def __init__(self,
trading_pairs: List[str],
wallet_private_key: str,
ethereum_rpc_url: str, # not used, but left in place to be consistent with other gateway connectors
trading_required: bool = True
):
"""
:param trading_pairs: a list of trading pairs
:param wallet_private_key: a private key for eth wallet
:param trading_required: Whether actual trading is needed.
"""
ExchangeBase.__init__(self)
PerpetualTrading.__init__(self)
self._trading_pairs = trading_pairs
self._wallet_private_key = wallet_private_key
self._trading_required = trading_required
self._ev_loop = asyncio.get_event_loop()
self._shared_client = None
self._last_poll_timestamp = 0.0
self._last_balance_poll_timestamp = time.time()
self._in_flight_orders = {}
self._allowances = {}
self._status_polling_task = None
self._auto_approve_task = None
self._real_time_balance_update = False
self._poll_notifier = None
self._funding_payment_span = [120, 120]
self._fundingPayment = {}
self._budget_checker = PerpetualBudgetChecker(self)
def __init__(
self,
trade_fee_schema: Optional[TradeFeeSchema] = None,
buy_collateral_token: Optional[str] = None,
sell_collateral_token: Optional[str] = None,
):
MockPaperExchange.__init__(self, trade_fee_schema)
PerpetualTrading.__init__(self)
self._budget_checker = PerpetualBudgetChecker(exchange=self)
self._funding_payment_span = [0, 10]
self._buy_collateral_token = buy_collateral_token
self._sell_collateral_token = sell_collateral_token
def test_funding_info(self):
"""
Test getting funding infos by manually adding a funding info to the class member
"""
pt: PerpetualTrading = PerpetualTrading()
fInfo: FundingInfo = FundingInfo("pair1", Decimal(1), Decimal(2), 1000, Decimal(0.1))
pt._funding_info["pair1"] = fInfo
self.assertEqual(pt.get_funding_info("pair1"), fInfo)
def test_position_key(self):
pt: PerpetualTrading = PerpetualTrading()
pt.set_position_mode(PositionMode.ONEWAY)
self.assertEqual(pt.position_key("market1"), "market1")
self.assertEqual(pt.position_key("market1", PositionSide.LONG), "market1")
pt.set_position_mode(PositionMode.HEDGE)
self.assertEqual(pt.position_key("market1", PositionSide.LONG), "market1LONG")
self.assertEqual(pt.position_key("market1", PositionSide.SHORT), "market1SHORT")
def test_account_positions(self):
"""
Test getting account positions by manually adding a position to the class member
"""
pt: PerpetualTrading = PerpetualTrading()
aPos: Position = Position("market1", PositionSide.LONG, Decimal("0"), Decimal("100"), Decimal("1"), Decimal("5"))
pt._account_positions["market1"] = aPos
self.assertEqual(len(pt.account_positions), 1)
self.assertEqual(pt.account_positions["market1"], aPos)
self.assertEqual(pt.get_position("market1"), aPos)
self.assertEqual(pt.get_position("market2"), None)
def test_supported_position_modes(self):
pt: PerpetualTrading = PerpetualTrading()
with self.assertRaises(NotImplementedError):
pt.supported_position_modes()
def test_leverage(self):
pt: PerpetualTrading = PerpetualTrading()
pt.set_leverage("pair1", 2)
pt.set_leverage("pair2", 3)
self.assertEqual(pt.get_leverage("pair1"), 2)
self.assertEqual(pt.get_leverage("pair2"), 3)
def test_position_mode(self):
pt: PerpetualTrading = PerpetualTrading()
self.assertEqual(pt.position_mode, PositionMode.ONEWAY)
pt.set_position_mode(PositionMode.HEDGE)
self.assertEqual(pt.position_mode, PositionMode.HEDGE)
def test_init(self):
pt: PerpetualTrading = PerpetualTrading()
self.assertEqual(len(pt.account_positions), 0)
self.assertEqual(pt.position_mode, PositionMode.ONEWAY)
self.assertEqual(pt.funding_payment_span, [0, 0])
def __init__(self):
BacktestMarket.__init__(self)
PerpetualTrading.__init__(self)
self._funding_payment_span = [0, 10]
def __init__(self):
MockPaperExchange.__init__(self)
PerpetualTrading.__init__(self)
self._funding_payment_span = [0, 10]