Add files via upload

hummingbot/connector/exchange/xeggexconnector/dummy.pxd

@@ -0,0 +1,2 @@
+cdef class dummy():
+    pass

hummingbot/connector/exchange/xeggexconnector/dummy.pyx

@@ -0,0 +1,2 @@
+cdef class dummy():
+    pass

hummingbot/connector/exchange/xeggexconnector/xeggex_api_order_book_data_source.py

@@ -0,0 +1,141 @@
+import asyncio
+import time
+from typing import TYPE_CHECKING, Any, Dict, List, Optional
+
+from hummingbot.connector.exchange.xeggex import xeggex_constants as CONSTANTS, xeggex_web_utils as web_utils
+from hummingbot.connector.exchange.xeggex.xeggex_order_book import XeggexOrderBook
+from hummingbot.core.data_type.order_book_message import OrderBookMessage
+from hummingbot.core.data_type.order_book_tracker_data_source import OrderBookTrackerDataSource
+from hummingbot.core.web_assistant.connections.data_types import RESTMethod, WSJSONRequest
+from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory
+from hummingbot.core.web_assistant.ws_assistant import WSAssistant
+from hummingbot.logger import HummingbotLogger
+
+if TYPE_CHECKING:
+    from hummingbot.connector.exchange.xeggex.xeggex_exchange import XeggexExchange
+
+
+class XeggexAPIOrderBookDataSource(OrderBookTrackerDataSource):
+    HEARTBEAT_TIME_INTERVAL = 30.0
+    TRADE_STREAM_ID = 1
+    DIFF_STREAM_ID = 2
+    ONE_HOUR = 60 * 60
+
+    _logger: Optional[HummingbotLogger] = None
+
+    def __init__(self,
+                 trading_pairs: List[str],
+                 connector: 'XeggexExchange',
+                 api_factory: WebAssistantsFactory,
+                 domain: str = CONSTANTS.DEFAULT_DOMAIN):
+        super().__init__(trading_pairs)
+        self._connector = connector
+        self._trade_messages_queue_key = CONSTANTS.TRADE_EVENT_TYPE
+        self._diff_messages_queue_key = CONSTANTS.DIFF_EVENT_TYPE
+        self._domain = domain
+        self._api_factory = api_factory
+
+    async def get_last_traded_prices(self,
+                                     trading_pairs: List[str],
+                                     domain: Optional[str] = None) -> Dict[str, float]:
+        return await self._connector.get_last_traded_prices(trading_pairs=trading_pairs)
+
+    async def _request_order_book_snapshot(self, trading_pair: str) -> Dict[str, Any]:
+        """
+        Retrieves a copy of the full order book from the exchange, for a particular trading pair.
+
+        :param trading_pair: the trading pair for which the order book will be retrieved
+
+        :return: the response from the exchange (JSON dictionary)
+        """
+        params = {
+            "ticker_id": await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair),
+            "depth": "1000"
+        }
+
+        rest_assistant = await self._api_factory.get_rest_assistant()
+        data = await rest_assistant.execute_request(
+            url=web_utils.public_rest_url(path_url=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL),
+            params=params,
+            method=RESTMethod.GET,
+            throttler_limit_id=CONSTANTS.ORDERBOOK_SNAPSHOT_PATH_URL,
+        )
+
+        return data
+
+    async def _subscribe_channels(self, ws: WSAssistant):
+        """
+        Subscribes to the trade events and diff orders events through the provided websocket connection.
+        :param ws: the websocket assistant used to connect to the exchange
+        """
+        try:
+            for trading_pair in self._trading_pairs:
+                symbol = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair)
+
+            payload = {
+                "method": CONSTANTS.WS_METHOD_SUBSCRIBE_TRADES,
+                "params": {"symbol": symbol}
+
+            }
+            subscribe_trade_request: WSJSONRequest = WSJSONRequest(payload=payload)
+
+            payload = {
+                "method": CONSTANTS.WS_METHOD_SUBSCRIBE_ORDERBOOK,
+                "params": {"symbol": symbol, "limit": 100}
+            }
+
+            subscribe_orderbook_request: WSJSONRequest = WSJSONRequest(payload=payload)
+
+            await ws.send(subscribe_trade_request)
+            await ws.send(subscribe_orderbook_request)
+
+            self.logger().info("Subscribed to public order book and trade channels...")
+        except asyncio.CancelledError:
+            raise
+        except Exception:
+            self.logger().error(
+                "Unexpected error occurred subscribing to order book trading and delta streams...",
+                exc_info=True
+            )
+            raise
+
+    async def _connected_websocket_assistant(self) -> WSAssistant:
+        ws: WSAssistant = await self._api_factory.get_ws_assistant()
+        await ws.connect(ws_url=CONSTANTS.WS_URL,
+                         ping_timeout=CONSTANTS.WS_HEARTBEAT_TIME_INTERVAL)
+        return ws
+
+    async def _order_book_snapshot(self, trading_pair: str) -> OrderBookMessage:
+        snapshot: Dict[str, Any] = await self._request_order_book_snapshot(trading_pair)
+        snapshot_timestamp: float = time.time()
+        snapshot_msg: OrderBookMessage = XeggexOrderBook.snapshot_message_from_exchange(
+            snapshot,
+            snapshot_timestamp,
+            metadata={"trading_pair": trading_pair}
+        )
+        return snapshot_msg
+
+    async def _parse_trade_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue):
+        if "result" not in raw_message:
+            trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=raw_message.get("params", {}).get("symbol"))
+            trade_message = XeggexOrderBook.trade_message_from_exchange(
+                raw_message, {"trading_pair": trading_pair})
+            message_queue.put_nowait(trade_message)
+
+    async def _parse_order_book_diff_message(self, raw_message: Dict[str, Any], message_queue: asyncio.Queue):
+        if "result" not in raw_message:
+            trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol=raw_message.get("params", {}).get("symbol"))
+            order_book_message: OrderBookMessage = XeggexOrderBook.diff_message_from_exchange(
+                raw_message, time.time(), {"trading_pair": trading_pair})
+
+            message_queue.put_nowait(order_book_message)
+
+    def _channel_originating_message(self, event_message: Dict[str, Any]) -> str:
+        channel = ""
+        if "result" not in event_message:
+            event_type = event_message.get("method")
+            if event_type == CONSTANTS.TRADE_EVENT_TYPE:
+                channel = self._trade_messages_queue_key
+            elif event_type == CONSTANTS.DIFF_EVENT_TYPE:
+                channel = self._diff_messages_queue_key
+        return channel

hummingbot/connector/exchange/xeggexconnector/xeggex_api_user_stream_data_source.py

@@ -0,0 +1,81 @@
+import asyncio
+import time
+from typing import TYPE_CHECKING, List, Optional
+
+from hummingbot.connector.exchange.xeggex import xeggex_constants as CONSTANTS, xeggex_web_utils as web_utils
+from hummingbot.connector.exchange.xeggex.xeggex_auth import XeggexAuth
+from hummingbot.core.data_type.user_stream_tracker_data_source import UserStreamTrackerDataSource
+from hummingbot.core.utils.async_utils import safe_ensure_future
+from hummingbot.core.web_assistant.connections.data_types import RESTMethod
+from hummingbot.core.web_assistant.web_assistants_factory import WebAssistantsFactory
+from hummingbot.core.web_assistant.ws_assistant import WSAssistant
+from hummingbot.core.web_assistant.connections.data_types import WSJSONRequest
+from hummingbot.logger import HummingbotLogger
+
+if TYPE_CHECKING:
+    from hummingbot.connector.exchange.Xeggex.Xeggex_exchange import XeggexExchange
+
+
+class XeggexAPIUserStreamDataSource(UserStreamTrackerDataSource):
+
+    HEARTBEAT_TIME_INTERVAL = 30.0
+
+    _logger: Optional[HummingbotLogger] = None
+
+    def __init__(self,
+                 auth: XeggexAuth,
+                 trading_pairs: List[str],
+                 connector: 'XeggexExchange',
+                 api_factory: WebAssistantsFactory,
+                 domain: str = CONSTANTS.DEFAULT_DOMAIN):
+        super().__init__()
+        self._auth: XeggexAuth = auth
+        self._domain = domain
+        self._api_factory = api_factory
+
+    async def _connected_websocket_assistant(self) -> WSAssistant:
+        """
+        Creates an instance of WSAssistant connected to the exchange
+        """
+
+        ws: WSAssistant = await self._get_ws_assistant()
+        await ws.connect(ws_url=CONSTANTS.WS_URL, ping_timeout=CONSTANTS.WS_HEARTBEAT_TIME_INTERVAL)
+        await self._authenticate_ws_connection(ws)
+        return ws
+
+    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
+        """
+        subscribe_user_orders_payload = {
+                 "method": CONSTANTS.WS_METHOD_SUBSCRIBE_USER_ORDERS ,
+                 "params": {}
+               }
+        subscribe_user_balance_payload = {
+                 "method": CONSTANTS.WS_METHOD_SUBSCRIBE_USER_BALANCE ,
+                 "params": {}
+               }
+
+        subscribe_user_orders_request: WSJSONRequest = WSJSONRequest(payload=subscribe_user_orders_payload)
+        await websocket_assistant.send(subscribe_user_orders_request)
+        self.logger().info("Subscribed to user orders")
+        subscribe_user_balance_request: WSJSONRequest = WSJSONRequest(payload=subscribe_user_balance_payload)
+        await websocket_assistant.send(subscribe_user_balance_request)
+        self.logger().info("Subscribed to user balance")
+        pass
+
+
+    async def _get_ws_assistant(self) -> WSAssistant:
+        if self._ws_assistant is None:
+            self._ws_assistant = await self._api_factory.get_ws_assistant()
+        return self._ws_assistant
+
+
+    async def _authenticate_ws_connection(self, ws: WSAssistant):
+        """
+        Sends the authentication message.
+        :param ws: the websocket assistant used to connect to the exchange
+        """
+        auth_message: WSJSONRequest = WSJSONRequest(payload=self._auth.generate_ws_authentication_message())
+        await ws.send(auth_message)

