def __init__(self,
digifinex_api_key: str,
digifinex_secret_key: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True):
"""
:param key: The API key to connect to private digifinex.com APIs.
:param secret: The API secret.
: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._global = DigifinexGlobal(digifinex_api_key, digifinex_secret_key)
# self._rest_api = DigifinexRestApi(self._digifinex_auth, self._http_client)
self._order_book_tracker = DigifinexOrderBookTracker(
trading_pairs=trading_pairs)
self._user_stream_tracker = DigifinexUserStreamTracker(
self._global, trading_pairs)
self._ev_loop = asyncio.get_event_loop()
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._in_flight_orders: Dict[str, DigifinexInFlightOrder] = {
} # Dict[client_order_id:str, DigifinexInFlightOrder]
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
def setUpClass(cls):
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls._global = DigifinexGlobal(cls.api_key, cls.api_secret)
cls.trading_pairs = ["BTC-USDT"]
cls.user_stream_tracker: DigifinexUserStreamTracker = DigifinexUserStreamTracker(
cls._global, trading_pairs=cls.trading_pairs)
cls.user_stream_tracker_task: asyncio.Task = safe_ensure_future(cls.user_stream_tracker.start())
class DigifinexExchange(ExchangeBase):
"""
DigifinexExchange connects with digifinex.com exchange and provides order book pricing, user account tracking and
trading functionality.
"""
API_CALL_TIMEOUT = 10.0
SHORT_POLL_INTERVAL = 5.0
UPDATE_ORDER_STATUS_MIN_INTERVAL = 10.0
LONG_POLL_INTERVAL = 120.0
@classmethod
def logger(cls) -> HummingbotLogger:
global ctce_logger
if ctce_logger is None:
ctce_logger = logging.getLogger(__name__)
return ctce_logger
def __init__(self,
digifinex_api_key: str,
digifinex_secret_key: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True):
"""
:param key: The API key to connect to private digifinex.com APIs.
:param secret: The API secret.
: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._global = DigifinexGlobal(digifinex_api_key, digifinex_secret_key)
# self._rest_api = DigifinexRestApi(self._digifinex_auth, self._http_client)
self._order_book_tracker = DigifinexOrderBookTracker(
trading_pairs=trading_pairs)
self._user_stream_tracker = DigifinexUserStreamTracker(
self._global, trading_pairs)
self._ev_loop = asyncio.get_event_loop()
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._in_flight_orders: Dict[str, DigifinexInFlightOrder] = {
} # Dict[client_order_id:str, DigifinexInFlightOrder]
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
@property
def name(self) -> str:
return "digifinex"
@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, DigifinexInFlightOrder]:
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: DigifinexInFlightOrder.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:
await self._global.rest_api.request("get", "ping")
except asyncio.CancelledError:
raise
except Exception as e:
_ = e
self.logger().exception('check_network', stack_info=True)
return NetworkStatus.NOT_CONNECTED
return NetworkStatus.CONNECTED
async def _trading_rules_polling_loop(self):
"""
Periodically update trading rule.
"""
while True:
try:
await self._update_trading_rules()
await asyncio.sleep(60)
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 digifinex.com. "
"Check network connection.")
await asyncio.sleep(0.5)
async def _update_trading_rules(self):
instruments_info = await self._global.rest_api.request(
"get", path_url="markets")
self._trading_rules.clear()
self._trading_rules = self._format_trading_rules(instruments_info)
def _format_trading_rules(
self, instruments_info: Dict[str, Any]) -> Dict[str, TradingRule]:
"""
Converts json API response into a dictionary of trading rules.
:param instruments_info: The json API response
:return A dictionary of trading rules.
Response Example:
{
"data": [{
"volume_precision": 4,
"price_precision": 2,
"market": "btc_usdt",
"min_amount": 2,
"min_volume": 0.0001
}],
"date": 1589873858,
"code": 0
}
"""
result = {}
for rule in instruments_info["data"]:
try:
trading_pair = digifinex_utils.convert_from_exchange_trading_pair(
rule["market"])
price_decimals = Decimal(str(rule["price_precision"]))
quantity_decimals = Decimal(str(rule["volume_precision"]))
# E.g. a price decimal of 2 means 0.01 incremental.
price_step = Decimal("1") / Decimal(
str(math.pow(10, price_decimals)))
quantity_step = Decimal("1") / Decimal(
str(math.pow(10, quantity_decimals)))
result[trading_pair] = TradingRule(
trading_pair,
min_price_increment=price_step,
min_base_amount_increment=quantity_step)
except Exception:
self.logger().error(
f"Error parsing the trading pair rule {rule}. Skipping.",
exc_info=True)
return result
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 = digifinex_utils.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 = digifinex_utils.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)
"""
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:
self.ev_loop.run_until_complete(
tracked_order.get_exchange_order_id())
safe_ensure_future(self._execute_cancel(tracked_order))
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}.")
