code stringlengths 66 870k | docstring stringlengths 19 26.7k | func_name stringlengths 1 138 | language stringclasses 1
value | repo stringlengths 7 68 | path stringlengths 5 324 | url stringlengths 46 389 | license stringclasses 7
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|---|---|---|---|---|---|---|---|
async def _process_trade_message(self, trade: Dict[str, Any], client_order_id: Optional[str] = None):
"""
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.
E... |
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:
| _process_trade_message | python | hummingbot/hummingbot | hummingbot/connector/derivative/derive_perpetual/derive_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/derive_perpetual/derive_perpetual_derivative.py | Apache-2.0 |
def _process_order_message(self, order_msg: Dict[str, Any]):
"""
Updates in-flight order and triggers cancelation 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:
"""
client_... |
Updates in-flight order and triggers cancelation 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:
| _process_order_message | python | hummingbot/hummingbot | hummingbot/connector/derivative/derive_perpetual/derive_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/derive_perpetual/derive_perpetual_derivative.py | Apache-2.0 |
async def _format_trading_rules(self, exchange_info_dict: List) -> List[TradingRule]:
"""
Queries the necessary API endpoint and initialize the TradingRule object for each trading pair being traded.
Parameters
----------
exchange_info_dict:
Trading rules dictionary r... |
Queries the necessary API endpoint and initialize the TradingRule object for each trading pair being traded.
Parameters
----------
exchange_info_dict:
Trading rules dictionary response from the derivative
{
"result": {
"instruments": [
... | _format_trading_rules | python | hummingbot/hummingbot | hummingbot/connector/derivative/derive_perpetual/derive_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/derive_perpetual/derive_perpetual_derivative.py | Apache-2.0 |
def get_action_nonce(nonce_iter: int = 0) -> int:
"""
Used to generate a unique nonce to prevent replay attacks on-chain.
Uses the current UTC timestamp in milliseconds and a random number up to 3 digits.
:param nonce_iter: allows to enter a specific number between 0 and 999 unless. If None is passed ... |
Used to generate a unique nonce to prevent replay attacks on-chain.
Uses the current UTC timestamp in milliseconds and a random number up to 3 digits.
:param nonce_iter: allows to enter a specific number between 0 and 999 unless. If None is passed a random number is chosen
| get_action_nonce | python | hummingbot/hummingbot | hummingbot/connector/derivative/derive_perpetual/derive_perpetual_web_utils.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/derive_perpetual/derive_perpetual_web_utils.py | Apache-2.0 |
def _resolve_trading_pair_symbols_duplicate(self, mapping: bidict, new_exchange_symbol: str, base: str, quote: str):
"""Resolves name conflicts provoked by futures contracts.
If the expected BASEQUOTE combination matches one of the exchange symbols, it is the one taken, otherwise,
the trading pa... | Resolves name conflicts provoked by futures contracts.
If the expected BASEQUOTE combination matches one of the exchange symbols, it is the one taken, otherwise,
the trading pair is removed from the map and an error is logged.
| _resolve_trading_pair_symbols_duplicate | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py | Apache-2.0 |
async def latest_block(self) -> tendermint_query.GetLatestBlockResponse:
'''
Get lastest block
:returns: Response, containing block information
'''
return await self.stubCosmosTendermint.GetLatestBlock(
tendermint_query.GetLatestBlockRequest()
) |
Get lastest block
:returns: Response, containing block information
| latest_block | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/dydx_v4_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/dydx_v4_data_source.py | Apache-2.0 |
def __init__(self, public_key: Union[bytes, "PublicKey", ecdsa.VerifyingKey]):
"""Initialize.
:param public_key: butes, public key or ecdsa verifying key instance
:raises RuntimeError: Invalid public key
"""
if isinstance(public_key, bytes):
self._verifying_key = ecd... | Initialize.
:param public_key: butes, public key or ecdsa verifying key instance
:raises RuntimeError: Invalid public key
| __init__ | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | Apache-2.0 |
def verify(self, message: bytes, signature: bytes) -> bool:
"""
Verify message and signature.
:param message: bytes message content.
:param signature: bytes signature.
:return: bool is message and signature valid.
"""
success: bool = False
try:
... |
Verify message and signature.
:param message: bytes message content.
:param signature: bytes signature.
:return: bool is message and signature valid.
| verify | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | Apache-2.0 |
def verify_digest(self, digest: bytes, signature: bytes) -> bool:
"""
Verify digest.
:param digest: bytes digest.
:param signature: bytes signature.
:return: bool is digest valid.
"""
success: bool = False
try:
success = self._verifying_key.v... |
Verify digest.
:param digest: bytes digest.
:param signature: bytes signature.
:return: bool is digest valid.
| verify_digest | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | Apache-2.0 |
def from_mnemonic(mnemonic: str) -> "PrivateKey":
"""Generate local wallet from mnemonic.
:param mnemonic: mnemonic
:param prefix: prefix, defaults to None
:return: local wallet
"""
seed_bytes = Bip39SeedGenerator(mnemonic).Generate()
bip44_def_ctx = Bip44.FromSe... | Generate local wallet from mnemonic.
:param mnemonic: mnemonic
:param prefix: prefix, defaults to None
:return: local wallet
| from_mnemonic | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | Apache-2.0 |
def __init__(self, private_key: Optional[Union[bytes, str]] = None):
"""
Initialize.
:param private_key: bytes private key (optional, None by default).
:raises RuntimeError: if unable to load private key from input.
"""
if private_key is None:
self._signing_k... |
Initialize.
:param private_key: bytes private key (optional, None by default).
:raises RuntimeError: if unable to load private key from input.
| __init__ | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | Apache-2.0 |
def sign(
self, message: bytes, deterministic: bool = True, canonicalise: bool = True
) -> bytes:
"""
Sign message.
:param message: bytes message content.
:param deterministic: bool is deterministic.
:param canonicalise: bool is canonicalise.
:return: by... |
Sign message.
:param message: bytes message content.
:param deterministic: bool is deterministic.
:param canonicalise: bool is canonicalise.
:return: bytes signed message.
| sign | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | Apache-2.0 |
def sign_digest(
self, digest: bytes, deterministic=True, canonicalise: bool = True
) -> bytes:
"""
Sign digest.
:param digest: bytes digest content.
:param deterministic: bool is deterministic.
:param canonicalise: bool is canonicalise.
:return: bytes s... |
Sign digest.
:param digest: bytes digest content.
:param deterministic: bool is deterministic.
:param canonicalise: bool is canonicalise.
:return: bytes signed digest.
| sign_digest | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/keypairs.py | Apache-2.0 |
def parse_coins(value: str) -> List[Coin]:
"""Parse the coins.
:param value: coins
:raises RuntimeError: If unable to parse the value
:return: coins
"""
coins = []
parts = re.split(r",\s*", value)
for part in parts:
part = part.strip()
if part == "":
continu... | Parse the coins.
:param value: coins
:raises RuntimeError: If unable to parse the value
:return: coins
| parse_coins | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | Apache-2.0 |
def direct(public_key: PublicKey, sequence_num: int) -> "SigningCfg":
"""Transaction signing configuration using direct mode.
:param public_key: public key
:param sequence_num: sequence number
:return: Transaction signing configuration
"""
return SigningCfg(
... | Transaction signing configuration using direct mode.
:param public_key: public key
:param sequence_num: sequence number
:return: Transaction signing configuration
| direct | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | Apache-2.0 |
def __init__(self):
"""Init the Transactions with transaction message, state, fee and body."""
self._msgs: List[Any] = []
self._state: TxState = TxState.Draft
self._tx_body: Optional[TxBody] = None
self._tx = None
self._fee = None | Init the Transactions with transaction message, state, fee and body. | __init__ | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | Apache-2.0 |
def tx(self):
"""Initialize.
:raises RuntimeError: If the transaction has not been completed.
:return: transaction
"""
if self._state != TxState.Final:
raise RuntimeError("The transaction has not been completed")
return self._tx | Initialize.
:raises RuntimeError: If the transaction has not been completed.
:return: transaction
| tx | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | Apache-2.0 |
def add_message(self, msg: Any) -> "Transaction":
"""Initialize.
:param msg: transaction message (memo)
:raises RuntimeError: If the transaction is not in the draft state.
:return: transaction with message added
"""
if self._state != TxState.Draft:
raise Runt... | Initialize.
:param msg: transaction message (memo)
:raises RuntimeError: If the transaction is not in the draft state.
:return: transaction with message added
| add_message | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | Apache-2.0 |
def sign(
self,
signer,
chain_id: str,
account_number: int,
deterministic: bool = False,
) -> "Transaction":
"""Sign the transaction.
:param signer: Signer
:param chain_id: chain id
:param account_number: account number
... | Sign the transaction.
:param signer: Signer
:param chain_id: chain id
:param account_number: account number
:param deterministic: deterministic, defaults to False
:raises RuntimeError: If transaction is not sealed
:return: signed transaction
| sign | python | hummingbot/hummingbot | hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/tx.py | Apache-2.0 |
def _get_auth_headers_ws(self, payload: Dict[str, Any] = None) -> Dict[str, Any]:
"""
Generates authn for Gate.io websockets
:return: a dictionary with headers
"""
sig = self._sign_payload_ws(payload['channel'], payload['event'], payload['time'])
headers = {
... |
Generates authn for Gate.io websockets
:return: a dictionary with headers
| _get_auth_headers_ws | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_auth.py | Apache-2.0 |
def _get_auth_headers(self, request: RESTRequest) -> Dict[str, Any]:
"""
Generates authentication headers for Gate.io REST API
:return: a dictionary with headers
"""
sign, ts = self._sign_payload(request)
headers = {
"X-Gate-Channel-Id": CONSTANTS.HBOT_BROKER... |
Generates authentication headers for Gate.io REST API
:return: a dictionary with headers
| _get_auth_headers | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_auth.py | Apache-2.0 |
def __init__(self,
client_config_map: "ClientConfigAdapter",
gate_io_perpetual_api_key: str,
gate_io_perpetual_secret_key: str,
gate_io_perpetual_user_id: str,
trading_pairs: Optional[List[str]] = None,
trading_require... |
:param gate_io_perpetual_api_key: The API key to connect to private Gate.io APIs.
:param gate_io_perpetual_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.
| __init__ | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | Apache-2.0 |
async def start_network(self):
"""
Start all required tasks to update the status of the connector.
"""
await self._update_trading_rules()
await super().start_network() |
Start all required tasks to update the status of the connector.
| start_network | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | Apache-2.0 |
async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder):
"""
This implementation-specific method is called by _cancel
returns True if successful
"""
canceled = False
exchange_order_id = await tracked_order.get_exchange_order_id()
resp = await se... |
This implementation-specific method is called by _cancel
returns True if successful
| _place_cancel | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | Apache-2.0 |
async def _update_balances(self):
"""
Calls REST API to update total and available balances.
"""
account_info = ""
try:
account_info = await self._api_get(
path_url=CONSTANTS.USER_BALANCES_PATH_URL,
is_auth_required=True,
... |
Calls REST API to update total and available balances.
| _update_balances | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | Apache-2.0 |
def _process_trade_message(self, trade: Dict[str, Any], client_order_id: Optional[str] = None):
"""
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... |
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:
https://www.gate.io/docs/apiv4/en/#retrieve-market-trades
| _process_trade_message | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | Apache-2.0 |
def _process_order_message(self, order_msg: Dict[str, Any]):
"""
Updates in-flight order and triggers cancelation 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:
https://www.gate.io... |
Updates in-flight order and triggers cancelation 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:
https://www.gate.io/docs/apiv4/en/#list-orders
| _process_order_message | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_derivative.py | Apache-2.0 |
async def _subscribe_channels(self, websocket_assistant: WSAssistant):
"""
Subscribes to order events.
:param websocket_assistant: the websocket assistant used to connect to the exchange
"""
try:
user_info_symbols = [self._user_id]
symbols = ["!all"]
... |
Subscribes to order events.
:param websocket_assistant: the websocket assistant used to connect to the exchange
| _subscribe_channels | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_user_stream_data_source.py | Apache-2.0 |
def public_rest_url(endpoint: str, domain: str = CONSTANTS.DEFAULT_DOMAIN) -> str:
"""
Creates a full URL for provided public REST endpoint
:param endpoint: a public REST endpoint
:param domain: unused
:return: the full URL to the endpoint
"""
if CONSTANTS.REST_URL[-1] != "/" and endpoint[... |
Creates a full URL for provided public REST endpoint
:param endpoint: a public REST endpoint
:param domain: unused
:return: the full URL to the endpoint
| public_rest_url | python | hummingbot/hummingbot | hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_web_utils.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/gate_io_perpetual/gate_io_perpetual_web_utils.py | Apache-2.0 |
async def _connected_websocket_assistant(self) -> WSAssistant:
"""
Creates an instance of WSAssistant connected to the exchange
"""
ws: WSAssistant = await self._get_ws_assistant()
url = f"{web_utils.wss_url(self._domain)}"
await ws.connect(ws_url=url, ping_timeout=self.H... |
Creates an instance of WSAssistant connected to the exchange
| _connected_websocket_assistant | python | hummingbot/hummingbot | hummingbot/connector/derivative/hyperliquid_perpetual/hyperliquid_perpetual_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/hyperliquid_perpetual/hyperliquid_perpetual_user_stream_data_source.py | Apache-2.0 |
async def stop_network(self):
"""
This function is executed when the connector is stopped. It performs a general cleanup and stops all background
tasks that require the connection with the exchange to work.
"""
await super().stop_network()
await self._data_source.stop()
... |
This function is executed when the connector is stopped. It performs a general cleanup and stops all background
tasks that require the connection with the exchange to work.
| stop_network | python | hummingbot/hummingbot | hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py | Apache-2.0 |
async def _set_trading_pair_leverage(self, trading_pair: str, leverage: int) -> Tuple[bool, str]:
"""
Leverage is set on a per order basis. See place_order()
"""
return True, "" |
Leverage is set on a per order basis. See place_order()
| _set_trading_pair_leverage | python | hummingbot/hummingbot | hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/injective_v2_perpetual/injective_v2_perpetual_derivative.py | Apache-2.0 |
async def rest_authenticate(self, request: RESTRequest, use_time_provider=0) -> RESTRequest:
"""
Adds the server time and the signature to the request, required for authenticated interactions. It also adds
the required parameter in the request header.
:param request: the request to be c... |
Adds the server time and the signature to the request, required for authenticated interactions. It also adds
the required parameter in the request header.
:param request: the request to be configured for authenticated interaction
| rest_authenticate | python | hummingbot/hummingbot | hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_auth.py | Apache-2.0 |
async def rest_authenticate(self, request: RESTRequest) -> RESTRequest:
"""
All private REST requests must contain the following headers:
- OK-ACCESS-KEY The API Key as a String.
- OK-ACCESS-SIGN The Base64-encoded signature
- OK-ACCESS-TIMESTAMP The UTC timestamp of... |
All private REST requests must contain the following headers:
- OK-ACCESS-KEY The API Key as a String.
- OK-ACCESS-SIGN The Base64-encoded signature
- OK-ACCESS-TIMESTAMP The UTC timestamp of your request .e.g : 2020-12-08T09:08:57.715Z
- OK-ACCESS-PASSPHRASE Th... | rest_authenticate | python | hummingbot/hummingbot | hummingbot/connector/derivative/okx_perpetual/okx_perpetual_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/okx_perpetual/okx_perpetual_auth.py | Apache-2.0 |
def get_path_from_url(url: str) -> str:
"""
The requestPath is the path of requesting an endpoint.
- Example: /api/v5/account/balance
"""
pattern = re.compile(r'https://www.okx.com')
return re.sub(pattern, '', url) |
The requestPath is the path of requesting an endpoint.
- Example: /api/v5/account/balance
| get_path_from_url | python | hummingbot/hummingbot | hummingbot/connector/derivative/okx_perpetual/okx_perpetual_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/okx_perpetual/okx_perpetual_auth.py | Apache-2.0 |
def get_ws_auth_args(self) -> Dict[str, str]:
"""
- api_key: Unique identification for invoking API. Requires user to apply one manually.
- passphrase: API Key password
- timestamp: the Unix Epoch time, the unit is seconds
- sign: signature string, the signature a... |
- api_key: Unique identification for invoking API. Requires user to apply one manually.
- passphrase: API Key password
- timestamp: the Unix Epoch time, the unit is seconds
- sign: signature string, the signature algorithm is as follows:
First concatenate timest... | get_ws_auth_args | python | hummingbot/hummingbot | hummingbot/connector/derivative/okx_perpetual/okx_perpetual_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/okx_perpetual/okx_perpetual_auth.py | Apache-2.0 |
def supported_order_types(self) -> List[OrderType]:
"""
:return a list of OrderType supported by this connector
"""
# TODO: Check if it's market or limit_maker
return [OrderType.LIMIT, OrderType.MARKET, OrderType.LIMIT_MAKER] |
:return a list of OrderType supported by this connector
| supported_order_types | python | hummingbot/hummingbot | hummingbot/connector/derivative/okx_perpetual/okx_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/okx_perpetual/okx_perpetual_derivative.py | Apache-2.0 |
async def _fetch_last_fee_payment(self, trading_pair: str) -> Tuple[int, Decimal, Decimal]:
"""
Fetches the last funding fee/payment for the given trading pair.
Type 8 represents funding fee/payment. Subtypes 173 and 174 represent funding fee expense and
income respectively.
Fu... |
Fetches the last funding fee/payment for the given trading pair.
Type 8 represents funding fee/payment. Subtypes 173 and 174 represent funding fee expense and
income respectively.
