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(feat) update controllers

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This commit is contained in:
cardosofede
2025-04-11 16:01:45 -03:00
parent e1d8d45339
commit 97c450e778
10 changed files with 396 additions and 689 deletions
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58
bots/controllers/market_making/dman_maker_v2.py
View File

@@ -2,9 +2,8 @@ from decimal import Decimal
from typing import List, Optional
import pandas_ta as ta # noqa: F401
from pydantic import Field, validator
from pydantic import Field, field_validator
from hummingbot.client.config.config_data_types import ClientFieldData
from hummingbot.core.data_type.common import TradeType
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
from hummingbot.strategy_v2.controllers.market_making_controller_base import (
@@ -25,38 +24,15 @@ class DManMakerV2Config(MarketMakingControllerConfigBase):
# DCA configuration
dca_spreads: List[Decimal] = Field(
default="0.01,0.02,0.04,0.08",
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter a comma-separated list of spreads for each DCA level: "))
json_schema_extra={"prompt": "Enter a comma-separated list of spreads for each DCA level: ", "prompt_on_new": True})
dca_amounts: List[Decimal] = Field(
default="0.1,0.2,0.4,0.8",
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter a comma-separated list of amounts for each DCA level: "))
time_limit: int = Field(
default=60 * 60 * 24 * 7, gt=0,
client_data=ClientFieldData(
prompt=lambda mi: "Enter the time limit for each DCA level: ",
prompt_on_new=False))
stop_loss: Decimal = Field(
default=Decimal("0.03"), gt=0,
client_data=ClientFieldData(
prompt=lambda mi: "Enter the stop loss (as a decimal, e.g., 0.03 for 3%): ",
prompt_on_new=True))
top_executor_refresh_time: Optional[float] = Field(
default=None,
client_data=ClientFieldData(
is_updatable=True,
prompt_on_new=False))
executor_activation_bounds: Optional[List[Decimal]] = Field(
default=None,
client_data=ClientFieldData(
is_updatable=True,
prompt=lambda mi: "Enter the activation bounds for the orders "
"(e.g., 0.01 activates the next order when the price is closer than 1%): ",
prompt_on_new=False))
json_schema_extra={"prompt": "Enter a comma-separated list of amounts for each DCA level: ", "prompt_on_new": True})
top_executor_refresh_time: Optional[float] = Field(default=None, json_schema_extra={"is_updatable": True})
executor_activation_bounds: Optional[List[Decimal]] = Field(default=None, json_schema_extra={"is_updatable": True})
@validator("executor_activation_bounds", pre=True, always=True)
@field_validator("executor_activation_bounds", mode="before")
@classmethod
def parse_activation_bounds(cls, v):
if isinstance(v, list):
return [Decimal(val) for val in v]
@@ -66,8 +42,9 @@ class DManMakerV2Config(MarketMakingControllerConfigBase):
return [Decimal(val) for val in v.split(",")]
return v
@validator('dca_spreads', pre=True, always=True)
def parse_spreads(cls, v):
@field_validator('dca_spreads', mode="before")
@classmethod
def parse_dca_spreads(cls, v):
if v is None:
return []
if isinstance(v, str):
@@ -76,15 +53,16 @@ class DManMakerV2Config(MarketMakingControllerConfigBase):
return [float(x.strip()) for x in v.split(',')]
return v
@validator('dca_amounts', pre=True, always=True)
def parse_and_validate_amounts(cls, v, values, field):
@field_validator('dca_amounts', mode="before")
@classmethod
def parse_and_validate_dca_amounts(cls, v, validation_info):
if v is None or v == "":
return [1 for _ in values[values['dca_spreads']]]
return [1 for _ in validation_info.data['dca_spreads']]
if isinstance(v, str):
return [float(x.strip()) for x in v.split(',')]
elif isinstance(v, list) and len(v) != len(values['dca_spreads']):
elif isinstance(v, list) and len(v) != len(validation_info.data['dca_spreads']):
raise ValueError(
f"The number of {field.name} must match the number of {values['dca_spreads']}.")
f"The number of dca amounts must match the number of {validation_info.data['dca_spreads']}.")
return v
@@ -98,11 +76,11 @@ class DManMakerV2(MarketMakingControllerBase):
def first_level_refresh_condition(self, executor):
if self.config.top_executor_refresh_time is not None:
if self.get_level_from_level_id(executor.custom_info["level_id"]) == 0:
return self.market_data_provider.time() - executor.timestamp > self.config.top_executor_refresh_time * 1000
return self.market_data_provider.time() - executor.timestamp > self.config.top_executor_refresh_time
return False
def order_level_refresh_condition(self, executor):
return self.market_data_provider.time() - executor.timestamp > self.config.executor_refresh_time * 1000
return self.market_data_provider.time() - executor.timestamp > self.config.executor_refresh_time
def executors_to_refresh(self) -> List[ExecutorAction]:
executors_to_refresh = self.filter_executors(

