def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]): ethereum_rpc_url = global_config_map.get("ethereum_rpc_url").value # aggregate trading_pairs if there are duplicate markets market_trading_pairs_map = {} for market_name, trading_pairs in market_names: if market_name not in market_trading_pairs_map: market_trading_pairs_map[market_name] = [] for hb_trading_pair in trading_pairs: market_trading_pairs_map[market_name].append(hb_trading_pair) for connector_name, trading_pairs in market_trading_pairs_map.items(): if global_config_map.get("paper_trade_enabled").value: try: connector = create_paper_trade_market( market_name, trading_pairs) except Exception: raise paper_trade_account_balance = global_config_map.get( "paper_trade_account_balance").value for asset, balance in paper_trade_account_balance.items(): connector.set_balance(asset, balance) elif connector_name in CEXES or connector_name in DERIVATIVES: keys = dict((key, value.value) for key, value in dict( filter(lambda item: connector_name in item[0], global_config_map.items())).items()) connector_class = get_connector_class(connector_name) connector = connector_class( **keys, trading_pairs=trading_pairs, trading_required=self._trading_required) elif connector_name in DEXES: assert self.wallet is not None keys = dict((key, value.value) for key, value in dict( filter(lambda item: connector_name in item[0], global_config_map.items())).items()) connector_class = get_connector_class(connector_name) connector = connector_class( **keys, wallet=self.wallet, ethereum_rpc_url=ethereum_rpc_url, trading_pairs=trading_pairs, trading_required=self._trading_required) # TO-DO for DEXes: rename all extra argument to match key in global_config_map else: raise ValueError( f"Connector name {connector_name} is invalid.") self.markets[connector_name] = connector self.markets_recorder = MarketsRecorder( self.trade_fill_db, list(self.markets.values()), self.strategy_file_name, self.strategy_name, ) self.markets_recorder.start()
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]): # aggregate trading_pairs if there are duplicate markets for market_name, trading_pairs in market_names: if market_name not in self.market_trading_pairs_map: self.market_trading_pairs_map[market_name] = [] for hb_trading_pair in trading_pairs: self.market_trading_pairs_map[market_name].append( hb_trading_pair) for connector_name, trading_pairs in self.market_trading_pairs_map.items( ): conn_setting = CONNECTOR_SETTINGS[connector_name] if global_config_map.get( "paper_trade_enabled" ).value and conn_setting.type == ConnectorType.Exchange: try: connector = create_paper_trade_market( connector_name, trading_pairs) except Exception: raise paper_trade_account_balance = global_config_map.get( "paper_trade_account_balance").value for asset, balance in paper_trade_account_balance.items(): connector.set_balance(asset, balance) else: Security.update_config_map(global_config_map) keys = { key: config.value for key, config in global_config_map.items() if key in conn_setting.config_keys } init_params = conn_setting.conn_init_parameters(keys) init_params.update(trading_pairs=trading_pairs, trading_required=self._trading_required) if conn_setting.use_ethereum_wallet: ethereum_rpc_url = global_config_map.get( "ethereum_rpc_url").value # Todo: Hard coded this execption for now until we figure out how to handle all ethereum connectors. if connector_name in [ "balancer", "uniswap", "perpetual_finance" ]: private_key = get_eth_wallet_private_key() init_params.update(wallet_private_key=private_key, ethereum_rpc_url=ethereum_rpc_url) else: assert self.wallet is not None init_params.update(wallet=self.wallet, ethereum_rpc_url=ethereum_rpc_url) connector_class = get_connector_class(connector_name) connector = connector_class(**init_params) self.markets[connector_name] = connector self.markets_recorder = MarketsRecorder( self.trade_fill_db, list(self.markets.values()), self.strategy_file_name, self.strategy_name, ) self.markets_recorder.start()
