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] = []
for hb_trading_pair in trading_pairs:
market_trading_pairs_map[market_name].append(hb_trading_pair)
for connector_name, trading_pairs in market_trading_pairs_map.items():
if global_config_map.get("paper_trade_enabled").value:
try:
connector = 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():
connector.set_balance(asset, balance)
elif connector_name in CEXES or connector_name in DERIVATIVES:
keys = dict((key, value.value) for key, value in dict(
filter(lambda item: connector_name in item[0],
global_config_map.items())).items())
connector_class = get_connector_class(connector_name)
connector = connector_class(
**keys,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif connector_name in DEXES:
assert self.wallet is not None
keys = dict((key, value.value) for key, value in dict(
filter(lambda item: connector_name in item[0],
global_config_map.items())).items())
connector_class = get_connector_class(connector_name)
connector = connector_class(
**keys,
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
# TO-DO for DEXes: rename all extra argument to match key in global_config_map
else:
raise ValueError(
f"Connector name {connector_name} is invalid.")
self.markets[connector_name] = connector
self.markets_recorder = MarketsRecorder(
self.trade_fill_db,
list(self.markets.values()),
self.strategy_file_name,
self.strategy_name,
)
self.markets_recorder.start()
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]):
# aggregate trading_pairs if there are duplicate markets
for market_name, trading_pairs in market_names:
if market_name not in self.market_trading_pairs_map:
self.market_trading_pairs_map[market_name] = []
for hb_trading_pair in trading_pairs:
self.market_trading_pairs_map[market_name].append(
hb_trading_pair)
for connector_name, trading_pairs in self.market_trading_pairs_map.items(
):
conn_setting = CONNECTOR_SETTINGS[connector_name]
if global_config_map.get(
"paper_trade_enabled"
).value and conn_setting.type == ConnectorType.Exchange:
try:
connector = create_paper_trade_market(
connector_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():
connector.set_balance(asset, balance)
else:
Security.update_config_map(global_config_map)
keys = {
key: config.value
for key, config in global_config_map.items()
if key in conn_setting.config_keys
}
init_params = conn_setting.conn_init_parameters(keys)
init_params.update(trading_pairs=trading_pairs,
trading_required=self._trading_required)
if conn_setting.use_ethereum_wallet:
ethereum_rpc_url = global_config_map.get(
"ethereum_rpc_url").value
# Todo: Hard coded this execption for now until we figure out how to handle all ethereum connectors.
if connector_name in [
"balancer", "uniswap", "perpetual_finance"
]:
private_key = get_eth_wallet_private_key()
init_params.update(wallet_private_key=private_key,
ethereum_rpc_url=ethereum_rpc_url)
else:
assert self.wallet is not None
init_params.update(wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url)
connector_class = get_connector_class(connector_name)
connector = connector_class(**init_params)
self.markets[connector_name] = connector
self.markets_recorder = MarketsRecorder(
self.trade_fill_db,
list(self.markets.values()),
self.strategy_file_name,
self.strategy_name,
)
self.markets_recorder.start()
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]):
# aggregate trading_pairs if there are duplicate markets
for market_name, trading_pairs in market_names:
if market_name not in self.market_trading_pairs_map:
self.market_trading_pairs_map[market_name] = []
for hb_trading_pair in trading_pairs:
self.market_trading_pairs_map[market_name].append(hb_trading_pair)
for connector_name, trading_pairs in self.market_trading_pairs_map.items():
conn_setting = AllConnectorSettings.get_connector_settings()[connector_name]
if connector_name.endswith("paper_trade") and conn_setting.type == ConnectorType.Exchange:
connector = create_paper_trade_market(conn_setting.parent_name, self.client_config_map, trading_pairs)
paper_trade_account_balance = self.client_config_map.paper_trade.paper_trade_account_balance
if paper_trade_account_balance is not None:
for asset, balance in paper_trade_account_balance.items():
connector.set_balance(asset, balance)
else:
keys = Security.api_keys(connector_name)
init_params = conn_setting.conn_init_parameters(keys)
