Merge branch 'development' into feat/avellaneda_stoikov

hummingbot/client/command/config_command.py

@@ -235,9 +235,12 @@ async def inventory_price_prompt(
             exchange = config_map["exchange"].value
             market = config_map["market"].value
             base_asset, quote_asset = market.split("-")
-            balances = await UserBalances.instance().balances(
-                exchange, base_asset, quote_asset
-            )
+            if global_config_map["paper_trade_enabled"].value:
+                balances = global_config_map["paper_trade_account_balance"].value
+            else:
+                balances = await UserBalances.instance().balances(
+                    exchange, base_asset, quote_asset
+                )
             if balances.get(base_asset) is None:
                 return
 

hummingbot/client/command/create_command.py

@@ -97,6 +97,9 @@ async def prompt_a_config(self,  # type: HummingbotApplication
                               config: ConfigVar,
                               input_value=None,
                               assign_default=True):
+        if config.key == "inventory_price":
+            await self.inventory_price_prompt(self.strategy_config_map, input_value)
+            return
         if input_value is None:
             if assign_default:
                 self.app.set_text(parse_config_default_to_text(config))

hummingbot/client/config/config_helpers.py

@@ -171,7 +171,7 @@ def get_erc20_token_addresses() -> Dict[str, List]:
     address_file_path = TOKEN_ADDRESSES_FILE_PATH
     token_list = {}
 
-    resp = requests.get(token_list_url, timeout=3)
+    resp = requests.get(token_list_url, timeout=1)
     decoded_resp = resp.json()
 
     for token in decoded_resp["tokens"]:

hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py

@@ -556,7 +556,7 @@ async def _user_stream_event_listener(self):
                     update_data = event_message.get("a", {})
                     event_reason = update_data.get("m", {})
                     if event_reason == "FUNDING_FEE":
-                        await self.get_funding_payment(event_message.get("E", int(time.time())))
+                        await self.get_funding_payment()
                     else:
                         # update balances
                         for asset in update_data.get("B", []):
@@ -933,7 +933,7 @@ async def get_funding_payment(self):
         funding_payment_tasks = []
         for pair in self._trading_pairs:
             funding_payment_tasks.append(self.request(path="/fapi/v1/income",
-                                                      params={"symbol": convert_to_exchange_trading_pair(pair), "incomeType": "FUNDING_FEE", "limit": 1},
+                                                      params={"symbol": convert_to_exchange_trading_pair(pair), "incomeType": "FUNDING_FEE", "limit": len(self._account_positions)},
                                                       method=MethodType.POST,
                                                       add_timestamp=True,
                                                       is_signed=True))

hummingbot/connector/exchange/beaxy/beaxy_exchange.pyx

@@ -363,8 +363,8 @@ cdef class BeaxyExchange(ExchangeBase):
             tracked_order.last_state = order_update['order_status']
 
             if order_update['filled_size']:
-                execute_price = Decimal(order_update['limit_price'] if order_update['limit_price'] else order_update['average_price'])
-                execute_amount_diff = Decimal(order_update['filled_size']) - tracked_order.executed_amount_base
+                execute_price = Decimal(str(order_update['limit_price'] if order_update['limit_price'] else order_update['average_price']))
+                execute_amount_diff = Decimal(str(order_update['filled_size'])) - tracked_order.executed_amount_base
 
                 # Emit event if executed amount is greater than 0.
                 if execute_amount_diff > s_decimal_0:
@@ -398,9 +398,9 @@ cdef class BeaxyExchange(ExchangeBase):
             if tracked_order.is_done:
                 if not tracked_order.is_failure and not tracked_order.is_cancelled:
 
-                    new_confirmed_amount = Decimal(order_update['size'])
+                    new_confirmed_amount = Decimal(str(order_update['size']))
                     execute_amount_diff = new_confirmed_amount - tracked_order.executed_amount_base
-                    execute_price = Decimal(order_update['limit_price'] if order_update['limit_price'] else order_update['average_price'])
+                    execute_price = Decimal(str(order_update['limit_price'] if order_update['limit_price'] else order_update['average_price']))
 
