Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

sync / backend-api development -> main #29

Merged
merged 18 commits into from
Aug 28, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
24 changes: 24 additions & 0 deletions .github/ISSUE_TEMPLATE/bug_report.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,24 @@
name: Bug Report
description: Create a bug report to help us improve
title: "Bug Report"
labels: bug
body:
- type: textarea
id: what-happened
attributes:
label: Describe the bug
description: A clear and concise description of the bug or issue.
placeholder: Tell us what happened? Please make sure to add all screenshots and error message to help us investigate.
validations:
required: true
- type: textarea
id: reproduce
attributes:
label: Steps to reproduce bug
placeholder: Exact steps to reproduce the buggy behavior
value: |
1.
2.
3.
validations:
required: true
35 changes: 35 additions & 0 deletions .github/ISSUE_TEMPLATE/feature_request.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,35 @@
name: Feature request
description: Suggest an idea for this project 2.0
title: "Feature request"
labels: enhancement
body:
- type: markdown
attributes:
value: |
## **Before Submitting:**
* Please look on our GitHub issues to avoid duplicate tickets
* You can add additional `Labels` to triage this ticket
* For docs/ additional info please visit our [Discord server](https://discord.gg/hummingbot) and [Hummingbot docs](https://hummingbot.org/docs/)
- type: textarea
id: feature-suggestion
attributes:
label: Feature Suggestion
description: A clear and concise description of the feature request. If you have looked at the code and know exactly what code changes are needed then please consider submitting a pull request instead.
placeholder: How you want to achieve the desired behavior
validations:
required: true
- type: textarea
id: feature-impact
attributes:
label: Impact
description: A succinct description of why you want the desired behavior specified above.
placeholder: The desired behavior will allow me to..
validations:
required: true
validations:
required: true
- type: textarea
id: feature-additional-context
attributes:
label: Additional context
description: Add any other context or screenshots about the feature request here (optional)
80 changes: 80 additions & 0 deletions .github/workflows/docker_buildx_workflow.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,80 @@
name: Backend-API Docker Buildx Workflow

on:
pull_request:
types: [closed]
branches:
- main
- development
release:
types: [published, edited]

jobs:
build_pr:
if: github.event_name == 'pull_request' && github.event.pull_request.merged == true
runs-on: ubuntu-latest
steps:
- name: Checkout code
uses: actions/[email protected]

- name: Set up QEMU
uses: docker/setup-qemu-action@v3

- name: Set up Docker Buildx
uses: docker/[email protected]

- name: Login to DockerHub
uses: docker/login-action@v3
with:
username: ${{ secrets.DOCKERHUB_USERNAME }}
password: ${{ secrets.DOCKERHUB_TOKEN }}

- name: Build and push Development Image
if: github.base_ref == 'development'
uses: docker/build-push-action@v5
with:
context: .
platforms: linux/amd64,linux/arm64
push: true
tags: hummingbot/backend-api:development

- name: Build and push Latest Image
if: github.base_ref == 'main'
uses: docker/build-push-action@v5
with:
context: .
file: ./Dockerfile
platforms: linux/amd64,linux/arm64
push: true
tags: hummingbot/backend-api:latest

build_release:
if: github.event_name == 'release'
runs-on: ubuntu-latest
steps:
- name: Checkout code
uses: actions/[email protected]

- name: Set up QEMU
uses: docker/setup-qemu-action@v3

- name: Set up Docker Buildx
uses: docker/[email protected]

- name: Login to DockerHub
uses: docker/login-action@v3
with:
username: ${{ secrets.DOCKERHUB_USERNAME }}
password: ${{ secrets.DOCKERHUB_TOKEN }}

- name: Extract tag name
id: get_tag
run: echo ::set-output name=VERSION::${GITHUB_REF#refs/tags/}

- name: Build and push
uses: docker/build-push-action@v5
with:
context: .
platforms: linux/amd64,linux/arm64
push: true
tags: hummingbot/backend-api:${{ steps.get_tag.outputs.VERSION }}
33 changes: 33 additions & 0 deletions .pre-commit-config.yaml
Original file line number Diff line number Diff line change
@@ -0,0 +1,33 @@
repos:
- repo: https://github.com/pre-commit/pre-commit-hooks
rev: v2.3.0
hooks:
- id: detect-private-key

- repo: https://github.com/pre-commit/mirrors-eslint
rev: v8.10.0
hooks:
- id: eslint
files: \.[jt]sx?$ # *.js, *.jsx, *.ts and *.tsx
types: [file]

