Merge pull request hummingbot#6989 from hummingbot/development

fix/ adding binance API update to staging 1.27.0

hummingbot/client/config/client_config_map.py

@@ -768,6 +768,17 @@ class Config:
         title = "binance"
 
 
+class BinanceUSRateSourceMode(ExchangeRateSourceModeBase):
+    name: str = Field(
+        default="binance_us",
+        const=True,
+        client_data=None,
+    )
+
+    class Config:
+        title = "binance_us"
+
+
 class CubeRateSourceMode(ExchangeRateSourceModeBase):
     name: str = Field(
         default="cube",
@@ -935,6 +946,7 @@ class Config:
 RATE_SOURCE_MODES = {
     AscendExRateSourceMode.Config.title: AscendExRateSourceMode,
     BinanceRateSourceMode.Config.title: BinanceRateSourceMode,
+    BinanceUSRateSourceMode.Config.title: BinanceUSRateSourceMode,
     CoinGeckoRateSourceMode.Config.title: CoinGeckoRateSourceMode,
     CoinCapRateSourceMode.Config.title: CoinCapRateSourceMode,
     KuCoinRateSourceMode.Config.title: KuCoinRateSourceMode,

hummingbot/connector/exchange/binance/binance_utils.py

@@ -22,7 +22,20 @@ def is_exchange_information_valid(exchange_info: Dict[str, Any]) -> bool:
     :param exchange_info: the exchange information for a trading pair
     :return: True if the trading pair is enabled, False otherwise
     """
-    return exchange_info.get("status", None) == "TRADING" and "SPOT" in exchange_info.get("permissions", list())
+    is_spot = False
+    is_trading = False
+
+    if exchange_info.get("status", None) == "TRADING":
+        is_trading = True
+
+    permissions_sets = exchange_info.get("permissionSets", list())
+    for permission_set in permissions_sets:
+        # PermissionSet is a list, find if in this list we have "SPOT" value or not
+        if "SPOT" in permission_set:
+            is_spot = True
+            break
+
+    return is_trading and is_spot
 
 
 class BinanceConfigMap(BaseConnectorConfigMap):

hummingbot/core/rate_oracle/rate_oracle.py

@@ -9,6 +9,7 @@
 from hummingbot.core.network_iterator import NetworkStatus
 from hummingbot.core.rate_oracle.sources.ascend_ex_rate_source import AscendExRateSource
 from hummingbot.core.rate_oracle.sources.binance_rate_source import BinanceRateSource
+from hummingbot.core.rate_oracle.sources.binance_us_rate_source import BinanceUSRateSource
 from hummingbot.core.rate_oracle.sources.coin_cap_rate_source import CoinCapRateSource
 from hummingbot.core.rate_oracle.sources.coin_gecko_rate_source import CoinGeckoRateSource
 from hummingbot.core.rate_oracle.sources.coinbase_advanced_trade_rate_source import CoinbaseAdvancedTradeRateSource
@@ -22,6 +23,7 @@
 
 RATE_ORACLE_SOURCES = {
     "binance": BinanceRateSource,
+    "binance_us": BinanceUSRateSource,
     "coin_gecko": CoinGeckoRateSource,
     "coin_cap": CoinCapRateSource,
     "kucoin": KucoinRateSource,

hummingbot/core/rate_oracle/sources/binance_rate_source.py

@@ -14,7 +14,6 @@ class BinanceRateSource(RateSourceBase):
     def __init__(self):
         super().__init__()
         self._binance_exchange: Optional[BinanceExchange] = None  # delayed because of circular reference
-        self._binance_us_exchange: Optional[BinanceExchange] = None  # delayed because of circular reference
 
     @property
     def name(self) -> str:
@@ -26,7 +25,6 @@ async def get_prices(self, quote_token: Optional[str] = None) -> Dict[str, Decim
         results = {}
         tasks = [
             self._get_binance_prices(exchange=self._binance_exchange),
-            self._get_binance_prices(exchange=self._binance_us_exchange, quote_token="USD"),
         ]
         task_results = await safe_gather(*tasks, return_exceptions=True)
         for task_result in task_results:
@@ -43,7 +41,6 @@ async def get_prices(self, quote_token: Optional[str] = None) -> Dict[str, Decim
     def _ensure_exchanges(self):
         if self._binance_exchange is None:
             self._binance_exchange = self._build_binance_connector_without_private_keys(domain="com")
-            self._binance_us_exchange = self._build_binance_connector_without_private_keys(domain="us")
 
