Merge pull request hummingbot#2936 from CoinAlpha/development

release / sync dev 0.36.0 -> master (PR 3 of 3)

README.md

@@ -19,24 +19,28 @@ We created hummingbot to promote **decentralized market-making**: enabling membe
 
 ![RED](https://via.placeholder.com/15/f03c15/?text=+) RED - Connector is broken and unusable
 
-OKEx is reportedly being investigated by Chinese authorities and has stopped withdrawals.
 
 ## Supported centralized exchanges
 
 | logo | id | name | ver | doc | status |
 |:---:|:---:|:---:|:---:|:---:|:---:|
-| <img src="https://i.ibb.co/m0YDQLd/Screen-Shot-2019-03-14-at-10-53-42-AM.png" alt="Binance" width="90" /> | binance | [Binance](https://www.binance.com/) | 3 | [API](https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) | Connector is working properly
+| <img src="https://i.ibb.co/m0YDQLd/Screen-Shot-2019-03-14-at-10-53-42-AM.png" alt="Binance" width="90" /> | binance | [Binance](https://www.binance.com/) | 3 | [API](https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) | 
+| <img src="assets/binanceus_logo.png" alt="Binance US" width="90" /> | binance_us | [Binance US](https://www.binance.com/) | 3 | [API](https://github.com/binance-us/binance-official-api-docs/blob/master/rest-api.md) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
+| <img src="assets/binance_perpetual_logo.png" alt="Binance Perpetual" width="90" /> | binance_perpetual | [Binance Futures](https://www.binance.com/) | 1 | [API](https://binance-docs.github.io/apidocs/futures/en/) |  ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+|<img src="assets/bittrex_logo.png" alt="Bittrex Global" width="90" height="30" />| bittrex | [Bittrex Global](https://global.bittrex.com/) | 3 | [API](https://bittrex.github.io/api/v3) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
+| <img src="assets/bitfinex_logo.png" alt="Bitfinex" width="90" /> | bitfinex | [Bitfinex](https://www.bitfinex.com/) | 2 | [API](https://docs.bitfinex.com/docs/introduction) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+)  |
+| <img src="assets/bitmax_logo.png" alt="BitMax" width="90" /> | bitmax | [BitMax](https://bitmax.io/en/global-digital-asset-platform) | 1 | [API](https://bitmax-exchange.github.io/bitmax-pro-api/#bitmax-pro-api-documentation) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+)  |
+| <img src="assets/blocktane_logo.png" alt="Blocktane" width="90" /> | blocktane | [Blocktane](https://blocktane.io/) | 2 | [API](https://blocktane.io/api) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+)  |
 | <img src="https://i.ibb.co/h9JdGDW/cbp.jpg" alt="Coinbase Pro" width="90" /> | coinbase_pro | [Coinbase Pro](https://pro.coinbase.com/) | * | [API](https://docs.pro.coinbase.com/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+| <img src="assets/cryptocom_logo.png" alt="Crypto.com" width="90" /> | crypto_com | [Crypto.com](https://crypto.com/exchange) | 2 | [API](https://exchange-docs.crypto.com/#introduction) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
+| <img src="assets/dydx_logo.png" alt="DyDx" width="90" /> | dy/dx | [dy/dx](https://dydx.exchange/) | 1 | [API](https://docs.dydx.exchange/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+| <img src="assets/eterbase_logo.png" alt="Eterbase" width="90" /> | eterbase | [Eterbase](https://www.eterbase.com/) | * | [API](https://developers.eterbase.exchange/?version=latest) | ![RED](https://via.placeholder.com/15/f03c15/?text=+) |
 |<img src="assets/huobi_logo.png" alt="Huobi Global" width="90" />| huobi | [Huobi Global](https://www.hbg.com) | 1 | [API](https://huobiapi.github.io/docs/spot/v1/en/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
-|<img src="assets/bittrex_logo.png" alt="Bittrex Global" width="90" height="30" />| bittrex | [Bittrex Global](https://global.bittrex.com/) | 3 | [API](https://bittrex.github.io/api/v3) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
-| <img src="assets/liquid_logo.png" alt="Liquid" width="90" /> | liquid | [Liquid](https://www.liquid.com/) | 2 | [API](https://developers.liquid.com/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
 | <img src="assets/kucoin_logo.png" alt="KuCoin" width="90" /> | kucoin | [KuCoin](https://www.kucoin.com/) | 1 | [API](https://docs.kucoin.com/#general) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
 | <img src="assets/kraken_logo.png" alt="Kraken" width="90" /> | kraken | [Kraken](https://www.kraken.com/) | 1 | [API](https://www.kraken.com/features/api) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
-| <img src="assets/eterbase_logo.png" alt="Eterbase" width="90" /> | eterbase | [Eterbase](https://www.eterbase.com/) | * | [API](https://developers.eterbase.exchange/?version=latest) | ![RED](https://via.placeholder.com/15/f03c15/?text=+) |
-| <img src="assets/cryptocom_logo.png" alt="Crypto.com" width="90" /> | crypto_com | [Crypto.com](https://crypto.com/exchange) | 2 | [API](https://exchange-docs.crypto.com/#introduction) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
-| <img src="assets/bitfinex_logo.png" alt="Bitfinex" width="90" /> | bitfinex | [Bitfinex](https://www.bitfinex.com/) | 2 | [API](https://docs.bitfinex.com/docs/introduction) | ![GREEN](https://via.placeholder.com/15/008000/?text=+)  |
-| <img src="assets/okex_logo.png" alt="OKEx" width="90" /> | okex | [OKEx](https://www.okex.com/) | 2 | [API](https://www.okex.com/docs/en/) | ![RED](https://via.placeholder.com/15/f03c15/?text=+) |
-| <img src="assets/dydx_logo.png" alt="DyDx" width="90" /> | dy/dx | [dy/dx](https://dydx.exchange/) | 1 | [API](https://docs.dydx.exchange/) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
+| <img src="assets/liquid_logo.png" alt="Liquid" width="90" /> | liquid | [Liquid](https://www.liquid.com/) | 2 | [API](https://developers.liquid.com/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+| <img src="assets/okex_logo.png" alt="OKEx" width="90" /> | okex | [OKEx](https://www.okex.com/) | 3 | [API](https://www.okex.com/docs/en/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+
 
