def __init__(self,
coinzoom_api_key: str,
coinzoom_secret_key: str,
coinzoom_username: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True
):
"""
:param coinzoom_api_key: The API key to connect to private CoinZoom APIs.
:param coinzoom_secret_key: The API secret.
:param coinzoom_username: The ZoomMe Username.
:param trading_pairs: The market trading pairs which to track order book data.
:param trading_required: Whether actual trading is needed.
"""
super().__init__()
self._trading_required = trading_required
self._trading_pairs = trading_pairs
self._coinzoom_auth = CoinzoomAuth(coinzoom_api_key, coinzoom_secret_key, coinzoom_username)
self._order_book_tracker = CoinzoomOrderBookTracker(trading_pairs=trading_pairs)
self._user_stream_tracker = CoinzoomUserStreamTracker(self._coinzoom_auth, trading_pairs)
self._ev_loop = asyncio.get_event_loop()
self._shared_client = None
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._in_flight_orders = {} # Dict[client_order_id:str, CoinzoomInFlightOrder]
self._order_not_found_records = {} # Dict[client_order_id:str, count:int]
self._trading_rules = {} # Dict[trading_pair:str, TradingRule]
self._status_polling_task = None
self._user_stream_event_listener_task = None
self._trading_rules_polling_task = None
self._last_poll_timestamp = 0
self._throttler = Throttler(rate_limit = (8.0, 6))
def __init__(self,
client_config_map: "ClientConfigAdapter",
coinzoom_api_key: str,
coinzoom_secret_key: str,
coinzoom_username: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True):
"""
:param coinzoom_api_key: The API key to connect to private CoinZoom APIs.
:param coinzoom_secret_key: The API secret.
:param coinzoom_username: The ZoomMe Username.
:param trading_pairs: The market trading pairs which to track order book data.
:param trading_required: Whether actual trading is needed.
"""
super().__init__(client_config_map)
self._trading_required = trading_required
self._trading_pairs = trading_pairs
self._throttler = AsyncThrottler(Constants.RATE_LIMITS)
self._coinzoom_auth = CoinzoomAuth(coinzoom_api_key,
coinzoom_secret_key,
coinzoom_username)
self._set_order_book_tracker(
CoinzoomOrderBookTracker(throttler=self._throttler,
trading_pairs=trading_pairs))
self._user_stream_tracker = CoinzoomUserStreamTracker(
throttler=self._throttler,
coinzoom_auth=self._coinzoom_auth,
trading_pairs=trading_pairs)
self._ev_loop = asyncio.get_event_loop()
self._shared_client = None
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._in_flight_orders = {
} # Dict[client_order_id:str, CoinzoomInFlightOrder]
self._order_not_found_records = {
} # Dict[client_order_id:str, count:int]
self._trading_rules = {} # Dict[trading_pair:str, TradingRule]
self._status_polling_task = None
self._user_stream_event_listener_task = None
self._trading_rules_polling_task = None
self._last_poll_timestamp = 0
self._real_time_balance_update = False
self._update_balances_fetching = False
self._update_balances_queued = False
self._update_balances_finished = asyncio.Event()
class CoinzoomExchange(ExchangeBase):
"""
CoinzoomExchange connects with CoinZoom exchange and provides order book pricing, user account tracking and
trading functionality.
"""
ORDER_NOT_EXIST_CONFIRMATION_COUNT = 3
ORDER_NOT_EXIST_CANCEL_COUNT = 2
@classmethod
def logger(cls) -> HummingbotLogger:
global ctce_logger
if ctce_logger is None:
ctce_logger = logging.getLogger(__name__)
return ctce_logger
def __init__(self,
coinzoom_api_key: str,
coinzoom_secret_key: str,
coinzoom_username: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True
):
"""
:param coinzoom_api_key: The API key to connect to private CoinZoom APIs.
:param coinzoom_secret_key: The API secret.
:param coinzoom_username: The ZoomMe Username.
:param trading_pairs: The market trading pairs which to track order book data.
:param trading_required: Whether actual trading is needed.
