def setUpClass(cls):
cls.ev_loop: asyncio.AbstractEventLoop = asyncio.get_event_loop()
cls.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
cls.order_book_tracker: GateIoOrderBookTracker = GateIoOrderBookTracker(
cls.throttler, cls.trading_pairs)
cls.order_book_tracker.start()
cls.ev_loop.run_until_complete(cls.wait_til_tracker_ready())
def __init__(self,
gate_io_api_key: str,
gate_io_secret_key: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True):
"""
:param gate_io_api_key: The API key to connect to private Gate.io APIs.
:param gate_io_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._gate_io_auth = GateIoAuth(gate_io_api_key, gate_io_secret_key)
self._throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self._api_factory = build_gate_io_api_factory()
self._rest_assistant: Optional[RESTAssistant] = None
self._order_book_tracker = GateIoOrderBookTracker(
self._throttler, trading_pairs, self._api_factory)
self._user_stream_tracker = GateIoUserStreamTracker(
self._gate_io_auth, trading_pairs, self._api_factory)
self._ev_loop = asyncio.get_event_loop()
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._in_flight_orders = {
} # Dict[client_order_id:str, GateIoInFlightOrder]
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
self._real_time_balance_update = False
self._update_balances_fetching = False
self._update_balances_queued = False
self._update_balances_finished = asyncio.Event()
class GateIoExchange(ExchangeBase):
"""
GateIoExchange connects with Gate.io 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,
gate_io_api_key: str,
gate_io_secret_key: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True):
"""
:param gate_io_api_key: The API key to connect to private Gate.io APIs.
:param gate_io_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._gate_io_auth = GateIoAuth(gate_io_api_key, gate_io_secret_key)
self._throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self._order_book_tracker = GateIoOrderBookTracker(
self._throttler, trading_pairs=trading_pairs)
self._user_stream_tracker = GateIoUserStreamTracker(
self._gate_io_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, GateIoInFlightOrder]
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
self._real_time_balance_update = False
self._update_balances_fetching = False
self._update_balances_queued = False
self._update_balances_finished = asyncio.Event()
@property
def name(self) -> str:
return "gate_io"
@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, GateIoInFlightOrder]:
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: GateIoInFlightOrder.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]
def get_taker_order_type(self):
return OrderType.LIMIT
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.
"""
# Resets timestamps for status_polling_task
self._last_poll_timestamp = 0
self._last_timestamp = 0
self._poll_notifier = asyncio.Event()
# Reset balance queue
self._update_balances_fetching = False
self._update_balances_queued = False
self._update_balances_finished = asyncio.Event()
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.NETWORK_CHECK_PATH_URL)
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.SYMBOL_PATH_URL)
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": "ETH_USDT",
"base": "ETH",
"quote": "USDT",
"fee": "0.2",
"min_base_amount": "0.001",
"min_quote_amount": "1.0",
"amount_precision": 3,
"precision": 6,
"trade_status": "tradable",
"sell_start": 1516378650,
"buy_start": 1516378650
}
]
"""
result = {}
for rule in symbols_info:
try:
trading_pair = convert_from_exchange_trading_pair(rule["id"])
min_amount_inc = Decimal(f"1e-{rule['amount_precision']}")
min_price_inc = Decimal(f"1e-{rule['precision']}")
min_amount = Decimal(
str(rule.get("min_base_amount", min_amount_inc)))
min_notional = Decimal(
str(rule.get("min_quote_amount", min_price_inc)))
result[trading_pair] = TradingRule(
trading_pair,
min_order_size=min_amount,
min_price_increment=min_price_inc,
min_base_amount_increment=min_amount_inc,
min_notional_size=min_notional,
min_order_value=min_notional,
)
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,
limit_id: Optional[str] = None) -> 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}"
limit_id = limit_id or endpoint
shared_client = await self._http_client()
