class CoinzoomAuthTests(TestCase): def setUp(self) -> None: super().setUp() self._api_key = 'testApiKey' self._secret_key = 'testSecretKey' self._username = '******' self.auth = CoinzoomAuth(api_key=self._api_key, secret_key=self._secret_key, username=self._username) def test_get_ws_params(self): params = self.auth.get_ws_params() self.assertEqual(self._api_key, params["apiKey"]) self.assertEqual(self._secret_key, params["secretKey"]) def test_get_headers(self): headers = self.auth.get_headers() self.assertEqual("application/json", headers["Content-Type"]) self.assertEqual(self._api_key, headers["Coinzoom-Api-Key"]) self.assertEqual(self._secret_key, headers["Coinzoom-Api-Secret"]) self.assertEqual(f"hummingbot ZoomMe: {self._username}", headers["User-Agent"])
class CoinzoomExchange(ExchangeBase): """ CoinzoomExchange connects with CoinZoom exchange and provides order book pricing, user account tracking and trading functionality. """ ORDER_NOT_EXIST_CONFIRMATION_COUNT = 3 ORDER_NOT_EXIST_CANCEL_COUNT = 2 @classmethod def logger(cls) -> HummingbotLogger: global ctce_logger if ctce_logger is None: ctce_logger = logging.getLogger(__name__) return ctce_logger def __init__(self, client_config_map: "ClientConfigAdapter", coinzoom_api_key: str, coinzoom_secret_key: str, coinzoom_username: str, trading_pairs: Optional[List[str]] = None, trading_required: bool = True): """ :param coinzoom_api_key: The API key to connect to private CoinZoom APIs. :param coinzoom_secret_key: The API secret. :param coinzoom_username: The ZoomMe Username. :param trading_pairs: The market trading pairs which to track order book data. :param trading_required: Whether actual trading is needed. """ super().__init__(client_config_map) self._trading_required = trading_required self._trading_pairs = trading_pairs self._throttler = AsyncThrottler(Constants.RATE_LIMITS) self._coinzoom_auth = CoinzoomAuth(coinzoom_api_key, coinzoom_secret_key, coinzoom_username) self._set_order_book_tracker( CoinzoomOrderBookTracker(throttler=self._throttler, trading_pairs=trading_pairs)) self._user_stream_tracker = CoinzoomUserStreamTracker( throttler=self._throttler, coinzoom_auth=self._coinzoom_auth, trading_pairs=trading_pairs) self._ev_loop = asyncio.get_event_loop() self._shared_client = None self._poll_notifier = asyncio.Event() self._last_timestamp = 0 self._in_flight_orders = { } # Dict[client_order_id:str, CoinzoomInFlightOrder] 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 self._real_time_balance_update = False self._update_balances_fetching = False self._update_balances_queued = False self._update_balances_finished = asyncio.Event() @property def name(self) -> str: return "coinzoom" @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, CoinzoomInFlightOrder]: 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: CoinzoomInFlightOrder.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. """ # Resets timestamps for status_polling_task self._last_poll_timestamp = 0 self._last_timestamp = 0 self._poll_notifier = asyncio.Event() # Reset balance queue self._update_balances_fetching = False self._update_balances_queued = False self._update_balances_finished = asyncio.Event() 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: # since there is no ping endpoint, the lowest rate call is to get BTC-USD symbol await self._api_request("GET", Constants.ENDPOINT['NETWORK_CHECK'], is_auth_required=True, try_count=Constants.API_MAX_RETRIES) except asyncio.CancelledError: raise except Exception: return NetworkStatus.NOT_CONNECTED return NetworkStatus.CONNECTED async def _http_client(self) -> aiohttp.ClientSession: """ :returns Shared client session instance """ if self._shared_client is None: self._shared_client = aiohttp.ClientSession() return self._shared_client async def _trading_rules_polling_loop(self): """ Periodically update trading rule. """ while True: try: await self._update_trading_rules() await asyncio.sleep(Constants.INTERVAL_TRADING_RULES) 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 " f"{Constants.EXCHANGE_NAME}. Check network connection." )) await asyncio.sleep(0.5) async def _update_trading_rules(self): symbols_info = await self._api_request( "GET", endpoint=Constants.ENDPOINT['SYMBOL']) self._trading_rules.clear() self._trading_rules = self._format_trading_rules(symbols_info) def _format_trading_rules( self, symbols_info: Dict[str, Any]) -> Dict[str, TradingRule]: """ Converts json API response into a dictionary of trading rules. :param symbols_info: The json API response :return A dictionary of trading rules. Response Example: [ { "symbol" : "BTC/USD", "baseCurrencyCode" : "BTC", "termCurrencyCode" : "USD", "minTradeAmt" : 0.0001, "maxTradeAmt" : 10, "maxPricePrecision" : 2, "maxQuantityPrecision" : 6, "issueOnly" : false } ] """ result = {} for rule in symbols_info: try: trading_pair = convert_from_exchange_trading_pair( rule["symbol"]) min_amount = Decimal(str(rule["minTradeAmt"])) min_price = Decimal(f"1e-{rule['maxPricePrecision']}") result[trading_pair] = TradingRule( trading_pair, min_order_size=min_amount, max_order_size=Decimal(str(rule["maxTradeAmt"])), min_price_increment=min_price, min_base_amount_increment=min_amount, min_notional_size=min(min_price * min_amount, Decimal("0.00000001")), max_price_significant_digits=Decimal( str(rule["maxPricePrecision"])), ) except Exception: self.logger().error( f"Error parsing the trading pair rule {rule}. Skipping.", exc_info=True) return result async def _api_request(self, method: str, endpoint: str, params: Optional[Dict[str, Any]] = None, is_auth_required: bool = False, try_count: int = 0): """ Sends an aiohttp request and waits for a response. :param method: The HTTP method, e.g. get or post :param endpoint: The path url or the API end point :param params: Additional get/post parameters :param is_auth_required: Whether an authentication is required, when True the function will add encrypted signature to the request. :returns A response in json format. """ shared_client = await self._http_client() # Generate auth headers if needed. headers = {} if is_auth_required: headers.update(self._coinzoom_auth.get_headers()) parsed_response = await http_utils.api_call_with_retries( method=method, endpoint=endpoint, extra_headers=headers, params=params, shared_client=shared_client, try_count=try_count, throttler=self._throttler) if "error" in parsed_response: raise CoinzoomAPIError(parsed_response) return parsed_response 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 = 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 = 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) """ safe_ensure_future(self._execute_cancel(trading_pair, order_id)) 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}.") order_type_str = order_type.name.upper().split("_")[0] api_params = { "symbol": convert_to_exchange_trading_pair(trading_pair), "orderType": order_type_str, "orderSide": trade_type.name.upper(), "quantity": f"{amount:f}", "price": f"{price:f}", "originType": Constants.HBOT_BROKER_ID, # CoinZoom doesn't support client order id yet # "clientOrderId": order_id, "payFeesWithZoomToken": "true", } self.start_tracking_order(order_id, None, trading_pair, trade_type, price, amount, order_type) try: order_result = await self._api_request( "POST", Constants.ENDPOINT["ORDER_CREATE"], api_params, True) exchange_order_id = str(order_result) 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) if trade_type is TradeType.BUY: event_tag = MarketEvent.BuyOrderCreated event_cls = BuyOrderCreatedEvent else: event_tag = MarketEvent.SellOrderCreated event_cls = SellOrderCreatedEvent self.trigger_event( event_tag, event_cls(self.current_timestamp, order_type, trading_pair, amount, price, order_id, tracked_order.creation_timestamp)) except asyncio.CancelledError: raise except CoinzoomAPIError as e: error_reason = e.error_payload.get('error', {}).get('message') self.stop_tracking_order(order_id) self.logger().network( f"Error submitting {trade_type.name} {order_type.name} order to {Constants.EXCHANGE_NAME} for " f"{amount} {trading_pair} {price} - {error_reason}.", exc_info=True, app_warning_msg= (f"Error submitting order to {Constants.EXCHANGE_NAME} - {error_reason}." )) 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] = CoinzoomInFlightOrder( 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] if order_id in self._order_not_found_records: del self._order_not_found_records[order_id] async def _execute_cancel(self, trading_pair: str, order_id: str) -> CancellationResult: """ 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 (Unused during cancel on CoinZoom) :param order_id: The internal order id order.last_state to change