"""
super().__init__()
self._trading_required = trading_required
self._trading_pairs = trading_pairs
self._coinzoom_auth = CoinzoomAuth(coinzoom_api_key, coinzoom_secret_key, coinzoom_username)
self._order_book_tracker = CoinzoomOrderBookTracker(trading_pairs=trading_pairs)
self._user_stream_tracker = CoinzoomUserStreamTracker(self._coinzoom_auth, trading_pairs)
self._ev_loop = asyncio.get_event_loop()
self._shared_client = None
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._in_flight_orders = {} # Dict[client_order_id:str, CoinzoomInFlightOrder]
self._order_not_found_records = {} # Dict[client_order_id:str, count:int]
self._trading_rules = {} # Dict[trading_pair:str, TradingRule]
self._status_polling_task = None
self._user_stream_event_listener_task = None
self._trading_rules_polling_task = None
self._last_poll_timestamp = 0
self._throttler = Throttler(rate_limit = (8.0, 6))
@property
def name(self) -> str:
return "coinzoom"
@property
def order_books(self) -> Dict[str, OrderBook]:
return self._order_book_tracker.order_books
@property
def trading_rules(self) -> Dict[str, TradingRule]:
return self._trading_rules
@property
def in_flight_orders(self) -> Dict[str, CoinzoomInFlightOrder]:
return self._in_flight_orders
@property
def status_dict(self) -> Dict[str, bool]:
"""
A dictionary of statuses of various connector's components.
"""
return {
"order_books_initialized": self._order_book_tracker.ready,
"account_balance": len(self._account_balances) > 0 if self._trading_required else True,
"trading_rule_initialized": len(self._trading_rules) > 0,
"user_stream_initialized":
self._user_stream_tracker.data_source.last_recv_time > 0 if self._trading_required else True,
}
@property
def ready(self) -> bool:
"""
:return True when all statuses pass, this might take 5-10 seconds for all the connector's components and
services to be ready.
"""
return all(self.status_dict.values())
@property
def limit_orders(self) -> List[LimitOrder]:
return [
in_flight_order.to_limit_order()
for in_flight_order in self._in_flight_orders.values()
]
@property
def tracking_states(self) -> Dict[str, any]:
"""
:return active in-flight orders in json format, is used to save in sqlite db.
"""
return {
key: value.to_json()
for key, value in self._in_flight_orders.items()
if not value.is_done
}
def restore_tracking_states(self, saved_states: Dict[str, any]):
"""
Restore in-flight orders from saved tracking states, this is st the connector can pick up on where it left off
when it disconnects.
:param saved_states: The saved tracking_states.
"""
self._in_flight_orders.update({
key: CoinzoomInFlightOrder.from_json(value)
for key, value in saved_states.items()
})
def supported_order_types(self) -> List[OrderType]:
"""
:return a list of OrderType supported by this connector.
Note that Market order type is no longer required and will not be used.
"""
return [OrderType.LIMIT, OrderType.LIMIT_MAKER]
def start(self, clock: Clock, timestamp: float):
"""
This function is called automatically by the clock.
"""
super().start(clock, timestamp)
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.
"""
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())
async def stop_network(self):
"""
This function is required by NetworkIterator base class and is called automatically.
"""
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._status_polling_task is not None:
self._status_polling_task.cancel()
self._status_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:
"""
This function is required by NetworkIterator base class and is called periodically to check
the network connection. Simply ping the network (or call any light weight public API).
"""
try:
# since there is no ping endpoint, the lowest rate call is to get BTC-USD symbol
await self._api_request("GET", Constants.ENDPOINT['SYMBOL'])
except asyncio.CancelledError:
raise
except Exception:
return NetworkStatus.NOT_CONNECTED
return NetworkStatus.CONNECTED
async def _http_client(self) -> aiohttp.ClientSession:
"""
:returns Shared client session instance
"""
if self._shared_client is None:
self._shared_client = aiohttp.ClientSession()
return self._shared_client
async def _trading_rules_polling_loop(self):
"""
Periodically update trading rule.
