def connect_market(exchange, *api_details):
market = None
if exchange == "binance":
market = BinanceMarket(api_details[0], api_details[1])
elif exchange == "bittrex":
market = BittrexMarket(api_details[0], api_details[1])
elif exchange == "coinbase_pro":
market = CoinbaseProMarket(api_details[0], api_details[1],
api_details[2])
elif exchange == "huobi":
market = HuobiMarket(api_details[0], api_details[1])
elif exchange == "kucoin":
market = KucoinMarket(api_details[0], api_details[2],
api_details[1])
elif exchange == "liquid":
market = LiquidMarket(api_details[0], api_details[1])
elif exchange == "kraken":
market = KrakenMarket(api_details[0], api_details[1])
elif exchange == "beaxy":
market = BeaxyMarket(api_details[0], api_details[1])
elif exchange == "eterbase":
market = EterbaseMarket(api_details[0], api_details[1],
api_details[2])
return market
def setUpClass(cls):
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.market: KucoinMarket = KucoinMarket(
kucoin_api_key=conf.kucoin_api_key,
kucoin_passphrase=conf.kucoin_passphrase,
kucoin_secret_key=conf.kucoin_secret_key,
trading_pairs=["ETH-USDT"])
# Need 2nd instance of market to prevent events mixing up across tests
cls.market_2: KucoinMarket = KucoinMarket(
kucoin_api_key=conf.kucoin_api_key,
kucoin_passphrase=conf.kucoin_passphrase,
kucoin_secret_key=conf.kucoin_secret_key,
trading_pairs=["ETH-USDT"])
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls.clock.add_iterator(cls.market)
cls.clock.add_iterator(cls.market_2)
cls.stack = contextlib.ExitStack()
cls._clock = cls.stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
def setUpClass(cls):
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
if API_MOCK_ENABLED:
cls.web_app = HummingWebApp.get_instance()
cls.web_app.add_host_to_mock(API_BASE_URL, [
"/api/v1/timestamp", "/api/v1/symbols",
"/api/v1/bullet-public", "/api/v2/market/orderbook/level2"
])
cls.web_app.start()
cls.ev_loop.run_until_complete(cls.web_app.wait_til_started())
cls._patcher = mock.patch("aiohttp.client.URL")
cls._url_mock = cls._patcher.start()
cls._url_mock.side_effect = cls.web_app.reroute_local
cls.web_app.update_response("get", API_BASE_URL,
"/api/v1/accounts",
FixtureKucoin.GET_ACCOUNT)
cls._t_nonce_patcher = unittest.mock.patch(
"hummingbot.market.kucoin.kucoin_market.get_tracking_nonce")
cls._t_nonce_mock = cls._t_nonce_patcher.start()
cls._exch_order_id = 20001
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.market: KucoinMarket = KucoinMarket(
kucoin_api_key=API_KEY,
kucoin_passphrase=API_PASSPHRASE,
kucoin_secret_key=API_SECRET,
trading_pairs=["ETH-USDT"])
# Need 2nd instance of market to prevent events mixing up across tests
cls.market_2: KucoinMarket = KucoinMarket(
kucoin_api_key=API_KEY,
kucoin_passphrase=API_PASSPHRASE,
kucoin_secret_key=API_SECRET,
trading_pairs=["ETH-USDT"])
cls.clock.add_iterator(cls.market)
cls.clock.add_iterator(cls.market_2)
cls.stack = contextlib.ExitStack()
cls._clock = cls.stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
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] = []
market_class: MarketBase = MARKET_CLASSES.get(
market_name, MarketBase)
for trading_pair in trading_pairs:
exchange_trading_pair: str = market_class.convert_to_exchange_trading_pair(
trading_pair)
market_trading_pairs_map[market_name].append(
exchange_trading_pair)
for market_name, trading_pairs in market_trading_pairs_map.items():
if global_config_map.get("paper_trade_enabled").value:
try:
market = 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():
market.set_balance(asset, balance)