 
 ## Supported decentralized exchanges
@@ -46,16 +50,16 @@ OKEx is reportedly being investigated by Chinese authorities and has stopped wit
 | <img src="https://i.ibb.co/1sPt940/Screen-Shot-2019-06-06-at-17-50-04.png" alt="Bamboo Relay" width="90" /> | bamboo_relay | [Bamboo Relay](https://bamboorelay.com/) | 3 | [API](https://sra.bamboorelay.com/) | [[email protected]](mailto:[email protected]) | ![RED](https://via.placeholder.com/15/f03c15/?text=+) |
 |<img src="assets/dolomite_logo.png" alt="Dolomite" width="90" />| dolomite | [Dolomite](https://dolomite.io/) | 1 | [API](https://docs.dolomite.io/) | [[email protected]](mailto:[email protected]) | ![RED](https://via.placeholder.com/15/f03c15/?text=+) |
 | <img src="assets/radar_logo.png" alt="Radar Relay" width="90" height="30" /> | radar_relay | [Radar Relay](https://radarrelay.com/) | 2 | [API](https://developers.radarrelay.com/api/trade-api) | | ![unavailable](https://via.placeholder.com/15/f03c15/?text=+) |
-| <img src="assets/loopring_logo.png" alt="Loopring" width="90" /> | loopring | [Loopring](https://loopring.io/) | * | [API](https://docs.loopring.io/en/) | | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
+| <img src="assets/loopring_logo.png" alt="Loopring" width="90" /> | loopring | [Loopring](https://loopring.io/) | 3 | [API](https://docs3.loopring.io/en/) | | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
 