     @staticmethod
     async def _get_binance_prices(exchange: 'BinanceExchange', quote_token: str = None) -> Dict[str, Decimal]:

hummingbot/core/rate_oracle/sources/binance_us_rate_source.py

@@ -0,0 +1,87 @@
+from decimal import Decimal
+from typing import TYPE_CHECKING, Dict, Optional
+
+from hummingbot.connector.utils import split_hb_trading_pair
+from hummingbot.core.rate_oracle.sources.rate_source_base import RateSourceBase
+from hummingbot.core.utils import async_ttl_cache
+from hummingbot.core.utils.async_utils import safe_gather
+
+if TYPE_CHECKING:
+    from hummingbot.connector.exchange.binance.binance_exchange import BinanceExchange
+
+
+class BinanceUSRateSource(RateSourceBase):
+    def __init__(self):
+        super().__init__()
+        self._binance_us_exchange: Optional[BinanceExchange] = None  # delayed because of circular reference
+
+    @property
+    def name(self) -> str:
+        return "binance_us"
+
+    @async_ttl_cache(ttl=30, maxsize=1)
+    async def get_prices(self, quote_token: Optional[str] = None) -> Dict[str, Decimal]:
+        self._ensure_exchanges()
+        results = {}
+        tasks = [
+            self._get_binance_prices(exchange=self._binance_us_exchange, quote_token="USD"),
+        ]
+        task_results = await safe_gather(*tasks, return_exceptions=True)
+        for task_result in task_results:
+            if isinstance(task_result, Exception):
+                self.logger().error(
+                    msg="Unexpected error while retrieving rates from Binance. Check the log file for more info.",
+                    exc_info=task_result,
+                )
+                break
+            else:
+                results.update(task_result)
+        return results
+
+    def _ensure_exchanges(self):
+        if self._binance_us_exchange is None:
+            self._binance_us_exchange = self._build_binance_connector_without_private_keys(domain="us")
+
+    @staticmethod
+    async def _get_binance_prices(exchange: 'BinanceExchange', quote_token: str = None) -> Dict[str, Decimal]:
+        """
+        Fetches binance prices
+
+        :param exchange: The exchange instance from which to query prices.
+        :param quote_token: A quote symbol, if specified only pairs with the quote symbol are included for prices
+        :return: A dictionary of trading pairs and prices
+        """
+        pairs_prices = await exchange.get_all_pairs_prices()
+        results = {}
+        for pair_price in pairs_prices:
+            try:
+                trading_pair = await exchange.trading_pair_associated_to_exchange_symbol(symbol=pair_price["symbol"])
+            except KeyError:
+                continue  # skip pairs that we don't track
+            if quote_token is not None:
+                base, quote = split_hb_trading_pair(trading_pair=trading_pair)
+                if quote != quote_token:
+                    continue
+            bid_price = pair_price.get("bidPrice")
+            ask_price = pair_price.get("askPrice")
+            if bid_price is not None and ask_price is not None and 0 < Decimal(bid_price) <= Decimal(ask_price):
+                results[trading_pair] = (Decimal(bid_price) + Decimal(ask_price)) / Decimal("2")
+
+        return results
+
+    @staticmethod
+    def _build_binance_connector_without_private_keys(domain: str) -> 'BinanceExchange':
+        from hummingbot.client.hummingbot_application import HummingbotApplication
+        from hummingbot.connector.exchange.binance.binance_exchange import BinanceExchange
+
+        app = HummingbotApplication.main_application()
+        client_config_map = app.client_config_map
+
+        return BinanceExchange(
+            client_config_map=client_config_map,
+            binance_api_key="",
+            binance_api_secret="",
+            trading_pairs=[],
+            trading_required=False,
+            domain=domain,
+        )