"""
while True:
try:
await self._update_trading_rules()
await asyncio.sleep(Constants.INTERVAL_TRADING_RULES)
except asyncio.CancelledError:
raise
except Exception as e:
self.logger().network(f"Unexpected error while fetching trading rules. Error: {str(e)}",
exc_info=True,
app_warning_msg=("Could not fetch new trading rules from "
f"{Constants.EXCHANGE_NAME}. Check network connection."))
await asyncio.sleep(0.5)
async def _update_trading_rules(self):
symbols_info = await self._api_request("GET", endpoint=Constants.ENDPOINT['SYMBOL'])
self._trading_rules.clear()
self._trading_rules = self._format_trading_rules(symbols_info)
def _format_trading_rules(self, symbols_info: Dict[str, Any]) -> Dict[str, TradingRule]:
"""
Converts json API response into a dictionary of trading rules.
:param symbols_info: The json API response
:return A dictionary of trading rules.
Response Example:
[
{
"symbol" : "BTC/USD",
"baseCurrencyCode" : "BTC",
"termCurrencyCode" : "USD",
"minTradeAmt" : 0.0001,
"maxTradeAmt" : 10,
"maxPricePrecision" : 2,
"maxQuantityPrecision" : 6,
"issueOnly" : false
}
]
"""
result = {}
for rule in symbols_info:
try:
trading_pair = convert_from_exchange_trading_pair(rule["symbol"])
min_amount = Decimal(str(rule["minTradeAmt"]))
min_price = Decimal(f"1e-{rule['maxPricePrecision']}")
result[trading_pair] = TradingRule(trading_pair,
min_order_size=min_amount,
max_order_size=Decimal(str(rule["maxTradeAmt"])),
min_price_increment=min_price,
min_base_amount_increment=min_amount,
min_notional_size=min(min_price * min_amount, Decimal("0.00000001")),
max_price_significant_digits=Decimal(str(rule["maxPricePrecision"])),
)
except Exception:
self.logger().error(f"Error parsing the trading pair rule {rule}. Skipping.", exc_info=True)
return result
async def _api_request(self,
method: str,
endpoint: str,
params: Optional[Dict[str, Any]] = None,
is_auth_required: bool = False,
try_count: int = 0) -> Dict[str, Any]:
"""
Sends an aiohttp request and waits for a response.
:param method: The HTTP method, e.g. get or post
:param endpoint: The path url or the API end point
:param params: Additional get/post parameters
:param is_auth_required: Whether an authentication is required, when True the function will add encrypted
signature to the request.
:returns A response in json format.
"""
async with self._throttler.weighted_task(request_weight=1):
url = f"{Constants.REST_URL}/{endpoint}"
shared_client = await self._http_client()
# Turn `params` into either GET params or POST body data
qs_params: dict = params if method.upper() == "GET" else None
req_params = ujson.dumps(params) if method.upper() == "POST" and params is not None else None
# Generate auth headers if needed.
headers: dict = {"Content-Type": "application/json", "User-Agent": "hummingbot"}
if is_auth_required:
headers: dict = self._coinzoom_auth.get_headers()
# Build request coro
response_coro = shared_client.request(method=method.upper(), url=url, headers=headers,
params=qs_params, data=req_params,
timeout=Constants.API_CALL_TIMEOUT)
http_status, parsed_response, request_errors = await aiohttp_response_with_errors(response_coro)
if request_errors or parsed_response is None:
if try_count < Constants.API_MAX_RETRIES:
try_count += 1
time_sleep = retry_sleep_time(try_count)
self.logger().info(f"Error fetching data from {url}. HTTP status is {http_status}. "
f"Retrying in {time_sleep:.0f}s.")
await asyncio.sleep(time_sleep)
return await self._api_request(method=method, endpoint=endpoint, params=params,
is_auth_required=is_auth_required, try_count=try_count)
else:
raise CoinzoomAPIError({"error": parsed_response, "status": http_status})
if "error" in parsed_response:
raise CoinzoomAPIError(parsed_response)
return parsed_response
def get_order_price_quantum(self, trading_pair: str, price: Decimal):
"""
Returns a price step, a minimum price increment for a given trading pair.
"""
trading_rule = self._trading_rules[trading_pair]
return trading_rule.min_price_increment
def get_order_size_quantum(self, trading_pair: str, order_size: Decimal):
"""
Returns an order amount step, a minimum amount increment for a given trading pair.
