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(feat) update v2 with controllers

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This commit is contained in:
cardosofede
2025-04-11 16:03:22 -03:00
parent 209ac93747
commit ebd6918493
1 changed files with 10 additions and 10 deletions
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20
bots/scripts/v2_with_controllers.py
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@@ -3,8 +3,6 @@ import time
from decimal import Decimal
from typing import Dict, List, Optional, Set
from pydantic import Field
from hummingbot.client.hummingbot_application import HummingbotApplication
from hummingbot.connector.connector_base import ConnectorBase
from hummingbot.core.clock import Clock
@@ -17,13 +15,12 @@ from hummingbot.strategy_v2.models.executor_actions import CreateExecutorAction,
class GenericV2StrategyWithCashOutConfig(StrategyV2ConfigBase):
script_file_name: str = Field(default_factory=lambda: os.path.basename(__file__))
script_file_name: str = os.path.basename(__file__)
candles_config: List[CandlesConfig] = []
markets: Dict[str, Set[str]] = {}
time_to_cash_out: Optional[int] = None
max_global_drawdown: Optional[float] = None
max_controller_drawdown: Optional[float] = None
performance_report_interval: int = 1
rebalance_interval: Optional[int] = None
extra_inventory: Optional[float] = 0.02
min_amount_to_rebalance_usd: Decimal = Decimal("8")
@@ -41,6 +38,8 @@ class GenericV2StrategyWithCashOut(StrategyV2Base):
specific controller and wait until the active executors finalize their execution. The rest of the executors will
wait until the main strategy stops them.
"""
performance_report_interval: int = 1
def __init__(self, connectors: Dict[str, ConnectorBase], config: GenericV2StrategyWithCashOutConfig):
super().__init__(connectors, config)
self.config = config
@@ -50,7 +49,6 @@ class GenericV2StrategyWithCashOut(StrategyV2Base):
self.max_global_pnl = Decimal("0")
self.drawdown_exited_controllers = []
self.closed_executors_buffer: int = 30
self.performance_report_interval: int = self.config.performance_report_interval
self.rebalance_interval: int = self.config.rebalance_interval
self._last_performance_report_timestamp = 0
self._last_rebalance_check_timestamp = 0
@@ -91,7 +89,7 @@ class GenericV2StrategyWithCashOut(StrategyV2Base):
if self.rebalance_interval and self._last_rebalance_check_timestamp + self.rebalance_interval <= self.current_timestamp:
balance_required = {}
for controller_id, controller in self.controllers.items():
connector_name = controller.config.dict().get("connector_name")
connector_name = controller.config.model_dump().get("connector_name")
if connector_name and "perpetual" in connector_name:
continue
if connector_name not in balance_required:
@@ -124,21 +122,21 @@ class GenericV2StrategyWithCashOut(StrategyV2Base):
order_type = OrderType.MARKET
if base_balance_diff > 0:
if trading_rules_condition:
self.logger().debug(f"Rebalance: Selling {amount_with_safe_margin} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount / mid_price}")
self.logger().info(f"Rebalance: Selling {amount_with_safe_margin} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount / mid_price}")
connector.sell(
trading_pair=trading_pair,
amount=abs_balance_diff,
order_type=order_type,
price=mid_price)
else:
self.logger().debug("Skipping rebalance due a low amount to sell that may cause future imbalance")
self.logger().info("Skipping rebalance due a low amount to sell that may cause future imbalance")
else:
if not trading_rules_condition:
amount = max([self.config.min_amount_to_rebalance_usd / mid_price, trading_rule.min_order_size, trading_rule.min_notional_size / mid_price])
self.logger().debug(f"Rebalance: Buying for a higher value to avoid future imbalance {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}")
self.logger().info(f"Rebalance: Buying for a higher value to avoid future imbalance {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}")
else:
amount = abs_balance_diff
self.logger().debug(f"Rebalance: Buying {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}")
self.logger().info(f"Rebalance: Buying {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}")
connector.buy(
trading_pair=trading_pair,
amount=amount,
@@ -154,6 +152,8 @@ class GenericV2StrategyWithCashOut(StrategyV2Base):
def check_max_controller_drawdown(self):
for controller_id, controller in self.controllers.items():
if controller.status != RunnableStatus.RUNNING:
continue
controller_pnl = self.performance_reports[controller_id]["global_pnl_quote"]
last_max_pnl = self.max_pnl_by_controller[controller_id]
if controller_pnl > last_max_pnl: