async def fetch_bamboo_relay_trading_pairs() -> List[str]:
from hummingbot.market.bamboo_relay.bamboo_relay_market import BambooRelayMarket
sslcontext = ssl.create_default_context(cafile=certifi.where())
trading_pairs = set()
page_count = 1
while True:
async with aiohttp.ClientSession() as client:
async with client.get(
f"{BAMBOO_RELAY_ENDPOINT}?perPage=1000&page={page_count}",
timeout=API_CALL_TIMEOUT,
ssl=sslcontext) as response:
if response.status == 200:
try:
markets = await response.json()
new_trading_pairs = set(
map(lambda details: details.get('id'),
markets))
if len(new_trading_pairs) == 0:
break
else:
trading_pairs = trading_pairs.union(
new_trading_pairs)
page_count += 1
except Exception:
# Do nothing if the request fails -- there will be no autocomplete for bamboo trading pairs
break
return [
BambooRelayMarket.convert_from_exchange_trading_pair(p)
for p in trading_pairs
]
def setUpClass(cls):
if conf.test_bamboo_relay_chain_id == 3:
chain = EthereumChain.ROPSTEN
elif conf.test_bamboo_relay_chain_id == 4:
chain = EthereumChain.RINKEBY
elif conf.test_bamboo_relay_chain_id == 42:
chain = EthereumChain.KOVAN
else:
chain = EthereumChain.MAIN_NET
cls.chain = chain
cls.base_token_symbol = conf.test_bamboo_relay_base_token_symbol
cls.quote_token_symbol = conf.test_bamboo_relay_quote_token_symbol
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.wallet = Web3Wallet(private_key=conf.web3_private_key_bamboo,
backend_urls=conf.test_web3_provider_list,
erc20_token_addresses=[conf.test_bamboo_relay_base_token_address,
conf.test_bamboo_relay_quote_token_address],
chain=chain)
cls.market: BambooRelayMarket = BambooRelayMarket(
wallet=cls.wallet,
ethereum_rpc_url=conf.test_web3_provider_list[0],
order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=[conf.test_bamboo_relay_base_token_symbol + "-" + conf.test_bamboo_relay_quote_token_symbol],
use_coordinator=True,
pre_emptive_soft_cancels=True
)
print("Initializing Bamboo Relay market... ")
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls.clock.add_iterator(cls.wallet)
cls.clock.add_iterator(cls.market)
stack = contextlib.ExitStack()
cls._clock = stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
print("Ready.")
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]):
ethereum_rpc_url = global_config_map.get("ethereum_rpc_url").value
for market_name, symbols in market_names:
if market_name == "ddex" and self.wallet:
market = DDEXMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "binance":
binance_api_key = global_config_map.get(
"binance_api_key").value
binance_api_secret = global_config_map.get(
"binance_api_secret").value
market = BinanceMarket(
ethereum_rpc_url=ethereum_rpc_url,
binance_api_key=binance_api_key,
binance_api_secret=binance_api_secret,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "radar_relay" and self.wallet:
market = RadarRelayMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "bamboo_relay" and self.wallet:
market = BambooRelayMarket(wallet=self.wallet,
web3_url=ethereum_rpc_url,
symbols=symbols)
elif market_name == "coinbase_pro":
coinbase_pro_api_key = global_config_map.get(
"coinbase_pro_api_key").value
coinbase_pro_secret_key = global_config_map.get(
"coinbase_pro_secret_key").value
coinbase_pro_passphrase = global_config_map.get(
"coinbase_pro_passphrase").value
market = CoinbaseProMarket(
ethereum_rpc_url=ethereum_rpc_url,
coinbase_pro_api_key=coinbase_pro_api_key,
coinbase_pro_secret_key=coinbase_pro_secret_key,
coinbase_pro_passphrase=coinbase_pro_passphrase,
symbols=symbols,
trading_required=self._trading_required)
else:
raise ValueError(f"Market name {market_name} is invalid.")