"""
trading_rule = self._trading_rules[trading_pair]
return Decimal(trading_rule.min_base_amount_increment)
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 buy(self, trading_pair: str, amount: Decimal, order_type=OrderType.MARKET,
price: Decimal = s_decimal_NaN, **kwargs) -> str:
"""
Buys an amount of base asset (of the given trading pair). This function returns immediately.
To see an actual order, you'll have to wait for BuyOrderCreatedEvent.
:param trading_pair: The market (e.g. BTC-USDT) to buy from
:param amount: The amount in base token value
:param order_type: The order type
:param price: The price (note: this is no longer optional)
:returns A new internal order id
"""
order_id: str = get_new_client_order_id(True, trading_pair)
safe_ensure_future(self._create_order(TradeType.BUY, order_id, trading_pair, amount, order_type, price))
return order_id
def sell(self, trading_pair: str, amount: Decimal, order_type=OrderType.MARKET,
price: Decimal = s_decimal_NaN, **kwargs) -> str:
"""
Sells an amount of base asset (of the given trading pair). This function returns immediately.
To see an actual order, you'll have to wait for SellOrderCreatedEvent.
:param trading_pair: The market (e.g. BTC-USDT) to sell from
:param amount: The amount in base token value
:param order_type: The order type
:param price: The price (note: this is no longer optional)
:returns A new internal order id
"""
order_id: str = get_new_client_order_id(False, trading_pair)
safe_ensure_future(self._create_order(TradeType.SELL, order_id, trading_pair, amount, order_type, price))
return order_id
def cancel(self, trading_pair: str, order_id: str):
"""
Cancel an order. This function returns immediately.
To get the cancellation result, you'll have to wait for OrderCancelledEvent.
:param trading_pair: The market (e.g. BTC-USDT) of the order.
:param order_id: The internal order id (also called client_order_id)
"""
safe_ensure_future(self._execute_cancel(trading_pair, order_id))
return order_id
async def _create_order(self,
trade_type: TradeType,
order_id: str,
trading_pair: str,
amount: Decimal,
order_type: OrderType,
price: Decimal):
"""
Calls create-order API end point to place an order, starts tracking the order and triggers order created event.
:param trade_type: BUY or SELL
:param order_id: Internal order id (also called client_order_id)
:param trading_pair: The market to place order
:param amount: The order amount (in base token value)
:param order_type: The order type
:param price: The order price
"""
if not order_type.is_limit_type():
raise Exception(f"Unsupported order type: {order_type}")
trading_rule = self._trading_rules[trading_pair]
amount = self.quantize_order_amount(trading_pair, amount)
price = self.quantize_order_price(trading_pair, price)
if amount < trading_rule.min_order_size:
raise ValueError(f"Buy order amount {amount} is lower than the minimum order size "
f"{trading_rule.min_order_size}.")
order_type_str = order_type.name.upper().split("_")[0]
api_params = {"symbol": convert_to_exchange_trading_pair(trading_pair),
"orderType": order_type_str,
"orderSide": trade_type.name.upper(),
"quantity": f"{amount:f}",
"price": f"{price:f}",
"originType": Constants.HBOT_BROKER_ID,
# CoinZoom doesn't support client order id yet
# "clientOrderId": order_id,
"payFeesWithZoomToken": "true",
}
self.start_tracking_order(order_id, None, trading_pair, trade_type, price, amount, order_type)
try:
order_result = await self._api_request("POST", Constants.ENDPOINT["ORDER_CREATE"], api_params, True)
exchange_order_id = str(order_result)
tracked_order = self._in_flight_orders.get(order_id)
if tracked_order is not None:
self.logger().info(f"Created {order_type.name} {trade_type.name} order {order_id} for "
f"{amount} {trading_pair}.")
tracked_order.update_exchange_order_id(exchange_order_id)
if trade_type is TradeType.BUY:
event_tag = MarketEvent.BuyOrderCreated
event_cls = BuyOrderCreatedEvent
else:
event_tag = MarketEvent.SellOrderCreated
event_cls = SellOrderCreatedEvent
self.trigger_event(event_tag,
event_cls(self.current_timestamp, order_type, trading_pair, amount, price, order_id))
except asyncio.CancelledError:
raise
except CoinzoomAPIError as e:
error_reason = e.error_payload.get('error', {}).get('message')
self.stop_tracking_order(order_id)
self.logger().network(
f"Error submitting {trade_type.name} {order_type.name} order to {Constants.EXCHANGE_NAME} for "
f"{amount} {trading_pair} {price} - {error_reason}.",
exc_info=True,
app_warning_msg=(f"Error submitting order to {Constants.EXCHANGE_NAME} - {error_reason}.")
