Renamed strategy to avellaneda_market_making_

hummingbot/strategy/avellaneda_market_making/__init__.py

@@ -0,0 +1,6 @@
+#!/usr/bin/env python
+
+from .avellaneda_market_making import AvellanedaMarketMakingStrategy
+__all__ = [
+    AvellanedaMarketMakingStrategy,
+]

hummingbot/strategy/fieldfare_market_making/fieldfare_market_making.pxd → hummingbot/strategy/avellaneda_market_making/avellaneda_market_making.pxd

@@ -4,7 +4,7 @@ from libc.stdint cimport int64_t
 from hummingbot.strategy.strategy_base cimport StrategyBase
 
 
-cdef class FieldfareMarketMakingStrategy(StrategyBase):
+cdef class AvellanedaMarketMakingStrategy(StrategyBase):
     cdef:
         object _market_info
         object _minimum_spread

hummingbot/strategy/fieldfare_market_making/fieldfare_market_making.pyx → hummingbot/strategy/avellaneda_market_making/avellaneda_market_making.pyx

@@ -41,7 +41,7 @@ s_decimal_one = Decimal(1)
 pmm_logger = None
 
 
-cdef class FieldfareMarketMakingStrategy(StrategyBase):
+cdef class AvellanedaMarketMakingStrategy(StrategyBase):
     OPTION_LOG_CREATE_ORDER = 1 << 3
     OPTION_LOG_MAKER_ORDER_FILLED = 1 << 4
     OPTION_LOG_STATUS_REPORT = 1 << 5

hummingbot/strategy/fieldfare_market_making/fieldfare_market_making_config_map.py → hummingbot/strategy/avellaneda_market_making/avellaneda_market_making_config_map.py

@@ -22,44 +22,44 @@
 
 
 def maker_trading_pair_prompt():
-    exchange = fieldfare_market_making_config_map.get("exchange").value
+    exchange = avellaneda_market_making_config_map.get("exchange").value
     example = EXAMPLE_PAIRS.get(exchange)
     return "Enter the token trading pair you would like to trade on %s%s >>> " \
            % (exchange, f" (e.g. {example})" if example else "")
 
 
 # strategy specific validators
 def validate_exchange_trading_pair(value: str) -> Optional[str]:
-    exchange = fieldfare_market_making_config_map.get("exchange").value
+    exchange = avellaneda_market_making_config_map.get("exchange").value
     return validate_market_trading_pair(exchange, value)
 
 
 def validate_max_spread(value: str) -> Optional[str]:
     validate_decimal(value, 0, 100, inclusive=False)
-    if fieldfare_market_making_config_map["min_spread"].value is not None:
-        min_spread = Decimal(fieldfare_market_making_config_map["min_spread"].value)
+    if avellaneda_market_making_config_map["min_spread"].value is not None:
+        min_spread = Decimal(avellaneda_market_making_config_map["min_spread"].value)
         max_spread = Decimal(value)
         if min_spread >= max_spread:
             return f"Max spread cannot be lesser or equal to min spread {max_spread}%<={min_spread}%"
 
 
 def onvalidated_min_spread(value: str):
     # If entered valid min_spread, max_spread is invalidated so user sets it up again
-    fieldfare_market_making_config_map["max_spread"].value = None
+    avellaneda_market_making_config_map["max_spread"].value = None
 
 
 async def order_amount_prompt() -> str:
-    exchange = fieldfare_market_making_config_map["exchange"].value
-    trading_pair = fieldfare_market_making_config_map["market"].value
+    exchange = avellaneda_market_making_config_map["exchange"].value
+    trading_pair = avellaneda_market_making_config_map["market"].value
     base_asset, quote_asset = trading_pair.split("-")
     min_amount = await minimum_order_amount(exchange, trading_pair)
     return f"What is the amount of {base_asset} per order? (minimum {min_amount}) >>> "
 
 
 async def validate_order_amount(value: str) -> Optional[str]:
     try:
-        exchange = fieldfare_market_making_config_map["exchange"].value
-        trading_pair = fieldfare_market_making_config_map["market"].value
+        exchange = avellaneda_market_making_config_map["exchange"].value
+        trading_pair = avellaneda_market_making_config_map["market"].value
         min_amount = await minimum_order_amount(exchange, trading_pair)
         if Decimal(value) < min_amount:
             return f"Order amount must be at least {min_amount}."
@@ -69,7 +69,7 @@ async def validate_order_amount(value: str) -> Optional[str]:
 
 def on_validated_price_source_exchange(value: str):
     if value is None:
-        fieldfare_market_making_config_map["price_source_market"].value = None
+        avellaneda_market_making_config_map["price_source_market"].value = None
 
 
 def exchange_on_validated(value: str):
@@ -78,21 +78,21 @@ def exchange_on_validated(value: str):
 
 def on_validated_parameters_based_on_spread(value: str):
     if value == 'True':
-        fieldfare_market_making_config_map.get("risk_factor").value = None
-        fieldfare_market_making_config_map.get("order_book_depth_factor").value = None
-        fieldfare_market_making_config_map.get("order_amount_shape_factor").value = None
+        avellaneda_market_making_config_map.get("risk_factor").value = None
+        avellaneda_market_making_config_map.get("order_book_depth_factor").value = None
+        avellaneda_market_making_config_map.get("order_amount_shape_factor").value = None
     else:
-        fieldfare_market_making_config_map.get("max_spread").value = None
-        fieldfare_market_making_config_map.get("min_spread").value = None
-        fieldfare_market_making_config_map.get("vol_to_spread_multiplier").value = None
-        fieldfare_market_making_config_map.get("inventory_risk_aversion").value = None
+        avellaneda_market_making_config_map.get("max_spread").value = None
+        avellaneda_market_making_config_map.get("min_spread").value = None
+        avellaneda_market_making_config_map.get("vol_to_spread_multiplier").value = None
+        avellaneda_market_making_config_map.get("inventory_risk_aversion").value = None
 
 
-fieldfare_market_making_config_map = {
+avellaneda_market_making_config_map = {
     "strategy":
         ConfigVar(key="strategy",
                   prompt=None,
-                  default="fieldfare_market_making"),
+                  default="avellaneda_market_making"),
     "exchange":
         ConfigVar(key="exchange",
                   prompt="Enter your maker spot connector >>> ",
@@ -129,7 +129,7 @@ def on_validated_parameters_based_on_spread(value: str):
                   prompt="Enter the minimum spread allowed from mid-price in percentage "
                          "(Enter 1 to indicate 1%) >>> ",
                   type_str="decimal",
-                  required_if=lambda: fieldfare_market_making_config_map.get("parameters_based_on_spread").value,
+                  required_if=lambda: avellaneda_market_making_config_map.get("parameters_based_on_spread").value,
                   validator=lambda v: validate_decimal(v, 0, 100, inclusive=False),
                   prompt_on_new=True,
                   on_validated=onvalidated_min_spread),
@@ -138,15 +138,15 @@ def on_validated_parameters_based_on_spread(value: str):
                   prompt="Enter the maximum spread allowed from mid-price in percentage "
                          "(Enter 1 to indicate 1%) >>> ",
                   type_str="decimal",
-                  required_if=lambda: fieldfare_market_making_config_map.get("parameters_based_on_spread").value,
+                  required_if=lambda: avellaneda_market_making_config_map.get("parameters_based_on_spread").value,
                   validator=lambda v: validate_max_spread(v),
                   prompt_on_new=True),
     "vol_to_spread_multiplier":
         ConfigVar(key="vol_to_spread_multiplier",
                   prompt="Enter the Volatility threshold multiplier (Should be greater than 1.0): "
                          "(If market volatility multiplied by this value is above the maximum spread, it will increase the maximum spread value) >>>",
                   type_str="decimal",
-                  required_if=lambda: fieldfare_market_making_config_map.get("parameters_based_on_spread").value,
+                  required_if=lambda: avellaneda_market_making_config_map.get("parameters_based_on_spread").value,
                   validator=lambda v: validate_decimal(v, 1, 10, inclusive=False),
                   prompt_on_new=True),
     "inventory_risk_aversion":
@@ -155,31 +155,31 @@ def on_validated_parameters_based_on_spread(value: str):
                          "skewed to meet the inventory target, while close to 0.001 spreads will be close to symmetrical, "
                          "increasing profitability but also increasing inventory risk)>>>",
                   type_str="decimal",
-                  required_if=lambda: fieldfare_market_making_config_map.get("parameters_based_on_spread").value,
+                  required_if=lambda: avellaneda_market_making_config_map.get("parameters_based_on_spread").value,
                   validator=lambda v: validate_decimal(v, 0, 1, inclusive=False),
                   prompt_on_new=True),
     "order_book_depth_factor":
         ConfigVar(key="order_book_depth_factor",
                   printable_key="order_book_depth_factor(\u03BA)",
                   prompt="Enter order book depth factor (\u03BA) >>> ",
                   type_str="decimal",
-                  required_if=lambda: not fieldfare_market_making_config_map.get("parameters_based_on_spread").value,
+                  required_if=lambda: not avellaneda_market_making_config_map.get("parameters_based_on_spread").value,
                   validator=lambda v: validate_decimal(v, 0, 1e10, inclusive=False),
                   prompt_on_new=True),
     "risk_factor":
         ConfigVar(key="risk_factor",
                   printable_key="risk_factor(\u03B3)",
                   prompt="Enter risk factor (\u03B3) >>> ",
                   type_str="decimal",
-                  required_if=lambda: not fieldfare_market_making_config_map.get("parameters_based_on_spread").value,
+                  required_if=lambda: not avellaneda_market_making_config_map.get("parameters_based_on_spread").value,
                   validator=lambda v: validate_decimal(v, 0, 1e10, inclusive=False),
                   prompt_on_new=True),
     "order_amount_shape_factor":
         ConfigVar(key="order_amount_shape_factor",
                   printable_key="order_amount_shape_factor(\u03B7)",
                   prompt="Enter order amount shape factor (\u03B7) >>> ",
                   type_str="decimal",
-                  required_if=lambda: not fieldfare_market_making_config_map.get("parameters_based_on_spread").value,
+                  required_if=lambda: not avellaneda_market_making_config_map.get("parameters_based_on_spread").value,
                   validator=lambda v: validate_decimal(v, 0, 1, inclusive=True),
                   prompt_on_new=True),
     "closing_time":