symbol = digifinex_utils.convert_to_exchange_trading_pair(trading_pair)
api_params = {
"symbol": symbol,
"type": trade_type.name.lower(),
"price": f"{price:f}",
"amount": f"{amount:f}",
# "client_oid": order_id
}
if order_type is OrderType.LIMIT_MAKER:
api_params["post_only"] = 1
self.start_tracking_order(order_id, None, trading_pair, trade_type,
price, amount, order_type)
try:
order_result = await self._global.rest_api.request(
"post", "spot/order/new", api_params, True)
exchange_order_id = str(order_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,
tracked_order.creation_timestamp,
))
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 Digifinex 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))
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] = DigifinexInFlightOrder(
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,
creation_timestamp=self.current_timestamp)
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]
async def _execute_cancel(self, o: DigifinexInFlightOrder) -> 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:
await self._global.rest_api.request(
"post", "spot/order/cancel", {"order_id": o.exchange_order_id},
True)
if o.client_order_id in self._in_flight_orders:
self.trigger_event(
MarketEvent.OrderCancelled,
OrderCancelledEvent(self.current_timestamp,
o.client_order_id))
del self._in_flight_orders[o.client_order_id]
return o.exchange_order_id
except asyncio.CancelledError:
raise
except Exception as e:
self.logger().network(
f"Failed to cancel order {o.exchange_order_id}: {str(e)}",
exc_info=True,
app_warning_msg=
f"Failed to cancel the order {o.exchange_order_id} on Digifinex. "
f"Check API key and network connection.")
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)
self.logger().network(
"Unexpected error while fetching account updates.",
exc_info=True,
app_warning_msg=
"Could not fetch account updates from Digifinex. "
"Check API key and network connection.")
await asyncio.sleep(0.5)
async def _update_balances(self):
local_asset_names = set(self._account_balances.keys())
remote_asset_names = set()
account_info = await self._global.rest_api.get_balance()
for account in account_info["list"]:
asset_name = account["currency"]
self._account_available_balances[asset_name] = Decimal(
str(account["free"]))
self._account_balances[asset_name] = Decimal(str(account["total"]))
remote_asset_names.add(asset_name)
try:
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]
except Exception as e:
self.logger().error(e)
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 /
self.UPDATE_ORDER_STATUS_MIN_INTERVAL)
current_tick = int(self.current_timestamp /
self.UPDATE_ORDER_STATUS_MIN_INTERVAL)
if current_tick > last_tick and len(self._in_flight_orders) > 0:
tracked_orders = list(self._in_flight_orders.values())
tasks = []
for tracked_order in tracked_orders:
order_id = await tracked_order.get_exchange_order_id()
tasks.append(
self._global.rest_api.request("get", "spot/order/detail",
{"order_id": order_id},
True))
self.logger().debug(
f"Polling for order status updates of {len(tasks)} orders.")
update_results = await safe_gather(*tasks, return_exceptions=True)
for update_result in update_results:
if isinstance(update_result, Exception):
raise update_result
if "data" not in update_result:
self.logger().info(
f"_update_order_status result not in resp: {update_result}"
)
continue
order_data = update_result["data"]
self._process_rest_trade_details(order_data)
self._process_order_status(order_data.get('order_id'),
order_data.get('status'))
def _process_order_status(self, exchange_order_id: str, status: int):
"""
Updates in-flight order and triggers cancellation or failure event if needed.
"""
tracked_order = self.find_exchange_order(exchange_order_id)
if tracked_order is None:
return
client_order_id = tracked_order.client_order_id
# Update order execution status
tracked_order.last_state = str(status)
if tracked_order.is_cancelled:
self.logger().info(
f"Successfully cancelled order {client_order_id}.")
self.trigger_event(
MarketEvent.OrderCancelled,
OrderCancelledEvent(self.current_timestamp, client_order_id))
tracked_order.cancelled_event.set()
self.stop_tracking_order(client_order_id)
# elif tracked_order.is_failure:
# self.logger().info(f"The market order {client_order_id} has failed according to order status API. "
# f"Reason: {digifinex_utils.get_api_reason(order_msg['reason'])}")
# self.trigger_event(MarketEvent.OrderFailure,
# MarketOrderFailureEvent(
# self.current_timestamp,
# client_order_id,
# tracked_order.order_type
# ))
# self.stop_tracking_order(client_order_id)
def _process_rest_trade_details(self, order_detail_msg: Any):
for trade_msg in order_detail_msg['detail']:
"""
Updates in-flight order and trigger order filled event for trade message received. Triggers order completed
event if the total executed amount equals to the specified order amount.