)
self.trigger_event(MarketEvent.OrderFailure,
MarketOrderFailureEvent(self.current_timestamp, order_id, order_type))
def start_tracking_order(self,
order_id: str,
exchange_order_id: str,
trading_pair: str,
trade_type: TradeType,
price: Decimal,
amount: Decimal,
order_type: OrderType):
"""
Starts tracking an order by simply adding it into _in_flight_orders dictionary.
"""
self._in_flight_orders[order_id] = CoinzoomInFlightOrder(
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
)
def stop_tracking_order(self, order_id: str):
"""
Stops tracking an order by simply removing it from _in_flight_orders dictionary.
"""
if order_id in self._in_flight_orders:
del self._in_flight_orders[order_id]
if order_id in self._order_not_found_records:
del self._order_not_found_records[order_id]
async def _execute_cancel(self, trading_pair: str, order_id: str) -> str:
"""
Executes order cancellation process by first calling cancel-order API. The API result doesn't confirm whether
the cancellation is successful, it simply states it receives the request.
:param trading_pair: The market trading pair (Unused during cancel on CoinZoom)
:param order_id: The internal order id
order.last_state to change to CANCELED
"""
order_was_cancelled = False
try:
tracked_order = self._in_flight_orders.get(order_id)
if tracked_order is None:
raise ValueError(f"Failed to cancel order - {order_id}. Order not found.")
if tracked_order.exchange_order_id is None:
await tracked_order.get_exchange_order_id()
ex_order_id = tracked_order.exchange_order_id
api_params = {
"orderId": ex_order_id,
"symbol": convert_to_exchange_trading_pair(trading_pair)
}
await self._api_request("POST",
Constants.ENDPOINT["ORDER_DELETE"],
api_params,
is_auth_required=True)
order_was_cancelled = True
except asyncio.CancelledError:
raise
except CoinzoomAPIError as e:
err = e.error_payload.get('error', e.error_payload)
self.logger().error(f"Order Cancel API Error: {err}")
# CoinZoom doesn't report any error if the order wasn't found so we can only handle API failures here.
self._order_not_found_records[order_id] = self._order_not_found_records.get(order_id, 0) + 1
if self._order_not_found_records[order_id] >= self.ORDER_NOT_EXIST_CANCEL_COUNT:
order_was_cancelled = True
if order_was_cancelled:
self.logger().info(f"Successfully cancelled order {order_id} on {Constants.EXCHANGE_NAME}.")
self.stop_tracking_order(order_id)
self.trigger_event(MarketEvent.OrderCancelled,
OrderCancelledEvent(self.current_timestamp, order_id))
tracked_order.cancelled_event.set()
return CancellationResult(order_id, True)
else:
self.logger().network(
f"Failed to cancel order {order_id}: {err.get('message', str(err))}",
exc_info=True,
app_warning_msg=f"Failed to cancel the order {order_id} on {Constants.EXCHANGE_NAME}. "
f"Check API key and network connection."
)
return CancellationResult(order_id, False)
async def _status_polling_loop(self):
"""
Periodically update user balances and order status via REST API. This serves as a fallback measure for web
socket API updates.
"""
while True:
try:
self._poll_notifier = asyncio.Event()
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 e:
self.logger().error(str(e), exc_info=True)
warn_msg = (f"Could not fetch account updates from {Constants.EXCHANGE_NAME}. "
"Check API key and network connection.")
self.logger().network("Unexpected error while fetching account updates.", exc_info=True,
app_warning_msg=warn_msg)
await asyncio.sleep(0.5)
async def _update_balances(self):
"""
Calls REST API to update total and available balances.
