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Feat/advanced market making #6742

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cardosofede
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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:
Add advanced market making feature that includes global trailing stop

Tests performed by the developer:

Tips for QA testing:

cardosofede and others added 30 commits December 26, 2023 19:10
- returning balance command reqs to UserBalances class to it's original format.
- Changed logic of UserBalance funcs used by balance command to only report for non-gateway exchanges
@nikspz nikspz requested review from rapcmia and nikspz January 3, 2024 10:26
@rapcmia
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rapcmia commented Jan 4, 2024

  • Ran tests on remote server
  • Setup dmanv4 default config
    • Observed global trailing stop activated and triggered
    • Observe CloseType.EARLY_STOP for most of the time
      • Compare logs dmanv3 to dmanv4
        • Not able to reproduce EARLY_STOP
      • Review script if possible to have closeType.TRAILING_STOP on dmanv4 in progress
  • Current runtime of client is 8hrs with no errors found so far
    • To continue until tomorrow morning and review if all ok PR should be ok to be approved

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  • Ran tests using v2_market-making_dman_v4_multiple_pairs.py using binance perpetual
  • Review log file of bot with runtime of 20hrs
    • No error found, position are successfully closed
    • Position executors are completed with close types EARLY_STOP and TIME_LIMIT
    • Review sqlite PositionExecutor table, data for closeType matched from the logs
    • No stuck orders upon stop command
  • Ran as well multiple market pairs with same order level 3 with runtime of 8hrs
    • No error found, position are successfully closed
    • Position executors are completed with close types EARLY_STOP
    • Review sqlite PositionExecutor table, data for closeType matched from the logs
    • No stuck orders upon stop command
  • Built docker image, ok

@rapcmia rapcmia merged commit 6f442f9 into hummingbot:development Jan 5, 2024
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rapcmia commented Jan 5, 2024

Merged to development and part of release version 1.24.0

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4 participants