async def inventory_price_prompt(
self, # type: HummingbotApplication
config_map,
input_value=None,
):
key = "inventory_price"
if input_value:
config_map[key].value = Decimal(input_value)
else:
exchange = config_map["exchange"].value
market = config_map["market"].value
base_asset, quote_asset = market.split("-")
if exchange.endswith("paper_trade"):
balances = global_config_map[
"paper_trade_account_balance"].value
else:
balances = await UserBalances.instance().balances(
exchange, base_asset, quote_asset)
if balances.get(base_asset) is None:
return
cvar = ConfigVar(
key="temp_config",
prompt=
f"On {exchange}, you have {balances[base_asset]:.4f} {base_asset}. "
f"What was the price for this amount in {quote_asset}? >>> ",
required_if=lambda: True,
type_str="decimal",
validator=lambda v: validate_decimal(
v, min_value=Decimal("0"), inclusive=True),
)
await self.prompt_a_config(cvar)
config_map[key].value = cvar.value
try:
quote_volume = balances[base_asset] * cvar.value
except TypeError:
# TypeError: unsupported operand type(s) for *: 'decimal.Decimal' and 'NoneType' - bad input / no input
self._notify("Inventory price not updated due to bad input")
return
with self.trade_fill_db.get_new_session() as session:
with session.begin():
InventoryCost.add_volume(
session,
base_asset=base_asset,
quote_asset=quote_asset,
base_volume=balances[base_asset],
quote_volume=quote_volume,
overwrite=True,
)
def process_order_fill_event(self, fill_event: OrderFilledEvent) -> None:
base_asset, quote_asset = fill_event.trading_pair.split("-")
quote_volume = fill_event.amount * fill_event.price
base_volume = fill_event.amount
for fee_asset, fee_amount in fill_event.trade_fee.flat_fees:
if fill_event.trade_type == TradeType.BUY:
if fee_asset == base_asset:
base_volume -= fee_amount
elif fee_asset == quote_asset:
quote_volume += fee_amount
else:
# Ok, some other asset used (like BNB), assume that we paid in base asset for simplicity
base_volume /= 1 + fill_event.trade_fee.percent
else:
if fee_asset == base_asset:
base_volume += fee_amount
elif fee_asset == quote_asset:
# TODO: with new logic, this quote volume adjustment does not impacts anything
quote_volume -= fee_amount
else:
# Ok, some other asset used (like BNB), assume that we paid in base asset for simplicity
base_volume /= 1 + fill_event.trade_fee.percent
with self.sql_manager.get_new_session() as session:
with session.begin():
if fill_event.trade_type == TradeType.SELL:
record = InventoryCost.get_record(session, base_asset,
quote_asset)
if not record:
raise RuntimeError(
"Sold asset without having inventory price set. This should not happen."
)
# We're keeping initial buy price intact. Profits are not changing inventory price intentionally.
quote_volume = -(Decimal(record.quote_volume /
record.base_volume) * base_volume)
base_volume = -base_volume
InventoryCost.add_volume(session, base_asset, quote_asset,
base_volume, quote_volume)
def process_order_fill_event(self, fill_event: OrderFilledEvent) -> None:
base_asset, quote_asset = fill_event.trading_pair.split("-")
quote_volume = fill_event.amount * fill_event.price
base_volume = fill_event.amount
for fee_asset, fee_amount in fill_event.trade_fee.flat_fees:
if fill_event.trade_type == TradeType.BUY:
if fee_asset == base_asset:
base_volume -= fee_amount
elif fee_asset == quote_asset:
quote_volume += fee_amount
else:
# used for exchange native token used as base fee .
base_volume /= 1 + fill_event.trade_fee.percent
else:
if fee_asset == base_asset:
base_volume += fee_amount
elif fee_asset == quote_asset:
# volume adjustment with new logic.
quote_volume -= fee_amount
else:
base_volume /= 1 + fill_event.trade_fee.percent
if fill_event.trade_type == TradeType.SELL:
record = InventoryCost.get_record(self._session, base_asset,
quote_asset)
if not record:
raise RuntimeError(
"Sold asset without having inventory price set. This should not happen."
)
# keeping initial buy price intact. Profits are not changing inventory price intentionally.
quote_volume = -(Decimal(record.quote_volume / record.base_volume)
* base_volume)
base_volume = -base_volume
InventoryCost.add_volume(self._session, base_asset, quote_asset,
base_volume, quote_volume)