"""
account_info = await self._api_request("GET", Constants.ENDPOINT["USER_BALANCES"], is_auth_required=True)
self._process_balance_message(account_info)
async def _update_order_status(self):
"""
Calls REST API to get status update for each in-flight order.
"""
last_tick = int(self._last_poll_timestamp / Constants.UPDATE_ORDER_STATUS_INTERVAL)
current_tick = int(self.current_timestamp / Constants.UPDATE_ORDER_STATUS_INTERVAL)
if current_tick > last_tick and len(self._in_flight_orders) > 0:
tracked_orders = list(self._in_flight_orders.values())
api_params = {
'symbol': None,
'orderSide': None,
'orderStatuses': ["NEW", "PARTIALLY_FILLED"],
'size': 500,
'bookmarkOrderId': None
}
self.logger().debug(f"Polling for order status updates of {len(tracked_orders)} orders.")
open_orders = await self._api_request("POST",
Constants.ENDPOINT["ORDER_STATUS"],
api_params,
is_auth_required=True)
open_orders_dict = {o['id']: o for o in open_orders}
found_ex_order_ids = list(open_orders_dict.keys())
for tracked_order in tracked_orders:
client_order_id = tracked_order.client_order_id
ex_order_id = tracked_order.exchange_order_id
if ex_order_id not in found_ex_order_ids:
self._order_not_found_records[client_order_id] = \
self._order_not_found_records.get(client_order_id, 0) + 1
if self._order_not_found_records[client_order_id] < self.ORDER_NOT_EXIST_CONFIRMATION_COUNT:
# Wait until the order is not found a few times before actually treating it as failed.
continue
self.trigger_event(MarketEvent.OrderFailure,
MarketOrderFailureEvent(
self.current_timestamp, client_order_id, tracked_order.order_type))
self.stop_tracking_order(client_order_id)
else:
self._process_order_message(open_orders_dict[ex_order_id])
def _process_order_message(self, order_msg: Dict[str, Any]):
"""
Updates in-flight order and triggers cancellation or failure event if needed.
:param order_msg: The order response from either REST or web socket API (they are of the same format)
Example Orders:
REST request
{
"id" : "977f82aa-23dc-4c8b-982c-2ee7d2002882",
"clientOrderId" : null,
"symbol" : "BTC/USD",
"orderType" : "LIMIT",
"orderSide" : "BUY",
"quantity" : 0.1,
"price" : 54570,
"payFeesWithZoomToken" : false,
"orderStatus" : "PARTIALLY_FILLED",
"timestamp" : "2021-03-24T04:07:26.260253Z",
"executions" :
[
{
"id" : "38761582-2b37-4e27-a561-434981d21a96",
"executionType" : "PARTIAL_FILL",
"orderStatus" : "PARTIALLY_FILLED",
"lastPrice" : 54570,
"averagePrice" : 54570,
"lastQuantity" : 0.01,
"leavesQuantity" : 0.09,
"cumulativeQuantity" : 0.01,
"rejectReason" : null,
"timestamp" : "2021-03-24T04:07:44.503222Z"
}
]
}
WS request
{
'orderId': '962a2a54-fbcf-4d89-8f37-a8854020a823',
'symbol': 'BTC/USD', 'orderType': 'LIMIT',
'orderSide': 'BUY',
'price': 5000,
'quantity': 0.001,
'executionType': 'CANCEL',
'orderStatus': 'CANCELLED',
'lastQuantity': 0,
'leavesQuantity': 0,
'cumulativeQuantity': 0,
'transactTime': '2021-03-23T19:06:51.155520Z'
... Optional fields
'id': '4eb3f26c-91bd-4bd2-bacb-15b2f432c452',
"orderType": "LIMIT",
"lastPrice": 56518.7,
"averagePrice": 56518.7,
}
"""