# Turn `params` into either GET params or POST body data
qs_params: dict = params if method.upper() != "POST" else None
req_params = ujson.dumps(params) if method.upper(
) == "POST" and params is not None else None
# Generate auth headers if needed.
headers: dict = {"Content-Type": "application/json"}
async with self._throttler.execute_task(limit_id=limit_id):
if is_auth_required:
headers: dict = self._gate_io_auth.get_headers(
method, f"{CONSTANTS.REST_URL_AUTH}/{endpoint}",
req_params if req_params is not None else params)
# Build request coro
response_coro = shared_client.request(
method=method.upper(),
url=url,
headers=headers,
params=qs_params,
data=req_params,
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,
limit_id=limit_id)
else:
raise GateIoAPIError({
"label": "HTTP_ERROR",
"message": parsed_response,
"status": http_status
})
if "message" in parsed_response:
raise GateIoAPIError(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.LIMIT,
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.LIMIT,
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:
self.logger().warning(
f"{trade_type.name.title()} order amount {amount} is lower than the minimum order size "
f"{trading_rule.min_order_size}.")
else:
order_type_str = order_type.name.lower().split("_")[0]
api_params = {
"text": order_id,
"currency_pair":
convert_to_exchange_trading_pair(trading_pair),
"side": trade_type.name.lower(),
"type": order_type_str,
"price": f"{price:f}",
"amount": f"{amount:f}",
}
self.start_tracking_order(order_id, None, trading_pair, trade_type,
price, amount, order_type)
try:
order_result = await self._api_request(
"POST", CONSTANTS.ORDER_CREATE_PATH_URL, api_params, True)
if order_result.get('status') in {
"cancelled", "expired", "failed"
}:
raise GateIoAPIError({
'label': 'ORDER_REJECTED',
'message': 'Order rejected.'
})
else:
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,
exchange_order_id))
except asyncio.CancelledError:
raise
except GateIoAPIError as e:
error_reason = e.error_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] = GateIoInFlightOrder(
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 Gate.io)
:param order_id: The internal order id
order.last_state to change to CANCELED
"""
order_was_cancelled = False
err_msg = None
try:
tracked_order = self._in_flight_orders.get(order_id)
if tracked_order is None:
self.logger().warning(
f"Failed to cancel order {order_id}. Order not found in inflight orders."
)
else:
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.ORDER_DELETE_PATH_URL.format(id=ex_order_id),
params={
'currency_pair':
convert_to_exchange_trading_pair(trading_pair)
},
is_auth_required=True,
limit_id=CONSTANTS.ORDER_DELETE_LIMIT_ID)
order_was_cancelled = True
except asyncio.CancelledError:
raise
except (asyncio.TimeoutError, GateIoAPIError) as e:
if isinstance(e, asyncio.TimeoutError):
err_msg = 'Order not tracked.'
err_lbl = 'ORDER_NOT_FOUND'
else:
err_msg = e.error_message
err_lbl = e.error_label
self._order_not_found_records[
order_id] = self._order_not_found_records.get(order_id, 0) + 1
if err_lbl == 'ORDER_NOT_FOUND' 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:
err_msg = err_msg or "(no details available)"
self.logger().network(
f"Failed to cancel order {order_id}: {err_msg}",
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:
await self._poll_notifier.wait()
await safe_gather(
self._update_balances(),
self._update_order_status(),
)
self._last_poll_timestamp = (time.time() if math.isnan(
self.current_timestamp) else 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)
finally:
self._poll_notifier = asyncio.Event()
async def _update_balances(self):
"""
Calls REST API to update total and available balances.
