Esempio n. 1
0
    async def fetch_dolomite_trading_pairs(self) -> List[str]:
        try:
            from hummingbot.market.dolomite.dolomite_market import DolomiteMarket
            client: aiohttp.ClientSession = TradingPairFetcher.http_client()
            async with client.get(DOLOMITE_ENDPOINT,
                                  timeout=API_CALL_TIMEOUT) as response:
                if response.status == 200:
                    all_trading_pairs: Dict[str, any] = await response.json()
                    valid_trading_pairs: list = []
                    for item in all_trading_pairs["data"]:
                        valid_trading_pairs.append(item["market"])
                    trading_pair_list: List[str] = []
                    for raw_trading_pair in valid_trading_pairs:
                        converted_trading_pair: Optional[str] = \
                            DolomiteMarket.convert_from_exchange_trading_pair(raw_trading_pair)
                        if converted_trading_pair is not None:
                            trading_pair_list.append(converted_trading_pair)
                        else:
                            self.logger().debug(
                                f"Could not parse the trading pair {raw_trading_pair}, skipping it..."
                            )
                    return trading_pair_list
        except Exception:
            # Do nothing if the request fails -- there will be no autocomplete for dolomite trading pairs
            pass

        return []
Esempio n. 2
0
    async def fetch_dolomite_trading_pairs() -> List[str]:
        from hummingbot.market.dolomite.dolomite_market import DolomiteMarket

        async with aiohttp.ClientSession() as client:
            async with client.get(DOLOMITE_ENDPOINT,
                                  timeout=API_CALL_TIMEOUT) as response:
                if response.status == 200:
                    try:
                        all_trading_pairs: Dict[str,
                                                any] = await response.json()
                        valid_trading_pairs: list = []
                        for item in all_trading_pairs["data"]:
                            valid_trading_pairs.append(item["market"])
                        return [
                            DolomiteMarket.convert_from_exchange_trading_pair(
                                p) for p in valid_trading_pairs
                        ]
                    except Exception:
                        pass
                        # Do nothing if the request fails -- there will be no autocomplete for dolomite trading pairs
                return []
Esempio n. 3
0
 def setUpClass(cls):
     cls.clock: Clock = Clock(ClockMode.REALTIME)
     cls.wallet = Web3Wallet(
         private_key=conf.dolomite_test_web3_private_key,
         backend_urls=conf.test_web3_provider_list,
         erc20_token_addresses=[conf.dolomite_test_web3_address],
         chain=EthereumChain.MAIN_NET,
     )
     cls.market: DolomiteMarket = DolomiteMarket(
         wallet=cls.wallet,
         ethereum_rpc_url=conf.test_web3_provider_list[0],
         order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.
         EXCHANGE_API,
         isTestNet=True,
         trading_pairs=["WETH-DAI"],
     )
     print("Initializing Dolomite market... ")
     cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
     cls.clock.add_iterator(cls.wallet)
     cls.clock.add_iterator(cls.market)
     cls.stack = contextlib.ExitStack()
     cls._clock = cls.stack.enter_context(cls.clock)
     cls.ev_loop.run_until_complete(cls.wait_til_ready())
     print("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 _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:
                self._notify(
                    f"\nPaper trade is enabled for market {market_name}")
                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:
                    market.set_balance(asset, balance)

            elif market_name == "ddex" and self.wallet:
                market = DDEXMarket(
                    wallet=self.wallet,
                    ethereum_rpc_url=ethereum_rpc_url,
                    order_book_tracker_data_source_type=
                    OrderBookTrackerDataSourceType.EXCHANGE_API,
                    trading_pairs=trading_pairs,
                    trading_required=self._trading_required,
                )

            elif market_name == "idex" and self.wallet:
                idex_api_key: str = global_config_map.get("idex_api_key").value
                try:
                    market = IDEXMarket(
                        idex_api_key=idex_api_key,
                        wallet=self.wallet,
                        ethereum_rpc_url=ethereum_rpc_url,
                        order_book_tracker_data_source_type=
                        OrderBookTrackerDataSourceType.EXCHANGE_API,
                        trading_pairs=trading_pairs,
                        trading_required=self._trading_required,
                    )
                except Exception as e:
                    self.logger().error(str(e))

            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" and self.wallet:
                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" and self.wallet:
                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 == "dolomite" and self.wallet:
                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)
            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()),
            in_memory_config_map.get("strategy_file_path").value,
            in_memory_config_map.get("strategy").value,
        )
        self.markets_recorder.start()