elif market_name == "binance":
binance_api_key = global_config_map.get(
"binance_api_key").value
binance_api_secret = global_config_map.get(
"binance_api_secret").value
market = BinanceMarket(
binance_api_key,
binance_api_secret,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required,
)
elif market_name == "radar_relay":
assert self.wallet is not None
market = RadarRelayMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
trading_pairs=trading_pairs,
trading_required=self._trading_required,
)
elif market_name == "bamboo_relay":
assert self.wallet is not None
use_coordinator = global_config_map.get(
"bamboo_relay_use_coordinator").value
pre_emptive_soft_cancels = global_config_map.get(
"bamboo_relay_pre_emptive_soft_cancels").value
market = BambooRelayMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
trading_pairs=trading_pairs,
use_coordinator=use_coordinator,
pre_emptive_soft_cancels=pre_emptive_soft_cancels,
trading_required=self._trading_required,
)
elif market_name == "coinbase_pro":
coinbase_pro_api_key = global_config_map.get(
"coinbase_pro_api_key").value
coinbase_pro_secret_key = global_config_map.get(
"coinbase_pro_secret_key").value
coinbase_pro_passphrase = global_config_map.get(
"coinbase_pro_passphrase").value
market = CoinbaseProMarket(
coinbase_pro_api_key,
coinbase_pro_secret_key,
coinbase_pro_passphrase,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "huobi":
huobi_api_key = global_config_map.get("huobi_api_key").value
huobi_secret_key = global_config_map.get(
"huobi_secret_key").value
market = HuobiMarket(
huobi_api_key,
huobi_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "liquid":
liquid_api_key = global_config_map.get("liquid_api_key").value
liquid_secret_key = global_config_map.get(
"liquid_secret_key").value
market = LiquidMarket(
liquid_api_key,
liquid_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
user_stream_tracker_data_source_type=
UserStreamTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "dolomite":
assert self.wallet is not None
is_test_net: bool = global_config_map.get(
"ethereum_chain_name").value == "DOLOMITE_TEST"
market = DolomiteMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
isTestNet=is_test_net,
trading_required=self._trading_required,
)
elif market_name == "bittrex":
bittrex_api_key = global_config_map.get(
"bittrex_api_key").value
bittrex_secret_key = global_config_map.get(
"bittrex_secret_key").value
market = BittrexMarket(
bittrex_api_key,
bittrex_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "kucoin":
kucoin_api_key = global_config_map.get("kucoin_api_key").value
kucoin_secret_key = global_config_map.get(
"kucoin_secret_key").value
kucoin_passphrase = global_config_map.get(
"kucoin_passphrase").value
market = KucoinMarket(
kucoin_api_key,
kucoin_passphrase,
kucoin_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "eterbase":
eterbase_api_key = global_config_map.get(
"eterbase_api_key").value
eterbase_secret_key = global_config_map.get(
"eterbase_secret_key").value
eterbase_account = global_config_map.get(
"eterbase_account").value
market = EterbaseMarket(
eterbase_api_key,
eterbase_secret_key,
trading_pairs=trading_pairs,
trading_required=self._trading_required,
eterbase_account=eterbase_account)
elif market_name == "kraken":
kraken_api_key = global_config_map.get("kraken_api_key").value
kraken_secret_key = global_config_map.get(
"kraken_secret_key").value
market = KrakenMarket(
kraken_api_key,
kraken_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
else:
raise ValueError(f"Market name {market_name} is invalid.")
