(feat) Batch order placing for Injective #305
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@CoinAlpha/qa-team, @CrimsonJacket, @aarmoa I have opened this PR for review by the developers. Since we still don't have a confirmed-stable version for the base PR, then this PR cannot yet be QA-tested. |
gateway/src/clob/clob.requests.ts
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| export interface ClobDeleteOrderRequestExtract { | ||
| market: string; | ||
| orderId: string; | ||
| } |
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Is there a reason for this naming convention over using CancelOrderParam like what we have for CreateOrderParam?
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No much reason. That could also work. Just trying to keep reference to ClobDeleteOrderRequest so it can be obvious that it's peculiar to CLOB.
| for order in orders_to_create: | ||
| if order.is_buy: | ||
| client_order_id = self.buy( | ||
| trading_pair=order.trading_pair, | ||
| amount=order.quantity, | ||
| order_type=OrderType.LIMIT, | ||
| price=order.price, | ||
| ) |
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Is there a reason why the default behaviour for batch_order_create is in contrast to what it is originally meant to do?
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Yes @CrimsonJacket . This is the default implementation we add in ConnectorBase to make all connectors polymorphic with the new functionality. But we are not providing now the logic to the the batch actions in all connectors, only for Injective. That is why the default behavior has to be doing the same thing we do when requested actions for a single order: handling them one by one.
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Yes @CrimsonJacket . This is the default implementation we add in ConnectorBase to make all connectors polymorphic with the new functionality. But we are not providing now the logic to the the batch actions in all connectors, only for Injective. That is why the default behavior has to be doing the same thing we do when requested actions for a single order: handling them one by one.
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@petioptrv I have left some comments wrt the default behaviour of batch_order_create and some minor comments on the naming convention of ClobDeleteOrderRequestExtract. Personally I feel that batch_order_create should, as its name suggest, should perform the same logic that is defined within GatewayCLOBSPOT.batch_order_create and we should only really overwrite it when needed
…atch_update # Conflicts: # gateway/src/connectors/injective/injective.ts
This reverts commit 60683f6.
@CrimsonJacket, as Abel pointed out in his comment, we are only implementing the full functionality for Injective in this PR |
…ol_batch_update # Conflicts: # hummingbot/connector/gateway/clob_spot/data_sources/injective/injective_api_data_source.py
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Closing to re-open towards foundation: hummingbot#6139 |
Before submitting this PR, please make sure:
A description of the changes proposed in the pull request:
This PR introduces batch order creation and cancelation for the client.
The functionality is implemented with backward compatibility.
The Injective connector is refactored to provide this enhanced order management.
Tests performed by the developer:
Added tests for the new functionality.
Tips for QA testing:
Please test that at least one spot and one perpetual exchanges work with a normal PMM strategy, as well as with the new
batch_order_update.pyscript. Also, test Injective specifically with the new script. The script strategy has four phases:The script begins by setting some global variables
The
ORDERS_INTERVALvariable is the number of ticks (seconds) between each of the script phases. ThePRICE_OFFSET_RATIOvariable sets the orders' prices at 10% from the current mid-market price.Associated Gateway PR
CoinAlpha/gateway#4