Beispiel #1
0
    def connect_market(exchange, *api_details):
        market = None
        if exchange == "binance":
            market = BinanceMarket(api_details[0], api_details[1])
        elif exchange == "bittrex":
            market = BittrexMarket(api_details[0], api_details[1])
        elif exchange == "coinbase_pro":
            market = CoinbaseProMarket(api_details[0], api_details[1],
                                       api_details[2])
        elif exchange == "huobi":
            market = HuobiMarket(api_details[0], api_details[1])
        elif exchange == "kucoin":
            market = KucoinMarket(api_details[0], api_details[2],
                                  api_details[1])
        elif exchange == "liquid":
            market = LiquidMarket(api_details[0], api_details[1])
        elif exchange == "kraken":
            market = KrakenMarket(api_details[0], api_details[1])
        elif exchange == "beaxy":
            market = BeaxyMarket(api_details[0], api_details[1])
        elif exchange == "eterbase":
            market = EterbaseMarket(api_details[0], api_details[1],
                                    api_details[2])

        return market
Beispiel #2
0
 def setUpClass(cls):
     cls.clock: Clock = Clock(ClockMode.REALTIME)
     cls.market: BittrexMarket = BittrexMarket(
         bittrex_api_key=conf.bittrex_api_key,
         bittrex_secret_key=conf.bittrex_secret_key,
         trading_pairs=["LTC-ETH", "XRP-ETH"])
     print("Initializing Bittrex market... this will take about a minute. ")
     cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
     cls.clock.add_iterator(cls.market)
     cls.stack = contextlib.ExitStack()
     cls._clock = cls.stack.enter_context(cls.clock)
     cls.ev_loop.run_until_complete(cls.wait_til_ready())
     print("Ready.")
Beispiel #3
0
    def setUpClass(cls):
        cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
        if API_MOCK_ENABLED:
            cls.web_app = HummingWebApp.get_instance()
            cls.web_app.add_host_to_mock(API_BASE_URL, [])
            cls.web_app.start()
            cls.ev_loop.run_until_complete(cls.web_app.wait_til_started())
            cls._patcher = mock.patch("aiohttp.client.URL")
            cls._url_mock = cls._patcher.start()
            cls._url_mock.side_effect = cls.web_app.reroute_local
            cls.web_app.update_response("get", API_BASE_URL, "/v3/ping", FixtureBittrex.PING)
            cls.web_app.update_response("get", API_BASE_URL, "/v3/markets", FixtureBittrex.MARKETS)
            cls.web_app.update_response("get", API_BASE_URL, "/v3/markets/tickers", FixtureBittrex.MARKETS_TICKERS)
            cls.web_app.update_response("get", API_BASE_URL, "/v3/balances", FixtureBittrex.BALANCES)
            cls.web_app.update_response("get", API_BASE_URL, "/v3/orders/open", FixtureBittrex.ORDERS_OPEN)
            cls._t_nonce_patcher = unittest.mock.patch("hummingbot.market.bittrex.bittrex_market.get_tracking_nonce")
            cls._t_nonce_mock = cls._t_nonce_patcher.start()

            cls._us_patcher = unittest.mock.patch("hummingbot.market.bittrex.bittrex_api_user_stream_data_source."
                                                  "BittrexAPIUserStreamDataSource._transform_raw_message",
                                                  autospec=True)
            cls._us_mock = cls._us_patcher.start()
            cls._us_mock.side_effect = _transform_raw_message_patch

            cls._ob_patcher = unittest.mock.patch("hummingbot.market.bittrex.bittrex_api_order_book_data_source."
                                                  "BittrexAPIOrderBookDataSource._transform_raw_message",
                                                  autospec=True)
            cls._ob_mock = cls._ob_patcher.start()
            cls._ob_mock.side_effect = _transform_raw_message_patch

