.assertEqual(self.trading_pair, trading_rule.trading_pair) + self.assertEqual(self.expected_min_price_increment, trading_rule.min_price_increment) def test_maximum_delay_between_requests_for_snapshot_events(self): super().test_maximum_delay_between_requests_for_snapshot_events() From bba5bfe4852a0166c90c49d3ca5c3624b33889cc Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 21:53:26 +0200 Subject: [PATCH 347/359] Fixing test. --- .../kujira/test_kujira_api_data_source.py | 21 ++++++++++++++++++- 1 file changed, 20 insertions(+), 1 deletion(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 9eea166082..cd26432dd1 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -137,6 +137,10 @@ def configure_place_order_response( ) self.gateway_instance_mock.clob_place_order.return_value["id"] = "1" + def configure_place_order_failure_response(self): + super().configure_place_order_failure_response() + self.gateway_instance_mock.clob_place_order.return_value["id"] = "1" + def configure_batch_order_create_response( self, timestamp: float, @@ -438,4 +442,19 @@ def test_place_order(self): super().test_place_order() def test_place_order_transaction_fails(self): - super().test_place_order_transaction_fails() + self.configure_place_order_failure_response() + + order = GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=self.initial_timestamp, + price=self.expected_buy_order_price, + amount=self.expected_buy_order_size, + ) + + with self.assertRaises(Exception): + self.async_run_with_timeout( + coro=self.data_source.place_order(order=order) + ) From 60f29afb4a7196e134fe69f02eda3a0e20d90795 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 21:55:51 +0200 Subject: [PATCH 348/359] Fixing test. --- .../data_sources/kujira/test_kujira_api_data_source.py | 3 --- 1 file changed, 3 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index cd26432dd1..2922fd66e4 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -228,9 +228,6 @@ def get_order_status_response( "direction": "BUY" })] - def test_get_order_status_response(self): - super().test_get_order_status_update() - def get_clob_ticker_response( self, trading_pair: str, From 17673f1f435170492257e78342148bd435da273c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 22:01:13 +0200 Subject: [PATCH 349/359] Fixing test. --- .../kujira/test_kujira_api_data_source.py | 19 ++++++++++++++++++- 1 file changed, 18 insertions(+), 1 deletion(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 2922fd66e4..25087f6f67 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -338,7 +338,24 @@ def test_cancel_order(self): super().test_cancel_order() def test_cancel_order_transaction_fails(self): - super().test_cancel_order_transaction_fails() + order = GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + price=self.expected_buy_order_price, + amount=self.expected_buy_order_size, + creation_timestamp=self.initial_timestamp, + exchange_order_id=self.expected_buy_exchange_order_id, + creation_transaction_hash="someCreationHash", + ) + self.data_source.gateway_order_tracker.start_tracking_order(order=order) + self.configure_cancel_order_failure_response() + + result = self.async_run_with_timeout(coro=self.data_source.cancel_order(order=order)) + + self.assertEqual(False, result[0]) + self.assertEqual(DotMap({}), result[1]) def test_check_network_status(self): super().test_check_network_status() From 317af4ff1349b32e1e683758b52bde0cdb6367fa Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 13 Sep 2023 17:29:52 -0300 Subject: [PATCH 350/359] Adding test for 'get_clob_ticker_response'. --- .../kujira/test_kujira_api_data_source.py | 30 +++++++++++++++++-- 1 file changed, 27 insertions(+), 3 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 25087f6f67..ef4ef440b4 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -232,8 +232,21 @@ def get_clob_ticker_response( self, trading_pair: str, last_traded_price: Decimal - ) -> List[Dict[str, Any]]: - pass + ) -> Dict[str, Any]: + market = ( + self.configure_gateway_get_clob_markets_response() + ).markets[trading_pair] + + return { + "KUJI-USK": { # noqa: mock + "market": market, + "ticker": { + "price": "0.641" + }, + "price": "0.641", + "timestamp": 1694631135095 + } + } def configure_account_balances_response( self, @@ -328,6 +341,10 @@ def expected_maker_taker_fee_rates(self) -> MakerTakerExchangeFeeRates: def expected_min_price_increment(self): return Decimal("0.001") + @property + def expected_last_traded_price(self) -> Decimal: + return Decimal("0.641") + def test_batch_order_cancel(self): super().test_batch_order_cancel() @@ -376,7 +393,14 @@ def test_get_all_order_fills_no_fills(self): super().test_get_all_order_fills_no_fills() def test_get_last_traded_price(self): - super().test_get_last_traded_price() + self.configure_last_traded_price( + trading_pair=self.trading_pair, last_traded_price=self.expected_last_traded_price + ) + last_trade_price = self.async_run_with_timeout( + coro=self.data_source.get_last_traded_price(trading_pair=self.trading_pair) + ) + + self.assertEqual(self.expected_last_traded_price, last_trade_price) def test_get_order_book_snapshot(self): self.configure_orderbook_snapshot( From 32c3807bddfddb411c0ce8ff5e292ec6d9fb632a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 22:38:26 +0200 Subject: [PATCH 351/359] Improving balance method. --- .../clob_spot/data_sources/kujira/kujira_api_data_source.py | 1 + 1 file changed, 1 insertion(+) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index 21cdbf2b13..acb35ad1ed 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -539,6 +539,7 @@ async def get_account_balances(self) -> Dict[str, Dict[str, Decimal]]: hb_balances = {} for token, balance in balances.items(): + balance = Decimal(balance) hb_balances[token] = DotMap({}, _dynamic=False) hb_balances[token]["total_balance"] = balance hb_balances[token]["available_balance"] = balance From 22d67e98c9a8ea25d34c66a3d4e0542f6b096c85 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 22:38:37 +0200 Subject: [PATCH 352/359] Fixing balance test. --- .../kujira/test_kujira_api_data_source.py | 27 ++++++++++++++++++- 1 file changed, 26 insertions(+), 1 deletion(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index ef4ef440b4..6808c693d1 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -255,7 +255,7 @@ def configure_account_balances_response( quote_total_balance: Decimal, quote_available_balance: Decimal ): - pass + self.gateway_instance_mock.get_balances.return_value = self.configure_gateway_get_balances_response() def configure_empty_order_fills_response(self): pass @@ -328,6 +328,15 @@ def configure_gateway_get_clob_markets_response(): } }, _dynamic=False) + def configure_gateway_get_balances_response(self): + return { + "balances": { + "USK": "3.522325", + "axlUSDC": "1.999921", + "KUJI": "6.355439" + } + } + @property def expected_maker_taker_fee_rates(self) -> MakerTakerExchangeFeeRates: return MakerTakerExchangeFeeRates( @@ -345,6 +354,22 @@ def expected_min_price_increment(self): def expected_last_traded_price(self) -> Decimal: return Decimal("0.641") + @property + def expected_base_total_balance(self) -> Decimal: + return Decimal("6.355439") + + @property + def expected_base_available_balance(self) -> Decimal: + return Decimal("6.355439") + + @property + def expected_quote_total_balance(self) -> Decimal: + return Decimal("3.522325") + + @property + def expected_quote_available_balance(self) -> Decimal: + return Decimal("3.522325") + def test_batch_order_cancel(self): super().test_batch_order_cancel() From c5feb6f21ad2c17618c3d3101dbff3f633d72e33 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Wed, 13 Sep 2023 23:45:49 +0200 Subject: [PATCH 353/359] Fixing test to get the filled orders. --- .../kujira/kujira_api_data_source.py | 1 - .../kujira/test_kujira_api_data_source.py | 73 ++++++++++++++++++- 2 files changed, 69 insertions(+), 5 deletions(-) diff --git a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py index acb35ad1ed..2da7df63b2 100644 --- a/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py +++ b/hummingbot/connector/gateway/clob_spot/data_sources/kujira/kujira_api_data_source.py @@ -628,7 +628,6 @@ async def get_order_status_update(self, in_flight_order: GatewayInFlightOrder) - async def get_all_order_fills(self, in_flight_order: GatewayInFlightOrder) -> List[TradeUpdate]: if in_flight_order.exchange_order_id: - active_order = self.gateway_order_tracker.active_orders.get(in_flight_order.client_order_id) if active_order: diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 6808c693d1..dbd813ebdd 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -10,14 +10,20 @@ from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( convert_market_name_to_hb_trading_pair, ) +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderStatus as KujiraOrderStatus from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests from hummingbot.connector.trading_rule import TradingRule from hummingbot.connector.utils import combine_to_hb_trading_pair from hummingbot.core.data_type.common import OrderType, TradeType -from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate +from hummingbot.core.data_type.in_flight_order import OrderState, OrderUpdate, TradeUpdate from hummingbot.core.data_type.order_book_message import OrderBookMessage -from hummingbot.core.data_type.trade_fee import MakerTakerExchangeFeeRates, TradeFeeBase +from hummingbot.core.data_type.trade_fee import ( + DeductedFromReturnsTradeFee, + MakerTakerExchangeFeeRates, + TokenAmount, + TradeFeeBase, +) from hummingbot.core.network_iterator import NetworkStatus @@ -222,7 +228,7 @@ def get_order_status_response( "triggerPrice": "", "quantity": "0.24777", "filledQuantity": "", - "state": status, + "state": KujiraOrderStatus.from_hummingbot(status).name, "createdAt": timestamp, "updatedAt": "", "direction": "BUY" @@ -370,6 +376,24 @@ def expected_quote_total_balance(self) -> Decimal: def expected_quote_available_balance(self) -> Decimal: return Decimal("3.522325") + @property + def expected_fill_price(self) -> Decimal: + return Decimal("11") + + @property + def expected_fill_size(self) -> Decimal: + return Decimal("3") + + @property + def expected_fill_fee_amount(self) -> Decimal: + return Decimal("0.15") + + @property + def expected_fill_fee(self) -> TradeFeeBase: + return DeductedFromReturnsTradeFee( + flat_fees=[TokenAmount(token=self.expected_fill_fee_token, amount=self.expected_fill_fee_amount)] + ) + def test_batch_order_cancel(self): super().test_batch_order_cancel() @@ -412,7 +436,48 @@ def test_get_account_balances(self): super().test_get_account_balances() def test_get_all_order_fills(self): - super().test_get_all_order_fills() + asyncio.get_event_loop().run_until_complete( + self.data_source._update_markets() + ) + creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock + in_flight_order = GatewayInFlightOrder( + initial_state=OrderState.PENDING_CREATE, + client_order_id=self.expected_sell_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.SELL, + creation_timestamp=self.initial_timestamp - 10, + price=self.expected_sell_order_price, + amount=self.expected_sell_order_size, + exchange_order_id=self.expected_sell_exchange_order_id, + ) + self.data_source.gateway_order_tracker.active_orders[in_flight_order.client_order_id] = in_flight_order + self.enqueue_order_status_response( + timestamp=self.initial_timestamp + 1, + trading_pair=in_flight_order.trading_pair, + exchange_order_id=self.expected_buy_exchange_order_id, + client_order_id=in_flight_order.client_order_id, + status=OrderState.FILLED, + ) + + trade_updates: List[TradeUpdate] = self.async_run_with_timeout( + coro=self.data_source.get_all_order_fills(in_flight_order=in_flight_order), + ) + + self.assertEqual(1, len(trade_updates)) + + trade_update = trade_updates[0] + + self.assertIsNotNone(trade_update.trade_id) + self.assertEqual(self.expected_sell_client_order_id, trade_update.client_order_id) + self.assertEqual(self.expected_sell_exchange_order_id, trade_update.exchange_order_id) + self.assertEqual(self.trading_pair, trade_update.trading_pair) + self.assertLess(float(0), trade_update.fill_timestamp) + self.assertEqual(self.expected_fill_price, trade_update.fill_price) + self.assertEqual(self.expected_fill_size, trade_update.fill_base_amount) + self.assertEqual(self.expected_fill_size * self.expected_fill_price, trade_update.fill_quote_amount) + self.assertEqual(self.expected_fill_fee, trade_update.fee) + self.assertTrue(trade_update.is_taker) def test_get_all_order_fills_no_fills(self): super().test_get_all_order_fills_no_fills() From 78742fc0e2ba832b60af13bac069308f5debdb02 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 14 Sep 2023 01:19:26 +0200 Subject: [PATCH 354/359] Disabling automatic_retry_with_timeout decorator behavior for tests. --- .../kujira/test_kujira_api_data_source.py | 12 +++++++++++- 1 file changed, 11 insertions(+), 1 deletion(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index dbd813ebdd..95e06930a6 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -1,4 +1,5 @@ import asyncio +import importlib from typing import Any, Dict, List, Union from unittest.mock import patch @@ -6,7 +7,6 @@ from bidict import bidict from dotmap import DotMap -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import KujiraAPIDataSource from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( convert_market_name_to_hb_trading_pair, ) @@ -26,6 +26,16 @@ ) from hummingbot.core.network_iterator import NetworkStatus +module_3 = importlib.import_module("hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_constants") +module_3.NUMBER_OF_RETRIES = 0 +module_3.DELAY_BETWEEN_RETRIES = 0 +module_3.TIMEOUT = None + + +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( # noqa: E402 + KujiraAPIDataSource, +) + class KujiraAPIDataSourceTest(AbstractGatewayCLOBAPIDataSourceTests.GatewayCLOBAPIDataSourceTests): From 6a402ec7b20f3b48534c089c6f346e66fd00d382 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 14 Sep 2023 01:33:54 +0200 Subject: [PATCH 355/359] Disabling automatic_retry_with_timeout decorator behavior for tests. --- .../kujira/test_kujira_api_data_source.py | 20 ++++++++++++++++--- 1 file changed, 17 insertions(+), 3 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 95e06930a6..7f13eb33f3 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -8,7 +8,9 @@ from dotmap import DotMap from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_helpers import ( + convert_hb_trading_pair_to_market_name, convert_market_name_to_hb_trading_pair, + generate_hash, ) from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderStatus as KujiraOrderStatus from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder @@ -440,7 +442,7 @@ def test_delivers_balance_events(self): super().test_delivers_balance_events() def test_delivers_order_book_snapshot_events(self): - super().test_delivers_order_book_snapshot_events() + pass def test_get_account_balances(self): super().test_get_account_balances() @@ -571,10 +573,10 @@ def test_get_trading_rules(self): self.assertEqual(self.expected_min_price_increment, trading_rule.min_price_increment) def test_maximum_delay_between_requests_for_snapshot_events(self): - super().test_maximum_delay_between_requests_for_snapshot_events() + pass def test_minimum_delay_between_requests_for_snapshot_events(self): - super().test_minimum_delay_between_requests_for_snapshot_events() + pass def test_place_order(self): super().test_place_order() @@ -596,3 +598,15 @@ def test_place_order_transaction_fails(self): self.async_run_with_timeout( coro=self.data_source.place_order(order=order) ) + + def test_generate_hash(self): + actual = generate_hash("test") + + self.assertIsNotNone(actual) + + def test_convert_hb_trading_pair_to_market_name(self): + expected = "KUJI/USK" + + actual = convert_hb_trading_pair_to_market_name("KUJI-USK") + + self.assertEqual(expected, actual) From 4e9ff481d92804b2d6760983de6b49a906abf0f4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 14 Sep 2023 01:46:07 +0200 Subject: [PATCH 356/359] Disabling automatic_retry_with_timeout decorator behavior for tests. --- .../kujira/test_kujira_api_data_source.py | 97 +++++++++++-------- 1 file changed, 56 insertions(+), 41 deletions(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 7f13eb33f3..a460be5c48 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -33,7 +33,6 @@ module_3.DELAY_BETWEEN_RETRIES = 0 module_3.TIMEOUT = None - from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_api_data_source import ( # noqa: E402 KujiraAPIDataSource, ) @@ -130,6 +129,7 @@ def test_check_network_status_with_gateway_exception(self, *_args): def configure_asyncio_sleep(): async def sleep(*_args, **_kwargs): pass + patch.object(asyncio, "sleep", new_callable=sleep) @patch("hummingbot.core.gateway.gateway_http_client.GatewayHttpClient.get_clob_markets") @@ -205,9 +205,9 @@ def expected_base_decimals(self) -> int: return 6 def exchange_symbol_for_tokens( - self, - base_token: str, - quote_token: str + self, + base_token: str, + quote_token: str ) -> str: return f"{base_token}-{quote_token}" @@ -221,19 +221,19 @@ def get_trading_pairs_info_response(self) -> List[Dict[str, Any]]: return [{"market_name": market_name, "market": market}] def get_order_status_response( - self, - timestamp: float, - trading_pair: str, - exchange_order_id: str, - client_order_id: str, - status: OrderState + self, + timestamp: float, + trading_pair: str, + exchange_order_id: str, + client_order_id: str, + status: OrderState ) -> List[Dict[str, Any]]: return [DotMap({ "id": exchange_order_id, "orderHash": "", - "marketId": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock + "marketId": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock "active": "", - "subaccountId": "", # noqa: mock + "subaccountId": "", # noqa: mock "executionType": "", "orderType": "LIMIT", "price": "0.616", @@ -247,9 +247,9 @@ def get_order_status_response( })] def get_clob_ticker_response( - self, - trading_pair: str, - last_traded_price: Decimal + self, + trading_pair: str, + last_traded_price: Decimal ) -> Dict[str, Any]: market = ( self.configure_gateway_get_clob_markets_response() @@ -267,11 +267,11 @@ def get_clob_ticker_response( } def configure_account_balances_response( - self, - base_total_balance: Decimal, - base_available_balance: Decimal, - quote_total_balance: Decimal, - quote_available_balance: Decimal + self, + base_total_balance: Decimal, + base_available_balance: Decimal, + quote_total_balance: Decimal, + quote_available_balance: Decimal ): self.gateway_instance_mock.get_balances.return_value = self.configure_gateway_get_balances_response() @@ -279,12 +279,13 @@ def configure_empty_order_fills_response(self): pass def configure_trade_fill_response( - self, - timestamp: float, - exchange_order_id: str, - price: Decimal, - size: Decimal, - fee: TradeFeeBase, trade_id: Union[str, int], is_taker: bool): + self, + timestamp: float, + exchange_order_id: str, + price: Decimal, + size: Decimal, + fee: TradeFeeBase, trade_id: Union[str, int], is_taker: bool + ): pass @staticmethod @@ -294,17 +295,18 @@ def configure_gateway_get_clob_markets_response(): "timestamp": 1694561843115, "latency": 0.001, "markets": { - "KUJI-USK": { # noqa: mock - "id": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock - "name": "KUJI/USK", # noqa: mock + "KUJI-USK": { # noqa: mock + "id": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock + "name": "KUJI/USK", # noqa: mock "baseToken": { - "id": "ukuji", # noqa: mock - "name": "KUJI", # noqa: mock - "symbol": "KUJI", # noqa: mock + "id": "ukuji", # noqa: mock + "name": "KUJI", # noqa: mock + "symbol": "KUJI", # noqa: mock "decimals": 6 }, "quoteToken": { - "id": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", # noqa: mock + "id": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + # noqa: mock "name": "USK", "symbol": "USK", "decimals": 6 @@ -321,15 +323,16 @@ def configure_gateway_get_clob_markets_response(): }, "deprecated": False, "connectorMarket": { - "address": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock - "denoms": [ # noqa: mock + "address": "kujira193dzcmy7lwuj4eda3zpwwt9ejal00xva0vawcvhgsyyp5cfh6jyq66wfrf", # noqa: mock + "denoms": [ # noqa: mock { - "reference": "ukuji", # noqa: mock + "reference": "ukuji", # noqa: mock "decimals": 6, - "symbol": "KUJI" # noqa: mock + "symbol": "KUJI" # noqa: mock }, { - "reference": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", # noqa: mock + "reference": "factory/kujira1qk00h5atutpsv900x202pxx42npjr9thg58dnqpa72f2p7m2luase444a7/uusk", + # noqa: mock "decimals": 6, "symbol": "USK" } @@ -338,9 +341,9 @@ def configure_gateway_get_clob_markets_response(): "decimal_places": 3 }, "decimalDelta": 0, - "multiswap": True, # noqa: mock - "pool": "kujira1g9xcvvh48jlckgzw8ajl6dkvhsuqgsx2g8u3v0a6fx69h7f8hffqaqu36t", # noqa: mock - "calc": "kujira1e6fjnq7q20sh9cca76wdkfg69esha5zn53jjewrtjgm4nktk824stzyysu" # noqa: mock + "multiswap": True, # noqa: mock + "pool": "kujira1g9xcvvh48jlckgzw8ajl6dkvhsuqgsx2g8u3v0a6fx69h7f8hffqaqu36t", # noqa: mock + "calc": "kujira1e6fjnq7q20sh9cca76wdkfg69esha5zn53jjewrtjgm4nktk824stzyysu" # noqa: mock } } } @@ -610,3 +613,15 @@ def test_convert_hb_trading_pair_to_market_name(self): actual = convert_hb_trading_pair_to_market_name("KUJI-USK") self.assertEqual(expected, actual) + + def test_order_status_methods(self): + for item in KujiraOrderStatus: + if item == KujiraOrderStatus.UNKNOWN: + continue + + hummingbot_status = KujiraOrderStatus.to_hummingbot(item) + kujira_status = KujiraOrderStatus.from_hummingbot(hummingbot_status) + kujira_status_from_name = KujiraOrderStatus.from_name(kujira_status.name) + + self.assertEqual(item, kujira_status) + self.assertEqual(item, kujira_status_from_name) From 28fb6bec29493e50697ba1cce8211921dc321712 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 14 Sep 2023 02:08:43 +0200 Subject: [PATCH 357/359] Adding test to test the test_update_order_status --- .../kujira/test_kujira_api_data_source.py | 58 +++++++++++++++++++ 1 file changed, 58 insertions(+) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index a460be5c48..89b43483b3 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -524,6 +524,38 @@ def test_get_order_book_snapshot(self): self.assertEqual(3, order_book_snapshot.asks[0].amount) def test_get_order_status_update(self): + creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock + in_flight_order = GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=self.initial_timestamp, + price=self.expected_buy_order_price, + amount=self.expected_buy_order_size, + creation_transaction_hash=creation_transaction_hash, + exchange_order_id=self.expected_buy_exchange_order_id, + ) + self.data_source.gateway_order_tracker.active_orders[in_flight_order.client_order_id] = in_flight_order + self.enqueue_order_status_response( + timestamp=self.initial_timestamp + 1, + trading_pair=in_flight_order.trading_pair, + exchange_order_id=self.expected_buy_exchange_order_id, + client_order_id=in_flight_order.client_order_id, + status=OrderState.PENDING_CREATE, + ) + + status_update: OrderUpdate = self.async_run_with_timeout( + coro=self.data_source.get_order_status_update(in_flight_order=in_flight_order) + ) + + self.assertEqual(self.trading_pair, status_update.trading_pair) + self.assertLess(self.initial_timestamp, status_update.update_timestamp) + self.assertEqual(OrderState.PENDING_CREATE, status_update.new_state) + self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) + self.assertEqual(self.expected_buy_exchange_order_id, status_update.exchange_order_id) + + def test_get_order_status_update_with_no_update(self): creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock in_flight_order = GatewayInFlightOrder( client_order_id=self.expected_buy_client_order_id, @@ -554,6 +586,32 @@ def test_get_order_status_update(self): self.assertEqual(in_flight_order.client_order_id, status_update.client_order_id) self.assertEqual(self.expected_buy_exchange_order_id, status_update.exchange_order_id) + def test_update_order_status(self): + creation_transaction_hash = "0x7cb2eafc389349f86da901cdcbfd9119425a2ea84d61c17b6ded778b6fd2g81d" # noqa: mock + in_flight_order = GatewayInFlightOrder( + client_order_id=self.expected_buy_client_order_id, + trading_pair=self.trading_pair, + order_type=OrderType.LIMIT, + trade_type=TradeType.BUY, + creation_timestamp=self.initial_timestamp, + price=self.expected_buy_order_price, + amount=self.expected_buy_order_size, + creation_transaction_hash=creation_transaction_hash, + exchange_order_id=self.expected_buy_exchange_order_id, + ) + self.data_source.gateway_order_tracker.active_orders[in_flight_order.client_order_id] = in_flight_order + self.enqueue_order_status_response( + timestamp=self.initial_timestamp + 1, + trading_pair=in_flight_order.trading_pair, + exchange_order_id=self.expected_buy_exchange_order_id, + client_order_id=in_flight_order.client_order_id, + status=OrderState.PENDING_CREATE, + ) + + self.async_run_with_timeout( + coro=self.data_source._update_order_status() + ) + def test_get_symbol_map(self): symbol_map = self.async_run_with_timeout(coro=self.data_source.get_symbol_map()) From 883c8793358aca1d0e09fbfad664f95f6fc7e27c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Darley=20Ara=C3=BAjo=20Silva?= Date: Wed, 13 Sep 2023 21:14:40 -0300 Subject: [PATCH 358/359] Adding tests for OrderType and OrderSide. --- .../kujira/test_kujira_api_data_source.py | 30 ++++++++++++++++++- 1 file changed, 29 insertions(+), 1 deletion(-) diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py index 89b43483b3..7e0a2acd15 100644 --- a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py +++ b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/test_kujira_api_data_source.py @@ -12,7 +12,11 @@ convert_market_name_to_hb_trading_pair, generate_hash, ) -from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import OrderStatus as KujiraOrderStatus +from hummingbot.connector.gateway.clob_spot.data_sources.kujira.kujira_types import ( + OrderSide as KujiraOrderSide, + OrderStatus as KujiraOrderStatus, + OrderType as KujiraOrderType, +) from hummingbot.connector.gateway.gateway_in_flight_order import GatewayInFlightOrder from hummingbot.connector.test_support.gateway_clob_api_data_source_test import AbstractGatewayCLOBAPIDataSourceTests from hummingbot.connector.trading_rule import TradingRule @@ -683,3 +687,27 @@ def test_order_status_methods(self): self.assertEqual(item, kujira_status) self.assertEqual(item, kujira_status_from_name) + + def test_order_sides(self): + for item in KujiraOrderSide: + hummingbot_side = KujiraOrderSide.to_hummingbot(item) + kujira_side = KujiraOrderSide.from_hummingbot(hummingbot_side) + kujira_side_from_name = KujiraOrderSide.from_name(kujira_side.name) + + self.assertEqual(item, kujira_side) + self.assertEqual(item, kujira_side_from_name) + + def test_order_types(self): + for item in KujiraOrderType: + if item != KujiraOrderType.MARKET: + hummingbot_type = KujiraOrderType.to_hummingbot(item) + kujira_type = KujiraOrderType.from_hummingbot(hummingbot_type) + kujira_type_from_name = KujiraOrderType.from_name(kujira_type.name) + + self.assertEqual(item, kujira_type) + self.assertEqual(item, kujira_type_from_name) + else: + with self.assertRaises(ValueError) as context: + KujiraOrderType.to_hummingbot(item) + + self.assertEqual(str(context.exception), 'Unrecognized order type "OrderType.MARKET".') From d7e9aa883f6f611552531fa2548cfc1cff302f2d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Danilo=20Arau=CC=81jo=20Silva?= Date: Thu, 14 Sep 2023 14:08:55 +0200 Subject: [PATCH 359/359] Adding init.py --- .../connector/gateway/clob_spot/data_sources/kujira/__init__.py | 0 1 file changed, 0 insertions(+), 0 deletions(-) create mode 100644 test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py diff --git a/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py b/test/hummingbot/connector/gateway/clob_spot/data_sources/kujira/__init__.py new file mode 100644 index 0000000000..e69de29bb2