Feat/dydx v4 perpetual derivative #6987

yancong001 · 2024-04-25T10:31:14Z

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:

This PR create dydx v4 connector to the latest standards.

Tests performed by the developer:

Tips for QA testing:

…1/hummingbot into feat/dydx_perpetual_derivative

notion-workspace · 2024-04-26T14:34:50Z

Feat/dydx v4 perpetual derivative #6987

notion-workspace · 2024-04-26T14:34:51Z

Feat/dydx v4 perpetual derivative #6987

…1/hummingbot into feat/dydx_perpetual_derivative

…into feat/dydx_perpetual_derivative

rapcmia · 2024-05-06T05:55:37Z

PR update:

Create new account
After ./hummingbot/connector/exchange/injective_v2, we are able to add connector API successfully

Setup simple v2 strategy using conf_market_making.dman_maker.yml

2024-05-06 13:44:45,051 - 57482 - hummingbot.client.hummingbot_application - INFO - Creating the clock with tick size: 1.0
2024-05-06 13:44:45,054 - 57482 - hummingbot.client.hummingbot_application - INFO - start command initiated.
2024-05-06 13:44:45,081 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - ERROR - Position mode PositionMode.HEDGE is not supported. Mode not set.
2024-05-06 13:44:45,874 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2024-05-06 13:44:45,883 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_user_stream_data_source - INFO - Connecting to wss://indexer.dydx.trade/v4/ws
2024-05-06 13:44:46,000 - 57482 - hummingbot.strategy.script_strategy_base - WARNING - dydx_v4_perpetual is not ready. Please wait...
2024-05-06 13:44:46,062 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - INFO - Leverage for ETH-USD successfully set to 20.
2024-05-06 13:44:46,288 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_api_order_book_data_source.DydxV4PerpetualAPIOrderBookDataSource - INFO - Subscribed to public orderbook and trade channels...
2024-05-06 13:44:46,357 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_user_stream_data_source - INFO - Authenticated user stream...
2024-05-06 13:44:47,001 - 57482 - hummingbot.strategy.script_strategy_base - WARNING - dydx_v4_perpetual is not ready. Please wait...
2024-05-06 13:44:48,100 - 57482 - hummingbot.strategy.script_strategy_base - INFO - Creating ETH-USD buy order: price: 3132.441922499999999276070647 amount: 0.002391903883734336019944339230.
2024-05-06 13:44:48,103 - 57482 - hummingbot.strategy.script_strategy_base - INFO - Creating ETH-USD sell order: price: 3202.121422500000000726566620 amount: 0.002344539450393062038375173767.
2024-05-06 13:44:48,805 - 57482 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT BUY order 225427207 for 0.002 to OPEN a ETH-USD position.
2024-05-06 13:44:48,806 - 57482 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1714974288.0, "type": "OrderType.LIMIT", "trading_pair": "ETH-USD", "amount": "0.002", "price": "3132.4", "order_id": "225427207", "creation_timestamp": 1714974288.0, "exchange_order_id": "", "leverage": 20, "position": "OPEN", "event_name": "BuyOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-06 13:44:49,663 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - NETWORK - Error submitting sell LIMIT order to Dydx_v4_perpetual for 0.002 ETH-USD 3202.1.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 452, in _create_order
    await self._place_order_and_process_update(order=order, **kwargs,)
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 469, in _place_order_and_process_update
    exchange_order_id, update_timestamp = await self._place_order(
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 296, in _place_order
    raise ValueError(f"Error sending the order creation transaction ({resp['raw_log']})")
ValueError: Error sending the order creation transaction (account sequence mismatch, expected 25, got 26: incorrect account sequence)
2024-05-06 13:44:49,664 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - WARNING - Failed to submit SELL order to Dydx_v4_perpetual. Check API key and network connection.
2024-05-06 13:44:49,668 - 57482 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1714974289.0, "order_id": "225429454", "order_type": "OrderType.LIMIT", "event_name": "MarketOrderFailureEvent", "event_source": "dydx_v4_perpetual"}
2024-05-06 13:44:49,668 - 57482 - hummingbot.smart_components.executors.dca_executor.dca_executor - ERROR - Order 225429454 failed.
2024-05-06 13:44:49,668 - 57482 - hummingbot.connector.client_order_tracker - INFO - Order 225429454 has failed. Order Update: OrderUpdate(trading_pair='ETH-USD', update_timestamp=1714974289.0, new_state=<OrderState.FAILED: 6>, client_order_id='225429454', exchange_order_id=None, misc_updates=None)
2024-05-06 13:44:50,104 - 57482 - hummingbot.strategy.script_strategy_base - INFO - Creating ETH-USD sell order: price: 3202.121422500000000726566620 amount: 0.002344539450393062038375173767.
2024-05-06 13:44:50,889 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - NETWORK - Error submitting sell LIMIT order to Dydx_v4_perpetual for 0.002 ETH-USD 3202.1.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 452, in _create_order
    await self._place_order_and_process_update(order=order, **kwargs,)
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 469, in _place_order_and_process_update
    exchange_order_id, update_timestamp = await self._place_order(
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 296, in _place_order
    raise ValueError(f"Error sending the order creation transaction ({resp['raw_log']})")
ValueError: Error sending the order creation transaction (account sequence mismatch, expected 26, got 25: incorrect account sequence)
2024-05-06 13:44:50,889 - 57482 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - WARNING - Failed to submit SELL order to Dydx_v4_perpetual. Check API key and network connection.
2024-05-06 13:44:50,891 - 57482 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1714974290.0, "order_id": "227431368", "order_type": "OrderType.LIMIT", "event_name": "MarketOrderFailureEvent", "event_source": "dydx_v4_perpetual"}
2024-05-06 13:44:50,891 - 57482 - hummingbot.smart_components.executors.dca_executor.dca_executor - ERROR - Order 227431368 failed.
2024-05-06 13:44:50,891 - 57482 - hummingbot.connector.client_order_tracker - INFO - Order 227431368 has failed. Order Update: OrderUpdate(trading_pair='ETH-USD', update_timestamp=1714974290.0, new_state=<OrderState.FAILED: 6>, client_order_id='227431368', exchange_order_id=None, misc_updates=None)
2024-05-06 13:44:51,105 - 57482 - hummingbot.strategy.script_strategy_base - INFO - Creating ETH-USD sell order: price: 3202.121422500000000726566620 amount: 0.002344539450393062038375173767.
2024-05-06 13:44:51,550 - 57482 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT SELL order 228432154 for 0.002 to OPEN a ETH-USD position.
2024-05-06 13:44:51,550 - 57482 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1714974291.0, "type": "OrderType.LIMIT", "trading_pair": "ETH-USD", "amount": "0.002", "price": "3202.1", "order_id": "228432154", "creation_timestamp": 1714974291.0, "exchange_order_id": "", "leverage": 20, "position": "OPEN", "event_name": "SellOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}