self.markets[market_name]: MarketBase = market
async def fetch_bamboo_relay_trading_pairs(self) -> List[str]:
try:
from hummingbot.market.bamboo_relay.bamboo_relay_market import BambooRelayMarket
trading_pairs = set()
page_count = 1
client: aiohttp.ClientSession = self.http_client()
while True:
async with client.get(
f"{BAMBOO_RELAY_ENDPOINT}?perPage=1000&page={page_count}",
timeout=API_CALL_TIMEOUT) as response:
if response.status == 200:
markets = await response.json()
new_trading_pairs = set(
map(lambda details: details.get("id"), markets))
if len(new_trading_pairs) == 0:
break
else:
trading_pairs = trading_pairs.union(
new_trading_pairs)
page_count += 1
trading_pair_list: List[str] = []
for raw_trading_pair in trading_pairs:
converted_trading_pair: Optional[str] = \
BambooRelayMarket.convert_from_exchange_trading_pair(raw_trading_pair)
if converted_trading_pair is not None:
trading_pair_list.append(
converted_trading_pair)
else:
self.logger().debug(
f"Could not parse the trading pair {raw_trading_pair}, skipping it..."
)
return trading_pair_list
else:
break
except Exception:
# Do nothing if the request fails -- there will be no autocomplete for bamboo trading pairs
pass
return []
def setUpClass(cls):
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.wallet = Web3Wallet(private_key=conf.web3_private_key_bamboo,
backend_urls=conf.test_web3_provider_list,
erc20_token_addresses=[
conf.mn_zerox_token_address,
conf.mn_weth_token_address
],
chain=EthereumChain.MAIN_NET)
cls.market: BambooRelayMarket = BambooRelayMarket(
wallet=cls.wallet,
ethereum_rpc_url=conf.test_web3_provider_list[0],
order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.
EXCHANGE_API,
symbols=["ZRX-WETH"])
print("Initializing Bamboo Relay market... ")
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls.clock.add_iterator(cls.wallet)
cls.clock.add_iterator(cls.market)
stack = contextlib.ExitStack()
cls._clock = stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
print("Ready.")
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]):
ethereum_rpc_url = global_config_map.get("ethereum_rpc_url").value
# aggregate symbols if there are duplicate markets
market_symbols_map = {}
for market_name, symbols in market_names:
if market_name not in market_symbols_map:
market_symbols_map[market_name] = []
market_symbols_map[market_name] += symbols
for market_name, symbols in market_symbols_map.items():
if global_config_map.get("paper_trade_enabled").value:
self._notify(f"\nPaper trade is enabled for market {market_name}")
try:
market = create_paper_trade_market(market_name, symbols)
except Exception:
raise
paper_trade_account_balance = global_config_map.get("paper_trade_account_balance").value
for asset, balance in paper_trade_account_balance:
market.set_balance(asset, balance)
elif market_name == "ddex" and self.wallet:
market = DDEXMarket(wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "idex" and self.wallet:
idex_api_key: str = global_config_map.get("idex_api_key").value
try:
market = IDEXMarket(idex_api_key=idex_api_key,
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
except Exception as e:
self.logger().error(str(e))
elif market_name == "binance":
binance_api_key = global_config_map.get("binance_api_key").value
binance_api_secret = global_config_map.get("binance_api_secret").value
market = BinanceMarket(binance_api_key,
binance_api_secret,
order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "radar_relay" and self.wallet:
market = RadarRelayMarket(wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "bamboo_relay" and self.wallet:
use_coordinator = global_config_map.get("bamboo_relay_use_coordinator").value
pre_emptive_soft_cancels = global_config_map.get("bamboo_relay_pre_emptive_soft_cancels").value
market = BambooRelayMarket(wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
symbols=symbols,
use_coordinator=use_coordinator,
pre_emptive_soft_cancels=pre_emptive_soft_cancels,
trading_required=self._trading_required)
elif market_name == "coinbase_pro":
coinbase_pro_api_key = global_config_map.get("coinbase_pro_api_key").value
coinbase_pro_secret_key = global_config_map.get("coinbase_pro_secret_key").value
coinbase_pro_passphrase = global_config_map.get("coinbase_pro_passphrase").value
market = CoinbaseProMarket(coinbase_pro_api_key,
coinbase_pro_secret_key,
coinbase_pro_passphrase,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "huobi":
huobi_api_key = global_config_map.get("huobi_api_key").value
huobi_secret_key = global_config_map.get("huobi_secret_key").value
market = HuobiMarket(huobi_api_key,
huobi_secret_key,
order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
else:
raise ValueError(f"Market name {market_name} is invalid.")
