def fee_overrides_dict():
all_dict = {}
# all_connector_types = get_exchanges_and_derivatives()
for connector_type, connectors in ALL_CONNECTORS.items():
for connector in connectors:
maker_key = f"{connector}_maker_fee_amount" if connector in DEXES else f"{connector}_maker_fee"
taker_key = f"{connector}_taker_fee_amount" if connector in DEXES else f"{connector}_taker_fee"
all_dict.update({maker_key: new_fee_config_var(maker_key)})
all_dict.update({taker_key: new_fee_config_var(taker_key)})
return all_dict
async def fetch_all(self):
tasks = []
fetched_connectors = []
for connector_type, connectors in ALL_CONNECTORS.items():
if connector_type != "connector":
for connector in connectors:
module_name = f"{connector}_api_order_book_data_source"
class_name = "".join([
o.capitalize() for o in connector.split("_")
]) + "APIOrderBookDataSource"
module_path = f"hummingbot.connector.{connector_type}.{connector}.{module_name}"
module = getattr(importlib.import_module(module_path),
class_name)
tasks.append(module.fetch_trading_pairs())
fetched_connectors.append(connector)
results = await safe_gather(*tasks, return_exceptions=True)
self.trading_pairs = dict(zip(fetched_connectors, results))
self.ready = True
def get_mid_price(exchange: str, trading_pair: str) -> Optional[Decimal]:
mid_price = None
for connector_type, connectors in ALL_CONNECTORS.items():
if exchange in connectors:
try:
module_name = f"{exchange}_api_order_book_data_source"
class_name = "".join([o.capitalize() for o in exchange.split("_")]) + "APIOrderBookDataSource"
module_path = f"hummingbot.connector.{connector_type}.{exchange}.{module_name}"
module = getattr(importlib.import_module(module_path), class_name)
mid_price = module.get_mid_price(trading_pair)
except Exception:
pass
if mid_price is None:
module_name = "binance_api_order_book_data_source"
class_name = "BinanceAPIOrderBookDataSource"
module_path = f"hummingbot.connector.exchange.binance.{module_name}"
module = getattr(importlib.import_module(module_path), class_name)
mid_price = module.get_mid_price(trading_pair)
return mid_price
def estimate_fee(exchange: str, is_maker: bool) -> Decimal:
override_config_name_suffix = "_maker_fee" if is_maker else "_taker_fee"
override_config_name = exchange + override_config_name_suffix
s_decimal_0 = Decimal("0")
s_decimal_100 = Decimal("100")
for connector_type, connectors in ALL_CONNECTORS.items():
if exchange in connectors:
try:
path = f"hummingbot.connector.{connector_type}.{exchange}.{exchange}_utils"
is_cex = getattr(__import__(path, fromlist=["CENTRALIZED"]), "CENTRALIZED")
fee = getattr(__import__(path, fromlist=["DEFAULT_FEES"]), "DEFAULT_FEES")
except Exception:
pass
if is_maker:
if is_cex:
if fee_overrides_config_map[override_config_name].value is not None:
return TradeFee(percent=fee_overrides_config_map[override_config_name].value / s_decimal_100)
else:
return TradeFee(percent=Decimal(fee[0]) / s_decimal_100)
else:
override_config_name += "_amount"
if fee_overrides_config_map[override_config_name].value is not None:
return TradeFee(percent=s_decimal_0, flat_fees=[("ETH", fee_overrides_config_map[override_config_name].value)])
else:
return TradeFee(percent=s_decimal_0, flat_fees=[("ETH", Decimal(fee[0]))])
else:
if is_cex:
if fee_overrides_config_map[override_config_name].value is not None:
return TradeFee(percent=fee_overrides_config_map[override_config_name].value / s_decimal_100)
else:
return TradeFee(percent=Decimal(fee[1]) / s_decimal_100)
else:
override_config_name += "_amount"
if fee_overrides_config_map[override_config_name].value is not None:
return TradeFee(percent=s_decimal_0, flat_fees=[("ETH", fee_overrides_config_map[override_config_name].value)])
else:
return TradeFee(percent=s_decimal_0, flat_fees=[("ETH", Decimal(fee[1]))])