            HummingWsServerFactory.url_host_only = True
            ws_server = HummingWsServerFactory.start_new_server(WS_BASE_URL)
            cls._ws_patcher = unittest.mock.patch("websockets.connect", autospec=True)
            cls._ws_mock = cls._ws_patcher.start()
            cls._ws_mock.side_effect = HummingWsServerFactory.reroute_ws_connect
            ws_server.add_stock_response("queryExchangeState", FixtureBittrex.WS_ORDER_BOOK_SNAPSHOT.copy())

        cls.clock: Clock = Clock(ClockMode.REALTIME)
        cls.market: BittrexMarket = BittrexMarket(
            bittrex_api_key=API_KEY,
            bittrex_secret_key=API_SECRET,
            trading_pairs=["ETH-USDT"]
        )

        print("Initializing Bittrex market... this will take about a minute. ")
        cls.clock.add_iterator(cls.market)
        cls.stack = contextlib.ExitStack()
        cls._clock = cls.stack.enter_context(cls.clock)
        cls.ev_loop.run_until_complete(cls.wait_til_ready())
        print("Ready.")
    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] = []
            market_class: MarketBase = MARKET_CLASSES.get(
                market_name, MarketBase)
            for trading_pair in trading_pairs:
                exchange_trading_pair: str = market_class.convert_to_exchange_trading_pair(
                    trading_pair)
                market_trading_pairs_map[market_name].append(
                    exchange_trading_pair)

        for market_name, trading_pairs in market_trading_pairs_map.items():
            if global_config_map.get("paper_trade_enabled").value:
                try:
                    market = 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():
                    market.set_balance(asset, balance)

            elif market_name == "binance":
                binance_api_key = global_config_map.get(
                    "binance_api_key").value
                binance_api_secret = global_config_map.get(
                    "binance_api_secret").value
                market = BinanceMarket(
                    binance_api_key,
                    binance_api_secret,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required,
                )

            elif market_name == "radar_relay":
                assert self.wallet is not None
                market = RadarRelayMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required,
                )

            elif market_name == "bamboo_relay":
                assert self.wallet is not None
                use_coordinator = global_config_map.get(
                    "bamboo_relay_use_coordinator").value
                pre_emptive_soft_cancels = global_config_map.get(
                    "bamboo_relay_pre_emptive_soft_cancels").value
                market = BambooRelayMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    trading_pairs=trading_pairs,
                    use_coordinator=use_coordinator,
                    pre_emptive_soft_cancels=pre_emptive_soft_cancels,
                    trading_required=self._trading_required,
                )

            elif market_name == "coinbase_pro":
                coinbase_pro_api_key = global_config_map.get(
                    "coinbase_pro_api_key").value
                coinbase_pro_secret_key = global_config_map.get(
                    "coinbase_pro_secret_key").value
                coinbase_pro_passphrase = global_config_map.get(
                    "coinbase_pro_passphrase").value

                market = CoinbaseProMarket(
                    coinbase_pro_api_key,
                    coinbase_pro_secret_key,
                    coinbase_pro_passphrase,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            elif market_name == "huobi":
                huobi_api_key = global_config_map.get("huobi_api_key").value
                huobi_secret_key = global_config_map.get(
                    "huobi_secret_key").value
                market = HuobiMarket(
                    huobi_api_key,
                    huobi_secret_key,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            elif market_name == "liquid":
                liquid_api_key = global_config_map.get("liquid_api_key").value
                liquid_secret_key = global_config_map.get(
                    "liquid_secret_key").value

                market = LiquidMarket(
                    liquid_api_key,
                    liquid_secret_key,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    user_stream_tracker_data_source_type=
                    UserStreamTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            elif market_name == "dolomite":
                assert self.wallet is not None
                is_test_net: bool = global_config_map.get(
                    "ethereum_chain_name").value == "DOLOMITE_TEST"
                market = DolomiteMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    isTestNet=is_test_net,
                    trading_required=self._trading_required,
                )
            elif market_name == "bittrex":
                bittrex_api_key = global_config_map.get(
                    "bittrex_api_key").value
                bittrex_secret_key = global_config_map.get(
                    "bittrex_secret_key").value
                market = BittrexMarket(
                    bittrex_api_key,
                    bittrex_secret_key,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            elif market_name == "kucoin":
                kucoin_api_key = global_config_map.get("kucoin_api_key").value
                kucoin_secret_key = global_config_map.get(
                    "kucoin_secret_key").value
                kucoin_passphrase = global_config_map.get(
                    "kucoin_passphrase").value
                market = KucoinMarket(
                    kucoin_api_key,
                    kucoin_passphrase,
                    kucoin_secret_key,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            elif market_name == "eterbase":
                eterbase_api_key = global_config_map.get(
                    "eterbase_api_key").value
                eterbase_secret_key = global_config_map.get(
                    "eterbase_secret_key").value
                eterbase_account = global_config_map.get(
                    "eterbase_account").value
                market = EterbaseMarket(
                    eterbase_api_key,
                    eterbase_secret_key,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required,
                    eterbase_account=eterbase_account)
            elif market_name == "kraken":
                kraken_api_key = global_config_map.get("kraken_api_key").value
                kraken_secret_key = global_config_map.get(
                    "kraken_secret_key").value
                market = KrakenMarket(
                    kraken_api_key,
                    kraken_secret_key,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            else:
                raise ValueError(f"Market name {market_name} is invalid.")

