Merge branch 'development' into feat/optimize_protocol_endpoints

README.md

@@ -24,13 +24,13 @@ We created hummingbot to promote **decentralized market-making**: enabling membe
 
 | logo | id | name | ver | doc | status |
 |:---:|:---:|:---:|:---:|:---:|:---:|
+| <img src="assets/ascend_ex_logo.png" alt="AscendEx" width="90" /> | ascend_ex | [AscendEx](https://ascendex.com/en/global-digital-asset-platform) | 1 | [API](https://ascendex.github.io/ascendex-pro-api/#ascendex-pro-api-documentation) |![GREEN](https://via.placeholder.com/15/008000/?text=+)  |
 | <img src="assets/beaxy_logo.png" alt="Beaxy" width="90" /> | beaxy | [Beaxy](https://beaxy.com/) | 2 | [API](https://beaxyapiv2trading.docs.apiary.io/) |![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
 | <img src="https://i.ibb.co/m0YDQLd/Screen-Shot-2019-03-14-at-10-53-42-AM.png" alt="Binance" width="90" /> | binance | [Binance](https://www.binance.com/) | 3 | [API](https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md) |![GREEN](https://via.placeholder.com/15/008000/?text=+) | 
 | <img src="assets/binanceus_logo.png" alt="Binance US" width="90" /> | binance_us | [Binance US](https://www.binance.com/) | 3 | [API](https://github.com/binance-us/binance-official-api-docs/blob/master/rest-api.md) |![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
 | <img src="assets/binance_perpetual_logo.png" alt="Binance Perpetual" width="90" /> | binance_perpetual | [Binance Futures](https://www.binance.com/) | 1 | [API](https://binance-docs.github.io/apidocs/futures/en/) |![GREEN](https://via.placeholder.com/15/008000/?text=+) |
 |<img src="assets/bittrex_logo.png" alt="Bittrex Global" width="90" height="30" />| bittrex | [Bittrex Global](https://global.bittrex.com/) | 3 | [API](https://bittrex.github.io/api/v3) |![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
 | <img src="assets/bitfinex_logo.png" alt="Bitfinex" width="90" /> | bitfinex | [Bitfinex](https://www.bitfinex.com/) | 2 | [API](https://docs.bitfinex.com/docs/introduction) |![YELLOW](https://via.placeholder.com/15/ffff00/?text=+)  |
-| <img src="assets/bitmax_logo.png" alt="BitMax" width="90" /> | bitmax | [BitMax](https://bitmax.io/en/global-digital-asset-platform) | 1 | [API](https://bitmax-exchange.github.io/bitmax-pro-api/#bitmax-pro-api-documentation) |![GREEN](https://via.placeholder.com/15/008000/?text=+)  |
 | <img src="assets/blocktane_logo.png" alt="Blocktane" width="90" /> | blocktane | [Blocktane](https://blocktane.io/) | 2 | [API](https://blocktane.io/api) |![GREEN](https://via.placeholder.com/15/008000/?text=+)  |
 | <img src="https://i.ibb.co/h9JdGDW/cbp.jpg" alt="Coinbase Pro" width="90" /> | coinbase_pro | [Coinbase Pro](https://pro.coinbase.com/) | * | [API](https://docs.pro.coinbase.com/) |![GREEN](https://via.placeholder.com/15/008000/?text=+) |
 | <img src="assets/cryptocom_logo.png" alt="Crypto.com" width="90" /> | crypto_com | [Crypto.com](https://crypto.com/exchange) | 2 | [API](https://exchange-docs.crypto.com/#introduction) |![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |

hummingbot/connector/connector_status.py

@@ -8,7 +8,7 @@
     'binance_perpetual_testnet': 'green',
     'binance_us': 'yellow',
     'bitfinex': 'yellow',
-    'bitmax': 'green',
+    'ascend_ex': 'green',
     'bittrex': 'yellow',
     'blocktane': 'green',
     'celo': 'green',

hummingbot/connector/exchange/bitmax/bitmax_active_order_tracker.pxd → hummingbot/connector/exchange/ascend_ex/ascend_ex_active_order_tracker.pxd

@@ -1,7 +1,7 @@
 # distutils: language=c++
 cimport numpy as np
 
-cdef class BitmaxActiveOrderTracker:
+cdef class AscendExActiveOrderTracker:
     cdef dict _active_bids
     cdef dict _active_asks
 

hummingbot/connector/exchange/bitmax/bitmax_active_order_tracker.pyx → hummingbot/connector/exchange/ascend_ex/ascend_ex_active_order_tracker.pyx

@@ -12,12 +12,12 @@ from hummingbot.core.data_type.order_book_row import OrderBookRow
 
 _logger = None
 s_empty_diff = np.ndarray(shape=(0, 4), dtype="float64")
-BitmaxOrderBookTrackingDictionary = Dict[Decimal, Dict[str, Dict[str, any]]]
+AscendExOrderBookTrackingDictionary = Dict[Decimal, Dict[str, Dict[str, any]]]
 
-cdef class BitmaxActiveOrderTracker:
+cdef class AscendExActiveOrderTracker:
     def __init__(self,
-                 active_asks: BitmaxOrderBookTrackingDictionary = None,
-                 active_bids: BitmaxOrderBookTrackingDictionary = None):
+                 active_asks: AscendExOrderBookTrackingDictionary = None,
+                 active_bids: AscendExOrderBookTrackingDictionary = None):
         super().__init__()
         self._active_asks = active_asks or {}
         self._active_bids = active_bids or {}
@@ -30,11 +30,11 @@ cdef class BitmaxActiveOrderTracker:
         return _logger
 
     @property
-    def active_asks(self) -> BitmaxOrderBookTrackingDictionary:
+    def active_asks(self) -> AscendExOrderBookTrackingDictionary:
         return self._active_asks
 
     @property
-    def active_bids(self) -> BitmaxOrderBookTrackingDictionary:
+    def active_bids(self) -> AscendExOrderBookTrackingDictionary:
         return self._active_bids
 
     # TODO: research this more

hummingbot/connector/exchange/bitmax/bitmax_api_order_book_data_source.py → hummingbot/connector/exchange/ascend_ex/ascend_ex_api_order_book_data_source.py

@@ -13,13 +13,13 @@
 from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource
 from hummingbot.core.utils.async_utils import safe_gather
 from hummingbot.logger import HummingbotLogger
-from hummingbot.connector.exchange.bitmax.bitmax_active_order_tracker import BitmaxActiveOrderTracker
-from hummingbot.connector.exchange.bitmax.bitmax_order_book import BitmaxOrderBook
-from hummingbot.connector.exchange.bitmax.bitmax_utils import convert_from_exchange_trading_pair, convert_to_exchange_trading_pair
-from hummingbot.connector.exchange.bitmax.bitmax_constants import EXCHANGE_NAME, REST_URL, WS_URL, PONG_PAYLOAD
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_active_order_tracker import AscendExActiveOrderTracker
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_order_book import AscendExOrderBook
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_utils import convert_from_exchange_trading_pair, convert_to_exchange_trading_pair
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_constants import EXCHANGE_NAME, REST_URL, WS_URL, PONG_PAYLOAD
 
 
-class BitmaxAPIOrderBookDataSource(OrderBookTrackerDataSource):
+class AscendExAPIOrderBookDataSource(OrderBookTrackerDataSource):
     MAX_RETRIES = 20
     MESSAGE_TIMEOUT = 30.0
     SNAPSHOT_TIMEOUT = 10.0
@@ -105,13 +105,13 @@ async def get_order_book_data(trading_pair: str) -> Dict[str, any]:
     async def get_new_order_book(self, trading_pair: str) -> OrderBook:
         snapshot: Dict[str, Any] = await self.get_order_book_data(trading_pair)
         snapshot_timestamp: float = snapshot.get("data").get("ts")
-        snapshot_msg: OrderBookMessage = BitmaxOrderBook.snapshot_message_from_exchange(
+        snapshot_msg: OrderBookMessage = AscendExOrderBook.snapshot_message_from_exchange(
             snapshot.get("data"),
             snapshot_timestamp,
             metadata={"trading_pair": trading_pair}
         )
         order_book = self.order_book_create_function()
-        active_order_tracker: BitmaxActiveOrderTracker = BitmaxActiveOrderTracker()
+        active_order_tracker: AscendExActiveOrderTracker = AscendExActiveOrderTracker()
         bids, asks = active_order_tracker.convert_snapshot_message_to_order_book_row(snapshot_msg)
         order_book.apply_snapshot(bids, asks, snapshot_msg.update_id)
         return order_book
@@ -141,7 +141,7 @@ async def listen_for_trades(self, ev_loop: asyncio.BaseEventLoop, output: asynci
 