                     # Emit event if executed amount is greater than 0.
                     if execute_amount_diff > s_decimal_0:
@@ -748,8 +748,8 @@ cdef class BeaxyExchange(ExchangeBase):
             res = await self._api_request('get', BeaxyConstants.TradingApi.TRADE_SETTINGS_ENDPOINT)
             for symbol_data in res['symbols']:
                 symbol = self.convert_from_exchange_trading_pair(symbol_data['name'])
-                self._maker_fee_percentage[symbol] = Decimal(symbol_data['maker_fee'])
-                self._taker_fee_percentage[symbol] = Decimal(symbol_data['taker_fee'])
+                self._maker_fee_percentage[symbol] = Decimal(str(symbol_data['maker_fee']))
+                self._taker_fee_percentage[symbol] = Decimal(str(symbol_data['taker_fee']))
 
             self._last_fee_percentage_update_timestamp = current_timestamp
         except asyncio.CancelledError:
@@ -774,8 +774,8 @@ cdef class BeaxyExchange(ExchangeBase):
 
         for balance_entry in account_balances:
             asset_name = balance_entry['currency']
-            available_balance = Decimal(balance_entry['available_balance'])
-            total_balance = Decimal(balance_entry['total_balance'])
+            available_balance = Decimal(str(balance_entry['available_balance']))
+            total_balance = Decimal(str(balance_entry['total_balance']))
             self._account_available_balances[asset_name] = available_balance
             self._account_balances[asset_name] = total_balance
             remote_asset_names.add(asset_name)
@@ -855,8 +855,8 @@ cdef class BeaxyExchange(ExchangeBase):
 
                     for msg in msgs:
                         asset_name = msg['currency']
-                        available_balance = Decimal(msg['available_balance'])
-                        total_balance = Decimal(msg['total_balance'])
+                        available_balance = Decimal(str(msg['available_balance']))
+                        total_balance = Decimal(str(msg['total_balance']))
                         self._account_available_balances[asset_name] = available_balance
                         self._account_balances[asset_name] = total_balance
 
@@ -882,8 +882,8 @@ cdef class BeaxyExchange(ExchangeBase):
                     execute_amount_diff = s_decimal_0
 
                     if order_status == 'partially_filled':
-                        order_filled_size = Decimal(order['trade_size'])
-                        execute_price = Decimal(order['trade_price'])
+                        order_filled_size = Decimal(str(order['trade_size']))
+                        execute_price = Decimal(str(order['trade_price']))
 
                         execute_amount_diff = order_filled_size - tracked_order.executed_amount_base
 
@@ -917,9 +917,9 @@ cdef class BeaxyExchange(ExchangeBase):
 
                     elif order_status == 'completely_filled':
 
-                        new_confirmed_amount = Decimal(order['size'])
+                        new_confirmed_amount = Decimal(str(order['size']))
                         execute_amount_diff = new_confirmed_amount - tracked_order.executed_amount_base
-                        execute_price = Decimal(order['limit_price'] if order['limit_price'] else order['average_price'])
+                        execute_price = Decimal(str(order['limit_price'] if order['limit_price'] else order['average_price']))
 
                         # Emit event if executed amount is greater than 0.
                         if execute_amount_diff > s_decimal_0:

hummingbot/core/utils/trading_pair_fetcher.py

@@ -4,11 +4,11 @@
     Any,
     Optional,
 )
+from hummingbot.core.utils.async_utils import safe_gather
 from hummingbot.logger import HummingbotLogger
 from hummingbot.client.settings import CONNECTOR_SETTINGS, ConnectorType
 import logging
 import asyncio
-import requests
 
 from .async_utils import safe_ensure_future
 
@@ -35,6 +35,8 @@ def __init__(self):
         safe_ensure_future(self.fetch_all())
 
     async def fetch_all(self):
+        tasks = []
+        fetched_connectors = []
         for conn_setting in CONNECTOR_SETTINGS.values():
             module_name = f"{conn_setting.base_name()}_connector" if conn_setting.type is ConnectorType.Connector \
                 else f"{conn_setting.base_name()}_api_order_book_data_source"
@@ -46,15 +48,13 @@ async def fetch_all(self):
             module = getattr(importlib.import_module(module_path), class_name)
             args = {}
             args = conn_setting.add_domain_parameter(args)
-            safe_ensure_future(self.call_fetch_pairs(module.fetch_trading_pairs(**args), conn_setting.name))
+            tasks.append(asyncio.wait_for(asyncio.shield(module.fetch_trading_pairs(**args)), timeout=3))
+            fetched_connectors.append(conn_setting.name)
 
