def _get_fee(self, exchange: 'ExchangeBase') -> TradeFeeBase:
base, quote = split_hb_trading_pair(self.trading_pair)
position_action = PositionAction.CLOSE if self.position_close else PositionAction.OPEN
fee = build_perpetual_trade_fee(
exchange.name,
self.is_maker,
position_action,
base,
quote,
self.order_type,
self.order_side,
self.amount,
self.price,
)
return fee
def get_fee(
self,
base_currency: str,
quote_currency: str,
order_type: OrderType,
order_side: TradeType,
amount: Decimal,
price: Decimal = Decimal("0"),
is_maker: Optional[bool] = None,
position_action: PositionAction = PositionAction.OPEN
) -> AddedToCostTradeFee:
return build_perpetual_trade_fee(
exchange=self.name,
is_maker=is_maker,
position_action=position_action,
base_currency=base_currency,
quote_currency=quote_currency,
order_type=order_type,
order_side=order_side,
amount=amount,
price=price,
)
async def _update_order_status(self):
"""
Calls REST API to get status update for each in-flight order.
"""
if 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._api_request("post",
"perpfi/receipt",
{"txHash": order_id}))
update_results = await safe_gather(*tasks, return_exceptions=True)
for update_result, tracked_order in zip(update_results, tracked_orders):
self.logger().info(f"Polling for order status updates of {len(tasks)} orders.")
if isinstance(update_result, Exception):
raise update_result
if "txHash" not in update_result:
self.logger().info(f"_update_order_status txHash not in resp: {update_result}")
continue
if update_result["confirmed"] is True:
if update_result["receipt"]["status"] == 1:
fee = build_perpetual_trade_fee(
exchange=self.name,
is_maker=True,
position_action=PositionAction[tracked_order.position],
base_currency=tracked_order.base_asset,
quote_currency=tracked_order.quote_asset,
order_type=tracked_order.order_type,
order_side=tracked_order.trade_type,
amount=tracked_order.amount,
price=tracked_order.price,
)
fee.flat_fees.append(TokenAmount("XDAI", Decimal(str(update_result["receipt"]["gasUsed"]))))
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(tracked_order.price)),
Decimal(str(tracked_order.amount)),
fee,
exchange_trade_id=order_id,
leverage=self._leverage[tracked_order.trading_pair],
position=tracked_order.position
)
)
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.fee_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
float(fee.fee_amount_in_quote(tracked_order.trading_pair,
Decimal(str(tracked_order.price)),
Decimal(str(tracked_order.amount)),
self)), # this ignores the gas fee, which is fine for now
tracked_order.order_type))
self.stop_tracking_order(tracked_order.client_order_id)
else:
self.logger().info(
f"The market order {tracked_order.client_order_id} has failed according to order status API. ")
self.trigger_event(MarketEvent.OrderFailure,
MarketOrderFailureEvent(
self.current_timestamp,
tracked_order.client_order_id,
tracked_order.order_type
))
self.stop_tracking_order(tracked_order.client_order_id)