Merge pull request hummingbot#6560 from aarmoa/feat/upgrade_cython_ve…

…rsion

hummingbot/strategy/cross_exchange_market_making/cross_exchange_market_making.py

@@ -247,20 +247,20 @@ def is_gateway_market(market_info: MarketTradingPairTuple) -> bool:
         return market_info.market.name in AllConnectorSettings.get_gateway_amm_connector_names()
 
     def get_conversion_rates(self, market_pair: MarketTradingPairTuple):
-        quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, gas_rate_source,\
+        quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, gas_rate_source, \
             gas_rate = self._config_map.conversion_rate_mode.get_conversion_rates(market_pair)
         if quote_rate is None:
             self.logger().warning(f"Can't find a conversion rate for {quote_pair}")
         if base_rate is None:
             self.logger().warning(f"Can't find a conversion rate for {base_pair}")
         if gas_rate is None:
             self.logger().warning(f"Can't find a conversion rate for {gas_pair}")
-        return quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair,\
+        return quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, \
             gas_rate_source, gas_rate
 
     def log_conversion_rates(self):
         for market_pair in self._market_pairs.values():
-            quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair,\
+            quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, \
                 gas_rate_source, gas_rate = self.get_conversion_rates(market_pair)
             if quote_pair.split("-")[0] != quote_pair.split("-")[1]:
                 self.logger().info(f"{quote_pair} ({quote_rate_source}) conversion rate: {PerformanceMetrics.smart_round(quote_rate)}")
@@ -274,7 +274,7 @@ def oracle_status_df(self):
         columns = ["Source", "Pair", "Rate"]
         data = []
         for market_pair in self._market_pairs.values():
-            quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair,\
+            quote_pair, quote_rate_source, quote_rate, base_pair, base_rate_source, base_rate, gas_pair, \
                 gas_rate_source, gas_rate = self.get_conversion_rates(market_pair)
             if quote_pair.split("-")[0] != quote_pair.split("-")[1]:
                 data.extend([
@@ -345,7 +345,7 @@ def format_status(self) -> str:
                 limit_orders = list(tracked_maker_orders[market_pair].values())
                 bid, ask = self.get_top_bid_ask(market_pair)
                 mid_price = (bid + ask) / 2
-                df = LimitOrder.to_pandas(limit_orders, mid_price)
+                df = LimitOrder.to_pandas(limit_orders, float(mid_price))
                 df_lines = str(df).split("\n")
                 lines.extend(["", "  Active maker market orders:"] +
                              ["    " + line for line in df_lines])

hummingbot/strategy/twap/twap.py

@@ -1,24 +1,16 @@
-from datetime import datetime
-from decimal import Decimal
 import logging
 import statistics
-from typing import (
-    List,
-    Tuple,
-    Optional,
-    Dict
-)
+from datetime import datetime
+from decimal import Decimal
+from typing import Dict, List, Optional, Tuple
 
 from hummingbot.client.performance import PerformanceMetrics
 from hummingbot.connector.exchange_base import ExchangeBase
 from hummingbot.core.clock import Clock
+from hummingbot.core.data_type.common import OrderType, TradeType
 from hummingbot.core.data_type.limit_order import LimitOrder
 from hummingbot.core.data_type.order_book import OrderBook
-from hummingbot.core.event.events import (MarketOrderFailureEvent,
-                                          OrderCancelledEvent,
-                                          OrderExpiredEvent,
-                                          )
-from hummingbot.core.data_type.common import OrderType, TradeType
+from hummingbot.core.event.events import MarketOrderFailureEvent, OrderCancelledEvent, OrderExpiredEvent
 from hummingbot.core.network_iterator import NetworkStatus
 from hummingbot.logger import HummingbotLogger
 from hummingbot.strategy.conditional_execution_state import ConditionalExecutionState, RunAlwaysExecutionState
@@ -167,7 +159,7 @@ def format_status(self) -> str:
                 for market_info in self._market_infos.values():
                     price_provider = market_info
                 if price_provider is not None:
-                    df = LimitOrder.to_pandas(active_orders, mid_price=price_provider.get_mid_price())
+                    df = LimitOrder.to_pandas(active_orders, mid_price=float(price_provider.get_mid_price()))
                     if self._is_buy:
                         # Descend from the price closest to the mid price
                         df = df.sort_values(by=['Price'], ascending=False)

setup.py

@@ -117,13 +117,14 @@ def main():
 
     cython_sources = ["hummingbot/**/*.pyx"]
 
+    compiler_directives = {
+        "annotation_typing": False,
+    }
     if os.environ.get('WITHOUT_CYTHON_OPTIMIZATIONS'):
-        compiler_directives = {
+        compiler_directives.update({
             "optimize.use_switch": False,
             "optimize.unpack_method_calls": False,
-        }
-    else:
-        compiler_directives = {}
+        })
 
     if is_posix:
         cython_kwargs["nthreads"] = cpu_count

setup/environment.yml

@@ -5,6 +5,7 @@ channels:
 dependencies:
   - bidict
   - coverage
+  - cython=3.0
   - grpcio-tools
   - nomkl
   - nose=1.3.7
@@ -36,7 +37,6 @@ dependencies:
     - cachetools==4.0.0
     - commlib-py==0.10.6
     - cryptography==3.4.7
-    - cython==3.0.0a10
     - diff-cover
     - docker==5.0.3
     - eip712-structs==1.1.0

test/hummingbot/strategy/test_market_trading_pair_tuple.py

@@ -275,29 +275,29 @@ def test_get_price_by_type(self):
 
     def test_vwap_for_volume(self):
         # Check VWAP on BUY sell
-        order_volume: Decimal = Decimal("15")
+        order_volume = 15
         filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_buy(order_volume)
         expected_vwap: Decimal = sum([Decimal(o.price) * Decimal(o.amount) for o in filled_orders]) / order_volume
 
         self.assertAlmostEqual(expected_vwap, self.market_info.get_vwap_for_volume(True, order_volume).result_price, 3)
 
         # Check VWAP on SELL side
-        order_volume: Decimal = Decimal("15")
+        order_volume = 15
         filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_sell(order_volume)
         expected_vwap: Decimal = sum([Decimal(o.price) * Decimal(o.amount) for o in filled_orders]) / order_volume
 
         self.assertAlmostEqual(expected_vwap, self.market_info.get_vwap_for_volume(False, order_volume).result_price, 3)
 
     def test_get_price_for_volume(self):
         # Check price on BUY sell
-        order_volume: Decimal = Decimal("15")
+        order_volume = 15
         filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_buy(order_volume)
         expected_buy_price: Decimal = max([Decimal(o.price) for o in filled_orders])
 
         self.assertAlmostEqual(expected_buy_price, self.market_info.get_price_for_volume(True, order_volume).result_price, 3)
 
         # Check price on SELL side
-        order_volume: Decimal = Decimal("15")
+        order_volume = 15
         filled_orders: List[OrderBookRow] = self.market.get_order_book(self.trading_pair).simulate_sell(order_volume)
         expected_sell_price: Decimal = min([Decimal(o.price) for o in filled_orders])