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fix/simplify funding loop #6749

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merged 4 commits into from Jan 8, 2024
Merged

fix/simplify funding loop #6749

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a75e7cd
(fix) Simplify loop task PR
MementoRC Dec 29, 2023
18007af
Merge remote-tracking branch 'upstream/development' into fix/simplify…
MementoRC Dec 29, 2023
c7450b9
(fix) Address race condition between external set() and internal clear()
MementoRC Dec 30, 2023
884258c
(ref) Remove commented-out obsoletetest
MementoRC Jan 8, 2024
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23 changes: 6 additions & 17 deletions hummingbot/connector/perpetual_derivative_py_base.py
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Expand Up @@ -378,13 +378,12 @@ async def _funding_payment_polling_loop(self):
await self._update_all_funding_payments(fire_event_on_new=False) # initialization of the timestamps
while True:
await self._funding_fee_poll_notifier.wait()
success = await self._update_all_funding_payments(fire_event_on_new=True)
if success:
# Only when all tasks are successful would the event notifier be reset
self._funding_fee_poll_notifier = asyncio.Event()
# There is a chance of race condition when the next await allows for a set() to occur before the clear()
# Maybe it is better to use a asyncio.Condition() instead of asyncio.Event()?
self._funding_fee_poll_notifier.clear()
await self._update_all_funding_payments(fire_event_on_new=True)

async def _update_all_funding_payments(self, fire_event_on_new: bool) -> bool:
success = False
async def _update_all_funding_payments(self, fire_event_on_new: bool):
try:
tasks = []
for trading_pair in self.trading_pairs:
Expand All @@ -393,19 +392,9 @@ async def _update_all_funding_payments(self, fire_event_on_new: bool) -> bool:
self._update_funding_payment(trading_pair=trading_pair, fire_event_on_new=fire_event_on_new)
)
)
responses: List[bool] = await safe_gather(*tasks)
success = all(responses)
await safe_gather(*tasks)
except asyncio.CancelledError:
raise
except Exception:
self.logger().network(
"Unexpected error while retrieving funding payments.",
exc_info=True,
app_warning_msg=(
f"Could not fetch funding fee updates for {self.name}. Check API key and network connection."
)
)
return success

async def _update_funding_payment(self, trading_pair: str, fire_event_on_new: bool) -> bool:
fetch_success = True
Expand Down
65 changes: 50 additions & 15 deletions hummingbot/connector/test_support/perpetual_derivative_test.py
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Expand Up @@ -706,30 +706,65 @@ def test_listen_for_funding_info_update_updates_funding_info(self, mock_api, moc

self.assertEqual(1, self.exchange._perpetual_trading.funding_info_stream.qsize()) # rest in OB DS tests

# @aioresponses()
# def test_funding_payment_polling_loop_sends_update_event(self, mock_api):
# self._simulate_trading_rules_initialized()
# request_sent_event = asyncio.Event()
# url = self.funding_payment_url
#
# self.async_tasks.append(asyncio.get_event_loop().create_task(self.exchange._funding_payment_polling_loop()))
#
# request_sent_event.clear()
# response = self.funding_payment_mock_response
# mock_api.get(url, body=json.dumps(response), callback=lambda *args, **kwargs: request_sent_event.set())
# self.exchange._funding_fee_poll_notifier.set()
# self.async_run_with_timeout(request_sent_event.wait())
#
# request_sent_event.clear()
# response = self.funding_payment_mock_response
# mock_api.get(url, body=json.dumps(response), callback=lambda *args, **kwargs: request_sent_event.set())
# self.exchange._funding_fee_poll_notifier.set()
# self.async_run_with_timeout(request_sent_event.wait())
#
# self.assertEqual(1, len(self.funding_payment_logger.event_log))
# funding_event: FundingPaymentCompletedEvent = self.funding_payment_logger.event_log[0]
# self.assertEqual(self.target_funding_payment_timestamp, funding_event.timestamp)
# self.assertEqual(self.exchange.name, funding_event.market)
# self.assertEqual(self.trading_pair, funding_event.trading_pair)
# self.assertEqual(self.target_funding_payment_payment_amount, funding_event.amount)
# self.assertEqual(self.target_funding_payment_funding_rate, funding_event.funding_rate)

@aioresponses()
def test_funding_payment_polling_loop_sends_update_event(self, mock_api):
def callback(*args, **kwargs):
request_sent_event.set()

self._simulate_trading_rules_initialized()
request_sent_event = asyncio.Event()
url = self.funding_payment_url

self.async_tasks.append(asyncio.get_event_loop().create_task(self.exchange._funding_payment_polling_loop()))
async def run_test():
response = self.empty_funding_payment_mock_response
mock_api.get(url, body=json.dumps(response), callback=callback)
_ = asyncio.create_task(self.exchange._funding_payment_polling_loop())

response = self.empty_funding_payment_mock_response
mock_api.get(url, body=json.dumps(response), callback=lambda *args, **kwargs: request_sent_event.set())
self.exchange._funding_fee_poll_notifier.set()
self.async_run_with_timeout(request_sent_event.wait())
# Allow task to start - on first pass no event is emitted (initialization)
await asyncio.sleep(0.1)
self.assertEqual(0, len(self.funding_payment_logger.event_log))

request_sent_event.clear()
response = self.funding_payment_mock_response
mock_api.get(url, body=json.dumps(response), callback=lambda *args, **kwargs: request_sent_event.set())
self.exchange._funding_fee_poll_notifier.set()
self.async_run_with_timeout(request_sent_event.wait())
response = self.funding_payment_mock_response
mock_api.get(url, body=json.dumps(response), callback=callback, repeat=True)

request_sent_event.clear()
response = self.funding_payment_mock_response
mock_api.get(url, body=json.dumps(response), callback=lambda *args, **kwargs: request_sent_event.set())
self.exchange._funding_fee_poll_notifier.set()
self.async_run_with_timeout(request_sent_event.wait())
request_sent_event.clear()
self.exchange._funding_fee_poll_notifier.set()
await request_sent_event.wait()
self.assertEqual(1, len(self.funding_payment_logger.event_log))

request_sent_event.clear()
self.exchange._funding_fee_poll_notifier.set()
await request_sent_event.wait()

self.async_run_with_timeout(run_test())

self.assertEqual(1, len(self.funding_payment_logger.event_log))
funding_event: FundingPaymentCompletedEvent = self.funding_payment_logger.event_log[0]
Expand Down