Feat/Create Cross-Exchange MM configuration schema

[mhrvth]

Before submitting this PR, please make sure:

• Your code builds clean without any errors or warnings
• You are using approved title ("feat/", "fix/", "docs/", "refactor/")

A description of the changes proposed in the pull request:

Adds a Maker-Taker Base Config Map class
Defines a config map schema for the XEMM strategy
The XEMM strategy takes configuration directly from a config map

Tests performed by the developer:

Ran the unit tests

[mhrvth]

[sc-26285]

[shortcut-integration]

This pull request has been linked to Shortcut Story #26285: Create Cross-Exchange MM configuration schema.

[RC-13]

Imported a strategy that was created from another branch and got the following error while trying to configure some parameters, the parameter values were removed due to the change in the parameter name.
Note: despite getting the error the strategy still starts.

2022-05-19 07:28:30,200 - 5976 - root - ERROR - Error writing configs: 'CrossExchangeMarketMakingConfigMap' object has no attribute 'trading_pair_taker'
Traceback (most recent call last):
  File "/Users/clintg/testing/xemm/hummingbot/client/config/config_helpers.py", line 614, in save_to_yml
    cm_yml_str = cm.generate_yml_output_str_with_comments()
  File "/Users/clintg/testing/xemm/hummingbot/client/config/config_helpers.py", line 193, in generate_yml_output_str_with_comments
    original_fragments = yaml.safe_dump(self._dict_in_conf_order(), sort_keys=False).split("\n")
  File "/Users/clintg/testing/xemm/hummingbot/client/config/config_helpers.py", line 224, in _dict_in_conf_order
    value = getattr(self, attr)
  File "/Users/clintg/testing/xemm/hummingbot/client/config/config_helpers.py", line 98, in __getattr__
    value = getattr(self._hb_config, item)
AttributeError: 'CrossExchangeMarketMakingConfigMap' object has no attribute 'trading_pair_taker'

Screen.Recording.2022-05-19.at.7.28.22.AM.mov

[mhrvth]

@RC-13 Hi Clinton, I have reverted the variable names, so you should be able to load an old config now.

[petioptrv]

Imported a strategy that was created from another branch and got the following error while trying to configure some

For this, @mhrvth, you can rebase onto this PR, and add a migration step for this strategy in hummingbot/client/config/conf_migration.py

[gerald-hb]

latest changes looks good to me. I no longer encounter issue with importing and editing strategies that came from a different branch. I can also run them without any issues.

Test Summary
1.Clone and install featured branch:white_check_mark:
2.Create cross Exchange strategy:white_check_mark:
3.Use oracle rate with different base/quote asset from maker and taker pair:white_check_mark:
4.Status check:white_check_mark:
5.Getting filled orders in order ✅
6.History shows filled trade details with correct trading Fee:white_check_mark:
7.Also test in Paper trade and works ✅

[PtrckM]

Test Update:

• running multiple bots overnight for monitoring purposes.

[gerald-hb]

Latest commits looks good to me. No notable error found.

Test summary
-Clone and install featured branch
-Create cross Exchange strategy and tested new parameters
-Order refresh mode
-active_order_refresh: ok
-passive_order_refresh: ok
-what is the threshold of profitability to cancel a trade: ok
-how often limit orders to expire: ok
-Convertion rate mode
-rate oracle source: ok
-fixed convertion: ok
-Orders are getting cancelled/refreshed accordingly
-filled orders are working in order (maker(buy/sell)-taker (alternate)
-Paper trading: ok

Looking forward to test other requested changes.

[petioptrv]

Finally, if we stick to all code being in conf_migration.py, then the CI failure on code coverage will be solved. Otherwise, please create a folder hummingbot/client/config/conf_migration, and edit .coveragerc:7 from

        hummingbot/client/config/conf_migration.py

to

        hummingbot/client/config/conf_migration/*

[petioptrv]

Changes LGTM

[Deepali6997]

changes LGTM

Test Summary

• Cloned and install feature branch
• Migrating strategy from dev branch : ok
• Running import command: strategy can be seen : ok
• Import paper trade strategy and live strategy : ok
• Migration successful : ok

quick re-test of following

• Create cross Exchange strategy
• Status : ok
• Status —live : ok
• Order_refresh_mode
• active_order_refresh
• passive_order_refresh
• what is the threshold of profitability to cancel a trade
• how often limit orders to expire
• Conversion rate mode
• rate_oracle_conversion_rate: fetches from the exchange
• fixed_conversion_rate: given by the user (taker to maker base and taker to maker quote)
• working on paper trade too