self.markets[market_name]: MarketBase = market
self.markets_recorder = MarketsRecorder(
self.trade_fill_db,
list(self.markets.values()),
in_memory_config_map.get("strategy_file_path").value,
in_memory_config_map.get("strategy").value
)
self.markets_recorder.start()
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]):
ethereum_rpc_url = global_config_map.get("ethereum_rpc_url").value
# aggregate trading_pairs if there are duplicate markets
market_trading_pairs_map = {}
for market_name, trading_pairs in market_names:
if market_name not in market_trading_pairs_map:
market_trading_pairs_map[market_name] = []
market_class: MarketBase = MARKET_CLASSES.get(
market_name, MarketBase)
for trading_pair in trading_pairs:
exchange_trading_pair: str = market_class.convert_to_exchange_trading_pair(
trading_pair)
market_trading_pairs_map[market_name].append(
exchange_trading_pair)
for market_name, trading_pairs in market_trading_pairs_map.items():
if global_config_map.get("paper_trade_enabled").value:
try:
market = create_paper_trade_market(market_name,
trading_pairs)
except Exception:
raise
paper_trade_account_balance = global_config_map.get(
"paper_trade_account_balance").value
for asset, balance in paper_trade_account_balance.items():
market.set_balance(asset, balance)
elif market_name == "binance":
binance_api_key = global_config_map.get(
"binance_api_key").value
binance_api_secret = global_config_map.get(
"binance_api_secret").value
market = BinanceMarket(
binance_api_key,
binance_api_secret,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required,
)
elif market_name == "radar_relay":
assert self.wallet is not None
market = RadarRelayMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
trading_pairs=trading_pairs,
trading_required=self._trading_required,
)
elif market_name == "bamboo_relay":
assert self.wallet is not None
use_coordinator = global_config_map.get(
"bamboo_relay_use_coordinator").value
pre_emptive_soft_cancels = global_config_map.get(
"bamboo_relay_pre_emptive_soft_cancels").value
market = BambooRelayMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
trading_pairs=trading_pairs,
use_coordinator=use_coordinator,
pre_emptive_soft_cancels=pre_emptive_soft_cancels,
trading_required=self._trading_required,
)
elif market_name == "coinbase_pro":
coinbase_pro_api_key = global_config_map.get(
"coinbase_pro_api_key").value
coinbase_pro_secret_key = global_config_map.get(
"coinbase_pro_secret_key").value
coinbase_pro_passphrase = global_config_map.get(
"coinbase_pro_passphrase").value
market = CoinbaseProMarket(
coinbase_pro_api_key,
coinbase_pro_secret_key,
coinbase_pro_passphrase,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "huobi":
huobi_api_key = global_config_map.get("huobi_api_key").value
huobi_secret_key = global_config_map.get(
"huobi_secret_key").value
market = HuobiMarket(
huobi_api_key,
huobi_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "liquid":
liquid_api_key = global_config_map.get("liquid_api_key").value
liquid_secret_key = global_config_map.get(
"liquid_secret_key").value
market = LiquidMarket(
liquid_api_key,
liquid_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
user_stream_tracker_data_source_type=
UserStreamTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "dolomite":
assert self.wallet is not None
is_test_net: bool = global_config_map.get(
"ethereum_chain_name").value == "DOLOMITE_TEST"
market = DolomiteMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
isTestNet=is_test_net,
trading_required=self._trading_required,
)
elif market_name == "bittrex":
bittrex_api_key = global_config_map.get(
"bittrex_api_key").value