- repo: https://github.com/CoinAlpha/git-hooks
rev: 78f0683233a09c68a072fd52740d32c0376d4f0f
hooks:
- id: detect-wallet-private-key
types: [file]
exclude: .json

- repo: https://github.com/pycqa/isort
rev: 5.12.0
hooks:
- id: isort
files: "\\.(py)$"
args: [--settings-path=pyproject.toml]

- repo: https://github.com/pycqa/flake8
rev: 3.9.2
hooks:
- id: flake8
additional_dependencies: ['flake8']
args: [--max-line-length=130]
17 changes: 3 additions & 14 deletions bots/controllers/directional_trading/bollinger_v1.py
Original file line number Diff line number Diff line change
@@ -1,31 +1,20 @@
from typing import List

import pandas_ta as ta # noqa: F401
from pydantic import Field, validator

from hummingbot.client.config.config_data_types import ClientFieldData
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
from hummingbot.strategy_v2.controllers.directional_trading_controller_base import (
DirectionalTradingControllerBase,
DirectionalTradingControllerConfigBase,
)
from pydantic import Field, validator


class BollingerV1ControllerConfig(DirectionalTradingControllerConfigBase):
controller_name = "bollinger_v1"
candles_config: List[CandlesConfig] = []
candles_connector: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ", )
)
candles_trading_pair: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ", )
)
candles_connector: str = Field(default=None)
candles_trading_pair: str = Field(default=None)
interval: str = Field(
default="3m",
client_data=ClientFieldData(
Expand Down
34 changes: 14 additions & 20 deletions bots/controllers/directional_trading/dman_v3.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,8 +3,6 @@
from typing import List, Optional, Tuple

import pandas_ta as ta # noqa: F401
from pydantic import Field, validator

from hummingbot.client.config.config_data_types import ClientFieldData
from hummingbot.core.data_type.common import TradeType
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
Expand All @@ -14,23 +12,14 @@
)
from hummingbot.strategy_v2.executors.dca_executor.data_types import DCAExecutorConfig, DCAMode
from hummingbot.strategy_v2.executors.position_executor.data_types import TrailingStop
from pydantic import Field, validator


class DManV3ControllerConfig(DirectionalTradingControllerConfigBase):
controller_name: str = "dman_v3"
candles_config: List[CandlesConfig] = []
candles_connector: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ",)
)
candles_trading_pair: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ",)
)
candles_connector: str = Field(default=None)
candles_trading_pair: str = Field(default=None)
interval: str = Field(
default="30m",
client_data=ClientFieldData(
Expand Down Expand Up @@ -61,9 +50,10 @@ class DManV3ControllerConfig(DirectionalTradingControllerConfigBase):
dca_spreads: List[Decimal] = Field(
default="0.001,0.018,0.15,0.25",
client_data=ClientFieldData(
prompt=lambda mi: "Enter the spreads for each DCA level (comma-separated) if dynamic_spread=True this value "
"will multiply the Bollinger Bands width, e.g. if the Bollinger Bands width is 0.1 (10%)"
"and the spread is 0.2, the distance of the order to the current price will be 0.02 (2%) ",
prompt=lambda
mi: "Enter the spreads for each DCA level (comma-separated) if dynamic_spread=True this value "
"will multiply the Bollinger Bands width, e.g. if the Bollinger Bands width is 0.1 (10%)"
"and the spread is 0.2, the distance of the order to the current price will be 0.02 (2%) ",
prompt_on_new=True))
dca_amounts_pct: List[Decimal] = Field(
default=None,
Expand Down Expand Up @@ -119,7 +109,9 @@ def validate_amounts(cls, v, values):
return [Decimal('1.0') / len(spreads) for _ in spreads]
return v

def get_spreads_and_amounts_in_quote(self, trade_type: TradeType, total_amount_quote: Decimal) -> Tuple[List[Decimal], List[Decimal]]:
def get_spreads_and_amounts_in_quote(self,
trade_type: TradeType,
total_amount_quote: Decimal) -> Tuple[List[Decimal], List[Decimal]]:
amounts_pct = self.dca_amounts_pct
if amounts_pct is None:
# Equally distribute if amounts_pct is not set
Expand Down Expand Up @@ -151,6 +143,7 @@ class DManV3Controller(DirectionalTradingControllerBase):
Mean reversion strategy with Grid execution making use of Bollinger Bands indicator to make spreads dynamic
and shift the mid-price.
"""