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]): # aggregate trading_pairs if there are duplicate markets for market_name, trading_pairs in market_names: if market_name not in self.market_trading_pairs_map: self.market_trading_pairs_map[market_name] = [] for hb_trading_pair in trading_pairs: self.market_trading_pairs_map[market_name].append(hb_trading_pair) for connector_name, trading_pairs in self.market_trading_pairs_map.items(): conn_setting = AllConnectorSettings.get_connector_settings()[connector_name] if connector_name.endswith("paper_trade") and conn_setting.type == ConnectorType.Exchange: connector = create_paper_trade_market(conn_setting.parent_name, self.client_config_map, trading_pairs) paper_trade_account_balance = self.client_config_map.paper_trade.paper_trade_account_balance if paper_trade_account_balance is not None: for asset, balance in paper_trade_account_balance.items(): connector.set_balance(asset, balance) else: keys = Security.api_keys(connector_name) init_params = conn_setting.conn_init_parameters(keys) init_params.update(trading_pairs=trading_pairs, trading_required=self._trading_required) connector_class = get_connector_class(connector_name) read_only_config = ReadOnlyClientConfigAdapter.lock_config(self.client_config_map) connector = connector_class(read_only_config, **init_params) self.markets[connector_name] = connector self.markets_recorder = MarketsRecorder( self.trade_fill_db, list(self.markets.values()), self.strategy_file_name, self.strategy_name, ) self.markets_recorder.start()
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]): obt_class = get_order_book_tracker_class(exchange_name) conn_setting = CONNECTOR_SETTINGS[exchange_name] obt_params = {"trading_pairs": trading_pairs} return PaperTradeExchange( obt_class(**conn_setting.add_domain_parameter(obt_params)), MarketConfig.default_config(), get_connector_class(exchange_name))
def connect_market(exchange, **api_details): connector = None if exchange in CEXES or exchange in DERIVATIVES: connector_class = get_connector_class(exchange) connector = connector_class(**api_details) return connector
def connect_market(exchange, **api_details): connector = None conn_setting = CONNECTOR_SETTINGS[exchange] if not conn_setting.use_ethereum_wallet: connector_class = get_connector_class(exchange) init_params = conn_setting.conn_init_parameters(api_details) connector = connector_class(**init_params) return connector
def connect_market(exchange, **api_details): connector = None conn_setting = AllConnectorSettings.get_connector_settings()[exchange] if not conn_setting.use_ethereum_wallet: connector_class = get_connector_class(exchange) init_params = conn_setting.conn_init_parameters(api_details) connector = connector_class(**init_params) return connector
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]): obt_class = get_order_book_tracker_class(exchange_name) conn_setting = AllConnectorSettings.get_connector_settings()[exchange_name] obt_params = {"trading_pairs": trading_pairs} obt_kwargs = conn_setting.add_domain_parameter(obt_params) obt_obj = obt_class(**obt_kwargs) return PaperTradeExchange(obt_obj, get_connector_class(exchange_name))
def connect_market(exchange, **api_details): connector = None conn_setting = AllConnectorSettings.get_connector_settings()[exchange] if api_details or conn_setting.uses_gateway_generic_connector(): connector_class = get_connector_class(exchange) init_params = conn_setting.conn_init_parameters(api_details) init_params.update(trading_pairs=gateway_connector_trading_pairs( conn_setting.name)) connector = connector_class(**init_params) return connector
def connect_market(exchange, client_config_map: ClientConfigMap, **api_details): connector = None conn_setting = AllConnectorSettings.get_connector_settings()[exchange] if api_details or conn_setting.uses_gateway_generic_connector(): connector_class = get_connector_class(exchange) init_params = conn_setting.conn_init_parameters(api_details) # collect trading pairs from the gateway connector settings trading_pairs: List[str] = gateway_connector_trading_pairs( conn_setting.name) # collect unique trading pairs that are for balance reporting only config: Optional[Dict[ str, str]] = GatewayConnectionSetting.get_connector_spec_from_market_name( conn_setting.name) if config is not None: existing_pairs = set( flatten([x.split("-") for x in trading_pairs])) other_tokens: Set[str] = set( config.get("tokens", "").split(",")) other_tokens.discard("") tokens: List[str] = [ t for t in other_tokens if t not in existing_pairs ] if tokens != [""]: trading_pairs.append("-".join(tokens)) read_only_client_config = ReadOnlyClientConfigAdapter.lock_config( client_config_map) init_params.update( trading_pairs=gateway_connector_trading_pairs( conn_setting.name), client_config_map=read_only_client_config, ) connector = connector_class(**init_params) return connector
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]): tracker = get_order_book_tracker(connector_name=exchange_name, trading_pairs=trading_pairs) return PaperTradeExchange(tracker, get_connector_class(exchange_name), exchange_name=exchange_name)
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]): order_book_tracker = get_order_book_tracker_class(exchange_name) return PaperTradeExchange(order_book_tracker(trading_pairs=trading_pairs), MarketConfig.default_config(), get_connector_class(exchange_name))