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Refactor/amm arb sync price request #6239

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yancong001
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@yancong001 yancong001 commented Apr 20, 2023

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:
This PR optimizes price requests to asynchronous concurrent requests in function 'create_arb_proposals' to save amm_arb strategy waiting time

Tests performed by the developer:

Tips for QA testing:

@yancong001 yancong001 force-pushed the refactor/amm_arb_sync_price_request branch from 9534915 to 2714056 Compare April 20, 2023 06:06
@yancong001 yancong001 force-pushed the refactor/amm_arb_sync_price_request branch from 678eff1 to e23bf4f Compare April 20, 2023 07:57
@fengtality fengtality self-requested a review June 12, 2023 18:43
@fengtality fengtality self-assigned this Jun 14, 2023
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Approved from an engineering standpoint - I agree that checking both legs concurrently is a big improvement!

Tips for QA

  • Run amm-arb strategy on Goerli or Arbitrum with min_profitability < 0 to trigger trades
  • Bot should execute one or both legs successfully if an arbitrage is found

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@nikspz nikspz left a comment

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Tests performed:

  • Clone and install refactor branch + gateway development
  • connected uniswap arbitrum one and goerli successfully
  • created amm_arb strategies using uniswap goerli and binance paper trade, uniswap arbitrum one and binance paper trade (WETH-USDC.E)
  • started and review profitability rate
  • configured profitability to -0.9 for arbitrum and -200 for uniswap goerli
  • Started and Reviewed order execution is consistent
  • profitability is correct for goerli and arbitrum_one mainnet
  • Manually created docker image for PR successfully
  • cloned deploy-examples repo and set up hummingbot_compose_gateway successfully
  • Created/started amm_arb uniswap goerli, review order execution is consistent

@nikspz nikspz merged commit 354e3e7 into hummingbot:development Jun 15, 2023
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nikspz commented Jun 15, 2023

Merged the PR in behalf of foundation team to development and will be available on the next version 1.17.0

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4 participants