async def _get_tools(symbol="BTC/USDT"):
config = test_config.load_test_config()
config[commons_constants.CONFIG_SIMULATOR][commons_constants.CONFIG_STARTING_PORTFOLIO]["USDT"] = 1000
exchange_manager = exchanges.ExchangeManager(config, "binance")
exchange_manager.tentacles_setup_config = test_utils_config.get_tentacles_setup_config()
# use backtesting not to spam exchanges apis
exchange_manager.is_simulated = True
exchange_manager.is_backtesting = True
backtesting = await backtesting_api.initialize_backtesting(
config,
exchange_ids=[exchange_manager.id],
matrix_id=None,
data_files=[
os.path.join(test_config.TEST_CONFIG_FOLDER, "AbstractExchangeHistoryCollector_1586017993.616272.data")])
exchange_manager.exchange = exchanges.ExchangeSimulator(exchange_manager.config,
exchange_manager,
backtesting)
await exchange_manager.exchange.initialize()
for exchange_channel_class_type in [exchanges_channel.ExchangeChannel, exchanges_channel.TimeFrameExchangeChannel]:
await channel_util.create_all_subclasses_channel(exchange_channel_class_type, exchanges_channel.set_chan,
exchange_manager=exchange_manager)
trader = exchanges.TraderSimulator(config, exchange_manager)
await trader.initialize()
mode = Mode.DailyTradingMode(config, exchange_manager)
await mode.initialize()
# add mode to exchange manager so that it can be stopped and freed from memory
exchange_manager.trading_modes.append(mode)
# set BTC/USDT price at 1000 USDT
trading_api.force_set_mark_price(exchange_manager, symbol, 1000)
return mode.producers[0], mode.consumers[0], trader
async def exchange(exchange_name, backtesting=None, symbol="BTC/USDT"):
exchange_manager = None
try:
config = test_config.load_test_config()
config[commons_constants.CONFIG_SIMULATOR][commons_constants.CONFIG_STARTING_PORTFOLIO]["USDT"] = 2000
exchange_manager = exchanges.ExchangeManager(config, exchange_name)
# use backtesting not to spam exchanges apis
exchange_manager.is_simulated = True
exchange_manager.is_backtesting = True
backtesting = backtesting or await backtesting_api.initialize_backtesting(
config,
exchange_ids=[exchange_manager.id],
matrix_id=None,
data_files=[os.path.join(test_config.TEST_CONFIG_FOLDER,
"AbstractExchangeHistoryCollector_1586017993.616272.data")])
exchange_manager.exchange = exchanges.ExchangeSimulator(exchange_manager.config,
exchange_manager,
backtesting)
await exchange_manager.exchange.initialize()
for exchange_channel_class_type in [exchanges_channel.ExchangeChannel,
exchanges_channel.TimeFrameExchangeChannel]:
await channel_util.create_all_subclasses_channel(exchange_channel_class_type, exchanges_channel.set_chan,
exchange_manager=exchange_manager)
trader = exchanges.TraderSimulator(config, exchange_manager)
await trader.initialize()
mode = modes.ArbitrageTradingMode(config, exchange_manager)
mode.symbol = None if mode.get_is_symbol_wildcard() else symbol
await mode.initialize()
# add mode to exchange manager so that it can be stopped and freed from memory
exchange_manager.trading_modes.append(mode)
# set BTC/USDT price at 1000 USDT
trading_api.force_set_mark_price(exchange_manager, symbol, 1000)
# force triggering_price_delta_ratio equivalent to a 0.2% setting in minimal_price_delta_percent
delta_percent = 2
mode.producers[0].inf_triggering_price_delta_ratio = 1 - delta_percent / 100
mode.producers[0].sup_triggering_price_delta_ratio = 1 + delta_percent / 100
yield mode.producers[0], mode.consumers[0], exchange_manager
finally:
if exchange_manager is not None:
for importer in backtesting_api.get_importers(exchange_manager.exchange.backtesting):
await backtesting_api.stop_importer(importer)
if exchange_manager.exchange.backtesting.time_updater is not None:
await exchange_manager.exchange.backtesting.stop()
await exchange_manager.stop()