def setUp(self) -> None:
super().setUp()
self.strategy = None
self.markets = {"binance": ExchangeBase()}
self.assets = set()
self.notifications = []
self.log_errors = []
assign_config_default(strategy_cmap)
strategy_cmap.get("exchange").value = "binance"
strategy_cmap.get("markets").value = "BTC-USDT,ETH-USDT"
strategy_cmap.get("token").value = "USDT"
strategy_cmap.get("order_amount").value = Decimal("1")
strategy_cmap.get("spread").value = Decimal("2")
strategy_cmap.get("inventory_skew_enabled").value = False
strategy_cmap.get("target_base_pct").value = Decimal("50")
strategy_cmap.get("order_refresh_time").value = 60.
strategy_cmap.get("order_refresh_tolerance_pct").value = Decimal("1.5")
strategy_cmap.get("inventory_range_multiplier").value = Decimal("2")
strategy_cmap.get("volatility_interval").value = 30
strategy_cmap.get("avg_volatility_period").value = 5
strategy_cmap.get("volatility_to_spread_multiplier").value = Decimal(
"1.1")
strategy_cmap.get("max_spread").value = Decimal("4")
strategy_cmap.get("max_order_age").value = 300.
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.markets = {"binance": ExchangeBase()}
self.assets = set()
self.notifications = []
self.log_errors = []
assign_config_default(strategy_cmap)
strategy_cmap.get("exchange").value = "binance"
strategy_cmap.get("market").value = "balancer"
strategy_cmap.get("order_amount").value = Decimal("1")
strategy_cmap.get("order_refresh_time").value = 60.
strategy_cmap.get("hanging_orders_enabled").value = True
strategy_cmap.get("hanging_orders_cancel_pct").value = Decimal("1")
# strategy_cmap.get("hanging_orders_aggregation_type").value = "VOLUME_WEIGHTED"
strategy_cmap.get("parameters_based_on_spread").value = True
strategy_cmap.get("min_spread").value = Decimal("2")
strategy_cmap.get("max_spread").value = Decimal("3")
strategy_cmap.get("vol_to_spread_multiplier").value = Decimal("1.1")
strategy_cmap.get("volatility_sensibility").value = Decimal("2.2")
strategy_cmap.get("inventory_risk_aversion").value = Decimal("0.1")
strategy_cmap.get("risk_factor").value = Decimal("1.11")
strategy_cmap.get("order_book_depth_factor").value = Decimal("2.22")
strategy_cmap.get("order_amount_shape_factor").value = Decimal("3.33")
self.raise_exception_for_market_initialization = False
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.markets = {"binance": ExchangeBase()}
self.notifications = []
self.log_errors = []
assign_config_default(strategy_cmap)
strategy_cmap.get("secondary_exchange").value = "binance"
strategy_cmap.get("secondary_market").value = "CELO-USDT"
strategy_cmap.get("order_amount").value = Decimal("1")
strategy_cmap.get("min_profitability").value = Decimal("2")
strategy_cmap.get("celo_slippage_buffer").value = Decimal("3")
def setUp(self) -> None:
super().setUp()
self.strategy: AmmArbStrategy = None
self.markets = {"binance": None, "balancer": None}
self.notifications = []
self.log_errors = []
assign_config_default(amm_arb_config_map)
amm_arb_config_map.get("strategy").value = "amm_arb"
amm_arb_config_map.get("connector_1").value = "binance"
amm_arb_config_map.get("market_1").value = "ETH-USDT"
amm_arb_config_map.get("connector_2").value = "balancer"
amm_arb_config_map.get("market_2").value = "ETH-USDT"
amm_arb_config_map.get("order_amount").value = Decimal("1")
amm_arb_config_map.get("min_profitability").value = Decimal("10")
def setUp(self) -> None:
super().setUp()
self.strategy: UniswapV3LpStrategy = None
self.markets = {"uniswapLP": None}
self.notifications = []
self.log_errors = []
assign_config_default(uniswap_v3_lp_config_map)
uniswap_v3_lp_config_map.get("strategy").value = "uniswap_v3_lp"
uniswap_v3_lp_config_map.get("connector").value = "uniswapLP"
uniswap_v3_lp_config_map.get("market").value = "ETH-USDT"
uniswap_v3_lp_config_map.get("fee_tier").value = "LOW"
uniswap_v3_lp_config_map.get("price_spread").value = Decimal("1")
uniswap_v3_lp_config_map.get("amount").value = Decimal("1")
uniswap_v3_lp_config_map.get("min_profitability").value = Decimal("10")
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.markets = {"binance": ExchangeBase(), "kucoin": ExchangeBase()}
self.notifications = []
self.log_errors = []
assign_config_default(strategy_cmap)
strategy_cmap.get("maker_market").value = "binance"
strategy_cmap.get("taker_market").value = "kucoin"
strategy_cmap.get("maker_market_trading_pair").value = "ETH-USDT"
strategy_cmap.get("taker_market_trading_pair").value = "ETH-USDT"
strategy_cmap.get("order_amount").value = Decimal("1")
strategy_cmap.get("min_profitability").value = Decimal("2")
global_config_map.get("strategy_report_interval").value = 60.
