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
:param order_id: The internal order id
order.last_state to change to CANCELED
"""
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
await self._api_request(
"post", "private/cancel-order", {
"instrument_name":
crypto_com_utils.convert_to_exchange_trading_pair(
trading_pair),
"order_id":
ex_order_id
}, True)
return order_id
except asyncio.CancelledError:
raise
except Exception as e:
self.logger().network(
f"Failed to cancel order {order_id}: {str(e)}",
exc_info=True,
app_warning_msg=
f"Failed to cancel the order {order_id} on CryptoCom. "
f"Check API key and network connection.")
async def get_order_book_data(
trading_pair: str,
throttler: Optional[AsyncThrottler] = None) -> Dict[str, any]:
"""
Retrieves the JSON order book data of the specified trading pair using the exchange's REST API.
:param trading_pair: Specified trading pair.
:param throttler: Optional AsyncThrottler used to throttle the API request.
"""
throttler = throttler or CryptoComAPIOrderBookDataSource._get_throttler_instance(
)
async with aiohttp.ClientSession() as client:
async with throttler.execute_task(
CONSTANTS.GET_ORDER_BOOK_PATH_URL):
url = crypto_com_utils.get_rest_url(
CONSTANTS.GET_ORDER_BOOK_PATH_URL)
params = {
"depth":
150,
"instrument_name":
crypto_com_utils.convert_to_exchange_trading_pair(
trading_pair),
}
orderbook_response = await client.get(url=url, params=params)
if orderbook_response.status != 200:
raise IOError(
f"Error fetching OrderBook for {trading_pair} at {CONSTANTS.EXCHANGE_NAME}. "
f"HTTP status is {orderbook_response.status}.")
orderbook_data: List[Dict[str, Any]] = await safe_gather(
orderbook_response.json())
orderbook_data = orderbook_data[0]["result"]["data"][0]
return orderbook_data
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 = crypto_com_utils.convert_to_exchange_trading_pair(
cls.trading_pair)
async def cancel_all(self, timeout_seconds: float):
"""
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."
)
tracked_orders: Dict[
str,
CryptoComInFlightOrder] = self._in_flight_orders.copy().items()
cancellation_results = []
try:
tasks = []
for _, order in tracked_orders:
api_params = {
"instrument_name":
crypto_com_utils.convert_to_exchange_trading_pair(
order.trading_pair),
"order_id":
order.exchange_order_id,
}
tasks.append(
self._api_request(method="post",
path_url=CONSTANTS.CANCEL_ORDER_PATH_URL,
params=api_params,
is_auth_required=True))
await safe_gather(*tasks)
open_orders = await self.get_open_orders()
for cl_order_id, tracked_order in tracked_orders:
open_order = [
o for o in open_orders if o.client_order_id == cl_order_id
]
if not open_order:
cancellation_results.append(
CancellationResult(cl_order_id, True))
self.trigger_event(
MarketEvent.OrderCancelled,
OrderCancelledEvent(self.current_timestamp,
cl_order_id))
self.stop_tracking_order(cl_order_id)
else:
cancellation_results.append(
CancellationResult(cl_order_id, False))
except Exception:
self.logger().network(
"Failed to cancel all orders.",
exc_info=True,
app_warning_msg=
"Failed to cancel all orders on Crypto.com. Check API key and network connection."
)
return cancellation_results
async def cancel_all(self, timeout_seconds: float):
"""
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."
)
cancellation_results = []
try:
for trading_pair in self._trading_pairs:
await self._api_request(
"post", "private/cancel-all-orders", {
"instrument_name":
crypto_com_utils.convert_to_exchange_trading_pair(
trading_pair)
}, True)
open_orders = await self.get_open_orders()
for cl_order_id, tracked_order in self._in_flight_orders.items():
open_order = [
o for o in open_orders if o.client_order_id == cl_order_id
]
if not open_order:
cancellation_results.append(
CancellationResult(cl_order_id, True))
self.trigger_event(
MarketEvent.OrderCancelled,
OrderCancelledEvent(self.current_timestamp,
cl_order_id))
else:
cancellation_results.append(
CancellationResult(cl_order_id, False))
except Exception:
self.logger().network(
"Failed to cancel all orders.",
exc_info=True,
app_warning_msg=
"Failed to cancel all orders on Crypto.com. Check API key and network connection."
)
return cancellation_results
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}.")
api_params = {
"instrument_name":
crypto_com_utils.convert_to_exchange_trading_pair(trading_pair),
"side":
trade_type.name,
"type":
"LIMIT",
"price":
f"{price:f}",
"quantity":
f"{amount:f}",
"client_oid":
order_id
}
if order_type is OrderType.LIMIT_MAKER:
api_params["exec_inst"] = "POST_ONLY"
self.start_tracking_order(order_id, None, trading_pair, trade_type,
price, amount, order_type)
try:
order_result = await self._api_request("post",
"private/create-order",
api_params, True)
exchange_order_id = str(order_result["result"]["order_id"])
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)
event_tag = MarketEvent.BuyOrderCreated if trade_type is TradeType.BUY else MarketEvent.SellOrderCreated
event_class = BuyOrderCreatedEvent if trade_type is TradeType.BUY else SellOrderCreatedEvent
self.trigger_event(
event_tag,
event_class(self.current_timestamp, order_type, trading_pair,
amount, price, order_id))
except asyncio.CancelledError:
raise
except Exception as e:
self.stop_tracking_order(order_id)
self.logger().network(
f"Error submitting {trade_type.name} {order_type.name} order to Crypto.com for "
f"{amount} {trading_pair} "
f"{price}.",
exc_info=True,
app_warning_msg=str(e))
self.trigger_event(
MarketEvent.OrderFailure,
MarketOrderFailureEvent(self.current_timestamp, order_id,
order_type))