"""
# for order in self._in_flight_orders.values():
# await order.get_exchange_order_id()
tracked_order = self.find_exchange_order(trade_msg['order_id'])
if tracked_order is None:
return
updated = tracked_order.update_with_rest_order_detail(trade_msg)
if not updated:
return
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(trade_msg["executed_price"])),
Decimal(str(trade_msg["executed_amount"])),
estimate_fee(
self.name, tracked_order.order_type
in [OrderType.LIMIT, OrderType.LIMIT_MAKER]),
# TradeFee(0.0, [(trade_msg["fee_currency"], Decimal(str(trade_msg["fee"])))]),
exchange_trade_id=trade_msg["tid"]))
if math.isclose(tracked_order.executed_amount_base, tracked_order.amount) or \
tracked_order.executed_amount_base >= tracked_order.amount:
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
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.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.order_type))
self.stop_tracking_order(tracked_order.client_order_id)
def find_exchange_order(self, exchange_order_id: str):
for o in self._in_flight_orders.values():
if o.exchange_order_id == exchange_order_id:
return o
def _process_order_message_traded(self, order_msg):
tracked_order: DigifinexInFlightOrder = self.find_exchange_order(
order_msg['id'])
if tracked_order is None:
return
(delta_trade_amount,
delta_trade_price) = tracked_order.update_with_order_update(order_msg)
if not delta_trade_amount:
return
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,
delta_trade_price,
delta_trade_amount,
estimate_fee(
self.name, tracked_order.order_type
in [OrderType.LIMIT, OrderType.LIMIT_MAKER]),
# TradeFee(0.0, [(trade_msg["fee_currency"], Decimal(str(trade_msg["fee"])))]),
exchange_trade_id=str(int(self._time() * 1e6))))
if math.isclose(tracked_order.executed_amount_base, tracked_order.amount) or \
tracked_order.executed_amount_base >= tracked_order.amount:
tracked_order.last_state = "2"
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
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.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.order_type))
self.stop_tracking_order(tracked_order.client_order_id)
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._global.rest_api.request(
# "post",
# "private/cancel-all-orders",
# {"instrument_name": digifinex_utils.convert_to_exchange_trading_pair(trading_pair)},
# True
# )
open_orders = list(self._in_flight_orders.values())
for o in open_orders:
await self._execute_cancel(o)
for cl_order_id, tracked_order in self._in_flight_orders.items():
open_order = [
o for o in open_orders
if o.exchange_order_id == tracked_order.exchange_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 Digifinex. 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 = (self.SHORT_POLL_INTERVAL if
now - self._user_stream_tracker.last_recv_time > 60.0
else self.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,
is_maker: Optional[bool] = None) -> AddedToCostTradeFee:
"""
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 AddedToCostTradeFee(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=
"Could not fetch user events from Digifinex. 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
DigifinexAPIUserStreamDataSource.
"""
async for event_message in self._iter_user_event_queue():
try:
if "method" not in event_message:
continue
channel = event_message["method"]
# if "user.trade" in channel:
# for trade_msg in event_message["result"]["data"]:
# await self._process_trade_message(trade_msg)
if "order.update" in channel:
for order_msg in event_message["params"]:
self._process_order_status(order_msg['id'],
order_msg['status'])
self._process_order_message_traded(order_msg)
elif channel == "balance.update":
balances = event_message["params"]
for balance_entry in balances:
asset_name = balance_entry["currency"]
self._account_balances[asset_name] = Decimal(
str(balance_entry["total"]))
self._account_available_balances[asset_name] = Decimal(
str(balance_entry["free"]))
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error in user stream listener loop.",
exc_info=True)
await asyncio.sleep(5.0)
async def get_open_orders(self) -> List[OpenOrder]:
result = await self._global.rest_api.request("get",
"spot/order/current", {},
True)
ret_val = []
for order in result["data"]:
# if digifinex_utils.HBOT_BROKER_ID not in order["client_oid"]:
# continue
if order["type"] not in ["buy", "sell"]:
raise Exception(f"Unsupported order type {order['type']}")
ret_val.append(
OpenOrder(client_order_id=None,
trading_pair=digifinex_utils.
convert_from_exchange_trading_pair(order["symbol"]),
price=Decimal(str(order["price"])),
amount=Decimal(str(order["amount"])),
executed_amount=Decimal(str(
order["executed_amount"])),
status=order["status"],
order_type=OrderType.LIMIT,
is_buy=True if order["type"] == "buy" else False,
time=int(order["created_date"]),
exchange_order_id=order["order_id"]))
return ret_val