Funding Fee expense (subType = 173)
You may refer to "pnl" for the fee payment
| _fetch_last_fee_payment | python | hummingbot/hummingbot | hummingbot/connector/derivative/okx_perpetual/okx_perpetual_derivative.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/okx_perpetual/okx_perpetual_derivative.py | Apache-2.0 |
async def get_current_server_time(throttler: Optional[AsyncThrottler] = None,
domain: str = CONSTANTS.DEFAULT_DOMAIN) -> float:
"""
Transaction Timeouts (https://www.okx.com/docs-v5/en/?shell#overview-general-info)
Orders may not be processed in time due to network delay or... |
Transaction Timeouts (https://www.okx.com/docs-v5/en/?shell#overview-general-info)
Orders may not be processed in time due to network delay or busy OKX servers.
You can configure the expiry time of the request using expTime if you want the order request to be
discarded after a specific time.
If e... | get_current_server_time | python | hummingbot/hummingbot | hummingbot/connector/derivative/okx_perpetual/okx_perpetual_web_utils.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/derivative/okx_perpetual/okx_perpetual_web_utils.py | Apache-2.0 |
async def _process_message_for_unknown_channel(
self, event_message: Dict[str, Any], websocket_assistant: WSAssistant
):
"""
Processes a message coming from a not identified channel.
Does nothing by default but allows subclasses to reimplement
:param event_message: the event... |
Processes a message coming from a not identified channel.
Does nothing by default but allows subclasses to reimplement
:param event_message: the event received through the websocket connection
:param websocket_assistant: the websocket connection to use to interact with the exchange
... | _process_message_for_unknown_channel | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_api_order_book_data_source.py | Apache-2.0 |
async def _subscribe_channels(self, websocket_assistant: WSAssistant):
"""
Subscribes to order events and balance events.
:param ws: the websocket assistant used to connect to the exchange
"""
try:
payload = {"op": CONSTANTS.SUB_ENDPOINT_NAME, "ch": "order:cash"}
... |
Subscribes to order events and balance events.
:param ws: the websocket assistant used to connect to the exchange
| _subscribe_channels | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_api_user_stream_data_source.py | Apache-2.0 |
async def ws_authenticate(self, request: WSRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated. AscendEx does not use this
functionality
"""
return request # pass-through |
This method is intended to configure a websocket request to be authenticated. AscendEx does not use this
functionality
| ws_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_auth.py | Apache-2.0 |
def get_auth_headers(self, path_url: str, data: Dict[str, Any] = None):
"""
Generates authentication signature and return it in a dictionary along with other inputs
:param path_url: URL of the auth API endpoint
:param data: data to be included in the headers
:return: a dictionary... |
Generates authentication signature and return it in a dictionary along with other inputs
:param path_url: URL of the auth API endpoint
:param data: data to be included in the headers
:return: a dictionary of request info including the request signature
| get_auth_headers | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_auth.py | Apache-2.0 |
def __init__(
self,
client_config_map: "ClientConfigAdapter",
ascend_ex_api_key: str,
ascend_ex_secret_key: str,
ascend_ex_group_id: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True,
):
"""
:param client_config_map:... |
:param client_config_map: The config map of the client instance.
:param ascend_ex_api_key: The API key to connect to private AscendEx APIs.
:param ascend_ex_secret_key: The API secret.
:param trading_pairs: The market trading pairs which to track order book data.
:param trading_... | __init__ | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | Apache-2.0 |
async def get_all_pairs_prices(self) -> Dict[str, Any]:
"""
This method executes a request to the exchange to get the current price for all trades.
It returns the response of the exchange (expected to be used by the AscendEx RateSource for the RateOracle)
:return: the response from the ... |
This method executes a request to the exchange to get the current price for all trades.
It returns the response of the exchange (expected to be used by the AscendEx RateSource for the RateOracle)
:return: the response from the tickers endpoint
| get_all_pairs_prices | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | Apache-2.0 |
async def _place_cancel(self, order_id: str, tracked_order: InFlightOrder):
"""
This implementation specific function is called by _cancel, and returns True if successful
"""
exchange_order_id = await tracked_order.get_exchange_order_id()
timestamp = utils.get_ms_timestamp()
... |
This implementation specific function is called by _cancel, and returns True if successful
| _place_cancel | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | Apache-2.0 |
async def _user_stream_event_listener(self):
"""
This functions runs in background continuously processing the events received from the exchange by the user
stream data source. It keeps reading events from the queue until the task is interrupted.
The events received are balance updates, ... |
This functions runs in background continuously processing the events received from the exchange by the user
stream data source. It keeps reading events from the queue until the task is interrupted.
The events received are balance updates, order updates and trade events.
| _user_stream_event_listener | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_exchange.py | Apache-2.0 |
def get_hb_id_headers() -> Dict[str, Any]:
"""
Headers signature to identify user as an HB liquidity provider.
:return: a custom HB signature header
"""
return {
"request-source": "hummingbot-liq-mining",
} |
Headers signature to identify user as an HB liquidity provider.
:return: a custom HB signature header
| get_hb_id_headers | python | hummingbot/hummingbot | hummingbot/connector/exchange/ascend_ex/ascend_ex_web_utils.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/ascend_ex/ascend_ex_web_utils.py | Apache-2.0 |
async def ws_authenticate(self, request: WSRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated. Binance does not use this
functionality
"""
return request # pass-through |
This method is intended to configure a websocket request to be authenticated. Binance does not use this
functionality
| ws_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/binance/binance_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/binance/binance_auth.py | Apache-2.0 |
async def _update_order_fills_from_trades(self):
"""
This is intended to be a backup measure to get filled events with trade ID for orders,
in case Binance's user stream events are not working.
NOTE: It is not required to copy this functionality in other connectors.
This is separ... |
This is intended to be a backup measure to get filled events with trade ID for orders,
in case Binance's user stream events are not working.
NOTE: It is not required to copy this functionality in other connectors.
This is separated from _update_order_status which only updates the order ... | _update_order_fills_from_trades | python | hummingbot/hummingbot | hummingbot/connector/exchange/binance/binance_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/binance/binance_exchange.py | Apache-2.0 |
def snapshot_message_from_exchange(cls,
msg: Dict[str, any],
timestamp: float,
metadata: Optional[Dict] = None) -> OrderBookMessage:
"""
Creates a snapshot message with the order book sna... |
Creates a snapshot message with the order book snapshot message
:param msg: the response from the exchange when requesting the order book snapshot
:param timestamp: the snapshot timestamp
:param metadata: a dictionary with extra information to add to the snapshot data
:return: a... | snapshot_message_from_exchange | python | hummingbot/hummingbot | hummingbot/connector/exchange/binance/binance_order_book.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/binance/binance_order_book.py | Apache-2.0 |
def diff_message_from_exchange(cls,
msg: Dict[str, any],
timestamp: Optional[float] = None,
metadata: Optional[Dict] = None) -> OrderBookMessage:
"""
Creates a diff message with the changes in the or... |
Creates a diff message with the changes in the order book received from the exchange
:param msg: the changes in the order book
:param timestamp: the timestamp of the difference
:param metadata: a dictionary with extra information to add to the difference data
:return: a diff mes... | diff_message_from_exchange | python | hummingbot/hummingbot | hummingbot/connector/exchange/binance/binance_order_book.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/binance/binance_order_book.py | Apache-2.0 |
def trade_message_from_exchange(cls, msg: Dict[str, any], metadata: Optional[Dict] = None):
"""
Creates a trade message with the information from the trade event sent by the exchange
:param msg: the trade event details sent by the exchange
:param metadata: a dictionary with extra informa... |
Creates a trade message with the information from the trade event sent by the exchange
:param msg: the trade event details sent by the exchange
:param metadata: a dictionary with extra information to add to trade message
:return: a trade message with the details of the trade as provided... | trade_message_from_exchange | python | hummingbot/hummingbot | hummingbot/connector/exchange/binance/binance_order_book.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/binance/binance_order_book.py | Apache-2.0 |
async def listen_for_order_book_snapshots(self, ev_loop: asyncio.AbstractEventLoop, output: asyncio.Queue):
"""
This method runs continuously and request the full order book content from the exchange every hour.
The method uses the REST API from the exchange because it does not provide an endpoi... |
This method runs continuously and request the full order book content from the exchange every hour.
The method uses the REST API from the exchange because it does not provide an endpoint to get the full order
book through websocket. With the information creates a snapshot messages that is added... | listen_for_order_book_snapshots | python | hummingbot/hummingbot | hummingbot/connector/exchange/bing_x/bing_x_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bing_x/bing_x_api_order_book_data_source.py | Apache-2.0 |
async def listen_for_subscriptions(self):
"""
Connects to the trade events and order diffs websocket endpoints and listens to the messages sent by the
exchange. Each message is stored in its own queue.
"""
ws = None
while True:
try:
ws: WSAssis... |
Connects to the trade events and order diffs websocket endpoints and listens to the messages sent by the
exchange. Each message is stored in its own queue.
| listen_for_subscriptions | python | hummingbot/hummingbot | hummingbot/connector/exchange/bing_x/bing_x_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bing_x/bing_x_api_order_book_data_source.py | Apache-2.0 |
def last_recv_time(self) -> float:
"""
Returns the time of the last received message
:return: the timestamp of the last received message in seconds
"""
if self._ws_assistant:
return self._ws_assistant.last_recv_time
return 0 |
Returns the time of the last received message
:return: the timestamp of the last received message in seconds
| last_recv_time | python | hummingbot/hummingbot | hummingbot/connector/exchange/bing_x/bing_x_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bing_x/bing_x_api_user_stream_data_source.py | Apache-2.0 |
async def ws_authenticate(self, request: WSRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated. BingX does not use this
functionality
"""
return request # pass-through |
This method is intended to configure a websocket request to be authenticated. BingX does not use this
functionality
| ws_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/bing_x/bing_x_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bing_x/bing_x_auth.py | Apache-2.0 |
def get_referral_code_headers(self):
"""
Generates authentication headers required by BingX
:return: a dictionary of auth headers
"""
headers = {
"referer": CONSTANTS.HBOT_BROKER_ID
}
return headers |
Generates authentication headers required by BingX
:return: a dictionary of auth headers
| get_referral_code_headers | python | hummingbot/hummingbot | hummingbot/connector/exchange/bing_x/bing_x_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bing_x/bing_x_auth.py | Apache-2.0 |
def quantize_order_amount(self, trading_pair: str, amount: Decimal) -> Decimal:
"""
Ensures the order amount adheres to the exchange's step size constraints.
"""
step_size = self._trading_rules[trading_pair].min_base_amount_increment
return amount.quantize(step_size, rounding=RO... |
Ensures the order amount adheres to the exchange's step size constraints.
| quantize_order_amount | python | hummingbot/hummingbot | hummingbot/connector/exchange/bing_x/bing_x_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bing_x/bing_x_exchange.py | Apache-2.0 |
async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> List[TradingRule]:
"""
Example:
{
"code": 0,
"msg": "",
"debugMsg": "",
"data": {
"symbols": [
{
"symbol": "AUR... |
Example:
{
"code": 0,
"msg": "",
"debugMsg": "",
"data": {
"symbols": [
{
"symbol": "AURA-USDT",
"minQty": 74,
"maxQty": 296331.5,
... | _format_trading_rules | python | hummingbot/hummingbot | hummingbot/connector/exchange/bing_x/bing_x_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bing_x/bing_x_exchange.py | Apache-2.0 |
async def listen_for_order_book_diffs(self, ev_loop: asyncio.AbstractEventLoop, output: asyncio.Queue):
"""
Bitmart only sends full snapshots, they never send diff messages. That is why this method is overwritten to
do nothing.
:param ev_loop: the event loop the method will run in
... |
Bitmart only sends full snapshots, they never send diff messages. That is why this method is overwritten to
do nothing.
:param ev_loop: the event loop the method will run in
:param output: a queue to add the created diff messages
| listen_for_order_book_diffs | python | hummingbot/hummingbot | hummingbot/connector/exchange/bitmart/bitmart_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bitmart/bitmart_api_order_book_data_source.py | Apache-2.0 |
async def listen_for_order_book_snapshots(self, ev_loop: asyncio.AbstractEventLoop, output: asyncio.Queue):
"""
Bitmart sends always full snapshots through the depth channel. That is why they are processed here.