                             for trade in msg.get("data"):
                                 trade_timestamp: int = trade.get("ts")
-                                trade_msg: OrderBookMessage = BitmaxOrderBook.trade_message_from_exchange(
+                                trade_msg: OrderBookMessage = AscendExOrderBook.trade_message_from_exchange(
                                     trade,
                                     trade_timestamp,
                                     metadata={"trading_pair": trading_pair}
@@ -181,7 +181,7 @@ async def listen_for_order_book_diffs(self, ev_loop: asyncio.BaseEventLoop, outp
 
                             msg_timestamp: int = msg.get("data").get("ts")
                             trading_pair: str = convert_from_exchange_trading_pair(msg.get("symbol"))
-                            order_book_message: OrderBookMessage = BitmaxOrderBook.diff_message_from_exchange(
+                            order_book_message: OrderBookMessage = AscendExOrderBook.diff_message_from_exchange(
                                 msg.get("data"),
                                 msg_timestamp,
                                 metadata={"trading_pair": trading_pair}
@@ -207,7 +207,7 @@ async def listen_for_order_book_snapshots(self, ev_loop: asyncio.BaseEventLoop,
                     try:
                         snapshot: Dict[str, any] = await self.get_order_book_data(trading_pair)
                         snapshot_timestamp: float = snapshot.get("data").get("ts")
-                        snapshot_msg: OrderBookMessage = BitmaxOrderBook.snapshot_message_from_exchange(
+                        snapshot_msg: OrderBookMessage = AscendExOrderBook.snapshot_message_from_exchange(
                             snapshot.get("data"),
                             snapshot_timestamp,
                             metadata={"trading_pair": trading_pair}

hummingbot/connector/exchange/bitmax/bitmax_api_user_stream_data_source.py → hummingbot/connector/exchange/ascend_ex/ascend_ex_api_user_stream_data_source.py

@@ -9,11 +9,12 @@
 from typing import Optional, List, AsyncIterable, Any
 from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource
 from hummingbot.logger import HummingbotLogger
-from hummingbot.connector.exchange.bitmax.bitmax_auth import BitmaxAuth
-from hummingbot.connector.exchange.bitmax.bitmax_constants import REST_URL, getWsUrlPriv, PONG_PAYLOAD
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_auth import AscendExAuth
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_constants import REST_URL, PONG_PAYLOAD
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_utils import get_ws_url_private
 
 
-class BitmaxAPIUserStreamDataSource(UserStreamTrackerDataSource):
+class AscendExAPIUserStreamDataSource(UserStreamTrackerDataSource):
     MAX_RETRIES = 20
     MESSAGE_TIMEOUT = 10.0
     PING_TIMEOUT = 5.0
@@ -26,8 +27,8 @@ def logger(cls) -> HummingbotLogger:
             cls._logger = logging.getLogger(__name__)
         return cls._logger
 