strategy_cmap.get("use_oracle_conversion_rate").value = False
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.markets = {"binance": ExchangeBase()}
self.notifications = []
self.log_errors = []
assign_config_default(c_map)
c_map.get("derivative").value = "binance"
c_map.get("market").value = "ETH-USDT"
c_map.get("leverage").value = Decimal("5")
c_map.get("order_amount").value = Decimal("1")
c_map.get("order_refresh_time").value = 60.
c_map.get("bid_spread").value = Decimal("1")
c_map.get("ask_spread").value = Decimal("2")
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.markets = {"binance": ExchangeBase(), "kucoin": MockPerpConnector()}
self.notifications = []
self.log_errors = []
assign_config_default(strategy_cmap)
strategy_cmap.get("spot_connector").value = "binance"
strategy_cmap.get("spot_market").value = "BTC-USDT"
strategy_cmap.get("perpetual_connector").value = "kucoin"
strategy_cmap.get("perpetual_market").value = "BTC-USDT"
strategy_cmap.get("order_amount").value = Decimal("1")
strategy_cmap.get("perpetual_leverage").value = Decimal("2")
strategy_cmap.get("min_opening_arbitrage_pct").value = Decimal("10")
strategy_cmap.get("min_closing_arbitrage_pct").value = Decimal("1")
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.markets = {"binance": ExchangeBase(client_config_map=self.client_config_map)}
self.notifications = []
self.log_errors = []
assign_config_default(c_map)
c_map.get("exchange").value = "binance"
c_map.get("market").value = "ETH-USDT"
c_map.get("order_amount").value = Decimal("1")
c_map.get("order_refresh_time").value = 60.
c_map.get("max_order_age").value = 300.
c_map.get("bid_spread").value = Decimal("1")
c_map.get("ask_spread").value = Decimal("2")
c_map.get("minimum_spread").value = Decimal("0.5")
c_map.get("price_ceiling").value = Decimal("100")
c_map.get("price_floor").value = Decimal("50")
c_map.get("ping_pong_enabled").value = False
c_map.get("order_levels").value = 2
c_map.get("order_level_amount").value = Decimal("0.5")
c_map.get("order_level_spread").value = Decimal("0.2")
c_map.get("inventory_skew_enabled").value = True
c_map.get("inventory_target_base_pct").value = Decimal("50")
c_map.get("inventory_range_multiplier").value = Decimal("2")
c_map.get("filled_order_delay").value = 45.
c_map.get("hanging_orders_enabled").value = True
c_map.get("hanging_orders_cancel_pct").value = Decimal("6")
c_map.get("order_optimization_enabled").value = False
c_map.get("ask_order_optimization_depth").value = Decimal("0.01")
c_map.get("bid_order_optimization_depth").value = Decimal("0.02")
c_map.get("add_transaction_costs").value = False
c_map.get("price_source").value = "external_market"
c_map.get("price_type").value = "best_bid"
c_map.get("price_source_exchange").value = "ascend_ex"
c_map.get("price_source_market").value = "ETH-DAI"
c_map.get("price_source_custom_api").value = "localhost.test"
c_map.get("order_refresh_tolerance_pct").value = Decimal("2")
c_map.get("order_override").value = None
c_map.get("split_order_levels_enabled").value = True
c_map.get("bid_order_level_spreads").value = "1,2"
c_map.get("ask_order_level_spreads").value = "1,2"
c_map.get("bid_order_level_amounts").value = "1,2"
c_map.get("ask_order_level_amounts").value = None
def setUp(self) -> None:
super().setUp()
self.strategy: ArbitrageStrategy = None
self.markets = {
"binance": ConnectorBase(),
"balancer": ConnectorBase()
}
self.notifications = []
self.log_errors = []
assign_config_default(arbitrage_config_map)
arbitrage_config_map.get("primary_market").value = "binance"
arbitrage_config_map.get("secondary_market").value = "balancer"
arbitrage_config_map.get(
"primary_market_trading_pair").value = "ETH-USDT"
arbitrage_config_map.get(
"secondary_market_trading_pair").value = "ETH-USDT"
arbitrage_config_map.get("min_profitability").value = Decimal("10")
arbitrage_config_map.get("use_oracle_conversion_rate").value = False
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.markets = {"binance": ExchangeBase()}
self.notifications = []
self.log_errors = []
assign_config_default(strategy_cmap)
strategy_cmap.get("exchange").value = "binance"
strategy_cmap.get("market").value = "balancer"
strategy_cmap.get("execution_timeframe").value = "from_date_to_date"
strategy_cmap.get("start_time").value = "2021-11-18 15:00:00"
strategy_cmap.get("end_time").value = "2021-11-18 16:00:00"
strategy_cmap.get("order_amount").value = Decimal("1")
strategy_cmap.get("order_refresh_time").value = 60.