bittrex_secret_key = global_config_map.get(
"bittrex_secret_key").value
market = BittrexMarket(
bittrex_api_key,
bittrex_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "kucoin":
kucoin_api_key = global_config_map.get("kucoin_api_key").value
kucoin_secret_key = global_config_map.get(
"kucoin_secret_key").value
kucoin_passphrase = global_config_map.get(
"kucoin_passphrase").value
market = KucoinMarket(
kucoin_api_key,
kucoin_passphrase,
kucoin_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
elif market_name == "eterbase":
eterbase_api_key = global_config_map.get(
"eterbase_api_key").value
eterbase_secret_key = global_config_map.get(
"eterbase_secret_key").value
eterbase_account = global_config_map.get(
"eterbase_account").value
market = EterbaseMarket(
eterbase_api_key,
eterbase_secret_key,
trading_pairs=trading_pairs,
trading_required=self._trading_required,
eterbase_account=eterbase_account)
elif market_name == "kraken":
kraken_api_key = global_config_map.get("kraken_api_key").value
kraken_secret_key = global_config_map.get(
"kraken_secret_key").value
market = KrakenMarket(
kraken_api_key,
kraken_secret_key,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
trading_pairs=trading_pairs,
trading_required=self._trading_required)
else:
raise ValueError(f"Market name {market_name} is invalid.")
self.markets[market_name]: MarketBase = market
self.markets_recorder = MarketsRecorder(
self.trade_fill_db,
list(self.markets.values()),
self.strategy_file_name,
self.strategy_name,
)
self.markets_recorder.start()
def test_z_orders_saving_and_restoration(self):
self.market.reset_state()
config_path: str = "test_config"
strategy_name: str = "test_strategy"
symbol: str = self.base_token_symbol + "-" + self.quote_token_symbol
sql: SQLConnectionManager = SQLConnectionManager(SQLConnectionType.TRADE_FILLS, db_path=self.db_path)
order_id: Optional[str] = None
recorder: MarketsRecorder = MarketsRecorder(sql, [self.market], config_path, strategy_name)
recorder.start()
try:
self.assertEqual(0, len(self.market.tracking_states["limit_orders"]))
# Try to put limit buy order for 0.05 Quote Token worth of Base Token, and watch for order creation event.
current_bid_price: float = self.market.get_price(symbol, True)
bid_price: float = current_bid_price * 0.8
quantize_bid_price: Decimal = self.market.quantize_order_price(symbol, bid_price)
amount: float = 0.05 / bid_price
quantized_amount: Decimal = self.market.quantize_order_amount(symbol, amount)
expires = int(time.time() + 60 * 5)
order_id = self.market.buy(symbol, float(quantized_amount), OrderType.LIMIT, float(quantize_bid_price),
expiration_ts=expires)
[order_created_event] = self.run_parallel(self.market_logger.wait_for(BuyOrderCreatedEvent))
order_created_event: BuyOrderCreatedEvent = order_created_event
self.assertEqual(order_id, order_created_event.order_id)
# Verify tracking states
self.assertEqual(1, len(self.market.tracking_states["limit_orders"]))
self.assertEqual(order_id, list(self.market.tracking_states["limit_orders"].keys())[0])
# Verify orders from recorder
recorded_orders: List[Order] = recorder.get_orders_for_config_and_market(config_path, self.market)
self.assertEqual(1, len(recorded_orders))
self.assertEqual(order_id, recorded_orders[0].id)
# Verify saved market states
saved_market_states: MarketState = recorder.get_market_states(config_path, self.market)
self.assertIsNotNone(saved_market_states)
self.assertIsInstance(saved_market_states.saved_state, dict)
self.assertIsInstance(saved_market_states.saved_state["limit_orders"], dict)
self.assertGreater(len(saved_market_states.saved_state["limit_orders"]), 0)