 
 ## Supported protocol exchanges
 | logo | id | name | ver | doc| status |
 |:---:|:---:|:---:|:---:|:---:|:--:|
-| <img src="assets/celo_logo.svg" alt="Celo" width="90" /> | celo | [Celo](https://celo.org/) | * | [SDK](https://celo.org/developers) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
-| <img src="assets/balancer_logo.svg" alt="Balancer" width="90" height="30" /> | balancer | [Balancer](https://balancer.finance/) | * | [SDK](https://docs.balancer.finance/) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
-| <img src="assets/terra_logo.png" alt="Terra" width="90" /> | terra | [Terra](https://terra.money/) | * | [SDK](https://docs.terra.money/) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
-| <img src="assets/uniswap_logo.svg" alt="Uniswap" width="90" height="30" /> | uniswap | [Uniswap](https://uniswap.org/) | * | [SDK](https://uniswap.org/docs/v2/) | ![YELLOW](https://via.placeholder.com/15/ffff00/?text=+) |
+| <img src="assets/celo_logo.svg" alt="Celo" width="90" /> | celo | [Celo](https://terra.money/) | * | [SDK](https://celo.org/developers) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+| <img src="assets/balancer_logo.svg" alt="Balancer" width="90" height="30" /> | balancer | [Balancer](https://balancer.finance/) | * | [SDK](https://docs.balancer.finance/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+| <img src="assets/terra_logo.png" alt="Terra" width="90" /> | terra | [Terra](https://terra.money/) | * | [SDK](https://docs.terra.money/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
+| <img src="assets/uniswap_logo.svg" alt="Uniswap" width="90" height="30" /> | uniswap | [Uniswap](https://uniswap.org/) | * | [SDK](https://uniswap.org/docs/v2/) | ![GREEN](https://via.placeholder.com/15/008000/?text=+) |
 
 
 
@@ -65,7 +69,7 @@ OKEx is reportedly being investigated by Chinese authorities and has stopped wit
 
 - [Website](https://hummingbot.io)
 - [Documentation](https://docs.hummingbot.io)
-- [FAQs](https://docs.hummingbot.io/resources/faq/)
+- [FAQs](https://hummingbot.zendesk.com/hc/en-us/categories/900001272063-Hummingbot-FAQs)
 
 ### Install Hummingbot
 
@@ -98,4 +102,4 @@ Hummingbot was created and is maintained by CoinAlpha, Inc. We are [a global tea
 ## Legal
 
 - **License**: Hummingbot is licensed under [Apache 2.0](./LICENSE).
-- **Data collection**: read important information regarding [Hummingbot Data Collection](DATA_COLLECTION.md).
+- **Data collection**: read important information regarding [Hummingbot Data Collection](DATA_COLLECTION.md).

hummingbot/VERSION

@@ -1 +1 @@
-0.35.0
+0.36.0

hummingbot/client/command/config_command.py

@@ -6,19 +6,21 @@
 from decimal import Decimal
 import pandas as pd
 from os.path import join
+from sqlalchemy.orm import Session
 from hummingbot.client.settings import (
     GLOBAL_CONFIG_PATH,
     CONF_FILE_PATH,
 )
 from hummingbot.client.config.global_config_map import global_config_map
-from hummingbot.client.config.config_validators import validate_bool
+from hummingbot.client.config.config_validators import validate_bool, validate_decimal
 from hummingbot.client.config.config_helpers import (
     missing_required_configs,
     save_to_yml
 )
 from hummingbot.client.config.security import Security
 from hummingbot.client.config.config_var import ConfigVar
 from hummingbot.core.utils.async_utils import safe_ensure_future
+from hummingbot.model.inventory_cost import InventoryCost
 from hummingbot.strategy.pure_market_making import (
     PureMarketMakingStrategy
 )
@@ -76,14 +78,14 @@ def list_configs(self,  # type: HummingbotApplication
                 if cv.key in global_configs_to_display and not cv.is_secure]
         df = pd.DataFrame(data=data, columns=columns)
         self._notify("\nGlobal Configurations:")
-        lines = ["    " + line for line in df.to_string(index=False).split("\n")]
+        lines = ["    " + line for line in df.to_string(index=False, max_colwidth=50).split("\n")]
         self._notify("\n".join(lines))
 