strategy_cmap.get("hanging_orders_enabled").value = True
strategy_cmap.get("hanging_orders_cancel_pct").value = Decimal("1")
# strategy_cmap.get("hanging_orders_aggregation_type").value = "VOLUME_WEIGHTED"
strategy_cmap.get("min_spread").value = Decimal("2")
strategy_cmap.get("risk_factor").value = Decimal("1.11")
strategy_cmap.get("order_levels").value = Decimal("4")
strategy_cmap.get("level_distances").value = Decimal("1")
strategy_cmap.get("order_amount_shape_factor").value = Decimal("3.33")
self.raise_exception_for_market_initialization = False
def setUp(self) -> None:
super().setUp()
self.strategy = None
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.markets = {
"binance": ExchangeBase(client_config_map=self.client_config_map)
}
self.notifications = []
self.log_errors = []
assign_config_default(c_map)
c_map.get("exchange").value = "binance"
c_map.get("market").value = "ETH-USDT"
c_map.get("n_levels").value = 10
c_map.get("grid_price_ceiling").value = Decimal("5000")
c_map.get("grid_price_floor").value = Decimal("2000")
c_map.get("start_order_spread").value = Decimal("1")
c_map.get("order_refresh_time").value = 60.
c_map.get("max_order_age").value = 300.
c_map.get("order_refresh_tolerance_pct").value = Decimal("2")
c_map.get("order_amount").value = Decimal("1")
c_map.get("order_optimization_enabled").value = False
c_map.get("ask_order_optimization_depth").value = Decimal("0.01")
c_map.get("bid_order_optimization_depth").value = Decimal("0.02")
def test_token_validation(self):
assign_config_default(strategy_cmap)
# Correct tokens
strategy_cmap.get("markets").value = "BTC-USDT"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("BTC"), None)
self.assertEqual(
liquidity_mining_config_map_module.token_validate("btc"), None)
strategy_cmap.get("markets").value = "BTC-USDT,ETH-USDT"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("BTC"), None)
self.assertEqual(
liquidity_mining_config_map_module.token_validate("btc"), None)
strategy_cmap.get("markets").value = "BTC-USDT, ETH-USDT"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("BTC"), None)
self.assertEqual(
liquidity_mining_config_map_module.token_validate("btc"), None)
strategy_cmap.get("markets").value = "BTC-USDT , ETH-USDT"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("BTC"), None)
self.assertEqual(
liquidity_mining_config_map_module.token_validate("btc"), None)
strategy_cmap.get("markets").value = "btc-usdt"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("BTC"), None)
self.assertEqual(
liquidity_mining_config_map_module.token_validate("btc"), None)
strategy_cmap.get("markets").value = "BTC-usdt"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("BTC"), None)
self.assertEqual(
liquidity_mining_config_map_module.token_validate("btc"), None)
strategy_cmap.get("markets").value = "btc-USDT"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("BTC"), None)
self.assertEqual(
liquidity_mining_config_map_module.token_validate("btc"), None)
# Incorrect tokens
strategy_cmap.get("markets").value = "BTC-USDT"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("ETH"),
"Invalid token. ETH is not one of BTC,USDT")
self.assertEqual(
liquidity_mining_config_map_module.token_validate("eth"),
"Invalid token. ETH is not one of BTC,USDT")
strategy_cmap.get("markets").value = "btc-usdt"
self.assertEqual(
liquidity_mining_config_map_module.token_validate("ETH"),
"Invalid token. ETH is not one of BTC,USDT")
self.assertEqual(
liquidity_mining_config_map_module.token_validate("eth"),
"Invalid token. ETH is not one of BTC,USDT")