79
bots/controllers/market_making/pmm_dynamic.py
View File

@@ -2,9 +2,9 @@ from decimal import Decimal
from typing import List
import pandas_ta as ta # noqa: F401
from pydantic import Field, validator
from pydantic import Field, field_validator
from pydantic_core.core_schema import ValidationInfo
from hummingbot.client.config.config_data_types import ClientFieldData
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
from hummingbot.strategy_v2.controllers.market_making_controller_base import (
MarketMakingControllerBase,
@@ -14,69 +14,60 @@ from hummingbot.strategy_v2.executors.position_executor.data_types import Positi
class PMMDynamicControllerConfig(MarketMakingControllerConfigBase):
controller_name = "pmm_dynamic"
controller_name: str = "pmm_dynamic"
candles_config: List[CandlesConfig] = []
buy_spreads: List[float] = Field(
default="1,2,4",
client_data=ClientFieldData(
is_updatable=True,
prompt_on_new=True,
prompt=lambda mi: "Enter a comma-separated list of buy spreads (e.g., '0.01, 0.02'):"))
json_schema_extra={
"prompt": "Enter a comma-separated list of buy spreads measured in units of volatility(e.g., '1, 2'): ",
"prompt_on_new": True, "is_updatable": True}
)
sell_spreads: List[float] = Field(
default="1,2,4",
client_data=ClientFieldData(
is_updatable=True,
prompt_on_new=True,
prompt=lambda mi: "Enter a comma-separated list of sell spreads (e.g., '0.01, 0.02'):"))
json_schema_extra={
"prompt": "Enter a comma-separated list of sell spreads measured in units of volatility(e.g., '1, 2'): ",
"prompt_on_new": True, "is_updatable": True}
)
candles_connector: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ", )
)
json_schema_extra={
"prompt": "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ",
"prompt_on_new": True})
candles_trading_pair: str = Field(
default=None,
client_data=ClientFieldData(
prompt_on_new=True,
prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ", )
)
json_schema_extra={
"prompt": "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ",
"prompt_on_new": True})
interval: str = Field(
default="3m",
client_data=ClientFieldData(
prompt=lambda mi: "Enter the candle interval (e.g., 1m, 5m, 1h, 1d): ",
prompt_on_new=False))
json_schema_extra={
"prompt": "Enter the candle interval (e.g., 1m, 5m, 1h, 1d): ",
"prompt_on_new": True})
macd_fast: int = Field(
default=12,
client_data=ClientFieldData(
prompt=lambda mi: "Enter the MACD fast length: ",
prompt_on_new=True))
default=21,
json_schema_extra={"prompt": "Enter the MACD fast period: ", "prompt_on_new": True})
macd_slow: int = Field(
default=26,
client_data=ClientFieldData(
prompt=lambda mi: "Enter the MACD slow length: ",
prompt_on_new=True))
default=42,
json_schema_extra={"prompt": "Enter the MACD slow period: ", "prompt_on_new": True})
macd_signal: int = Field(
default=9,
client_data=ClientFieldData(
prompt=lambda mi: "Enter the MACD signal length: ",
prompt_on_new=True))
json_schema_extra={"prompt": "Enter the MACD signal period: ", "prompt_on_new": True})
natr_length: int = Field(
default=14,
client_data=ClientFieldData(
prompt=lambda mi: "Enter the NATR length: ",
prompt_on_new=True))
json_schema_extra={"prompt": "Enter the NATR length: ", "prompt_on_new": True})
@validator("candles_connector", pre=True, always=True)
def set_candles_connector(cls, v, values):
@field_validator("candles_connector", mode="before")
@classmethod
def set_candles_connector(cls, v, validation_info: ValidationInfo):
if v is None or v == "":
return values.get("connector_name")
return validation_info.data.get("connector_name")
return v
@validator("candles_trading_pair", pre=True, always=True)
def set_candles_trading_pair(cls, v, values):
@field_validator("candles_trading_pair", mode="before")
@classmethod
def set_candles_trading_pair(cls, v, validation_info: ValidationInfo):
if v is None or v == "":
return values.get("trading_pair")
return validation_info.data.get("trading_pair")
return v
@@ -87,7 +78,7 @@ class PMMDynamicController(MarketMakingControllerBase):
"""
def __init__(self, config: PMMDynamicControllerConfig, *args, **kwargs):
self.config = config
self.max_records = max(config.macd_slow, config.macd_fast, config.macd_signal, config.natr_length) + 200
self.max_records = max(config.macd_slow, config.macd_fast, config.macd_signal, config.natr_length) + 100
if len(self.config.candles_config) == 0:
self.config.candles_config = [CandlesConfig(
connector=config.candles_connector,

5
bots/controllers/market_making/pmm_simple.py
View File

@@ -3,7 +3,6 @@ from typing import List
from pydantic import Field
from hummingbot.client.config.config_data_types import ClientFieldData
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
from hummingbot.strategy_v2.controllers.market_making_controller_base import (
MarketMakingControllerBase,
@@ -13,9 +12,9 @@ from hummingbot.strategy_v2.executors.position_executor.data_types import Positi
class PMMSimpleConfig(MarketMakingControllerConfigBase):
controller_name = "pmm_simple"
controller_name: str = "pmm_simple"
# As this controller is a simple version of the PMM, we are not using the candles feed
candles_config: List[CandlesConfig] = Field(default=[], client_data=ClientFieldData(prompt_on_new=False))
candles_config: List[CandlesConfig] = Field(default=[])
class PMMSimpleController(MarketMakingControllerBase):