# Close out the current market and start another market.
self.clock.remove_iterator(self.market)
for event_tag in self.market_events:
self.market.remove_listener(event_tag, self.market_logger)
self.market: BambooRelayMarket = BambooRelayMarket(
wallet=self.wallet,
ethereum_rpc_url=conf.test_web3_provider_list[0],
order_book_tracker_data_source_type=OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=[conf.test_bamboo_relay_base_token_symbol + "-" + conf.test_bamboo_relay_quote_token_symbol],
use_coordinator=True,
pre_emptive_soft_cancels=True
)
for event_tag in self.market_events:
self.market.add_listener(event_tag, self.market_logger)
recorder.stop()
recorder = MarketsRecorder(sql, [self.market], config_path, strategy_name)
recorder.start()
saved_market_states = recorder.get_market_states(config_path, self.market)
self.clock.add_iterator(self.market)
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(0, len(self.market.tracking_states["limit_orders"]))
self.market.restore_tracking_states(saved_market_states.saved_state)
self.assertEqual(1, len(self.market.limit_orders))
self.assertEqual(1, len(self.market.tracking_states["limit_orders"]))
# Cancel the order and verify that the change is saved.
self.market.cancel(symbol, order_id)
self.run_parallel(self.market_logger.wait_for(OrderCancelledEvent))
order_id = None
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(1, len(self.market.tracking_states["limit_orders"]))
saved_market_states = recorder.get_market_states(config_path, self.market)
self.assertEqual(1, len(saved_market_states.saved_state["limit_orders"]))
finally:
if order_id is not None:
self.market.cancel(symbol, order_id)
self.run_parallel(self.market_logger.wait_for(OrderCancelledEvent))
recorder.stop()
os.unlink(self.db_path)
def _initialize_markets(self, market_names: List[Tuple[str, List[str]]]):
ethereum_rpc_url = global_config_map.get("ethereum_rpc_url").value
# aggregate symbols if there are duplicate markets
market_symbols_map = {}
for market_name, symbols in market_names:
if market_name not in market_symbols_map:
market_symbols_map[market_name] = []
market_symbols_map[market_name] += symbols
for market_name, symbols in market_symbols_map.items():
if market_name == "ddex" and self.wallet:
market = DDEXMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "idex" and self.wallet:
try:
market = IDEXMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
except Exception as e:
self.logger().error(str(e))
elif market_name == "binance":
binance_api_key = global_config_map.get(
"binance_api_key").value
binance_api_secret = global_config_map.get(
"binance_api_secret").value
market = BinanceMarket(
binance_api_key,
binance_api_secret,
order_book_tracker_data_source_type=
OrderBookTrackerDataSourceType.EXCHANGE_API,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "radar_relay" and self.wallet:
market = RadarRelayMarket(
wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
symbols=symbols,
trading_required=self._trading_required)
elif market_name == "bamboo_relay" and self.wallet:
market = BambooRelayMarket(wallet=self.wallet,
ethereum_rpc_url=ethereum_rpc_url,
symbols=symbols)
elif market_name == "coinbase_pro":
coinbase_pro_api_key = global_config_map.get(
"coinbase_pro_api_key").value
coinbase_pro_secret_key = global_config_map.get(
"coinbase_pro_secret_key").value
coinbase_pro_passphrase = global_config_map.get(
"coinbase_pro_passphrase").value
market = CoinbaseProMarket(
coinbase_pro_api_key,
coinbase_pro_secret_key,
coinbase_pro_passphrase,
symbols=symbols,
trading_required=self._trading_required)
else:
raise ValueError(f"Market name {market_name} is invalid.")
self.markets[market_name]: MarketBase = market
self.markets_recorder = MarketsRecorder(
self.trade_fill_db, list(self.markets.values()),
in_memory_config_map.get("strategy_file_path").value,
in_memory_config_map.get("strategy").value)
self.markets_recorder.start()