"""
try:
# Check for in progress balance updates, queue if fetching and none already waiting, otherwise skip.
if self._update_balances_fetching:
if not self._update_balances_queued:
self._update_balances_queued = True
await self._update_balances_finished.wait()
self._update_balances_queued = False
self._update_balances_finished = asyncio.Event()
else:
return
self._update_balances_fetching = True
account_info = await self._api_request(
"GET", CONSTANTS.USER_BALANCES_PATH_URL, is_auth_required=True)
self._process_balance_message(account_info)
self._update_balances_fetching = False
# Set balance update finished event if there's one waiting.
if self._update_balances_queued and not self._update_balances_finished.is_set(
):
self._update_balances_finished.set()
except Exception as e:
if self._update_balances_queued:
if self._update_balances_finished.is_set():
self._update_balances_finished = asyncio.Event()
else:
self._update_balances_finished.set()
self._update_balances_queued = False
if self._update_balances_fetching:
self._update_balances_fetching = False
warn_msg = (
f"Could not fetch balance update from {CONSTANTS.EXCHANGE_NAME}"
)
self.logger().network(
f"Unexpected error while fetching balance update - {str(e)}",
exc_info=True,
app_warning_msg=warn_msg)
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 = (0 if math.isnan(self.current_timestamp) else 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:
try:
exchange_order_id = await tracked_order.get_exchange_order_id(
)
except asyncio.TimeoutError:
self.logger().network(
f"Skipped order status update for {tracked_order.client_order_id} "
"- waiting for exchange order id.")
continue
trading_pair = convert_to_exchange_trading_pair(
tracked_order.trading_pair)
tasks.append(
self._api_request(
"GET",
CONSTANTS.ORDER_STATUS_PATH_URL.format(
id=exchange_order_id),
params={'currency_pair': trading_pair},
is_auth_required=True,
limit_id=CONSTANTS.ORDER_STATUS_LIMIT_ID))
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, GateIoAPIError):
if response.error_label == 'ORDER_NOT_FOUND':
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 "id" not in response:
self.logger().info(
f"_update_order_status id 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": "52109248977",
"text": "3",
"create_time": "1622638707",
"update_time": "1622638807",
"currency_pair": "BTC_USDT",
"type": "limit",
"account": "spot",
"side": "buy",
"amount": "0.001",
"price": "1999.8",
"time_in_force": "gtc",
"left": "0.001",
"filled_total": "0",
"fee": "0",
"fee_currency": "BTC",
"point_fee": "0",
"gt_fee": "0",
"gt_discount": true,
"rebated_fee": "0",
"rebated_fee_currency": "BTC",
"create_time_ms": "1622638707326",
"update_time_ms": "1622638807635",
... optional params
"status": "open",
"event": "finish"
"iceberg": "0",
"fill_price": "0",
"user": 5660412,
}
"""
exchange_order_id = str(order_msg["id"])
tracked_orders = list(self._in_flight_orders.values())
track_order = [
o for o in tracked_orders
if exchange_order_id == o.exchange_order_id
]
if track_order:
tracked_order = track_order[0]
updated = tracked_order.update_with_order_update(order_msg)
if updated:
safe_ensure_future(
self._trigger_order_fill(tracked_order, order_msg))
elif tracked_order.is_cancelled:
self.logger().info(
f"Successfully cancelled order {tracked_order.client_order_id}."