# Looks like CoinZoom might support clientOrderId eventually so leaving this here for now.
# if order_msg.get('clientOrderId') is not None:
# client_order_id = order_msg["clientOrderId"]
# if client_order_id not in self._in_flight_orders:
# return
# tracked_order = self._in_flight_orders[client_order_id]
# else:
if "orderId" not in order_msg:
exchange_order_id = str(order_msg["id"])
else:
exchange_order_id = str(order_msg["orderId"])
tracked_orders = list(self._in_flight_orders.values())
track_order = [o for o in tracked_orders if exchange_order_id == o.exchange_order_id]
if not track_order:
return
tracked_order = track_order[0]
# Estimate fee
order_msg["trade_fee"] = self.estimate_fee_pct(tracked_order.order_type is OrderType.LIMIT_MAKER)
updated = tracked_order.update_with_order_update(order_msg)
# Call Update balances on every message to catch order create, fill and cancel.
safe_ensure_future(self._update_balances())
if updated:
safe_ensure_future(self._trigger_order_fill(tracked_order, order_msg))
elif tracked_order.is_cancelled:
self.logger().info(f"Successfully cancelled order {tracked_order.client_order_id}.")
self.stop_tracking_order(tracked_order.client_order_id)
self.trigger_event(MarketEvent.OrderCancelled,
OrderCancelledEvent(self.current_timestamp, tracked_order.client_order_id))
tracked_order.cancelled_event.set()
elif tracked_order.is_failure:
self.logger().info(f"The order {tracked_order.client_order_id} has failed according to order status API. ")
self.trigger_event(MarketEvent.OrderFailure,
MarketOrderFailureEvent(
self.current_timestamp, tracked_order.client_order_id, tracked_order.order_type))
self.stop_tracking_order(tracked_order.client_order_id)
async def _trigger_order_fill(self,
tracked_order: CoinzoomInFlightOrder,
update_msg: Dict[str, Any]):
self.trigger_event(
MarketEvent.OrderFilled,
OrderFilledEvent(
self.current_timestamp,
tracked_order.client_order_id,
tracked_order.trading_pair,
tracked_order.trade_type,
tracked_order.order_type,
Decimal(str(update_msg.get("averagePrice", update_msg.get("price", "0")))),
tracked_order.executed_amount_base,
TradeFee(percent=update_msg["trade_fee"]),
update_msg.get("exchange_trade_id", update_msg.get("id", update_msg.get("orderId")))
)
)
if math.isclose(tracked_order.executed_amount_base, tracked_order.amount) or \
tracked_order.executed_amount_base >= tracked_order.amount or \
tracked_order.is_done:
tracked_order.last_state = "FILLED"
self.logger().info(f"The {tracked_order.trade_type.name} order "
f"{tracked_order.client_order_id} has completed "
f"according to order status API.")
event_tag = MarketEvent.BuyOrderCompleted if tracked_order.trade_type is TradeType.BUY \
else MarketEvent.SellOrderCompleted
event_class = BuyOrderCompletedEvent if tracked_order.trade_type is TradeType.BUY \
else SellOrderCompletedEvent
await asyncio.sleep(0.1)
self.trigger_event(event_tag,
event_class(self.current_timestamp,
tracked_order.client_order_id,
tracked_order.base_asset,
tracked_order.quote_asset,
tracked_order.fee_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.fee_paid,
tracked_order.order_type))
self.stop_tracking_order(tracked_order.client_order_id)
def _process_balance_message(self, balance_update):
local_asset_names = set(self._account_balances.keys())
remote_asset_names = set()
for account in balance_update:
asset_name = account["currency"]
total_bal = Decimal(str(account["totalBalance"]))
self._account_available_balances[asset_name] = total_bal + Decimal(str(account["reservedBalance"]))
self._account_balances[asset_name] = total_bal
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]
async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]:
"""
Cancels all in-flight orders and waits for cancellation results.
Used by bot's top level stop and exit commands (cancelling outstanding orders on exit)
:param timeout_seconds: The timeout at which the operation will be canceled.
:returns List of CancellationResult which indicates whether each order is successfully cancelled.
"""
# if self._trading_pairs is None:
# raise Exception("cancel_all can only be used when trading_pairs are specified.")
open_orders = [o for o in self._in_flight_orders.values() if not o.is_done]
if len(open_orders) == 0:
return []
tasks = [self._execute_cancel(o.trading_pair, o.client_order_id) for o in open_orders]
cancellation_results = []
try:
async with timeout(timeout_seconds):
cancellation_results = await safe_gather(*tasks, return_exceptions=False)
except Exception:
self.logger().network(
"Unexpected error cancelling orders.", exc_info=True,
app_warning_msg=(f"Failed to cancel all orders on {Constants.EXCHANGE_NAME}. "
"Check API key and network connection.")