:param ev_loop: the event loop the method will run in
:param output: a queu... |
Bitmart sends always full snapshots through the depth channel. That is why they are processed here.
:param ev_loop: the event loop the method will run in
:param output: a queue to add the created diff messages
| listen_for_order_book_snapshots | python | hummingbot/hummingbot | hummingbot/connector/exchange/bitmart/bitmart_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bitmart/bitmart_api_order_book_data_source.py | Apache-2.0 |
async def rest_authenticate(self, request: RESTRequest) -> RESTRequest:
"""
Adds the server time and the signature to the request, required for authenticated interactions. It also adds
the required parameter in the request header.
:param request: the request to be configured for authent... |
Adds the server time and the signature to the request, required for authenticated interactions. It also adds
the required parameter in the request header.
:param request: the request to be configured for authenticated interaction
:return: The RESTRequest with auth information included... | rest_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/bitmart/bitmart_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bitmart/bitmart_auth.py | Apache-2.0 |
def __init__(self,
client_config_map: "ClientConfigAdapter",
bitmart_api_key: str,
bitmart_secret_key: str,
bitmart_memo: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True,
... |
:param bitmart_api_key: The API key to connect to private BitMart APIs.
:param bitmart_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.
| __init__ | python | hummingbot/hummingbot | hummingbot/connector/exchange/bitmart/bitmart_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bitmart/bitmart_exchange.py | Apache-2.0 |
async def _format_trading_rules(self, symbols_details: Dict[str, Any]) -> List[TradingRule]:
"""
Converts json API response into a dictionary of trading rules.
:param symbols_details: The json API response
:return A dictionary of trading rules.
Response Example:
{
... |
Converts json API response into a dictionary of trading rules.
:param symbols_details: The json API response
:return A dictionary of trading rules.
Response Example:
{
"code": 1000,
"trace":"886fb6ae-456b-4654-b4e0-d681ac05cea1",
"message": "O... | _format_trading_rules | python | hummingbot/hummingbot | hummingbot/connector/exchange/bitmart/bitmart_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bitmart/bitmart_exchange.py | Apache-2.0 |
async def _subscribe_channels(self, websocket_assistant: WSAssistant):
"""
Subscribes to the trade events and diff orders events through the provided websocket connection.
Bitstamp does not require any channel subscription.
:param websocket_assistant: the websocket assistant used to co... |
Subscribes to the trade events and diff orders events through the provided websocket connection.
Bitstamp does not require any channel subscription.
:param websocket_assistant: the websocket assistant used to connect to the exchange
| _subscribe_channels | python | hummingbot/hummingbot | hummingbot/connector/exchange/bitstamp/bitstamp_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bitstamp/bitstamp_api_user_stream_data_source.py | Apache-2.0 |
async def ws_authenticate(self, request: WSRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated. Bitstamp does not use this
functionality
"""
return request # pass-through |
This method is intended to configure a websocket request to be authenticated. Bitstamp does not use this
functionality
| ws_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/bitstamp/bitstamp_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/bitstamp/bitstamp_auth.py | Apache-2.0 |
async def _connected_websocket_assistant(self) -> WSAssistant:
"""
Creates an instance of WSAssistant connected to the exchange
:return: an instance of WSAssistant connected to the exchange
"""
websocket_assistant: WSAssistant = await self._api_factory.get_ws_assistant()
... |
Creates an instance of WSAssistant connected to the exchange
:return: an instance of WSAssistant connected to the exchange
| _connected_websocket_assistant | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | Apache-2.0 |
async def _subscribe_channels(self, websocket_assistant: WSAssistant):
"""
Subscribes to the trade events and diff orders events through the provided websocket connection.
:param websocket_assistant: the websocket assistant used to connect to the exchange
"""
self.logger().info(... |
Subscribes to the trade events and diff orders events through the provided websocket connection.
:param websocket_assistant: the websocket assistant used to connect to the exchange
| _subscribe_channels | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | Apache-2.0 |
def _channel_originating_message(self, event_message: Dict[str, Any]) -> str:
"""
Identifies the channel for a particular event message. Used to find the correct queue to add the message in
:param event_message: the event received through the websocket connection
:return: the message c... |
Identifies the channel for a particular event message. Used to find the correct queue to add the message in
:param event_message: the event received through the websocket connection
:return: the message channel
| _channel_originating_message | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | Apache-2.0 |
async def _parse_trade_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue):
"""
Create an instance of OrderBookMessage of type OrderBookMessageType.TRADE
:param raw_message: the JSON dictionary of the public trade event
:param message_queue: queue where the parsed m... |
Create an instance of OrderBookMessage of type OrderBookMessageType.TRADE
:param raw_message: the JSON dictionary of the public trade event
:param message_queue: queue where the parsed messages should be stored in
| _parse_trade_message | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | Apache-2.0 |
async def _parse_order_book_diff_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue):
"""
Create an instance of OrderBookMessage of type OrderBookMessageType.DIFF
:param raw_message: the JSON dictionary of the public trade event
:param message_queue: queue where the... |
Create an instance of OrderBookMessage of type OrderBookMessageType.DIFF
:param raw_message: the JSON dictionary of the public trade event
:param message_queue: queue where the parsed messages should be stored in
| _parse_order_book_diff_message | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_api_order_book_data_source.py | Apache-2.0 |
async def ws_authenticate(self, request: WSRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated. BtcMarkets does not use this
functionality
"""
return request # pass-through |
This method is intended to configure a websocket request to be authenticated. BtcMarkets does not use this
functionality
| ws_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | Apache-2.0 |
def get_referral_code_headers(self):
"""
Generates authentication headers required by BtcMarkets
:return: a dictionary of auth headers
"""
return {
"referer": CONSTANTS.HBOT_BROKER_ID
} |
Generates authentication headers required by BtcMarkets
:return: a dictionary of auth headers
| get_referral_code_headers | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | Apache-2.0 |
def get_signature(
self,
method: str,
path_url: str,
nonce: int,
data: Dict[str, Any] = None
):
"""
Generates authentication signature and return it in a dictionary along with other inputs
:return: a dictionary of request info including the request sig... |
Generates authentication signature and return it in a dictionary along with other inputs
:return: a dictionary of request info including the request signature
| get_signature | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | Apache-2.0 |
def _generate_signature(self, payload: str) -> str:
"""
Generates a presigned signature
:return: a signature of auth params
"""
digest = base64.b64encode(hmac.new(
base64.b64decode(self.secret_key), payload.encode("utf8"), digestmod=hashlib.sha512).digest())
r... |
Generates a presigned signature
:return: a signature of auth params
| _generate_signature | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_auth.py | Apache-2.0 |
def __init__(self,
client_config_map: "ClientConfigAdapter",
btc_markets_api_key: str,
btc_markets_api_secret: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True,
domain: str = CONSTANTS.DEFA... |
:param btc_markets_api_key: The API key to connect to private BTCMarkets APIs.