There are instances of error submitting limit order ValueError: Error sending the order creation transaction (account sequence mismatch, expected 26, got 25: incorrect account sequence)
Order seems to be created after retry ✅
Controller, script and log files are attached here 05062024.zip

Setup a simple v1 strategy (perp-mm)

2024-05-06 13:21:14,003 - 21327 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - NETWORK - Error submitting sell LIMIT order to Dydx_v4_perpetual for 0.003 ETH-USD 3185.3.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 452, in _create_order
    await self._place_order_and_process_update(order=order, **kwargs,)
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 469, in _place_order_and_process_update
    exchange_order_id, update_timestamp = await self._place_order(
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 284, in _place_order
    resp = await self._tx_client.place_order(
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/dydx_v4_data_source.py", line 184, in place_order
    clob_pair_id = self._connector._margin_fractions[market]["clob_pair_id"]
KeyError: 'clob_pair_id'

Used different markets ETH-USD and LINK-USD getting same error

Ran tests on market orders, all ok ✅

Pending:

Running V2 strategy in progress

rapcmia · 2024-05-07T06:43:36Z

PR update:

dYdX perpetual v4 does not support hedge ✅
Uncomment the connector_execeptions including injective connector
Unable to call injective spot and perpetual connector via connect command
Injective is not also showing on connector list
Able to setup dydx APi keys ✅

Run tests using directional_trading.bollinger_v1_1

Check after 30mins:

2024-05-07 13:09:11,745 - 28016 - hummingbot.strategy.script_strategy_base - INFO - Creating ETH-USD buy order: price: 3065.95 amount: 0.004892447691580097522790652163.
2024-05-07 13:09:12,312 - 28016 - hummingbot.core.rate_oracle.rate_oracle - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2024-05-07 13:09:14,129 - 28016 - hummingbot.connector.client_order_tracker - INFO - Created MARKET BUY order 422440133 for 0.004 to OPEN a ETH-USD position.
2024-05-07 13:09:14,129 - 28016 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715058554.0, "type": "OrderType.MARKET", "trading_pair": "ETH-USD", "amount": "0.004", "price": "3065.95", "order_id": "422440133", "creation_timestamp": 1715058551.0, "exchange_order_id": "", "leverage": 20, "position": "OPEN", "event_name": "BuyOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-07 13:09:20,027 - 28016 - hummingbot.connector.client_order_tracker - WARNING - The order fill updates did not arrive on time for 422440133. The complete update will be processed with incomplete information.
2024-05-07 13:09:20,028 - 28016 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715058560.0, "order_id": "422440133", "base_asset": "ETH", "quote_asset": "USD", "base_asset_amount": "0", "quote_asset_amount": "0", "order_type": "OrderType.MARKET", "exchange_order_id": "", "event_name": "BuyOrderCompletedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-07 13:09:20,039 - 28016 - hummingbot.connector.client_order_tracker - INFO - BUY order 422440133 completely filled.

Market order 422440133 created and filled ok, however there is no exchange_order_id
Order filled did not arrived on time and proceed with incomplete information
- Check the timestamp of the later event 1715058560.0
  - Timestamp matched on this order which is completed on exchange ✅

Run tests using directional_trading.dman_v3

We are getting the same error found on v1 strategy perpetual market making

2024-05-07 14:25:07,847 - 58405 - hummingbot.client.hummingbot_application - INFO - start command initiated.
2024-05-07 14:25:07,886 - 58405 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - ERROR - Position mode PositionMode.HEDGE is not supported. Mode not set.
2024-05-07 14:25:08,001 - 58405 - hummingbot.strategy.script_strategy_base - WARNING - dydx_v4_perpetual is not ready. Please wait...
2024-05-07 14:25:08,161 - 58405 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2024-05-07 14:25:08,172 - 58405 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_user_stream_data_source - INFO - Connecting to wss://indexer.dydx.trade/v4/ws
2024-05-07 14:25:08,418 - 58405 - hummingbot.data_feed.candles_feed.binance_perpetual_candles.binance_perpetual_candles - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2024-05-07 14:25:08,489 - 58405 - hummingbot.core.data_type.order_book_tracker - INFO - Initialized order book for ETH-USD. 1/1 completed.
2024-05-07 14:25:08,563 - 58405 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - INFO - Leverage for ETH-USD successfully set to 20.
2024-05-07 14:25:08,608 - 58405 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_user_stream_data_source - INFO - Authenticated user stream...
2024-05-07 14:25:08,644 - 58405 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_api_order_book_data_source.DydxV4PerpetualAPIOrderBookDataSource - INFO - Subscribed to public orderbook and trade channels...
2024-05-07 14:25:08,949 - 58405 - hummingbot.data_feed.candles_feed.binance_perpetual_candles.binance_perpetual_candles - INFO - Subscribed to public klines...
2024-05-07 14:25:09,001 - 58405 - hummingbot.strategy.script_strategy_base - WARNING - dydx_v4_perpetual is not ready. Please wait...
2024-05-07 14:25:09,915 - 58405 - hummingbot.strategy.script_strategy_base - INFO - Creating ETH-USD buy order: price: 3065.705732060230302636301587 amount: 0.004892837509854420338093695424.
2024-05-07 14:25:09,916 - 58405 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - NETWORK - Error submitting buy LIMIT order to Dydx_v4_perpetual for 0.004 ETH-USD 3065.7.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 452, in _create_order
    await self._place_order_and_process_update(order=order, **kwargs,)
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/exchange_py_base.py", line 469, in _place_order_and_process_update
    exchange_order_id, update_timestamp = await self._place_order(
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 284, in _place_order
    resp = await self._tx_client.place_order(
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/data_sources/dydx_v4_data_source.py", line 184, in place_order
    clob_pair_id = self._connector._margin_fractions[market]["clob_pair_id"]
KeyError: 'clob_pair_id'

Step to reproduce: see files on google drive link

Copy the controller conf files to conf/controllers/
Copy the script conf files to conf/script
Open hummingbot client and run start --script v2_generic_with_controllers.py --conf [the script config file].py

yancong001 · 2024-05-09T21:59:05Z

The above problem has been solved.

cardosofede · 2024-05-15T00:28:30Z

@yancong001 are you going to submit the test soon? so I can review everything together

yancong001 · 2024-05-15T02:30:31Z

Yes, I will submit it soon

rapcmia · 2024-05-15T04:06:53Z

PR update on commit 75b3aebb8cfc9ef

Setup simple v1

Create and cancel orders ok
Order filled and recorded ok

Creating order to close position

There are instances of the connector returning failed to submit order due to account sequence mismatch and incorrect account sequence. The connector retries which eventually creates order ok.