-        self.ready = True
-
-    async def call_fetch_pairs(self, fetch_fn, exchange_name):
+        results = await safe_gather(*tasks, return_exceptions=True)
+        self.trading_pairs = dict(zip(fetched_connectors, results))
         # In case trading pair fetching returned timeout, using empty list
-        try:
-            self.trading_pairs[exchange_name] = await fetch_fn
-        except (asyncio.TimeoutError, asyncio.CancelledError, requests.exceptions.RequestException):
-            self.logger().error(f"Connector {exchange_name} failed to retrieve its trading pairs. "
-                                f"Trading pairs autocompletion won't work.")
-            self.trading_pairs[exchange_name] = []
+        for connector, result in self.trading_pairs.items():
+            if isinstance(result, asyncio.TimeoutError):
+                self.trading_pairs[connector] = []
+        self.ready = True

hummingbot/strategy/pure_market_making/pure_market_making_config_map.py

@@ -100,6 +100,11 @@ def validate_price_floor_ceiling(value: str) -> Optional[str]:
         return "Value must be more than 0 or -1 to disable this feature."
 
 
+def on_validated_price_type(value: str):
+    if value == 'inventory_cost':
+        pure_market_making_config_map["inventory_price"].value = None
+
+
 def exchange_on_validated(value: str):
     required_exchanges.append(value)
 
@@ -241,6 +246,7 @@ def exchange_on_validated(value: str):
                   prompt="What is the price of your base asset inventory? ",
                   type_str="decimal",
                   validator=lambda v: validate_decimal(v, min_value=Decimal("0"), inclusive=True),
+                  required_if=lambda: pure_market_making_config_map.get("price_type").value == "inventory_cost",
                   default=Decimal("1"),
                   ),
     "filled_order_delay":
@@ -308,6 +314,7 @@ def exchange_on_validated(value: str):
                   type_str="str",
                   required_if=lambda: pure_market_making_config_map.get("price_source").value != "custom_api",
                   default="mid_price",
+                  on_validated=on_validated_price_type,
                   validator=lambda s: None if s in {"mid_price",
                                                     "last_price",
                                                     "last_own_trade_price",

hummingbot/templates/conf_fee_overrides_TEMPLATE.yml

@@ -75,9 +75,6 @@ balancer_taker_fee_amount:
 uniswap_maker_fee_amount:
 uniswap_taker_fee_amount:
 
-bitmax_maker_fee:
-bitmax_taker_fee:
-
 ascend_ex_maker_fee:
 ascend_ex_taker_fee:
 

setup.py

@@ -1,6 +1,7 @@
 #!/usr/bin/env python
 
 from setuptools import setup
+from setuptools.command.build_ext import build_ext
 from Cython.Build import cythonize
 import numpy as np
 import os
@@ -17,6 +18,16 @@
         os.environ["CFLAGS"] = "-std=c++11"
 
 
+# Avoid a gcc warning below:
+# cc1plus: warning: command line option ‘-Wstrict-prototypes’ is valid
+# for C/ObjC but not for C++
+class BuildExt(build_ext):
+    def build_extensions(self):
+        if '-Wstrict-prototypes' in self.compiler.compiler_so:
+            self.compiler.compiler_so.remove('-Wstrict-prototypes')
+        super().build_extensions()
+
+
 def main():
     cpu_count = os.cpu_count() or 8
     version = "20210309"
@@ -165,6 +176,7 @@ def main():
               "bin/hummingbot.py",
               "bin/hummingbot_quickstart.py"
           ],
+          cmdclass={'build_ext': BuildExt},
           )