to CANCELED """ order_was_cancelled = False try: 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 not tracked_order.is_local: if tracked_order.exchange_order_id is None: await tracked_order.get_exchange_order_id() ex_order_id = tracked_order.exchange_order_id api_params = { "orderId": ex_order_id, "symbol": convert_to_exchange_trading_pair(trading_pair) } await self._api_request("POST", Constants.ENDPOINT["ORDER_DELETE"], api_params, is_auth_required=True) order_was_cancelled = True except asyncio.CancelledError: raise except asyncio.TimeoutError: self.logger().info( f"The order {order_id} could not be canceled due to a timeout." " The action will be retried later.") err = {"message": "Timeout during order cancelation"} except CoinzoomAPIError as e: err = e.error_payload.get('error', e.error_payload) self.logger().error(f"Order Cancel API Error: {err}") # CoinZoom doesn't report any error if the order wasn't found so we can only handle API failures here. self._order_not_found_records[ order_id] = self._order_not_found_records.get(order_id, 0) + 1 if self._order_not_found_records[ order_id] >= self.ORDER_NOT_EXIST_CANCEL_COUNT: order_was_cancelled = True if order_was_cancelled: self.logger().info( f"Successfully canceled order {order_id} on {Constants.EXCHANGE_NAME}." ) self.stop_tracking_order(order_id) self.trigger_event( MarketEvent.OrderCancelled, OrderCancelledEvent(self.current_timestamp, order_id)) tracked_order.cancelled_event.set() return CancellationResult(order_id, True) else: if not tracked_order.is_local: self.logger().network( f"Failed to cancel order {order_id}: {err.get('message', str(err))}", exc_info=True, app_warning_msg= f"Failed to cancel the order {order_id} on {Constants.EXCHANGE_NAME}. " f"Check API key and network connection.") return CancellationResult(order_id, False) 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: 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) warn_msg = ( f"Could not fetch account updates from {Constants.EXCHANGE_NAME}. " "Check API key and network connection.") self.logger().network( "Unexpected error while fetching account updates.", exc_info=True, app_warning_msg=warn_msg) await asyncio.sleep(0.5) finally: self._poll_notifier = asyncio.Event() async def _update_balances(self): """ Calls REST API to update total and available balances. """ try: # Check for in progress balance updates, queue if fetching and none already waiting, otherwise skip. if self._update_balances_fetching: if not self._update_balances_queued: self._update_balances_queued = True await self._update_balances_finished.wait() self._update_balances_queued = False self._update_balances_finished = asyncio.Event() else: return self._update_balances_fetching = True account_info = await self._api_request( "GET", Constants.ENDPOINT["USER_BALANCES"], is_auth_required=True) self._process_balance_message(account_info) self._update_balances_fetching = False # Set balance update finished event if there's one waiting. if self._update_balances_queued and not self._update_balances_finished.is_set( ): self._update_balances_finished.set() except Exception as e: if self._update_balances_queued: if self._update_balances_finished.is_set(): self._update_balances_finished = asyncio.Event() else: self._update_balances_finished.set() self._update_balances_queued = False if self._update_balances_fetching: self._update_balances_fetching = False warn_msg = ( f"Could not fetch balance update from {Constants.EXCHANGE_NAME}" ) self.logger().network( f"Unexpected error while fetching balance update - {str(e)}", exc_info=True, app_warning_msg=warn_msg) 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 / Constants.UPDATE_ORDER_STATUS_INTERVAL) current_tick = int(self.current_timestamp / Constants.UPDATE_ORDER_STATUS_INTERVAL) if current_tick > last_tick and len(self._in_flight_orders) > 0: tracked_orders = list(self._in_flight_orders.values()) api_params = { 'symbol': None, 'orderSide': None, 'orderStatuses': ["NEW", "PARTIALLY_FILLED"], 'size': 500, 'bookmarkOrderId': None } self.logger().debug( f"Polling for order status updates of {len(tracked_orders)} orders." ) open_orders = await self._api_request( "POST", Constants.ENDPOINT["ORDER_STATUS"], api_params, is_auth_required=True) open_orders_dict = {o['id']: o for o in open_orders} found_ex_order_ids = list(open_orders_dict.keys()) for tracked_order in tracked_orders: client_order_id = tracked_order.client_order_id ex_order_id = tracked_order.exchange_order_id if ex_order_id not in found_ex_order_ids: self._order_not_found_records[client_order_id] = \ self._order_not_found_records.get(client_order_id, 0) + 1 if self._order_not_found_records[ client_order_id] < self.ORDER_NOT_EXIST_CONFIRMATION_COUNT: # Wait until the order is not found a few times before actually treating it as failed. continue self.trigger_event( MarketEvent.OrderFailure, MarketOrderFailureEvent(self.current_timestamp, client_order_id, tracked_order.order_type)) self.stop_tracking_order(client_order_id) else: self._process_order_message(open_orders_dict[ex_order_id]) def _process_order_message(self, order_msg: Dict[str, Any]): """ Updates in-flight order and triggers cancellation or failure event if needed. :param order_msg: The order response from either REST or web socket API (they are of the same format) Example Orders: REST request { "id" : "977f82aa-23dc-4c8b-982c-2ee7d2002882", "clientOrderId" : null, "symbol" : "BTC/USD", "orderType" : "LIMIT", "orderSide" : "BUY", "quantity" : 0.1, "price" : 54570, "payFeesWithZoomToken" : false, "orderStatus" : "PARTIALLY_FILLED", "timestamp" : "2021-03-24T04:07:26.260253Z", "executions" : [ { "id" : "38761582-2b37-4e27-a561-434981d21a96", "executionType" : "PARTIAL_FILL", "orderStatus" : "PARTIALLY_FILLED", "lastPrice" : 54570, "averagePrice" : 54570, "lastQuantity" : 0.01, "leavesQuantity" : 0.09, "cumulativeQuantity" : 0.01, "rejectReason" : null, "timestamp" : "2021-03-24T04:07:44.503222Z" } ] } WS request { 'orderId': '962a2a54-fbcf-4d89-8f37-a8854020a823', 'symbol': 'BTC/USD', 'orderType': 'LIMIT', 'orderSide': 'BUY', 'price': 5000, 'quantity': 0.001, 'executionType': 'CANCEL', 'orderStatus': 'CANCELED', 'lastQuantity': 0, 'leavesQuantity': 0, 'cumulativeQuantity': 0, 'transactTime': '2021-03-23T19:06:51.155520Z' ... Optional fields 'id': '4eb3f26c-91bd-4bd2-bacb-15b2f432c452', "orderType": "LIMIT", "lastPrice": 56518.7, "averagePrice": 56518.7, } """ # Looks like CoinZoom might support clientOrderId eventually so leaving this here for now. # if order_msg.get('clientOrderId') is not None: # client_order_id = order_msg["clientOrderId"] # if client_order_id not in self._in_flight_orders: # return # tracked_order = self._in_flight_orders[client_order_id] # else: if "orderId" not in order_msg: exchange_order_id = str(order_msg["id"]) else: exchange_order_id = str(order_msg["orderId"]) tracked_orders = list(self._in_flight_orders.values()) track_order = [ o for o in tracked_orders if exchange_order_id == o.exchange_order_id ] if track_order: tracked_order = track_order[0] # Estimate fee order_msg["trade_fee"] = self.estimate_fee_pct( tracked_order.order_type is OrderType.LIMIT_MAKER) updated = tracked_order.update_with_order_update(order_msg) if updated: safe_ensure_future( self._trigger_order_fill(tracked_order, order_msg)) elif tracked_order.is_cancelled: self.logger().info( f"Successfully canceled order {tracked_order.client_order_id}." ) self.stop_tracking_order(tracked_order.client_order_id) self.trigger_event( MarketEvent.OrderCancelled, OrderCancelledEvent(self.current_timestamp, tracked_order.client_order_id)) tracked_order.cancelled_event.set() elif tracked_order.is_failure: self.logger().info( f"The 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) # Call Update balances on every message to catch order create, fill and cancel. safe_ensure_future(self._update_balances()) async def _trigger_order_fill(self, tracked_order: CoinzoomInFlightOrder, update_msg: Dict[str, Any]): 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( update_msg.get("averagePrice", update_msg.get("price", "0")))), tracked_order.executed_amount_base, AddedToCostTradeFee(percent=update_msg["trade_fee"]), update_msg.get("exchange_trade_id", update_msg.get("id", update_msg.get("orderId"))))) if math.isclose(tracked_order.executed_amount_base, tracked_order.amount) or \ tracked_order.executed_amount_base >= tracked_order.amount or \ tracked_order.is_done: 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 await asyncio.sleep(0.1) 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 _process_balance_message(self, balance_update): local_asset_names = set(self._account_balances.keys()) remote_asset_names = set() for account in balance_update: asset_name = account["currency"] total_bal = Decimal(str(account["totalBalance"])) self._account_available_balances[asset_name] = total_bal + Decimal( str(account["reservedBalance"])) self._account_balances[asset_name] = total_bal remote_asset_names.add(asset_name) 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] self._in_flight_orders_snapshot = { k: copy.copy(v) for k, v in self._in_flight_orders.items() } self._in_flight_orders_snapshot_timestamp = self.current_timestamp async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: """ 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.") open_orders = [ o for o in self._in_flight_orders.values() if not o.is_done ] if len(open_orders) == 0: return [] tasks = [ self._execute_cancel(o.trading_pair, o.client_order_id) for o in open_orders ] cancellation_results = [] try: async with timeout(timeout_seconds): cancellation_results = await safe_gather( *tasks, return_exceptions=False) except Exception: self.logger().network( "Unexpected error canceling orders.", exc_info=True, app_warning_msg= (f"Failed to cancel all orders on {Constants.EXCHANGE_NAME}. " "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 = (Constants.SHORT_POLL_INTERVAL if now - self._user_stream_tracker.last_recv_time > 60.0 else Constants.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= (f"Could not fetch user events from {Constants.EXCHANGE_NAME}. " "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 CoinzoomAPIUserStreamDataSource. """ async for event_message in self._iter_user_event_queue(): try: event_methods = [ Constants.WS_METHODS["USER_ORDERS"], Constants.WS_METHODS["USER_ORDERS_CANCEL"], ] msg_keys = list( event_message.keys()) if event_message is not None else [] method_key = [key for key in msg_keys if key in event_methods] if len(method_key) != 1: continue method: str = method_key[0] if method == Constants.WS_METHODS["USER_ORDERS"]: self._process_order_message(event_message[method]) elif method == Constants.WS_METHODS["USER_ORDERS_CANCEL"]: self._process_order_message(event_message[method]) except asyncio.CancelledError: raise except Exception: self.logger().error( "Unexpected error in user stream listener loop.", exc_info=True) await asyncio.sleep(5.0) # This is currently unused, but looks like a future addition. async def get_open_orders(self) -> List[OpenOrder]: tracked_orders = list(self._in_flight_orders.values()) api_params = { 'symbol': None, 'orderSide': None, 'orderStatuses': ["NEW", "PARTIALLY_FILLED"], 'size': 500, 'bookmarkOrderId': None } result = await self._api_request("POST", Constants.ENDPOINT["USER_ORDERS"], api_params, is_auth_required=True) ret_val = [] for order in result: exchange_order_id = str(order["id"]) # CoinZoom doesn't support client order ids yet so we must find it from the tracked orders. track_order = [ o for o in tracked_orders if exchange_order_id == o.exchange_order_id ] if not track_order or len(track_order) < 1: # Skip untracked orders continue client_order_id = track_order[0].client_order_id # if Constants.HBOT_BROKER_ID not in order["clientOrderId"]: # continue if order["orderType"] != OrderType.LIMIT.name.upper(): self.logger().info( f"Unsupported order type found: {order['type']}") # Skip and report non-limit orders continue ret_val.append( OpenOrder(client_order_id=client_order_id, trading_pair=convert_from_exchange_trading_pair( order["symbol"]), price=Decimal(str(order["price"])), amount=Decimal(str(order["quantity"])), executed_amount=Decimal(str(order["cumQuantity"])), status=order["orderStatus"], order_type=OrderType.LIMIT, is_buy=True if order["orderSide"].lower() == TradeType.BUY.name.lower() else False, time=str_date_to_ts(order["timestamp"]), exchange_order_id=order["id"])) return ret_val async def all_trading_pairs(self) -> List[str]: # This method should be removed and instead we should implement _initialize_trading_pair_symbol_map return await CoinzoomAPIOrderBookDataSource.fetch_trading_pairs( throttler=self._throttler) async def get_last_traded_prices( self, trading_pairs: List[str]) -> Dict[str, float]: # This method should be removed and instead we should implement _get_last_traded_price return await CoinzoomAPIOrderBookDataSource.get_last_traded_prices( trading_pairs=trading_pairs, throttler=self._throttler)