def __init__(self, hitbtc_api_key: str, hitbtc_secret_key: str, trading_pairs: Optional[List[str]] = None, trading_required: bool = True ): """ :param hitbtc_api_key: The API key to connect to private HitBTC APIs. :param hitbtc_secret_key: The API secret. :param trading_pairs: The market trading pairs which to track order book data. :param trading_required: Whether actual trading is needed. """ super().__init__() self._trading_required = trading_required self._trading_pairs = trading_pairs self._hitbtc_auth = HitbtcAuth(hitbtc_api_key, hitbtc_secret_key) self._order_book_tracker = HitbtcOrderBookTracker(trading_pairs=trading_pairs) self._user_stream_tracker = HitbtcUserStreamTracker(self._hitbtc_auth, trading_pairs) self._ev_loop = asyncio.get_event_loop() self._shared_client = None self._poll_notifier = asyncio.Event() self._last_timestamp = 0 self._in_flight_orders = {} # Dict[client_order_id:str, HitbtcInFlightOrder] self._order_not_found_records = {} # Dict[client_order_id:str, count:int] self._trading_rules = {} # Dict[trading_pair:str, TradingRule] self._status_polling_task = None self._user_stream_event_listener_task = None self._trading_rules_polling_task = None self._last_poll_timestamp = 0
class HitbtcExchange(ExchangeBase): """ HitbtcExchange connects with HitBTC exchange and provides order book pricing, user account tracking and trading functionality. """ ORDER_NOT_EXIST_CONFIRMATION_COUNT = 3 ORDER_NOT_EXIST_CANCEL_COUNT = 2 @classmethod def logger(cls) -> HummingbotLogger: global ctce_logger if ctce_logger is None: ctce_logger = logging.getLogger(__name__) return ctce_logger def __init__(self, hitbtc_api_key: str, hitbtc_secret_key: str, trading_pairs: Optional[List[str]] = None, trading_required: bool = True ): """ :param hitbtc_api_key: The API key to connect to private HitBTC APIs. :param hitbtc_secret_key: The API secret. :param trading_pairs: The market trading pairs which to track order book data. :param trading_required: Whether actual trading is needed. """ super().__init__() self._trading_required = trading_required self._trading_pairs = trading_pairs self._hitbtc_auth = HitbtcAuth(hitbtc_api_key, hitbtc_secret_key) self._order_book_tracker = HitbtcOrderBookTracker(trading_pairs=trading_pairs) self._user_stream_tracker = HitbtcUserStreamTracker(self._hitbtc_auth, trading_pairs) self._ev_loop = asyncio.get_event_loop() self._shared_client = None self._poll_notifier = asyncio.Event() self._last_timestamp = 0 self._in_flight_orders = {} # Dict[client_order_id:str, HitbtcInFlightOrder] self._order_not_found_records = {} # Dict[client_order_id:str, count:int] self._trading_rules = {} # Dict[trading_pair:str, TradingRule] self._status_polling_task = None self._user_stream_event_listener_task = None self._trading_rules_polling_task = None self._last_poll_timestamp = 0 @property def name(self) -> str: return "hitbtc" @property def order_books(self) -> Dict[str, OrderBook]: return self._order_book_tracker.order_books @property def trading_rules(self) -> Dict[str, TradingRule]: return self._trading_rules @property def in_flight_orders(self) -> Dict[str, HitbtcInFlightOrder]: return self._in_flight_orders @property def status_dict(self) -> Dict[str, bool]: """ A dictionary of statuses of various connector's components. """ return { "order_books_initialized": self._order_book_tracker.ready, "account_balance": len(self._account_balances) > 0 if self._trading_required else True, "trading_rule_initialized": len(self._trading_rules) > 0, "user_stream_initialized": self._user_stream_tracker.data_source.last_recv_time > 0 if self._trading_required else True, } @property def ready(self) -> bool: """ :return True when all statuses pass, this might take 5-10 seconds for all the connector's components and services to be ready. """ return all(self.status_dict.values()) @property def limit_orders(self) -> List[LimitOrder]: return [ in_flight_order.to_limit_order() for in_flight_order in self._in_flight_orders.values() ] @property def tracking_states(self) -> Dict[str, any]: """ :return active in-flight orders in json format, is used to save in sqlite db. """ return { key: value.to_json() for key, value in self._in_flight_orders.items() if not value.is_done } def restore_tracking_states(self, saved_states: Dict[str, any]): """ Restore in-flight orders from saved tracking states, this is st the connector can pick up on where it left off when it disconnects. :param saved_states: The saved tracking_states. """ self._in_flight_orders.update({ key: HitbtcInFlightOrder.from_json(value) for key, value in saved_states.items() }) def supported_order_types(self) -> List[OrderType]: """ :return a list of OrderType supported by this connector. Note that Market order type is no longer required and will not be used. """ return [OrderType.LIMIT, OrderType.LIMIT_MAKER] def start(self, clock: Clock, timestamp: float): """ This function is called automatically by the clock. """ super().start(clock, timestamp) def stop(self, clock: Clock): """ This function is called automatically by the clock. """ super().stop(clock) async def start_network(self): """ This function is required by NetworkIterator base class and is called automatically. It starts tracking order book, polling trading rules, updating statuses and tracking user data. """ self._order_book_tracker.start() self._trading_rules_polling_task = safe_ensure_future(self._trading_rules_polling_loop()) if self._trading_required: self._status_polling_task = safe_ensure_future(self._status_polling_loop()) self._user_stream_tracker_task = safe_ensure_future(self._user_stream_tracker.start()) self._user_stream_event_listener_task = safe_ensure_future(self._user_stream_event_listener()) async def stop_network(self): """ This function is required by NetworkIterator base class and is called automatically. """ self._order_book_tracker.stop() if self._status_polling_task is not None: self._status_polling_task.cancel() self._status_polling_task = None if self._trading_rules_polling_task is not None: self._trading_rules_polling_task.cancel() self._trading_rules_polling_task = None if self._status_polling_task is not None: self._status_polling_task.cancel() self._status_polling_task = None if self._user_stream_tracker_task is not None: self._user_stream_tracker_task.cancel() self._user_stream_tracker_task = None if self._user_stream_event_listener_task is not None: self._user_stream_event_listener_task.cancel() self._user_stream_event_listener_task = None async def check_network(self) -> NetworkStatus: """ This function is required by NetworkIterator base class and is called periodically to check the network connection. Simply ping the network (or call any light weight public API). """ try: # since there is no ping endpoint, the lowest rate call is to get BTC-USD symbol await self._api_request("GET", Constants.ENDPOINT['SYMBOL'], params={'symbols': 'BTCUSD'}) except asyncio.CancelledError: raise except Exception: return NetworkStatus.NOT_CONNECTED return NetworkStatus.CONNECTED async def _http_client(self) -> aiohttp.ClientSession: """ :returns Shared client session instance """ if self._shared_client is None: self._shared_client = aiohttp.ClientSession() return self._shared_client async def _trading_rules_polling_loop(self): """ Periodically update trading rule. """ while True: try: await self._update_trading_rules() await asyncio.sleep(Constants.INTERVAL_TRADING_RULES) except asyncio.CancelledError: raise except Exception as e: self.logger().network(f"Unexpected error while fetching trading rules. Error: {str(e)}", exc_info=True, app_warning_msg=("Could not fetch new trading rules from " f"{Constants.EXCHANGE_NAME}. Check network connection.")) await asyncio.sleep(0.5) async def _update_trading_rules(self): symbols_info = await