hummingbot/strategy/fieldfare_market_making/start.py → hummingbot/strategy/avellaneda_market_making/start.py

@@ -7,10 +7,10 @@
 import os.path
 from hummingbot.client.hummingbot_application import HummingbotApplication
 from hummingbot.strategy.market_trading_pair_tuple import MarketTradingPairTuple
-from hummingbot.strategy.fieldfare_market_making import (
-    FieldfareMarketMakingStrategy,
+from hummingbot.strategy.avellaneda_market_making import (
+    AvellanedaMarketMakingStrategy,
 )
-from hummingbot.strategy.fieldfare_market_making.fieldfare_market_making_config_map import fieldfare_market_making_config_map as c_map
+from hummingbot.strategy.avellaneda_market_making.avellaneda_market_making_config_map import avellaneda_market_making_config_map as c_map
 from decimal import Decimal
 import pandas as pd
 
@@ -37,7 +37,7 @@ def start(self):
         maker_data = [self.markets[exchange], trading_pair] + list(maker_assets)
         self.market_trading_pair_tuples = [MarketTradingPairTuple(*maker_data)]
 
-        strategy_logging_options = FieldfareMarketMakingStrategy.OPTION_LOG_ALL
+        strategy_logging_options = AvellanedaMarketMakingStrategy.OPTION_LOG_ALL
         parameters_based_on_spread = c_map.get("parameters_based_on_spread").value
         if parameters_based_on_spread:
             risk_factor = order_book_depth_factor = order_amount_shape_factor = None
@@ -56,7 +56,7 @@ def start(self):
                                       HummingbotApplication.main_application().strategy_file_name.rsplit('.', 1)[0] +
                                       f"_{pd.Timestamp.now().strftime('%Y-%m-%d_%H-%M-%S')}.csv")
 
-        self.strategy = FieldfareMarketMakingStrategy(
+        self.strategy = AvellanedaMarketMakingStrategy(
             market_info=MarketTradingPairTuple(*maker_data),
             order_amount=order_amount,
             order_optimization_enabled=order_optimization_enabled,

hummingbot/templates/conf_fieldfare_market_making_strategy_TEMPLATE.yml → hummingbot/templates/conf_avellaneda_market_making_strategy_TEMPLATE.yml

@@ -1,5 +1,5 @@
 ########################################################
-###       Fieldfare market making strategy config    ###
+###       Avellaneda market making strategy config    ###
 ########################################################
 
 template_version: 1