def _did_create_order(self, event_tag: int, market: MarketBase,
evt: Union[BuyOrderCreatedEvent,
SellOrderCreatedEvent]):
if threading.current_thread() != threading.main_thread():
self._ev_loop.call_soon_threadsafe(self._did_create_order,
event_tag, market, evt)
return
session: Session = self.session
base_asset, quote_asset = market.split_symbol(evt.symbol)
timestamp: int = self.db_timestamp
event_type: MarketEvent = self.market_event_tag_map[event_tag]
trade_type: TradeType = TradeType.BUY if type(
evt) == BuyOrderCreatedEvent else TradeType.SELL
order_record: Order = Order(id=evt.order_id,
config_file_path=self._config_file_path,
strategy=self._strategy_name,
market=market.display_name,
symbol=evt.symbol,
base_asset=base_asset,
quote_asset=quote_asset,
creation_timestamp=timestamp,
order_type=evt.type.name,
amount=float(evt.amount),
price=float(evt.price),
last_status=event_type.name,
last_update_timestamp=timestamp)
order_status: OrderStatus = OrderStatus(order=order_record,
timestamp=timestamp,
status=event_type.name)
session.add(order_record)
session.add(order_status)
self.save_market_states(self._config_file_path, market, no_commit=True)
session.commit()
async def submit_orders(self):
try:
orders: List[Order] = await self.get_unsubmitted_orders()
# only submit 5000 at a time
formatted_orders: List[Dict[str, Any]] = [
Order.to_bounty_api_json(order) for order in orders[:5000]
]
if self._last_submitted_order_timestamp >= 0 and len(
formatted_orders) > 0:
url = f"{self.LIQUIDITY_BOUNTY_REST_API}/order"
results = await self.authenticated_request(
"POST", url, json={"orders": formatted_orders})
num_submitted = results.get("orders_submitted", 0)
num_recorded = results.get("orders_recorded", 0)
if num_submitted != num_recorded:
self.logger().warning(
f"Failed to submit {num_submitted - num_recorded} order(s)"
)
if num_recorded > 0:
self.logger().info(
f"Successfully sent {num_recorded} order(s) to claim bounty"
)
except Exception:
raise
def _did_create_order(self, event_tag: int, market: ConnectorBase,
evt: Union[BuyOrderCreatedEvent,
SellOrderCreatedEvent]):
if threading.current_thread() != threading.main_thread():
self._ev_loop.call_soon_threadsafe(self._did_create_order,
event_tag, market, evt)
return
base_asset, quote_asset = evt.trading_pair.split("-")
timestamp = int(evt.creation_timestamp * 1e3)
event_type: MarketEvent = self.market_event_tag_map[event_tag]
with self._sql_manager.get_new_session() as session:
with session.begin():
order_record: Order = Order(
id=evt.order_id,
config_file_path=self._config_file_path,
strategy=self._strategy_name,
market=market.display_name,
symbol=evt.trading_pair,
base_asset=base_asset,
quote_asset=quote_asset,
creation_timestamp=timestamp,
order_type=evt.type.name,
amount=Decimal(evt.amount),
leverage=evt.leverage if evt.leverage else 1,
price=Decimal(evt.price)
if evt.price == evt.price else Decimal(0),
position=evt.position
if evt.position else PositionAction.NIL.value,
last_status=event_type.name,
last_update_timestamp=timestamp,
exchange_order_id=evt.exchange_order_id)
order_status: OrderStatus = OrderStatus(order=order_record,
timestamp=timestamp,
status=event_type.name)
session.add(order_record)
session.add(order_status)
market.add_exchange_order_ids_from_market_recorder(
{evt.exchange_order_id: evt.order_id})
self.save_market_states(self._config_file_path,
market,
session=session)
def _did_create_order(self, event_tag: int, market: ConnectorBase,
evt: Union[BuyOrderCreatedEvent,
SellOrderCreatedEvent]):
if threading.current_thread() != threading.main_thread():
self._ev_loop.call_soon_threadsafe(self._did_create_order,
event_tag, market, evt)
return
session: Session = self.session
base_asset, quote_asset = evt.trading_pair.split("-")
timestamp: int = self.db_timestamp
event_type: MarketEvent = self.market_event_tag_map[event_tag]
order_record: Order = Order(
id=evt.order_id,
config_file_path=self._config_file_path,
strategy=self._strategy_name,
market=market.display_name,
symbol=evt.trading_pair,
base_asset=base_asset,
quote_asset=quote_asset,
creation_timestamp=timestamp,
order_type=evt.type.name,
amount=float(evt.amount),
leverage=evt.leverage if evt.leverage else 1,
price=float(evt.price) if evt.price == evt.price else 0,
position=evt.position if evt.position else "NILL",
last_status=event_type.name,
last_update_timestamp=timestamp,
exchange_order_id=evt.exchange_order_id)
order_status: OrderStatus = OrderStatus(order=order_record,
timestamp=timestamp,
status=event_type.name)
session.add(order_record)
session.add(order_status)
market.add_exchange_order_ids_from_market_recorder(
{evt.exchange_order_id: evt.order_id})
self.save_market_states(self._config_file_path, market, no_commit=True)
session.commit()
def test_list_trades(self, notify_mock):
global_config_map["tables_format"].value = "psql"
captures = []
notify_mock.side_effect = lambda s: captures.append(s)
self.app.strategy_file_name = f"{self.mock_strategy_name}.yml"
trade_fee = AddedToCostTradeFee(percent=Decimal("5"))
order_id = PaperTradeExchange.random_order_id(order_side="BUY",
trading_pair="BTC-USDT")
with self.app.trade_fill_db.get_new_session() as session:
o = Order(
id=order_id,
config_file_path=f"{self.mock_strategy_name}.yml",
strategy=self.mock_strategy_name,
market="binance",
symbol="BTC-USDT",
base_asset="BTC",
quote_asset="USDT",
creation_timestamp=0,
order_type="LMT",
amount=4,
leverage=0,
price=3,
last_status="PENDING",
last_update_timestamp=0,
)
session.add(o)
for i in [1, 2]:
t = TradeFill(
config_file_path=f"{self.mock_strategy_name}.yml",
strategy=self.mock_strategy_name,
market="binance",
symbol="BTC-USDT",
base_asset="BTC",
quote_asset="USDT",
timestamp=i,
order_id=order_id,
trade_type="BUY",
order_type="LIMIT",
price=i,
amount=2,
leverage=1,
trade_fee=trade_fee.to_json(),
exchange_trade_id=f"someExchangeId{i}",
)
session.add(t)
session.commit()
self.app.list_trades(start_time=0)
self.assertEqual(1, len(captures))
creation_time_str = str(datetime.datetime.fromtimestamp(0))
df_str_expected = (
f"\n Recent trades:"
f"\n +---------------------+------------+----------+--------------+--------+---------+----------+------------+------------+-------+" # noqa: E501
f"\n | Timestamp | Exchange | Market | Order_type | Side | Price | Amount | Leverage | Position | Age |" # noqa: E501
f"\n |---------------------+------------+----------+--------------+--------+---------+----------+------------+------------+-------|" # noqa: E501
f"\n | {creation_time_str} | binance | BTC-USDT | limit | buy | 1 | 2 | 1 | NIL | n/a |" # noqa: E501
f"\n | {creation_time_str} | binance | BTC-USDT | limit | buy | 2 | 2 | 1 | NIL | n/a |" # noqa: E501
f"\n +---------------------+------------+----------+--------------+--------+---------+----------+------------+------------+-------+" # noqa: E501
)
self.assertEqual(df_str_expected, captures[0])