hummingbot/connector/exchange/xeggexconnector/xeggex_auth.py

@@ -0,0 +1,75 @@
+import hashlib
+import hmac
+import json
+import random
+import string
+import time
+from collections import OrderedDict
+from typing import Any, Dict
+from urllib.parse import urlencode
+
+from hummingbot.connector.time_synchronizer import TimeSynchronizer
+from hummingbot.core.web_assistant.auth import AuthBase
+from hummingbot.core.web_assistant.connections.data_types import RESTMethod, RESTRequest, WSRequest
+
+
+class XeggexAuth(AuthBase):
+    def __init__(self, api_key: str, secret_key: str, time_provider: TimeSynchronizer):
+        self.api_key = api_key
+        self.secret_key = secret_key
+        self.time_provider = time_provider
+
+    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 authenticated interaction
+        """
+
+        headers = {}
+        if request.headers is not None:
+            headers.update(request.headers)
+
+        if request.method == RESTMethod.GET:
+            url = f"{request.url}?{urlencode(request.params)}" if request.params else request.url
+            headers.update(self.header_for_authentication(data=(url)))
+
+        elif request.method == RESTMethod.POST:
+            json_str = (json.dumps(json.loads(request.data))).replace(" ", "")
+            to_sign = f"{request.url}{json_str}"
+            headers.update(self.header_for_authentication(to_sign))
+
+        request.headers = headers
+        return request
+
+    async def ws_authenticate(self, request: WSRequest) -> WSRequest:
+        """
+        This method is intended to configure a websocket request to be authenticated. Xeggex does not use this
+        functionality
+        """
+        return request  # pass-through
+
+    def generate_ws_authentication_message(self, request: WSRequest = None, ) -> Dict[str, any]:
+        random_str = str(random.choices(string.ascii_letters + string.digits, k=14))
+        payload = {
+            "method": "login",
+            "params": {
+                "algo": "HS256",
+                "pKey": self.api_key,
+                "nonce": random_str,
+                "signature": self._generate_signature(random_str)
+            }
+        }
+        return payload
+
+    def header_for_authentication(self, data: str) -> Dict[str, str]:
+        timestamp = int(time.time() * 1000)
+        message_to_sign = f"{self.api_key}{data}{timestamp}"
+        signature = self._generate_signature(message_to_sign)
+        return {"X-API-KEY": self.api_key,
+                "X-API-NONCE": str(timestamp),
+                "X-API-SIGN": signature}
+
+    def _generate_signature(self, data: str) -> str:
+        digest = hmac.new(self.secret_key.encode("utf8"), data.encode("utf8"), hashlib.sha256).hexdigest()
+        return digest