コード例 #1
0
           prompt="Enter your maker derivative connector >>> ",
           validator=validate_derivative,
           on_validated=derivative_on_validated,
           prompt_on_new=True),
 "market":
 ConfigVar(key="market",
           prompt=maker_trading_pair_prompt,
           validator=validate_derivative_trading_pair,
           prompt_on_new=True),
 "leverage":
 ConfigVar(
     key="leverage",
     prompt="How much leverage do you want to use? "
     "(Binance Perpetual supports up to 75X for most pairs) >>> ",
     type_str="int",
     validator=lambda v: validate_int(v, min_value=0, inclusive=False),
     prompt_on_new=True),
 "position_mode":
 ConfigVar(
     key="position_mode",
     prompt="Which position mode do you want to use? (One-way/Hedge) >>> ",
     validator=validate_derivative_position_mode,
     type_str="str",
     default="One-way",
     prompt_on_new=True),
 "bid_spread":
 ConfigVar(
     key="bid_spread",
     prompt="How far away from the mid price do you want to place the "
     "first bid order? (Enter 1 to indicate 1%) >>> ",
     type_str="decimal",
コード例 #2
0
                                       } else
     "Invalid fee tier.",
     prompt_on_new=True),
 "use_volatility": ConfigVar(
     key="use_volatility",
     type_str="bool",
     prompt="Do you want to use price volatility from the pool to adjust spread for positions? (Yes/No) >>> ",
     prompt_on_new=True,
     validator=validate_bool,
 ),
 "volatility_period": ConfigVar(
     key="volatility_period",
     type_str="int",
     prompt="Enter how long (in hours) do you want to use for price volatility calculation >>> ",
     required_if=lambda: uniswap_v3_lp_config_map.get("use_volatility").value,
     validator=lambda v: validate_int(v, 1),
     default=3600,
     prompt_on_new=True
 ),
 "volatility_factor": ConfigVar(
     key="volatility_factor",
     type_str="decimal",
     prompt="Enter volatility factor >>> ",
     required_if=lambda: uniswap_v3_lp_config_map.get("use_volatility").value,
     validator=lambda v: validate_decimal(v, Decimal("0")),
     default=Decimal("1"),
     prompt_on_new=True
 ),
 "buy_position_price_spread": ConfigVar(
     key="buy_position_price_spread",
     prompt="How wide apart(in percentage) do you want the lower price to be from the upper price for buy position?(Enter 1 to indicate 1%)  >>> ",
コード例 #3
0
    "concurrent_orders_submission":
    ConfigVar(
        key="concurrent_orders_submission",
        prompt=
        "Do you want to submit both arb orders concurrently (Yes/No) ? If No, the bot will wait for first "
        "connector order filled before submitting the other order >>> ",
        prompt_on_new=True,
        default=False,
        validator=validate_bool,
        type_str="bool"),
    "debug_price_shim":
    ConfigVar(
        key="debug_price_shim",
        prompt=
        "Do you want to enable the debug price shim for integration tests? If you don't know what this does "
        "you should keep it disabled. >>> ",
        default=False,
        validator=validate_bool,
        type_str="bool"),
    "gateway_transaction_cancel_interval":
    ConfigVar(
        key="gateway_transaction_cancel_interval",
        prompt=
        "After what time should blockchain transactions be cancelled if they are not included in a block? "
        "(this only affects decentralized exchanges) (Enter time in seconds) >>> ",
        prompt_on_new=True,
        default=600,
        validator=lambda v: validate_int(v, min_value=1, inclusive=True),
        type_str="int"),
}
コード例 #4
0
     validator=validate_bool),
 "volatility_buffer_size":
 ConfigVar(
     key="volatility_buffer_size",
     prompt=
     "Enter amount of ticks that will be stored to calculate volatility >>> ",
     type_str="int",
     validator=lambda v: validate_decimal(v, 1, 10000),
     default=200),
 "trading_intensity_buffer_size":
 ConfigVar(
     key="trading_intensity_buffer_size",
     prompt=
     "Enter amount of ticks that will be stored to estimate order book liquidity >>> ",
     type_str="int",
     validator=lambda v: validate_int(v, 1, 10000),
     default=200),
 "order_levels":
 ConfigVar(
     key="order_levels",
     prompt="How many orders do you want to place on both sides? >>> ",
     type_str="int",
     validator=lambda v: validate_int(v, min_value=-1, inclusive=False),
     default=1),
 "level_distances":
 ConfigVar(
     key="level_distances",
     prompt=
     "How far apart in % of optimal spread should orders on one side be? >>> ",
     type_str="decimal",
     validator=lambda v: validate_decimal(v, min_value=0, inclusive=True),
コード例 #5
0
 def validate_int_zero_or_above(cls, v: str):
     ret = validate_int(v, min_value=2)
     if ret is not None:
         raise ValueError(ret)
     return v