2024-05-15 09:45:05,119 - 84113 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - (LINK-USD) Creating 1  LIMIT ask orders at (Size, Price): ['1 LINK, 13.098 USD'] to CLOSE position.
2024-05-15 09:45:06,048 - 84113 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - Initiated cancelation of sell order 551455486 in favour of take profit order.
2024-05-15 09:45:06,421 - 84113 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715737506.0, "order_id": "551455486", "exchange_order_id": "ff8658d4-ad44-580d-963c-ed638c5be7c6", "event_name": "OrderCancelledEvent", "event_source": "dydx_v4_perpetual"}
2024-05-15 09:45:06,440 - 84113 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order 551455486.
2024-05-15 09:45:08,316 - 84113 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - WARNING - Failed to submit order 626539696 (retry 1), account sequence mismatch, expected 161, got 162: incorrect account sequence
2024-05-15 09:45:10,696 - 84113 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - WARNING - Failed to submit order 626539696 (retry 2), account sequence mismatch, expected 162, got 161: incorrect account sequence

https://www.loom.com/share/c02ad957a77f4c6a9eae5a33099b3a48

Position retrieval ok

Setup simple v2 (dmanv3)

Sample scenario for order 1071018602 and 1076937857
Create limit order to open position 1071018602
- Order filled and recorded on CSV and exchange. Timestamp and trade data matched

Create market order to close position 1076937857

Got order fill updates did not arrived on time , The complete update will be processed with incomplete information.

Got a order event completed for the sell order which is completely filled but not recorded on history nor CSV

On the screenshot above, market sell order was completed and recorded on exchange under price 12.937

2024-05-15 10:53:18,466 - 10729 - hummingbot.strategy.script_strategy_base - INFO - Creating LINK-USD sell order: price: NaN amount: 1.
# timestamp removed 
2024-05-15 10:53:22,840 - 10729 - hummingbot.connector.client_order_tracker - INFO - Created MARKET SELL order 1076937857 for 1 to CLOSE a LINK-USD position.
2024-05-15 10:53:22,853 - 10729 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715741602.0, "type": "OrderType.MARKET", "trading_pair": "LINK-USD", "amount": "1", "price": "NaN", "order_id": "1076937857", "creation_timestamp": 1715741598.0, "exchange_order_id": null, "leverage": 20, "position": "CLOSE", "event_name": "SellOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-15 10:53:25,004 - 10729 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - WARNING - Failed to submit order 1079182838 (retry 1), account sequence mismatch, expected 184, got 185: incorrect account sequence
# timestamp removed
2024-05-15 10:53:29,117 - 10729 - hummingbot.connector.client_order_tracker - WARNING - The order fill updates did not arrive on time for 1076937857. The complete update will be processed with incomplete information.
2024-05-15 10:53:29,120 - 10729 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715741608.0, "order_id": "1076937857", "base_asset": "LINK", "quote_asset": "USD", "base_asset_amount": "0", "quote_asset_amount": "0", "order_type": "OrderType.MARKET", "exchange_order_id": "17de96b3-0664-5699-a276-2a6c6b42c49a", "event_name": "SellOrderCompletedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-15 10:53:29,149 - 10729 - hummingbot.connector.client_order_tracker - INFO - SELL order 1076937857 completely filled.
2024-05-15 10:53:32,708 - 10729 - hummingbot.connector.client_order_tracker - WARNING - The order fill updates did not arrive on time for 1076937857. The complete update will be processed with incomplete information.
2024-05-15 10:53:33,294 - 10729 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - ERROR - Unexpected error in user stream listener loop.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/core/data_type/in_flight_order.py", line 294, in get_exchange_order_id
    await self.exchange_order_id_update_event.wait()
  File "/Users/rapcomia/miniconda3/envs/hummingbot/lib/python3.10/asyncio/locks.py", line 214, in wait
    await fut
asyncio.exceptions.CancelledError