self._api_request("GET", endpoint=Constants.ENDPOINT['SYMBOL']) self._trading_rules.clear() self._trading_rules = self._format_trading_rules(symbols_info) def _format_trading_rules(self, symbols_info: Dict[str, Any]) -> Dict[str, TradingRule]: """ Converts json API response into a dictionary of trading rules. :param symbols_info: The json API response :return A dictionary of trading rules. Response Example: [ { id: "BTCUSD", baseCurrency: "BTC", quoteCurrency: "USD", quantityIncrement: "0.00001", tickSize: "0.01", takeLiquidityRate: "0.0025", provideLiquidityRate: "0.001", feeCurrency: "USD", marginTrading: true, maxInitialLeverage: "12.00" } ] """ result = {} for rule in symbols_info: try: trading_pair = convert_from_exchange_trading_pair(rule["id"]) price_step = Decimal(str(rule["tickSize"])) size_step = Decimal(str(rule["quantityIncrement"])) result[trading_pair] = TradingRule(trading_pair, min_order_size=size_step, min_base_amount_increment=size_step, min_price_increment=price_step) except Exception: self.logger().error(f"Error parsing the trading pair rule {rule}. Skipping.", exc_info=True) return result async def _api_request(self, method: str, endpoint: str, params: Optional[Dict[str, Any]] = None, is_auth_required: bool = False, try_count: int = 0) -> Dict[str, Any]: """ Sends an aiohttp request and waits for a response. :param method: The HTTP method, e.g. get or post :param endpoint: The path url or the API end point :param params: Additional get/post parameters :param is_auth_required: Whether an authentication is required, when True the function will add encrypted signature to the request. :returns A response in json format. """ url = f"{Constants.REST_URL}/{endpoint}" shared_client = await self._http_client() # Turn `params` into either GET params or POST body data qs_params: dict = params if method.upper() == "GET" else None req_form = aiohttp.FormData(params) if method.upper() == "POST" and params is not None else None # Generate auth headers if needed. headers: dict = {"Content-Type": "application/x-www-form-urlencoded"} if is_auth_required: headers: dict = self._hitbtc_auth.get_headers(method, f"{Constants.REST_URL_AUTH}/{endpoint}", params) # Build request coro response_coro = shared_client.request(method=method.upper(), url=url, headers=headers, params=qs_params, data=req_form, timeout=Constants.API_CALL_TIMEOUT) http_status, parsed_response, request_errors = await aiohttp_response_with_errors(response_coro) if request_errors or parsed_response is None: if try_count < Constants.API_MAX_RETRIES: try_count += 1 time_sleep = retry_sleep_time(try_count) self.logger().info(f"Error fetching data from {url}. HTTP status is {http_status}. " f"Retrying in {time_sleep:.0f}s.") await asyncio.sleep(time_sleep) return await self._api_request(method=method, endpoint=endpoint, params=params, is_auth_required=is_auth_required, try_count=try_count) else: raise HitbtcAPIError({"error": parsed_response, "status": http_status}) if "error" in parsed_response: raise HitbtcAPIError(parsed_response) return parsed_response def get_order_price_quantum(self, trading_pair: str, price: Decimal): """ Returns a price step, a minimum price increment for a given trading pair. """ trading_rule = self._trading_rules[trading_pair] return trading_rule.min_price_increment def get_order_size_quantum(self, trading_pair: str, order_size: Decimal): """ Returns an order amount step, a minimum amount increment for a given trading pair. """ trading_rule = self._trading_rules[trading_pair] return Decimal(trading_rule.min_base_amount_increment) def get_order_book(self, trading_pair: str) -> OrderBook: if trading_pair not in self._order_book_tracker.order_books: raise ValueError(f"No order book exists for '{trading_pair}'.") return self._order_book_tracker.order_books[trading_pair] def buy(self, trading_pair: str, amount: Decimal, order_type=OrderType.MARKET, price: Decimal = s_decimal_NaN, **kwargs) -> str: """ Buys an amount of base asset (of the given trading pair). This function returns immediately. To see an actual order, you'll have to wait for BuyOrderCreatedEvent. :param trading_pair: The market (e.g. BTC-USDT) to buy from :param amount: The amount in base token value :param order_type: The order type :param price: The price (note: this is no longer optional) :returns A new internal order id """ order_id: str = get_new_client_order_id(True, trading_pair) safe_ensure_future(self._create_order(TradeType.BUY, order_id, trading_pair, amount, order_type, price)) return order_id def sell(self, trading_pair: str, amount: Decimal, order_type=OrderType.MARKET, price: Decimal = s_decimal_NaN, **kwargs) -> str: """ Sells an amount of base asset (of the given trading pair). This function returns immediately. To see an actual order, you'll have to wait for SellOrderCreatedEvent. :param trading_pair: The market (e.g. BTC-USDT) to sell from :param amount: The amount in base token value :param order_type: The order type :param price: The price (note: this is no longer optional) :returns A new internal order id """ order_id: str = get_new_client_order_id(False, trading_pair) safe_ensure_future(self._create_order(TradeType.SELL, order_id, trading_pair, amount, order_type, price)) return order_id def cancel(self, trading_pair: str, order_id: str): """ Cancel an order. This function returns immediately. To get the cancellation result, you'll have to wait for OrderCancelledEvent. :param trading_pair: The market (e.g. BTC-USDT) of the order. :param order_id: The internal order id (also called client_order_id) """ safe_ensure_future(self._execute_cancel(trading_pair, order_id)) return order_id async def _create_order(self, trade_type: TradeType, order_id: str, trading_pair: str, amount: Decimal, order_type: OrderType, price: Decimal): """ Calls create-order API end point to place an order, starts tracking the order and triggers order created event. :param trade_type: BUY or SELL :param order_id: Internal order id (also called client_order_id) :param trading_pair: The market to place order :param amount: The order amount (in base token value) :param order_type: The order type :param price: The order price """ if not order_type.is_limit_type(): raise Exception(f"Unsupported order type: {order_type}") trading_rule = self._trading_rules[trading_pair] amount = self.quantize_order_amount(trading_pair, amount) price = self.quantize_order_price(trading_pair, price) if amount < trading_rule.min_order_size: raise ValueError(f"Buy order amount {amount} is lower than the minimum order size " f"{trading_rule.min_order_size}.") order_type_str = order_type.name.lower().split("_")[0] api_params = {"symbol": convert_to_exchange_trading_pair(trading_pair), "side": trade_type.name.lower(), "type": order_type_str, "price": f"{price:f}", "quantity": f"{amount:f}", "clientOrderId": order_id, # Without strict validate, HitBTC might adjust order prices/sizes. "strictValidate": "true", } if order_type is OrderType.LIMIT_MAKER: api_params["postOnly"] = "true" self.start_tracking_order(order_id, None, trading_pair, trade_type, price, amount, order_type) try: order_result = await self._api_request("POST", Constants.ENDPOINT["ORDER_CREATE"], api_params, True) exchange_order_id = str(order_result["id"]) tracked_order = self._in_flight_orders.get(order_id) if tracked_order is not None: self.logger().info(f"Created {order_type.name} {trade_type.name} order {order_id} for " f"{amount} {trading_pair}.") tracked_order.update_exchange_order_id(exchange_order_id) if trade_type is TradeType.BUY: event_tag = MarketEvent.BuyOrderCreated event_cls = BuyOrderCreatedEvent else: event_tag = MarketEvent.SellOrderCreated event_cls = SellOrderCreatedEvent self.trigger_event(event_tag, event_cls(self.current_timestamp, order_type, trading_pair, amount, price, order_id)) except asyncio.CancelledError: raise