init_params.update(trading_pairs=trading_pairs, trading_required=self._trading_required)
connector_class = get_connector_class(connector_name)
read_only_config = ReadOnlyClientConfigAdapter.lock_config(self.client_config_map)
connector = connector_class(read_only_config, **init_params)
self.markets[connector_name] = connector
self.markets_recorder = MarketsRecorder(
self.trade_fill_db,
list(self.markets.values()),
self.strategy_file_name,
self.strategy_name,
)
self.markets_recorder.start()
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]):
obt_class = get_order_book_tracker_class(exchange_name)
conn_setting = CONNECTOR_SETTINGS[exchange_name]
obt_params = {"trading_pairs": trading_pairs}
return PaperTradeExchange(
obt_class(**conn_setting.add_domain_parameter(obt_params)),
MarketConfig.default_config(), get_connector_class(exchange_name))
def connect_market(exchange, **api_details):
connector = None
if exchange in CEXES or exchange in DERIVATIVES:
connector_class = get_connector_class(exchange)
connector = connector_class(**api_details)
return connector
def connect_market(exchange, **api_details):
connector = None
conn_setting = CONNECTOR_SETTINGS[exchange]
if not conn_setting.use_ethereum_wallet:
connector_class = get_connector_class(exchange)
init_params = conn_setting.conn_init_parameters(api_details)
connector = connector_class(**init_params)
return connector
def connect_market(exchange, **api_details):
connector = None
conn_setting = AllConnectorSettings.get_connector_settings()[exchange]
if not conn_setting.use_ethereum_wallet:
connector_class = get_connector_class(exchange)
init_params = conn_setting.conn_init_parameters(api_details)
connector = connector_class(**init_params)
return connector
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]):
obt_class = get_order_book_tracker_class(exchange_name)
conn_setting = AllConnectorSettings.get_connector_settings()[exchange_name]
obt_params = {"trading_pairs": trading_pairs}
obt_kwargs = conn_setting.add_domain_parameter(obt_params)
obt_obj = obt_class(**obt_kwargs)
return PaperTradeExchange(obt_obj,
get_connector_class(exchange_name))
def connect_market(exchange, **api_details):
connector = None
conn_setting = AllConnectorSettings.get_connector_settings()[exchange]
if api_details or conn_setting.uses_gateway_generic_connector():
connector_class = get_connector_class(exchange)
init_params = conn_setting.conn_init_parameters(api_details)
init_params.update(trading_pairs=gateway_connector_trading_pairs(
conn_setting.name))
connector = connector_class(**init_params)
return connector
def connect_market(exchange, client_config_map: ClientConfigMap,
**api_details):
connector = None
conn_setting = AllConnectorSettings.get_connector_settings()[exchange]
if api_details or conn_setting.uses_gateway_generic_connector():
connector_class = get_connector_class(exchange)
init_params = conn_setting.conn_init_parameters(api_details)
# collect trading pairs from the gateway connector settings
trading_pairs: List[str] = gateway_connector_trading_pairs(
conn_setting.name)
# collect unique trading pairs that are for balance reporting only
config: Optional[Dict[
str,
str]] = GatewayConnectionSetting.get_connector_spec_from_market_name(
conn_setting.name)
if config is not None:
existing_pairs = set(
flatten([x.split("-") for x in trading_pairs]))
other_tokens: Set[str] = set(
config.get("tokens", "").split(","))
other_tokens.discard("")
tokens: List[str] = [
t for t in other_tokens if t not in existing_pairs
]
if tokens != [""]:
trading_pairs.append("-".join(tokens))
read_only_client_config = ReadOnlyClientConfigAdapter.lock_config(
client_config_map)
init_params.update(
trading_pairs=gateway_connector_trading_pairs(
conn_setting.name),
client_config_map=read_only_client_config,
)
connector = connector_class(**init_params)
return connector
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]):
tracker = get_order_book_tracker(connector_name=exchange_name, trading_pairs=trading_pairs)
return PaperTradeExchange(tracker,
get_connector_class(exchange_name),
exchange_name=exchange_name)
def create_paper_trade_market(exchange_name: str, trading_pairs: List[str]):
order_book_tracker = get_order_book_tracker_class(exchange_name)
return PaperTradeExchange(order_book_tracker(trading_pairs=trading_pairs),
MarketConfig.default_config(),
get_connector_class(exchange_name))