            self.markets[market_name]: MarketBase = market

        self.markets_recorder = MarketsRecorder(
            self.trade_fill_db,
            list(self.markets.values()),
            self.strategy_file_name,
            self.strategy_name,
        )
        self.markets_recorder.start()
Beispiel #5
0
    def test_orders_saving_and_restoration(self):
        config_path: str = "test_config"
        strategy_name: str = "test_strategy"
        trading_pair: str = "LTC-ETH"
        sql: SQLConnectionManager = SQLConnectionManager(
            SQLConnectionType.TRADE_FILLS, db_path=self.db_path)
        order_id: Optional[str] = None
        recorder: MarketsRecorder = MarketsRecorder(sql, [self.market],
                                                    config_path, strategy_name)
        recorder.start()

        try:
            self.assertEqual(0, len(self.market.tracking_states))

            # Try to put limit buy order for 0.04 ETH, and watch for order creation event.
            current_bid_price: Decimal = self.market.get_price(
                trading_pair, True)
            bid_price: Decimal = current_bid_price * Decimal('0.8')
            quantize_bid_price: Decimal = self.market.quantize_order_price(
                trading_pair, bid_price)

            amount: Decimal = Decimal('0.04')
            quantized_amount: Decimal = self.market.quantize_order_amount(
                trading_pair, amount)

            order_id = self.market.buy(trading_pair, quantized_amount,
                                       OrderType.LIMIT, quantize_bid_price)
            [order_created_event] = self.run_parallel(
                self.market_logger.wait_for(BuyOrderCreatedEvent))
            order_created_event: BuyOrderCreatedEvent = order_created_event
            self.assertEqual(order_id, order_created_event.order_id)

            # Verify tracking states
            self.assertEqual(1, len(self.market.tracking_states))
            self.assertEqual(order_id,
                             list(self.market.tracking_states.keys())[0])

            # Verify orders from recorder
            recorded_orders: List[
                Order] = recorder.get_orders_for_config_and_market(
                    config_path, self.market)
            self.assertEqual(1, len(recorded_orders))
            self.assertEqual(order_id, recorded_orders[0].id)

            # Verify saved market states
            saved_market_states: MarketState = recorder.get_market_states(
                config_path, self.market)
            self.assertIsNotNone(saved_market_states)
            self.assertIsInstance(saved_market_states.saved_state, dict)
            self.assertGreater(len(saved_market_states.saved_state), 0)

            # Close out the current market and start another market.
            self.clock.remove_iterator(self.market)
            for event_tag in self.events:
                self.market.remove_listener(event_tag, self.market_logger)
            self.market: BittrexMarket = BittrexMarket(
                bittrex_api_key=conf.bittrex_api_key,
                bittrex_secret_key=conf.bittrex_secret_key,
                trading_pairs=["LTC-ETH", "XRP-ETH"])
            for event_tag in self.events:
                self.market.add_listener(event_tag, self.market_logger)
            recorder.stop()
            recorder = MarketsRecorder(sql, [self.market], config_path,
                                       strategy_name)
            recorder.start()
            saved_market_states = recorder.get_market_states(
                config_path, self.market)
            self.clock.add_iterator(self.market)
            self.assertEqual(0, len(self.market.limit_orders))
            self.assertEqual(0, len(self.market.tracking_states))
            self.market.restore_tracking_states(
                saved_market_states.saved_state)
            self.assertEqual(1, len(self.market.limit_orders))
            self.assertEqual(1, len(self.market.tracking_states))