)
self.stop_tracking_order(tracked_order.client_order_id)
self.trigger_event(
MarketEvent.OrderCancelled,
OrderCancelledEvent(self.current_timestamp,
tracked_order.client_order_id))
tracked_order.cancelled_event.set()
elif tracked_order.is_failure:
self.logger().info(
f"The order {tracked_order.client_order_id} has failed according to order status API. "
)
self.trigger_event(
MarketEvent.OrderFailure,
MarketOrderFailureEvent(self.current_timestamp,
tracked_order.client_order_id,
tracked_order.order_type))
self.stop_tracking_order(tracked_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": 5736713,
"user_id": 1000001,
"order_id": "30784428",
"currency_pair": "BTC_USDT",
"create_time": 1605176741,
"create_time_ms": "1605176741123.456",
"side": "sell",
"amount": "1.00000000",
"role": "taker",
"price": "10000.00000000",
"fee": "0.00200000000000",
"point_fee": "0",
"gt_fee": "0",
"text": "user_defined_text",
}
"""
client_order_id = str(trade_msg["text"])
tracked_order = self.in_flight_orders.get(client_order_id, None)
if tracked_order:
updated = tracked_order.update_with_trade_update(trade_msg)
if updated:
safe_ensure_future(
self._trigger_order_fill(tracked_order, trade_msg))
async def _trigger_order_fill(self, tracked_order: GateIoInFlightOrder,
update_msg: Dict[str, Any]):
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(
update_msg.get("fill_price",
update_msg.get("price", "0")))),
tracked_order.executed_amount_base,
TradeFee(0.0,
[(tracked_order.fee_asset, tracked_order.fee_paid)]),
str(update_msg.get("update_time_ms", update_msg.get("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,
tracked_order.exchange_order_id))
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 = account["currency"]
self._account_available_balances[asset_name] = Decimal(
str(account["available"]))
self._account_balances[asset_name] = Decimal(str(
account["locked"])) + 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]
self._in_flight_orders_snapshot = {
k: copy.copy(v)
for k, v in self._in_flight_orders.items()
}
self._in_flight_orders_snapshot_timestamp = self.current_timestamp
def _process_balance_message_ws(self, balance_update):
for account in balance_update:
asset_name = account["currency"]
self._account_available_balances[asset_name] = Decimal(
str(account["available"]))
self._account_balances[asset_name] = Decimal(str(account["total"]))
self._in_flight_orders_snapshot = {
k: copy.copy(v)
for k, v in self._in_flight_orders.items()
}
self._in_flight_orders_snapshot_timestamp = self.current_timestamp
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 = []
cancel_timeout = timeout_seconds * len(open_orders) if len(
open_orders) else timeout_seconds
try:
async with timeout(cancel_timeout):
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()
# Using 120 seconds here as Gate.io websocket is quiet
poll_interval = (CONSTANTS.SHORT_POLL_INTERVAL if
now - self._user_stream_tracker.last_recv_time > 120.0
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
GateIoAPIUserStreamDataSource.
"""
async for event_message in self._iter_user_event_queue():
try:
user_channels = [
CONSTANTS.USER_TRADES_ENDPOINT_NAME,
CONSTANTS.USER_ORDERS_ENDPOINT_NAME,
CONSTANTS.USER_BALANCE_ENDPOINT_NAME,
]
channel: str = event_message.get("channel", None)
params: str = event_message.get("result", None)
if channel not in user_channels:
self.logger().error(
f"Unexpected message in user stream: {event_message}.",
exc_info=True)
continue
if channel == CONSTANTS.USER_TRADES_ENDPOINT_NAME:
for trade_msg in params:
await self._process_trade_message(trade_msg)
elif channel == CONSTANTS.USER_ORDERS_ENDPOINT_NAME:
for order_msg in params:
self._process_order_message(order_msg)
elif channel == CONSTANTS.USER_BALANCE_ENDPOINT_NAME:
self._process_balance_message_ws(params)
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.USER_ORDERS_PATH_URL,
is_auth_required=True)
ret_val = []
for pair_orders in result:
for order in pair_orders["orders"]:
if CONSTANTS.HBOT_ORDER_ID not in order["text"]:
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["text"],
trading_pair=convert_from_exchange_trading_pair(
order["currency_pair"]),
price=Decimal(str(order["price"])),
amount=Decimal(str(order["amount"])),
executed_amount=Decimal(
str(order["filled_total"])),
status=order["status"],
order_type=OrderType.LIMIT,
is_buy=True if order["side"].lower()
== TradeType.BUY.name.lower() else False,
time=int(order["create_time"]),
exchange_order_id=order["id"]))
return ret_val
def setUpClass(cls):
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls.order_book_tracker: GateIoOrderBookTracker = GateIoOrderBookTracker(
cls.trading_pairs)
cls.order_book_tracker.start()
cls.ev_loop.run_until_complete(cls.wait_til_tracker_ready())