         if self.strategy_name is not None:
             data = [[cv.key, cv.value] for cv in self.strategy_config_map.values() if not cv.is_secure]
             df = pd.DataFrame(data=data, columns=columns)
             self._notify("\nStrategy Configurations:")
-            lines = ["    " + line for line in df.to_string(index=False).split("\n")]
+            lines = ["    " + line for line in df.to_string(index=False, max_colwidth=50).split("\n")]
             self._notify("\n".join(lines))
 
     def config_able_keys(self  # type: HummingbotApplication
@@ -141,6 +143,8 @@ async def _config_single_key(self,  # type: HummingbotApplication
                 self._notify("Please follow the prompt to complete configurations: ")
             if config_var.key == "inventory_target_base_pct":
                 await self.asset_ratio_maintenance_prompt(config_map, input_value)
+            elif config_var.key == "inventory_price":
+                await self.inventory_price_prompt(config_map, input_value)
             else:
                 await self.prompt_a_config(config_var, input_value=input_value, assign_default=False)
             if self.app.to_stop_config:
@@ -219,3 +223,51 @@ async def asset_ratio_maintenance_prompt(self,  # type: HummingbotApplication
                     self.app.to_stop_config = False
                     return
                 await self.prompt_a_config(config_map["inventory_target_base_pct"])
+
+    async def inventory_price_prompt(
+        self,  # type: HummingbotApplication
+        config_map,
+        input_value=None,
+    ):
+        key = "inventory_price"
+        if input_value:
+            config_map[key].value = Decimal(input_value)
+        else:
+            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 balances.get(base_asset) is None:
+                return
+
+            cvar = ConfigVar(
+                key="temp_config",
+                prompt=f"On {exchange}, you have {balances[base_asset]:.4f} {base_asset}. "
+                f"What was the price for this amount in {quote_asset}?  >>> ",
+                required_if=lambda: True,
+                type_str="decimal",
+                validator=lambda v: validate_decimal(
+                    v, min_value=Decimal("0"), inclusive=True
+                ),
+            )
+            await self.prompt_a_config(cvar)
+            config_map[key].value = cvar.value
+
+            try:
+                quote_volume = balances[base_asset] * cvar.value
+            except TypeError:
+                # TypeError: unsupported operand type(s) for *: 'decimal.Decimal' and 'NoneType' - bad input / no input
+                self._notify("Inventory price not updated due to bad input")
+                return
+
+            session: Session = self.trade_fill_db.get_shared_session()
+            InventoryCost.add_volume(
+                session,
+                base_asset=base_asset,
+                quote_asset=quote_asset,
+                base_volume=balances[base_asset],
+                quote_volume=quote_volume,
+                overwrite=True,
+            )

hummingbot/client/command/history_command.py

@@ -14,7 +14,8 @@
 from hummingbot.client.settings import (
     MAXIMUM_TRADE_FILLS_DISPLAY_OUTPUT,
     CONNECTOR_SETTINGS,
-    ConnectorType
+    ConnectorType,
+    DERIVATIVES
 )
 from hummingbot.model.trade_fill import TradeFill
 from hummingbot.user.user_balances import UserBalances
@@ -141,6 +142,7 @@ def report_performance_by_market(self,  # type: HummingbotApplication
 
         assets_columns = ["", "start", "current", "change"]
         assets_data = [
+            [f"{base:<17}", "-", "-", "-"] if market in DERIVATIVES else  # No base asset for derivatives because they are margined
             [f"{base:<17}",
              smart_round(perf.start_base_bal, precision),
              smart_round(perf.cur_base_bal, precision),
@@ -153,6 +155,7 @@ def report_performance_by_market(self,  # type: HummingbotApplication
              smart_round(perf.start_price),
              smart_round(perf.cur_price),
              smart_round(perf.cur_price - perf.start_price)],
+            [f"{'Base asset %':<17}", "-", "-", "-"] if market in DERIVATIVES else  # No base asset for derivatives because they are margined
             [f"{'Base asset %':<17}",
              f"{perf.start_base_ratio_pct:.2%}",
              f"{perf.cur_base_ratio_pct:.2%}",