self.markets[market_name]: MarketBase = market
self.markets_recorder = MarketsRecorder(
self.trade_fill_db,
list(self.markets.values()),
self.strategy_file_name,
self.strategy_name,
)
self.markets_recorder.start()
def test_orders_saving_and_restoration(self):
config_path: str = "test_config"
strategy_name: str = "test_strategy"
trading_pair: str = "ETH-USDT"
sql: SQLConnectionManager = SQLConnectionManager(
SQLConnectionType.TRADE_FILLS, db_path=self.db_path)
order_id: Optional[str] = None
recorder: MarketsRecorder = MarketsRecorder(sql, [self.market],
config_path, strategy_name)
recorder.start()
try:
self.assertEqual(0, len(self.market.tracking_states))
# Try to put limit buy order for 0.04 ETH, and watch for order creation event.
current_bid_price: float = self.market.get_price(
trading_pair, True)
bid_price: Decimal = Decimal(current_bid_price * Decimal(0.8))
quantize_bid_price: Decimal = self.market.quantize_order_price(
trading_pair, bid_price)
amount: Decimal = Decimal(0.04)
quantized_amount: Decimal = self.market.quantize_order_amount(
trading_pair, amount)
order_id, exch_order_id = self.place_order(
True, trading_pair, quantized_amount, OrderType.LIMIT_MAKER,
quantize_bid_price, 10001, FixtureKucoin.ORDER_PLACE,
FixtureKucoin.ORDER_GET_BUY_UNMATCHED)
[order_created_event] = self.run_parallel(
self.market_logger.wait_for(BuyOrderCreatedEvent))
order_created_event: BuyOrderCreatedEvent = order_created_event
self.assertEqual(order_id, order_created_event.order_id)
# Verify tracking states
self.assertEqual(1, len(self.market.tracking_states))
self.assertEqual(order_id,
list(self.market.tracking_states.keys())[0])
# Verify orders from recorder
recorded_orders: List[
Order] = recorder.get_orders_for_config_and_market(
config_path, self.market)
self.assertEqual(1, len(recorded_orders))
self.assertEqual(order_id, recorded_orders[0].id)
# Verify saved market states
saved_market_states: MarketState = recorder.get_market_states(
config_path, self.market)
self.assertIsNotNone(saved_market_states)
self.assertIsInstance(saved_market_states.saved_state, dict)
self.assertGreater(len(saved_market_states.saved_state), 0)
# Close out the current market and start another market.
self.clock.remove_iterator(self.market)
for event_tag in self.events:
self.market.remove_listener(event_tag, self.market_logger)
self.market: KucoinMarket = KucoinMarket(
kucoin_api_key=API_KEY,
kucoin_passphrase=API_PASSPHRASE,
kucoin_secret_key=API_SECRET,
trading_pairs=["ETH-USDT"])
for event_tag in self.events:
self.market.add_listener(event_tag, self.market_logger)
recorder.stop()
recorder = MarketsRecorder(sql, [self.market], config_path,
strategy_name)
recorder.start()
saved_market_states = recorder.get_market_states(
config_path, self.market)
self.clock.add_iterator(self.market)
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(0, len(self.market.tracking_states))
self.market.restore_tracking_states(
saved_market_states.saved_state)
self.assertEqual(1, len(self.market.limit_orders))
self.assertEqual(1, len(self.market.tracking_states))
if API_MOCK_ENABLED:
resp = FixtureKucoin.ORDER_CANCEL.copy()
resp["data"]["cancelledOrderIds"] = exch_order_id
self.web_app.update_response(
"delete", API_BASE_URL, f"/api/v1/orders/{exch_order_id}",
resp)