)
return cancellation_results
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 = (Constants.SHORT_POLL_INTERVAL
if now - self._user_stream_tracker.last_recv_time > 60.0
else Constants.LONG_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
def get_fee(self,
base_currency: str,
quote_currency: str,
order_type: OrderType,
order_side: TradeType,
amount: Decimal,
price: Decimal = s_decimal_NaN) -> TradeFee:
"""
To get trading fee, this function is simplified by using fee override configuration. Most parameters to this
function are ignore except order_type. Use OrderType.LIMIT_MAKER to specify you want trading fee for
maker order.
"""
is_maker = order_type is OrderType.LIMIT_MAKER
return TradeFee(percent=self.estimate_fee_pct(is_maker))
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:
self.logger().network(
"Unknown error. Retrying after 1 seconds.", exc_info=True,
app_warning_msg=(f"Could not fetch user events from {Constants.EXCHANGE_NAME}. "
"Check API key and network connection."))
await asyncio.sleep(1.0)
async def _user_stream_event_listener(self):
"""
Listens to message in _user_stream_tracker.user_stream queue. The messages are put in by
CoinzoomAPIUserStreamDataSource.
"""
async for event_message in self._iter_user_event_queue():
try:
event_methods = [
Constants.WS_METHODS["USER_ORDERS"],
Constants.WS_METHODS["USER_ORDERS_CANCEL"],
]
msg_keys = list(event_message.keys()) if event_message is not None else []
method_key = [key for key in msg_keys if key in event_methods]
if len(method_key) != 1:
continue
method: str = method_key[0]
if method == Constants.WS_METHODS["USER_ORDERS"]:
self._process_order_message(event_message[method])
elif method == Constants.WS_METHODS["USER_ORDERS_CANCEL"]:
self._process_order_message(event_message[method])
except asyncio.CancelledError:
raise
except Exception:
self.logger().error("Unexpected error in user stream listener loop.", exc_info=True)
await asyncio.sleep(5.0)
# This is currently unused, but looks like a future addition.
async def get_open_orders(self) -> List[OpenOrder]:
tracked_orders = list(self._in_flight_orders.values())
api_params = {
'symbol': None,
'orderSide': None,
'orderStatuses': ["NEW", "PARTIALLY_FILLED"],
'size': 500,
'bookmarkOrderId': None
}
result = await self._api_request("POST", Constants.ENDPOINT["USER_ORDERS"], api_params, is_auth_required=True)
ret_val = []
for order in result:
exchange_order_id = str(order["id"])
# CoinZoom doesn't support client order ids yet so we must find it from the tracked orders.
track_order = [o for o in tracked_orders if exchange_order_id == o.exchange_order_id]
if not track_order or len(track_order) < 1:
# Skip untracked orders
continue
client_order_id = track_order[0].client_order_id
# if Constants.HBOT_BROKER_ID not in order["clientOrderId"]:
# continue
if order["orderType"] != OrderType.LIMIT.name.upper():
self.logger().info(f"Unsupported order type found: {order['type']}")
# Skip and report non-limit orders
continue
ret_val.append(
OpenOrder(
client_order_id=client_order_id,
trading_pair=convert_from_exchange_trading_pair(order["symbol"]),
price=Decimal(str(order["price"])),
amount=Decimal(str(order["quantity"])),
executed_amount=Decimal(str(order["cumQuantity"])),
status=order["orderStatus"],
order_type=OrderType.LIMIT,
is_buy=True if order["orderSide"].lower() == TradeType.BUY.name.lower() else False,
time=str_date_to_ts(order["timestamp"]),
exchange_order_id=order["id"]
)
)
return ret_val
def setUpClass(cls):
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls.order_book_tracker: CoinzoomOrderBookTracker = CoinzoomOrderBookTracker(
cls.trading_pairs)
cls.order_book_tracker.start()
cls.ev_loop.run_until_complete(cls.wait_til_tracker_ready())