:param btc_markets_api_secret: The API secret.
:param trading_pairs: The market trading pairs which to track order book data.
:param trading_required: Whether actual trading is needed.
| __init__ | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_exchange.py | Apache-2.0 |
async def _format_trading_rules(self, exchange_info_dict: Dict[str, Any]) -> List[TradingRule]:
"""
Example:
[
{
"marketId": "BTC-AUD",
"baseAssetName": "BTC",
"quoteAssetName": "AUD",
... |
Example:
[
{
"marketId": "BTC-AUD",
"baseAssetName": "BTC",
"quoteAssetName": "AUD",
"minOrderAmount": "0.0001",
"maxOrderAmount": "1000000",
... | _format_trading_rules | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_exchange.py | Apache-2.0 |
def trade_message_from_exchange(cls,
msg: Dict[str, any],
timestamp: Optional[float] = None,
metadata: Optional[Dict] = None):
"""
Creates a trade message with the information from the trade event... |
Creates a trade message with the information from the trade event sent by the exchange
:param msg: the trade event details sent by the exchange
:param timestamp: the timestamp of the difference
:param metadata: a dictionary with extra information to add to trade message
:return:... | trade_message_from_exchange | python | hummingbot/hummingbot | hummingbot/connector/exchange/btc_markets/btc_markets_order_book.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/btc_markets/btc_markets_order_book.py | Apache-2.0 |
def __init__(self,
trading_pairs: List[str],
connector: 'CoinbaseAdvancedTradeExchange',
api_factory: WebAssistantsFactory,
domain: str = constants.DEFAULT_DOMAIN):
"""
Initialize the CoinbaseAdvancedTradeAPIUserStreamDataSource.
... |
Initialize the CoinbaseAdvancedTradeAPIUserStreamDataSource.
:param trading_pairs: The list of trading pairs to subscribe to.
:param connector: The CoinbaseAdvancedTradeExchangePairProtocol implementation.
:param api_factory: The WebAssistantsFactory instance for creating the WSAssista... | __init__ | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_order_book_data_source.py | Apache-2.0 |
async def _subscribe_channels(self, ws: WSAssistant):
"""
Subscribes to the order book events through the provided websocket connection.
:param ws: the websocket assistant used to connect to the exchange
https://docs.cdp.coinbase.com/advanced-trade/docs/ws-best-practices
Recomme... |
Subscribes to the order book events through the provided websocket connection.
:param ws: the websocket assistant used to connect to the exchange
https://docs.cdp.coinbase.com/advanced-trade/docs/ws-best-practices
Recommended to use several subscriptions
{
"type": "... | _subscribe_channels | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_order_book_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_order_book_data_source.py | Apache-2.0 |
def __init__(self,
auth,
trading_pairs: List[str],
connector: 'CoinbaseAdvancedTradeExchange',
api_factory: WebAssistantsFactory,
domain: str = "com"):
"""
Initialize the CoinbaseAdvancedTradeAPIUserStreamDataSource.
... |
Initialize the CoinbaseAdvancedTradeAPIUserStreamDataSource.
:param auth: The CoinbaseAdvancedTradeAuth instance for authentication.
:param trading_pairs: The list of trading pairs to subscribe to.
:param connector: The CoinbaseAdvancedTradeExchangePairProtocol implementation.
... | __init__ | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
async def _connected_websocket_assistant(self, pair=None) -> WSAssistant:
"""
Create and connect the WebSocket assistant.
:return: The connected WSAssistant instance.
"""
self._ws_assistant = await self._api_factory.get_ws_assistant()
await self._ws_assistant.connect(
... |
Create and connect the WebSocket assistant.
:return: The connected WSAssistant instance.
| _connected_websocket_assistant | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
async def _subscribe_channels(self, websocket_assistant: WSAssistant) -> None:
"""
Subscribes to the user events through the provided websocket connection.
:param websocket_assistant: the websocket assistant used to connect to the exchange
"""
await self._subscribe_or_unsubscribe... |
Subscribes to the user events through the provided websocket connection.
:param websocket_assistant: the websocket assistant used to connect to the exchange
| _subscribe_channels | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
async def _unsubscribe_channels(self, websocket_assistant: WSAssistant) -> None:
"""
Unsubscribes to the user events through the provided websocket connection.
:param websocket_assistant: the websocket assistant used to connect to the exchange
"""
await self._subscribe_or_unsubsc... |
Unsubscribes to the user events through the provided websocket connection.
:param websocket_assistant: the websocket assistant used to connect to the exchange
| _unsubscribe_channels | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
async def _subscribe_or_unsubscribe(
self,
websocket_assistant: WSAssistant,
action: constants.WebsocketAction
) -> None:
"""
Applies the WebsocketAction in argument to the list of channels/pairs through the provided websocket connection.
:param action: We... |
Applies the WebsocketAction in argument to the list of channels/pairs through the provided websocket connection.
:param action: WebsocketAction defined in the CoinbaseAdvancedTradeConstants.
:param websocket_assistant: the websocket assistant used to connect to the exchange
| _subscribe_or_unsubscribe | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
async def _try_except_queue_put(item: Any, queue: asyncio.Queue):
"""
Try to put the order into the queue, except if the queue is full.