def __init__(self, config: DManV3ControllerConfig, *args, **kwargs):
self.config = config
self.max_records = config.bb_length
Expand Down Expand Up @@ -201,8 +194,9 @@ def get_executor_config(self, trade_type: TradeType, price: Decimal, amount: Dec
prices = [price * (1 + spread * spread_multiplier) for spread in spread]
if self.config.dynamic_target:
stop_loss = self.config.stop_loss * spread_multiplier
trailing_stop = TrailingStop(activation_price=self.config.trailing_stop.activation_price * spread_multiplier,
trailing_delta=self.config.trailing_stop.trailing_delta * spread_multiplier)
trailing_stop = TrailingStop(
activation_price=self.config.trailing_stop.activation_price * spread_multiplier,
trailing_delta=self.config.trailing_stop.trailing_delta * spread_multiplier)
else:
stop_loss = self.config.stop_loss
trailing_stop = self.config.trailing_stop
Expand Down
17 changes: 3 additions & 14 deletions bots/controllers/directional_trading/macd_bb_v1.py
Original file line number Diff line number Diff line change
@@ -1,31 +1,20 @@
from typing import List

import pandas_ta as ta # noqa: F401
from pydantic import Field, validator

from hummingbot.client.config.config_data_types import ClientFieldData
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
from hummingbot.strategy_v2.controllers.directional_trading_controller_base import (
DirectionalTradingControllerBase,
DirectionalTradingControllerConfigBase,
)
from pydantic import Field, validator


class MACDBBV1ControllerConfig(DirectionalTradingControllerConfigBase):
controller_name = "macd_bb_v1"
candles_config: List[CandlesConfig] = []
candles_connector: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ", )
)
candles_trading_pair: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ", )
)
candles_connector: str = Field(default=None)
candles_trading_pair: str = Field(default=None)
interval: str = Field(
default="3m",
client_data=ClientFieldData(
Expand Down
28 changes: 17 additions & 11 deletions bots/controllers/directional_trading/supertrend_v1.py
Original file line number Diff line number Diff line change
@@ -1,25 +1,28 @@
from typing import List, Optional

import pandas_ta as ta # noqa: F401
from pydantic import Field, validator

from hummingbot.client.config.config_data_types import ClientFieldData
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
from hummingbot.strategy_v2.controllers.directional_trading_controller_base import (
DirectionalTradingControllerBase,
DirectionalTradingControllerConfigBase,
)
from pydantic import Field, validator


class SuperTrendConfig(DirectionalTradingControllerConfigBase):
controller_name: str = "supertrend_v1"
candles_config: List[CandlesConfig] = []
candles_connector: Optional[str] = Field(default=None, client_data=ClientFieldData(prompt_on_new=True, prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ", ))
candles_trading_pair: Optional[str] = Field(default=None, client_data=ClientFieldData(prompt_on_new=True, prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ", ))
interval: str = Field(default="3m", client_data=ClientFieldData(prompt=lambda mi: "Enter the candle interval (e.g., 1m, 5m, 1h, 1d): ", prompt_on_new=False))
length: int = Field(default=20, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend length: ", prompt_on_new=True))
multiplier: float = Field(default=4.0, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend multiplier: ", prompt_on_new=True))
percentage_threshold: float = Field(default=0.01, client_data=ClientFieldData(prompt=lambda mi: "Enter the percentage threshold: ", prompt_on_new=True))
candles_connector: Optional[str] = Field(default=None)
candles_trading_pair: Optional[str] = Field(default=None)
interval: str = Field(default="3m")
length: int = Field(default=20, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend length: ",
prompt_on_new=True))
multiplier: float = Field(default=4.0,
client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend multiplier: ",
prompt_on_new=True))
percentage_threshold: float = Field(default=0.01, client_data=ClientFieldData(
prompt=lambda mi: "Enter the percentage threshold: ", prompt_on_new=True))

@validator("candles_connector", pre=True, always=True)
def set_candles_connector(cls, v, values):
Expand Down Expand Up @@ -54,11 +57,14 @@ async def update_processed_data(self):
max_records=self.max_records)
# Add indicators
df.ta.supertrend(length=self.config.length, multiplier=self.config.multiplier, append=True)
df["percentage_distance"] = abs(df["close"] - df[f"SUPERT_{self.config.length}_{self.config.multiplier}"]) / df["close"]
df["percentage_distance"] = abs(df["close"] - df[f"SUPERT_{self.config.length}_{self.config.multiplier}"]) / df[
"close"]

# Generate long and short conditions
long_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == 1) & (df["percentage_distance"] < self.config.percentage_threshold)
short_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == -1) & (df["percentage_distance"] < self.config.percentage_threshold)
long_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == 1) & (
df["percentage_distance"] < self.config.percentage_threshold)
short_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == -1) & (
df["percentage_distance"] < self.config.percentage_threshold)

# Choose side
df['signal'] = 0
Expand Down
Loading