test/hummingbot/connector/exchange/binance/test_binance_exchange.py

@@ -84,10 +84,10 @@ def all_symbols_request_mock_response(self):
                     "isSpotTradingAllowed": True,
                     "isMarginTradingAllowed": True,
                     "filters": [],
-                    "permissions": [
+                    "permissionSets": [[
                         "SPOT",
                         "MARGIN"
-                    ]
+                    ]]
                 },
             ]
         }
@@ -149,9 +149,9 @@ def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]:
                     "isSpotTradingAllowed": True,
                     "isMarginTradingAllowed": True,
                     "filters": [],
-                    "permissions": [
+                    "permissionSets": [[
                         "MARGIN"
-                    ]
+                    ]]
                 },
                 {
                     "symbol": self.exchange_symbol_for_tokens("INVALID", "PAIR"),
@@ -176,9 +176,9 @@ def all_symbols_including_invalid_pair_mock_response(self) -> Tuple[str, Any]:
                     "isSpotTradingAllowed": True,
                     "isMarginTradingAllowed": True,
                     "filters": [],
-                    "permissions": [
+                    "permissionSets": [[
                         "MARGIN"
-                    ]
+                    ]]
                 },
             ]
         }
@@ -226,10 +226,10 @@ def trading_rules_request_mock_response(self):
                             "minNotional": "0.00100000"
                         }
                     ],
-                    "permissions": [
+                    "permissionSets": [[
                         "SPOT",
                         "MARGIN"
-                    ]
+                    ]]
                 }
             ]
         }
@@ -255,10 +255,10 @@ def trading_rules_request_erroneous_mock_response(self):
                     "ocoAllowed": True,
                     "isSpotTradingAllowed": True,
                     "isMarginTradingAllowed": True,
-                    "permissions": [
+                    "permissionSets": [[
                         "SPOT",
                         "MARGIN"
-                    ]
+                    ]]
                 }
             ]
         }
@@ -297,9 +297,9 @@ def balance_request_mock_response_for_base_and_quote(self):
                     "locked": "0.00000000"
                 }
             ],
-            "permissions": [
+            "permissionSets": [[
                 "SPOT"
-            ]
+            ]]
         }
 
     @property
@@ -315,7 +315,7 @@ def balance_request_mock_response_only_base(self):
             "updateTime": 123456789,
             "accountType": "SPOT",
             "balances": [{"asset": self.base_asset, "free": "10.0", "locked": "5.0"}],
-            "permissions": ["SPOT"],
+            "permissionSets": [["SPOT"]],
         }
 
     @property
@@ -1180,9 +1180,9 @@ def test_format_trading_rules__min_notional_present(self):
                     "minNotional": "0.00100000"
                 }
             ],
-            "permissions": [
+            "permissionSets": [[
                 "SPOT"
-            ]
+            ]]
         }]
         exchange_info = {"symbols": trading_rules}
 
@@ -1217,9 +1217,9 @@ def test_format_trading_rules__notional_but_no_min_notional_present(self):
                     "avgPriceMins": 5
                 }
             ],
-            "permissions": [
+            "permissionSets": [[
                 "SPOT"
-            ]
+            ]]
         }]
         exchange_info = {"symbols": trading_rules}
 

test/hummingbot/connector/exchange/binance/test_binance_utils.py

@@ -17,28 +17,28 @@ def setUpClass(cls) -> None:
     def test_is_exchange_information_valid(self):
         invalid_info_1 = {
             "status": "BREAK",
-            "permissions": ["MARGIN"],
+            "permissionSets": [["MARGIN"]],
         }
 
         self.assertFalse(utils.is_exchange_information_valid(invalid_info_1))
 
         invalid_info_2 = {
             "status": "BREAK",
-            "permissions": ["SPOT"],
+            "permissionSets": [["SPOT"]],
         }
 
         self.assertFalse(utils.is_exchange_information_valid(invalid_info_2))
 
         invalid_info_3 = {
             "status": "TRADING",
-            "permissions": ["MARGIN"],
+            "permissionSets": [["MARGIN"]],
         }
 
         self.assertFalse(utils.is_exchange_information_valid(invalid_info_3))
 
         invalid_info_4 = {
             "status": "TRADING",
-            "permissions": ["SPOT"],
+            "permissionSets": [["SPOT"]],
         }
 
         self.assertTrue(utils.is_exchange_information_valid(invalid_info_4))