# Cancel the order and verify that the change is saved.
self.market.cancel(trading_pair, order_id)
if API_MOCK_ENABLED:
resp = FixtureKucoin.ORDER_GET_CANCELLED.copy()
resp["data"]["id"] = exch_order_id
resp["data"]["clientOid"] = order_id
self.web_app.update_response(
"get", API_BASE_URL, f"/api/v1/orders/{exch_order_id}",
resp)
self.run_parallel(self.market_logger.wait_for(OrderCancelledEvent))
order_id = None
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(0, len(self.market.tracking_states))
saved_market_states = recorder.get_market_states(
config_path, self.market)
self.assertEqual(0, len(saved_market_states.saved_state))
finally:
if order_id is not None:
self.market.cancel(trading_pair, order_id)
self.run_parallel(
self.market_logger.wait_for(OrderCancelledEvent))
recorder.stop()
os.unlink(self.db_path)
self.market_logger.clear()
def test_orders_saving_and_restoration(self):
config_path: str = "test_config"
strategy_name: str = "test_strategy"
trading_pair: str = "ETH-USDT"
sql: SQLConnectionManager = SQLConnectionManager(
SQLConnectionType.TRADE_FILLS, db_path=self.db_path)
order_id: Optional[str] = None
recorder: MarketsRecorder = MarketsRecorder(sql, [self.market],
config_path, strategy_name)
recorder.start()
try:
self.assertEqual(0, len(self.market.tracking_states))
# Try to put limit buy order for 0.04 ETH, and watch for order creation event.
current_bid_price: float = self.market.get_price(
trading_pair, True)
bid_price: Decimal = Decimal(current_bid_price * Decimal(0.8))
quantize_bid_price: Decimal = self.market.quantize_order_price(
trading_pair, bid_price)
amount: Decimal = Decimal(0.04)
quantized_amount: Decimal = self.market.quantize_order_amount(
trading_pair, amount)
order_id = self.market.buy(trading_pair, quantized_amount,
OrderType.LIMIT, quantize_bid_price)
[order_created_event] = self.run_parallel(
self.market_logger.wait_for(BuyOrderCreatedEvent))
order_created_event: BuyOrderCreatedEvent = order_created_event
self.assertEqual(order_id, order_created_event.order_id)
# Verify tracking states
self.assertEqual(1, len(self.market.tracking_states))
self.assertEqual(order_id,
list(self.market.tracking_states.keys())[0])
# Verify orders from recorder
recorded_orders: List[
Order] = recorder.get_orders_for_config_and_market(
config_path, self.market)
self.assertEqual(1, len(recorded_orders))
self.assertEqual(order_id, recorded_orders[0].id)
# Verify saved market states
saved_market_states: MarketState = recorder.get_market_states(
config_path, self.market)
self.assertIsNotNone(saved_market_states)
self.assertIsInstance(saved_market_states.saved_state, dict)
self.assertGreater(len(saved_market_states.saved_state), 0)
# Close out the current market and start another market.
self.clock.remove_iterator(self.market)
for event_tag in self.events:
self.market.remove_listener(event_tag, self.market_logger)
self.market: KucoinMarket = KucoinMarket(
kucoin_api_key=conf.kucoin_api_key,
kucoin_passphrase=conf.kucoin_passphrase,
kucoin_secret_key=conf.kucoin_secret_key,
trading_pairs=["ETH-USDT"])
for event_tag in self.events:
self.market.add_listener(event_tag, self.market_logger)
recorder.stop()
recorder = MarketsRecorder(sql, [self.market], config_path,
strategy_name)
recorder.start()
saved_market_states = recorder.get_market_states(
config_path, self.market)
self.clock.add_iterator(self.market)
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(0, len(self.market.tracking_states))
self.market.restore_tracking_states(
saved_market_states.saved_state)
self.assertEqual(1, len(self.market.limit_orders))
self.assertEqual(1, len(self.market.tracking_states))
# Cancel the order and verify that the change is saved.
self.market.cancel(trading_pair, order_id)
self.run_parallel(self.market_logger.wait_for(OrderCancelledEvent))
order_id = None
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(0, len(self.market.tracking_states))
saved_market_states = recorder.get_market_states(
config_path, self.market)
self.assertEqual(0, len(saved_market_states.saved_state))
finally:
if order_id is not None:
self.market.cancel(trading_pair, order_id)
self.run_parallel(
self.market_logger.wait_for(OrderCancelledEvent))
recorder.stop()
os.unlink(self.db_path)