            # Cancel the order and verify that the change is saved.
            self.market.cancel(trading_pair, order_id)
            self.run_parallel(self.market_logger.wait_for(OrderCancelledEvent))
            order_id = None
            self.assertEqual(0, len(self.market.limit_orders))
            self.assertEqual(0, len(self.market.tracking_states))
            saved_market_states = recorder.get_market_states(
                config_path, self.market)
            self.assertEqual(0, len(saved_market_states.saved_state))
        finally:
            if order_id is not None:
                self.market.cancel(trading_pair, order_id)
                self.run_parallel(
                    self.market_logger.wait_for(OrderCancelledEvent))

            recorder.stop()
            os.unlink(self.db_path)
    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] = []
            market_class: MarketBase = MARKET_CLASSES.get(
                market_name, MarketBase)
            for trading_pair in trading_pairs:
                exchange_trading_pair: str = market_class.convert_to_exchange_trading_pair(
                    trading_pair)
                market_trading_pairs_map[market_name].append(
                    exchange_trading_pair)

        for market_name, trading_pairs in market_trading_pairs_map.items():
            if global_config_map.get("paper_trade_enabled").value:
                self._notify(
                    f"\nPaper trade is enabled for market {market_name}")
                try:
                    market = 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:
                    market.set_balance(asset, balance)

            elif market_name == "ddex" and self.wallet:
                market = DDEXMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required,
                )

            elif market_name == "idex" and self.wallet:
                idex_api_key: str = global_config_map.get("idex_api_key").value
                try:
                    market = IDEXMarket(
                        idex_api_key=idex_api_key,
                        wallet=self.wallet,
                        ethereum_rpc_url=ethereum_rpc_url,
                        order_book_tracker_data_source_type=
                        OrderBookTrackerDataSourceType.EXCHANGE_API,
                        trading_pairs=trading_pairs,
                        trading_required=self._trading_required,
                    )
                except Exception as e:
                    self.logger().error(str(e))

            elif market_name == "binance":
                binance_api_key = global_config_map.get(
                    "binance_api_key").value
                binance_api_secret = global_config_map.get(
                    "binance_api_secret").value
                market = BinanceMarket(
                    binance_api_key,
                    binance_api_secret,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required,
                )

            elif market_name == "radar_relay" and self.wallet:
                market = RadarRelayMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required,
                )

            elif market_name == "bamboo_relay" and self.wallet:
                use_coordinator = global_config_map.get(
                    "bamboo_relay_use_coordinator").value
                pre_emptive_soft_cancels = global_config_map.get(
                    "bamboo_relay_pre_emptive_soft_cancels").value
                market = BambooRelayMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    trading_pairs=trading_pairs,
                    use_coordinator=use_coordinator,
                    pre_emptive_soft_cancels=pre_emptive_soft_cancels,
                    trading_required=self._trading_required,
                )

            elif market_name == "coinbase_pro":
                coinbase_pro_api_key = global_config_map.get(
                    "coinbase_pro_api_key").value
                coinbase_pro_secret_key = global_config_map.get(
                    "coinbase_pro_secret_key").value
                coinbase_pro_passphrase = global_config_map.get(
                    "coinbase_pro_passphrase").value

                market = CoinbaseProMarket(
                    coinbase_pro_api_key,
                    coinbase_pro_secret_key,
                    coinbase_pro_passphrase,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            elif market_name == "huobi":
                huobi_api_key = global_config_map.get("huobi_api_key").value
                huobi_secret_key = global_config_map.get(
                    "huobi_secret_key").value
                market = HuobiMarket(
                    huobi_api_key,
                    huobi_secret_key,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            elif market_name == "dolomite" and self.wallet:
                is_test_net: bool = global_config_map.get(
                    "ethereum_chain_name").value == "DOLOMITE_TEST"
                market = DolomiteMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    isTestNet=is_test_net,
                    trading_required=self._trading_required,
                )
            elif market_name == "bittrex":
                bittrex_api_key = global_config_map.get(
                    "bittrex_api_key").value
                bittrex_secret_key = global_config_map.get(
                    "bittrex_secret_key").value
                market = BittrexMarket(
                    bittrex_api_key,
                    bittrex_secret_key,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required)
            else:
                raise ValueError(f"Market name {market_name} is invalid.")

            self.markets[market_name]: MarketBase = market

        self.markets_recorder = MarketsRecorder(
            self.trade_fill_db,
            list(self.markets.values()),
            in_memory_config_map.get("strategy_file_path").value,
            in_memory_config_map.get("strategy").value,
        )
        self.markets_recorder.start()