except HitbtcAPIError as e: error_reason = e.error_payload.get('error', {}).get('message') self.stop_tracking_order(order_id) self.logger().network( f"Error submitting {trade_type.name} {order_type.name} order to {Constants.EXCHANGE_NAME} for " f"{amount} {trading_pair} {price} - {error_reason}.", exc_info=True, app_warning_msg=(f"Error submitting order to {Constants.EXCHANGE_NAME} - {error_reason}.") ) self.trigger_event(MarketEvent.OrderFailure, MarketOrderFailureEvent(self.current_timestamp, order_id, order_type)) def start_tracking_order(self, order_id: str, exchange_order_id: str, trading_pair: str, trade_type: TradeType, price: Decimal, amount: Decimal, order_type: OrderType): """ Starts tracking an order by simply adding it into _in_flight_orders dictionary. """ self._in_flight_orders[order_id] = HitbtcInFlightOrder( client_order_id=order_id, exchange_order_id=exchange_order_id, trading_pair=trading_pair, order_type=order_type, trade_type=trade_type, price=price, amount=amount ) def stop_tracking_order(self, order_id: str): """ Stops tracking an order by simply removing it from _in_flight_orders dictionary. """ if order_id in self._in_flight_orders: del self._in_flight_orders[order_id] if order_id in self._order_not_found_records: del self._order_not_found_records[order_id] async def _execute_cancel(self, trading_pair: str, order_id: str) -> str: """ Executes order cancellation process by first calling cancel-order API. The API result doesn't confirm whether the cancellation is successful, it simply states it receives the request. :param trading_pair: The market trading pair (Unused during cancel on HitBTC) :param order_id: The internal order id order.last_state to change to CANCELED """ order_was_cancelled = False try: tracked_order = self._in_flight_orders.get(order_id) if tracked_order is None: raise ValueError(f"Failed to cancel order - {order_id}. Order not found.") if tracked_order.exchange_order_id is None: await tracked_order.get_exchange_order_id() # ex_order_id = tracked_order.exchange_order_id await self._api_request("DELETE", Constants.ENDPOINT["ORDER_DELETE"].format(id=order_id), is_auth_required=True) order_was_cancelled = True except asyncio.CancelledError: raise except HitbtcAPIError as e: err = e.error_payload.get('error', e.error_payload) self._order_not_found_records[order_id] = self._order_not_found_records.get(order_id, 0) + 1 if err.get('code') == 20002 and \ self._order_not_found_records[order_id] >= self.ORDER_NOT_EXIST_CANCEL_COUNT: order_was_cancelled = True if order_was_cancelled: self.logger().info(f"Successfully cancelled order {order_id} on {Constants.EXCHANGE_NAME}.") self.stop_tracking_order(order_id) self.trigger_event(MarketEvent.OrderCancelled, OrderCancelledEvent(self.current_timestamp, order_id)) tracked_order.cancelled_event.set() return CancellationResult(order_id, True) else: self.logger().network( f"Failed to cancel order {order_id}: {err.get('message', str(err))}", exc_info=True, app_warning_msg=f"Failed to cancel the order {order_id} on {Constants.EXCHANGE_NAME}. " f"Check API key and network connection." ) return CancellationResult(order_id, False) async def _status_polling_loop(self): """ Periodically update user balances and order status via REST API. This serves as a fallback measure for web socket API updates. """ while True: try: self._poll_notifier = asyncio.Event() await self._poll_notifier.wait() await safe_gather( self._update_balances(), self._update_order_status(), ) self._last_poll_timestamp = self.current_timestamp except asyncio.CancelledError: raise except Exception as e: self.logger().error(str(e), exc_info=True) warn_msg = (f"Could not fetch account updates from {Constants.EXCHANGE_NAME}. " "Check API key and network connection.") self.logger().network("Unexpected error while fetching account updates.", exc_info=True, app_warning_msg=warn_msg) await asyncio.sleep(0.5) async