:param queue: The queue to put the order into.
"""
try:
queue.put_nowait(item)
await asyncio.sleep(0)
except asy... |
Try to put the order into the queue, except if the queue is full.
:param queue: The queue to put the order into.
| _try_except_queue_put | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
async def _process_websocket_messages(self, websocket_assistant: WSAssistant, queue: asyncio.Queue):
"""
Processes the messages from the websocket connection and puts them into the intermediary queue.
:param websocket_assistant: the websocket assistant used to connect to the exchange
:pa... |
Processes the messages from the websocket connection and puts them into the intermediary queue.
:param websocket_assistant: the websocket assistant used to connect to the exchange
:param queue: The intermediary queue to put the messages into.
| _process_websocket_messages | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
def _process_sequence_number(self, data: Dict[str, Any]):
"""
Processes the sequence number from the websocket message.
:param data: The message received from the websocket connection.
"""
if "sequence_num" in data and data["sequence_num"] > self._sequence:
self.logge... |
Processes the sequence number from the websocket message.
:param data: The message received from the websocket connection.
| _process_sequence_number | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
async def _decipher_message(self, event_message: Dict[str, Any]) -> AsyncGenerator[Dict[str, Any], None]:
"""
Streamline the messages for processing by the exchange.
:param event_message: The message received from the exchange.
"""
"""
https://docs.cdp.coinbase.com/advanc... |
Streamline the messages for processing by the exchange.
:param event_message: The message received from the exchange.
| _decipher_message | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_api_user_stream_data_source.py | Apache-2.0 |
def __init__(self, api_key: str, secret_key: str, time_provider: TimeSynchronizer):
"""
:param api_key: The API key.
:param secret_key: The API secret key.
:param time_provider: The time provider object.
"""
self.api_key: str = api_key
self.secret_key: str = secre... |
:param api_key: The API key.
:param secret_key: The API secret key.
:param time_provider: The time provider object.
| __init__ | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
async def rest_authenticate(self, request: RESTRequest) -> RESTRequest:
"""
This method is intended to configure a REST request to be authenticated.
:param request: the request to be configured for authenticated interaction
"""
try:
return await self.rest_jwt_authenti... |
This method is intended to configure a REST request to be authenticated.
:param request: the request to be configured for authenticated interaction
| rest_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
async def rest_legacy_authenticate(self, request: RESTRequest) -> RESTRequest:
"""
Adds the server time and the signature to the request, required for authenticated interactions. It also adds
the required parameter in the request header.
All REST requests must contain the following head... |
Adds the server time and the signature to the request, required for authenticated interactions. It also adds
the required parameter in the request header.
All REST requests must contain the following headers:
CB-ACCESS-KEY API key as a string
CB-ACCESS-SIGN Message signature (... | rest_legacy_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
async def rest_jwt_authenticate(self, request: RESTRequest) -> RESTRequest:
"""
Adds the JWT header to the rest request.
All JWT REST requests must contain the JWT Authorization in headers:
Example request:
curl https://api.coinbase.com/v2/user --header "Authorization: Bearer $... |
Adds the JWT header to the rest request.
All JWT REST requests must contain the JWT Authorization in headers:
Example request:
curl https://api.coinbase.com/v2/user --header "Authorization: Bearer $JWT"
:param request: the request to be configured for authenticated interactio... | rest_jwt_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
async def ws_authenticate(self, request: WSJSONRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated.
:param request: the request to be configured for authenticated interaction
"""
try:
return await self.ws_jwt_authen... |
This method is intended to configure a websocket request to be authenticated.
:param request: the request to be configured for authenticated interaction
| ws_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
async def ws_legacy_authenticate(self, request: WSJSONRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated.
:param request: the request to be configured for authenticated interaction
https://docs.cdp.coinbase.com/advanced-trade/docs/ws-o... |
This method is intended to configure a websocket request to be authenticated.
:param request: the request to be configured for authenticated interaction
https://docs.cdp.coinbase.com/advanced-trade/docs/ws-overview
{
"type": "subscribe",
"product_ids": [
... | ws_legacy_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
async def ws_jwt_authenticate(self, request: WSJSONRequest) -> WSRequest:
"""
This method is intended to configure a websocket request to be authenticated.
:param request: the request to be configured for authenticated interaction
https://docs.cdp.coinbase.com/advanced-trade/docs/ws-over... |
This method is intended to configure a websocket request to be authenticated.
:param request: the request to be configured for authenticated interaction
https://docs.cdp.coinbase.com/advanced-trade/docs/ws-overview
{
"type": "subscribe",
"product_ids": [
... | ws_jwt_authenticate | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
def _build_jwt(self, uri=None) -> str:
"""
This is extracted from Coinbase SDK because it relies upon 'time' rather than the eim synchronizer
"""
try:
private_key_bytes = self._secret_key_pem().encode("utf-8")
private_key = serialization.load_pem_private_key(
... |
This is extracted from Coinbase SDK because it relies upon 'time' rather than the eim synchronizer
| _build_jwt | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
def _secret_key_pem(self) -> str:
"""
Converts the secret key to PEM format.
Comprehends keys in PEM format, single-line PEM and base64-encoded keys.
"""
# Remove any leading or trailing whitespace and replace \\n with \n
private_key_base64 = self.secret_key.strip().repla... |
Converts the secret key to PEM format.
Comprehends keys in PEM format, single-line PEM and base64-encoded keys.
| _secret_key_pem | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_auth.py | Apache-2.0 |
async def all_trading_pairs(self) -> List[str]:
"""
List of all trading pairs supported by the connector
:return: List of trading pair symbols in the Hummingbot format
"""
# Defined in ExchangeBase, but need to debug!
mapping = await self.trading_pair_symbol_map()
... |
List of all trading pairs supported by the connector
:return: List of trading pair symbols in the Hummingbot format
| all_trading_pairs | python | hummingbot/hummingbot | hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_exchange.py | https://github.com/hummingbot/hummingbot/blob/master/hummingbot/connector/exchange/coinbase_advanced_trade/coinbase_advanced_trade_exchange.py | Apache-2.0 |
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