Refactor/amm arb sync price request

hummingbot/strategy/amm_arb/utils.py

@@ -1,50 +1,49 @@
 from decimal import Decimal
-from typing import List, Optional
+from enum import Enum
+from typing import List
 
+from hummingbot.core.utils.async_utils import safe_gather
 from hummingbot.strategy.market_trading_pair_tuple import MarketTradingPairTuple
-from .data_types import (
-    ArbProposal,
-    ArbProposalSide,
-    TokenAmount,
-)
+
+from .data_types import ArbProposal, ArbProposalSide, TokenAmount
 
 s_decimal_nan = Decimal("NaN")
 
 
+class TradeDirection(Enum):
+    BUY = 1
+    SELL = 0
+
+
 async def create_arb_proposals(
         market_info_1: MarketTradingPairTuple,
         market_info_2: MarketTradingPairTuple,
         market_1_extra_flat_fees: List[TokenAmount],
         market_2_extra_flat_fees: List[TokenAmount],
-        order_amount: Decimal,
+        order_amount: Decimal
 ) -> List[ArbProposal]:
-    """
-    Creates base arbitrage proposals for given markets without any filtering.
-    :param market_info_1: The first market
-    :param market_info_2: The second market
-    :param order_amount: The required order amount.
-    :param market_1_extra_flat_fees: Gas fees for market 1, if appropriate.
-    :param market_2_extra_flat_fees: Gas fees for market 2, if appropriate.
-    :return A list of at most 2 proposal - (market_1 buy, market_2 sell) and (market_1 sell, market_2 buy)
-    """
     order_amount = Decimal(str(order_amount))
     results = []
-    for index in range(0, 2):
-        is_buy: bool = not bool(index)  # bool(0) is False, so start with buy first
-        m_1_q_price: Optional[Decimal] = await market_info_1.market.get_quote_price(
-            market_info_1.trading_pair, is_buy, order_amount
-        )
-        m_1_o_price: Optional[Decimal] = await market_info_1.market.get_order_price(
-            market_info_1.trading_pair, is_buy, order_amount
-        )
-        m_2_q_price: Optional[Decimal] = await market_info_2.market.get_quote_price(
-            market_info_2.trading_pair, not is_buy, order_amount
-        )
-        m_2_o_price: Optional[Decimal] = await market_info_2.market.get_order_price(
-            market_info_2.trading_pair, not is_buy, order_amount
-        )
+
+    tasks = []
+    for trade_direction in TradeDirection:
+        is_buy = trade_direction == TradeDirection.BUY
+        tasks.append([
+            market_info_1.market.get_quote_price(market_info_1.trading_pair, is_buy, order_amount),
+            market_info_1.market.get_order_price(market_info_1.trading_pair, is_buy, order_amount),
+            market_info_2.market.get_quote_price(market_info_2.trading_pair, not is_buy, order_amount),
+            market_info_2.market.get_order_price(market_info_2.trading_pair, not is_buy, order_amount)
+        ])
+
+    results_raw = await safe_gather(*[safe_gather(*task_group) for task_group in tasks])
+
+    for trade_direction, task_group_result in zip(TradeDirection, results_raw):
+        is_buy = trade_direction == TradeDirection.BUY
+        m_1_q_price, m_1_o_price, m_2_q_price, m_2_o_price = task_group_result
+
         if any(p is None for p in (m_1_o_price, m_1_q_price, m_2_o_price, m_2_q_price)):
             continue
+
         first_side = ArbProposalSide(
             market_info=market_info_1,
             is_buy=is_buy,
@@ -63,4 +62,5 @@ async def create_arb_proposals(
         )
 
         results.append(ArbProposal(first_side, second_side))
+
     return results