def _update_balances(self): """ Calls REST API to update total and available balances. """ account_info = await self._api_request("GET", Constants.ENDPOINT["USER_BALANCES"], is_auth_required=True) self._process_balance_message(account_info) async def _update_order_status(self): """ Calls REST API to get status update for each in-flight order. """ last_tick = int(self._last_poll_timestamp / Constants.UPDATE_ORDER_STATUS_INTERVAL) current_tick = int(self.current_timestamp / Constants.UPDATE_ORDER_STATUS_INTERVAL) if current_tick > last_tick and len(self._in_flight_orders) > 0: tracked_orders = list(self._in_flight_orders.values()) tasks = [] for tracked_order in tracked_orders: # exchange_order_id = await tracked_order.get_exchange_order_id() order_id = tracked_order.client_order_id tasks.append(self._api_request("GET", Constants.ENDPOINT["ORDER_STATUS"].format(id=order_id), is_auth_required=True)) self.logger().debug(f"Polling for order status updates of {len(tasks)} orders.") responses = await safe_gather(*tasks, return_exceptions=True) for response, tracked_order in zip(responses, tracked_orders): client_order_id = tracked_order.client_order_id if isinstance(response, HitbtcAPIError): err = response.error_payload.get('error', response.error_payload) if err.get('code') == 20002: self._order_not_found_records[client_order_id] = \ self._order_not_found_records.get(client_order_id, 0) + 1 if self._order_not_found_records[client_order_id] < self.ORDER_NOT_EXIST_CONFIRMATION_COUNT: # Wait until the order not found error have repeated a few times before actually treating # it as failed. See: https://github.com/CoinAlpha/hummingbot/issues/601 continue self.trigger_event(MarketEvent.OrderFailure, MarketOrderFailureEvent( self.current_timestamp, client_order_id, tracked_order.order_type)) self.stop_tracking_order(client_order_id) else: continue elif "clientOrderId" not in response: self.logger().info(f"_update_order_status clientOrderId not in resp: {response}") continue else: self._process_order_message(response) def _process_order_message(self, order_msg: Dict[str, Any]): """ Updates in-flight order and triggers cancellation or failure event if needed. :param order_msg: The order response from either REST or web socket API (they are of the same format) Example Order: { "id": "4345613661", "clientOrderId": "57d5525562c945448e3cbd559bd068c3", "symbol": "BCCBTC", "side": "sell", "status": "new", "type": "limit", "timeInForce": "GTC", "quantity": "0.013", "price": "0.100000", "cumQuantity": "0.000", "postOnly": false, "createdAt": "2017-10-20T12:17:12.245Z", "updatedAt": "2017-10-20T12:17:12.245Z", "reportType": "status" } """ client_order_id = order_msg["clientOrderId"] if client_order_id not in self._in_flight_orders: return tracked_order = self._in_flight_orders[client_order_id] # Update order execution status tracked_order.last_state = order_msg["status"] # update order tracked_order.executed_amount_base = Decimal(order_msg["cumQuantity"]) tracked_order.executed_amount_quote = Decimal(order_msg["price"]) * Decimal(order_msg["cumQuantity"]) if tracked_order.is_cancelled: self.logger().info(f"Successfully cancelled order {client_order_id}.") self.stop_tracking_order(client_order_id) self.trigger_event(MarketEvent.OrderCancelled, OrderCancelledEvent(self.current_timestamp, client_order_id)) tracked_order.cancelled_event.set() elif tracked_order.is_failure: self.logger().info(f"The market order {client_order_id} has failed according to order status API. ") self.trigger_event(MarketEvent.OrderFailure, MarketOrderFailureEvent( self.current_timestamp, client_order_id, tracked_order.order_type)) self.stop_tracking_order(client_order_id) async def _process_trade_message(self, trade_msg: Dict[str, Any]): """ Updates in-flight order and trigger order filled event for trade message received. Triggers order completed event if the total executed amount equals to the