-    def __init__(self, bitmax_auth: BitmaxAuth, trading_pairs: Optional[List[str]] = []):
-        self._bitmax_auth: BitmaxAuth = bitmax_auth
+    def __init__(self, ascend_ex_auth: AscendExAuth, trading_pairs: Optional[List[str]] = []):
+        self._ascend_ex_auth: AscendExAuth = ascend_ex_auth
         self._trading_pairs = trading_pairs
         self._current_listen_key = None
         self._listen_for_user_stream_task = None
@@ -50,18 +51,18 @@ async def listen_for_user_stream(self, ev_loop: asyncio.BaseEventLoop, output: a
         while True:
             try:
                 response = await aiohttp.ClientSession().get(f"{REST_URL}/info", headers={
-                    **self._bitmax_auth.get_headers(),
-                    **self._bitmax_auth.get_auth_headers("info"),
+                    **self._ascend_ex_auth.get_headers(),
+                    **self._ascend_ex_auth.get_auth_headers("info"),
                 })
                 info = await response.json()
                 accountGroup = info.get("data").get("accountGroup")
-                headers = self._bitmax_auth.get_auth_headers("stream")
+                headers = self._ascend_ex_auth.get_auth_headers("stream")
                 payload = {
                     "op": "sub",
                     "ch": "order:cash"
                 }
 
-                async with websockets.connect(f"{getWsUrlPriv(accountGroup)}/stream", extra_headers=headers) as ws:
+                async with websockets.connect(f"{get_ws_url_private(accountGroup)}/stream", extra_headers=headers) as ws:
                     try:
                         ws: websockets.WebSocketClientProtocol = ws
                         await ws.send(ujson.dumps(payload))
@@ -75,12 +76,12 @@ async def listen_for_user_stream(self, ev_loop: asyncio.BaseEventLoop, output: a
                                 output.put_nowait(msg)
                             except Exception:
                                 self.logger().error(
-                                    "Unexpected error when parsing Bitmax message. ", exc_info=True
+                                    "Unexpected error when parsing AscendEx message. ", exc_info=True
                                 )
                                 raise
                     except Exception:
                         self.logger().error(
-                            "Unexpected error while listening to Bitmax messages. ", exc_info=True
+                            "Unexpected error while listening to AscendEx messages. ", exc_info=True
                         )
                         raise
                     finally:
@@ -89,7 +90,7 @@ async def listen_for_user_stream(self, ev_loop: asyncio.BaseEventLoop, output: a
                 raise
             except Exception:
                 self.logger().error(
-                    "Unexpected error with Bitmax WebSocket connection. " "Retrying after 30 seconds...", exc_info=True
+                    "Unexpected error with AscendEx WebSocket connection. " "Retrying after 30 seconds...", exc_info=True
                 )
                 await asyncio.sleep(30.0)
 

hummingbot/connector/exchange/bitmax/bitmax_auth.py → hummingbot/connector/exchange/ascend_ex/ascend_ex_auth.py

@@ -1,13 +1,13 @@
 import hmac
 import hashlib
 from typing import Dict, Any
-from hummingbot.connector.exchange.bitmax.bitmax_utils import get_ms_timestamp
+from hummingbot.connector.exchange.ascend_ex.ascend_ex_utils import get_ms_timestamp
 
 
-class BitmaxAuth():
+class AscendExAuth():
     """
-    Auth class required by bitmax API
-    Learn more at https://bitmax-exchange.github.io/bitmax-pro-api/#authenticate-a-restful-request
+    Auth class required by AscendEx API
+    Learn more at https://ascendex.github.io/ascendex-pro-api/#authenticate-a-restful-request
     """
     def __init__(self, api_key: str, secret_key: str):
         self.api_key = api_key
@@ -39,7 +39,7 @@ def get_auth_headers(
 
     def get_headers(self) -> Dict[str, Any]:
         """
-        Generates generic headers required by bitmax
+        Generates generic headers required by AscendEx
         :return: a dictionary of headers
         """
 

hummingbot/connector/exchange/ascend_ex/ascend_ex_constants.py

@@ -0,0 +1,7 @@
+# A single source of truth for constant variables related to the exchange
+
+
+EXCHANGE_NAME = "ascend_ex"
+REST_URL = "https://ascendex.com/api/pro/v1"
+WS_URL = "wss://ascendex.com/0/api/pro/v1/stream"
+PONG_PAYLOAD = {"op": "pong"}