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()