hummingbot/client/command/pnl_command.py

@@ -67,7 +67,10 @@ async def pnl_report(self,  # type: HummingbotApplication
             orders: List[OpenOrder] = await connector.get_open_orders()
             markets = {o.trading_pair for o in orders}
         else:
-            markets = set(global_config_map["binance_markets"].value.split(","))
+            if self.strategy_config_map is not None and "markets" in self.strategy_config_map:
+                markets = set(self.strategy_config_map["markets"].value.split(","))
+            else:
+                markets = set(global_config_map["binance_markets"].value.split(","))
         markets = sorted(markets)
         data = []
         columns = ["Market", " Traded ($)", " Fee ($)", " PnL ($)", " Return %"]

hummingbot/client/command/start_command.py

@@ -68,9 +68,11 @@ async def start_check(self,  # type: HummingbotApplication
         if not is_valid:
             return
 
-        init_logging("hummingbot_logs.yml",
-                     override_log_level=log_level.upper() if log_level else None,
-                     strategy_file_path=self.strategy_file_name)
+        if self._last_started_strategy_file != self.strategy_file_name:
+            init_logging("hummingbot_logs.yml",
+                         override_log_level=log_level.upper() if log_level else None,
+                         strategy_file_path=self.strategy_file_name)
+            self._last_started_strategy_file = self.strategy_file_name
 
         # If macOS, disable App Nap.
         if platform.system() == "Darwin":

hummingbot/client/config/config_validators.py

@@ -69,24 +69,24 @@ def validate_bool(value: str) -> Optional[str]:
         return f"Invalid value, please choose value from {valid_values}"
 
 
-def validate_int(value: str, min_value: Decimal = None, max_value: Decimal = None, inclusive=True) -> Optional[str]:
+def validate_int(value: str, min_value: int = None, max_value: int = None, inclusive=True) -> Optional[str]:
     try:
         int_value = int(value)
     except Exception:
         return f"{value} is not in integer format."
     if inclusive:
         if min_value is not None and max_value is not None:
-            if not (int(str(min_value)) <= int_value <= int(str(max_value))):
+            if not (min_value <= int_value <= max_value):
                 return f"Value must be between {min_value} and {max_value}."
-        elif min_value is not None and not int_value >= int(str(min_value)):
+        elif min_value is not None and not int_value >= min_value:
             return f"Value cannot be less than {min_value}."
-        elif max_value is not None and not int_value <= int(str(max_value)):
+        elif max_value is not None and not int_value <= max_value:
             return f"Value cannot be more than {max_value}."
     else:
         if min_value is not None and max_value is not None:
-            if not (int(str(min_value)) < int_value < int(str(max_value))):
+            if not (min_value < int_value < max_value):
                 return f"Value must be between {min_value} and {max_value} (exclusive)."
-        elif min_value is not None and not int_value > int(str(min_value)):
+        elif min_value is not None and not int_value > min_value:
             return f"Value must be more than {min_value}."
-        elif max_value is not None and not int_value < int(str(max_value)):
+        elif max_value is not None and not int_value < max_value:
             return f"Value must be less than {max_value}."

hummingbot/client/hummingbot_application.py

@@ -91,6 +91,7 @@ def __init__(self):
         self.kill_switch: Optional[KillSwitch] = None
         self._app_warnings: Deque[ApplicationWarning] = deque()
         self._trading_required: bool = True
+        self._last_started_strategy_file: Optional[str] = None
 
         self.trade_fill_db: Optional[SQLConnectionManager] = None
         self.markets_recorder: Optional[MarketsRecorder] = None