def connect_market(exchange, *api_details): market = None if exchange == "binance": market = BinanceMarket(api_details[0], api_details[1]) elif exchange == "bittrex": market = BittrexMarket(api_details[0], api_details[1]) elif exchange == "coinbase_pro": market = CoinbaseProMarket(api_details[0], api_details[1], api_details[2]) elif exchange == "huobi": market = HuobiMarket(api_details[0], api_details[1]) elif exchange == "kucoin": market = KucoinMarket(api_details[0], api_details[2], api_details[1]) elif exchange == "liquid": market = LiquidMarket(api_details[0], api_details[1]) elif exchange == "kraken": market = KrakenMarket(api_details[0], api_details[1]) elif exchange == "beaxy": market = BeaxyMarket(api_details[0], api_details[1]) elif exchange == "eterbase": market = EterbaseMarket(api_details[0], api_details[1], api_details[2]) return market
def setUpClass(cls): cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop() cls.clock: Clock = Clock(ClockMode.REALTIME) cls.market: KrakenMarket = KrakenMarket(conf.kraken_api_key, conf.kraken_secret_key, trading_pairs=[PAIR]) cls.count = 0 print("Initializing Kraken market... this will take about a minute. ") cls.clock.add_iterator(cls.market) cls.stack = contextlib.ExitStack() cls._clock = cls.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 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_order_saving_and_restoration(self): config_path: str = "test_config" strategy_name: str = "test_strategy" 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)) # Try to put limit buy order for 0.02 ETH at fraction of USDC market price, and watch for order creation event. order_id = self.underpriced_limit_buy() [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)) self.assertEqual(order_id, list(self.market.tracking_states.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.assertGreater(len(saved_market_states.saved_state), 0) # Close out the current market and start another market. self.clock.remove_iterator(self.market) for event_tag in self.events: self.market.remove_listener(event_tag, self.market_logger) self.market: KrakenMarket = KrakenMarket(conf.kraken_api_key, conf.kraken_secret_key, trading_pairs=[PAIR]) for event_tag in self.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)) 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)) # Cancel the order and verify that the change is saved. self.market.cancel(PAIR, order_id) self.run_parallel(self.market_logger.wait_for(OrderCancelledEvent)) order_id = None self.assertEqual(0, len(self.market.limit_orders)) self.assertEqual(0, len(self.market.tracking_states)) saved_market_states = recorder.get_market_states( config_path, self.market) self.assertEqual(0, len(saved_market_states.saved_state)) finally: if order_id is not None: self.market.cancel(PAIR, order_id) self.run_parallel( self.market_logger.wait_for(OrderCancelledEvent)) recorder.stop() unlink(self.db_path)