specified order amount. Example Trade: { "id": "4345697765", "clientOrderId": "53b7cf917963464a811a4af426102c19", "symbol": "ETHBTC", "side": "sell", "status": "filled", "type": "limit", "timeInForce": "GTC", "quantity": "0.001", "price": "0.053868", "cumQuantity": "0.001", "postOnly": false, "createdAt": "2017-10-20T12:20:05.952Z", "updatedAt": "2017-10-20T12:20:38.708Z", "reportType": "trade", "tradeQuantity": "0.001", "tradePrice": "0.053868", "tradeId": 55051694, "tradeFee": "-0.000000005" } """ tracked_orders = list(self._in_flight_orders.values()) for order in tracked_orders: await order.get_exchange_order_id() track_order = [o for o in tracked_orders if trade_msg["id"] == o.exchange_order_id] if not track_order: return tracked_order = track_order[0] updated = tracked_order.update_with_trade_update(trade_msg) if not updated: return self.trigger_event( MarketEvent.OrderFilled, OrderFilledEvent( self.current_timestamp, tracked_order.client_order_id, tracked_order.trading_pair, tracked_order.trade_type, tracked_order.order_type, Decimal(str(trade_msg.get("tradePrice", "0"))), Decimal(str(trade_msg.get("tradeQuantity", "0"))), TradeFee(0.0, [(tracked_order.quote_asset, Decimal(str(trade_msg.get("tradeFee", "0"))))]), exchange_trade_id=trade_msg["id"] ) ) if math.isclose(tracked_order.executed_amount_base, tracked_order.amount) or \ tracked_order.executed_amount_base >= tracked_order.amount or \ tracked_order.is_done: tracked_order.last_state = "FILLED" self.logger().info(f"The {tracked_order.trade_type.name} order " f"{tracked_order.client_order_id} has completed " f"according to order status API.") event_tag = MarketEvent.BuyOrderCompleted if tracked_order.trade_type is TradeType.BUY \ else MarketEvent.SellOrderCompleted event_class = BuyOrderCompletedEvent if tracked_order.trade_type is TradeType.BUY \ else SellOrderCompletedEvent await asyncio.sleep(0.1) self.trigger_event(event_tag, event_class(self.current_timestamp, tracked_order.client_order_id, tracked_order.base_asset, tracked_order.quote_asset, tracked_order.fee_asset, tracked_order.executed_amount_base, tracked_order.executed_amount_quote, tracked_order.fee_paid, tracked_order.order_type)) self.stop_tracking_order(tracked_order.client_order_id) def _process_balance_message(self, balance_update): local_asset_names = set(self._account_balances.keys()) remote_asset_names = set() for account in balance_update: asset_name = translate_asset(account["currency"]) self._account_available_balances[asset_name] = Decimal(str(account["available"])) self._account_balances[asset_name] = Decimal(str(account["reserved"])) + Decimal(str(account["available"])) remote_asset_names.add(asset_name) asset_names_to_remove = local_asset_names.difference(remote_asset_names) for asset_name in asset_names_to_remove: del self._account_available_balances[asset_name] del self._account_balances[asset_name] async def cancel_all(self, timeout_seconds: float) -> List[CancellationResult]: """ Cancels all in-flight orders and waits for cancellation results. Used by bot's top level stop and exit commands (cancelling outstanding orders on exit) :param timeout_seconds: The timeout at which the operation will be canceled. :returns List of CancellationResult which indicates whether each order is successfully cancelled. """ if self._trading_pairs is None: raise Exception("cancel_all can only be used when trading_pairs are specified.") open_orders = [o for o in self._in_flight_orders.values() if not o.is_done] if len(open_orders) == 0: return [] tasks = [self._execute_cancel(o.trading_pair, o.client_order_id) for o in open_orders] cancellation_results = [] try: async with timeout(timeout_seconds): cancellation_results = await safe_gather(*tasks, return_exceptions=False) except Exception: self.logger().network( "Unexpected error cancelling orders.", exc_info=True, app_warning_msg=(f"Failed to cancel all orders on {Constants.EXCHANGE_NAME}. " "Check API key and network connection.") ) return cancellation_results def tick(self, timestamp: float): """ Is called automatically by the clock for each clock's tick (1 second by default). It checks if status polling task is due for execution. """ now = time.time() poll_interval = (Constants.SHORT_POLL_INTERVAL if now - self._user_stream_tracker.last_recv_time > 60.0 else Constants.LONG_POLL_INTERVAL) last_tick = int(self._last_timestamp / poll_interval) current_tick = int(timestamp / poll_interval) if current_tick > last_tick: if not self._poll_notifier.is_set(): self._poll_notifier.set() self._last_timestamp = timestamp def get_fee(self, base_currency: str, quote_currency: str, order_type: OrderType, order_side: TradeType, amount: Decimal, price: Decimal = s_decimal_NaN) -> TradeFee: """ To get trading fee, this function is simplified by using fee override configuration. Most parameters to this function are ignore except order_type. Use OrderType.LIMIT_MAKER to specify you want trading fee for maker order. """ is_maker = order_type is OrderType.LIMIT_MAKER return TradeFee(percent=self.estimate_fee_pct(is_maker)) async def _iter_user_event_queue(self) -> AsyncIterable[Dict[str, any]]: while True: try: yield await self._user_stream_tracker.user_stream.get() except asyncio.CancelledError: raise except Exception: self.logger().network( "Unknown error. Retrying after 1 seconds.", exc_info=True, app_warning_msg=(f"Could not fetch user events from {Constants.EXCHANGE_NAME}. " "Check API key and network connection.")) await asyncio.sleep(1.0) async def _user_stream_event_listener(self): """ Listens to message in _user_stream_tracker.user_stream queue. The messages are put in by HitbtcAPIUserStreamDataSource. """ async for event_message in self._iter_user_event_queue(): try: event_methods = [ Constants.WS_METHODS["USER_ORDERS"], Constants.WS_METHODS["USER_TRADES"], ] method: str = event_message.get("method", None) params: str = event_message.get("params", None) account_balances: list = event_message.get("result", None) if method not in event_methods and account_balances is None: self.logger().error(f"Unexpected message in user stream: {event_message}.", exc_info=True) continue if method == Constants.WS_METHODS["USER_TRADES"]: await self._process_trade_message(params) elif method == Constants.WS_METHODS["USER_ORDERS"]: for order_msg in params: self._process_order_message(order_msg) elif isinstance(account_balances, list) and "currency" in account_balances[0]: self._process_balance_message(account_balances) except asyncio.CancelledError: raise except Exception: self.logger().error("Unexpected error in user stream listener loop.", exc_info=True) await asyncio.sleep(5.0) # This is currently unused, but looks like a future addition. async def get_open_orders(self) -> List[OpenOrder]: result = await self._api_request("GET", Constants.ENDPOINT["USER_ORDERS"], is_auth_required=True) ret_val = [] for order in result: if Constants.HBOT_BROKER_ID not in order["clientOrderId"]: continue if order["type"] != OrderType.LIMIT.name.lower(): self.logger().info(f"Unsupported order type found: {order['type']}") continue ret_val.append( OpenOrder( client_order_id=order["clientOrderId"], trading_pair=convert_from_exchange_trading_pair(order["symbol"]), price=Decimal(str(order["price"])), amount=Decimal(str(order["quantity"])), executed_amount=Decimal(str(order["cumQuantity"])), status=order["status"], order_type=OrderType.LIMIT, is_buy=True if order["side"].lower() == TradeType.BUY.name.lower() else False, time=str_date_to_ts(order["createdAt"]), exchange_order_id=order["id"] ) ) return ret_val
def setUpClass(cls): cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop() cls.order_book_tracker: HitbtcOrderBookTracker = HitbtcOrderBookTracker( cls.trading_pairs) cls.order_book_tracker.start() cls.ev_loop.run_until_complete(cls.wait_til_tracker_ready())