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 424, in _user_stream_event_listener
    trade_updates = await self._process_ws_fills(data["fills"])
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 518, in _process_ws_fills
    await v.get_exchange_order_id()
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/core/data_type/in_flight_order.py", line 293, in get_exchange_order_id
    async with timeout(GET_EX_ORDER_ID_TIMEOUT):
  File "/Users/rapcomia/miniconda3/envs/hummingbot/lib/python3.10/site-packages/async_timeout/__init__.py", line 141, in __aexit__
    self._do_exit(exc_type)
  File "/Users/rapcomia/miniconda3/envs/hummingbot/lib/python3.10/site-packages/async_timeout/__init__.py", line 228, in _do_exit
    raise asyncio.TimeoutError
asyncio.exceptions.TimeoutError

- Other instances of market orders are recorded successfully
- It seems the connector fails to recognize the market sell order ❌
- Crosscheck with other perpetual exchange (binance) running on dmanv3, observed expected behavior for the executor ok ✅

on stop command, getting unexpected error in user stream listener loop, syncio.execptions.TimeoutError as well

2024-05-15 10:50:13,397 - 99919 - hummingbot.client.hummingbot_application - INFO - stop command initiated.
2024-05-15 10:50:13,397 - 99919 - hummingbot.strategy.script_strategy_base - INFO - Creating LINK-USD sell order: price: NaN amount: 1.
2024-05-15 10:50:13,399 - 99919 - hummingbot.strategy.script_strategy_base - INFO - (LINK-USD) Canceling the limit order 148399024. [clock=2024-05-15 02:50:13+00:00]
2024-05-15 10:50:13,399 - 99919 - hummingbot.strategy.script_strategy_base - INFO - Creating LINK-USD sell order: price: NaN amount: 0.
2024-05-15 10:50:13,430 - 99919 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - ERROR - Unexpected error in user stream listener loop.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/core/data_type/in_flight_order.py", line 294, in get_exchange_order_id
    await self.exchange_order_id_update_event.wait()
  File "/Users/rapcomia/miniconda3/envs/hummingbot/lib/python3.10/asyncio/locks.py", line 214, in wait
    await fut
asyncio.exceptions.CancelledError

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 424, in _user_stream_event_listener
    trade_updates = await self._process_ws_fills(data["fills"])
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 518, in _process_ws_fills
    await v.get_exchange_order_id()
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/core/data_type/in_flight_order.py", line 293, in get_exchange_order_id
    async with timeout(GET_EX_ORDER_ID_TIMEOUT):
  File "/Users/rapcomia/miniconda3/envs/hummingbot/lib/python3.10/site-packages/async_timeout/__init__.py", line 141, in __aexit__
    self._do_exit(exc_type)
  File "/Users/rapcomia/miniconda3/envs/hummingbot/lib/python3.10/site-packages/async_timeout/__init__.py", line 228, in _do_exit
    raise asyncio.TimeoutError
asyncio.exceptions.TimeoutError

Steps to reproduce:

Copy the controller config to conf/controller
Copy the script config to conf/script
Open Hummingbot client, run start --script v2_with_controllers --conf conf_dydx4.yml

05152024.zip

…1/hummingbot into feat/dydx_perpetual_derivative

yancong001 · 2024-05-16T20:27:25Z

Unittest has submitted, separate passed (coverage run - m nose "test/hummingbot/connector/derivative/dydx_v4_perpetual") @cardosofede

rapcmia · 2024-05-20T08:58:59Z

Test commit fd51c807eb14a1f4f8b727cf484043d46d4e7ccf

Minor possible fix for leverage when exceeds the allowable value, it displays that connector reduced it and successfully set but not using the reduce value

Setup bollinger_v1 config

2024-05-20 16:12:07,966 - 35165 - hummingbot.strategy.script_strategy_base - INFO - Creating LINK-USD buy order: price: 16.671 amount: 0.5998440405494571411433027413.
2024-05-20 16:12:17,889 - 35165 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - ERROR - Unexpected error in user stream listener loop.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 394, in _user_stream_event_listener
    trading_pair = await self.trading_pair_associated_to_exchange_symbol(order["market"])
KeyError: 'market'
2024-05-20 16:12:21,149 - 35165 - hummingbot.connector.client_order_tracker - INFO - Created MARKET BUY order 1602266450 for 0 to OPEN a LINK-USD position.
2024-05-20 16:12:21,150 - 35165 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1716192741.0, "type": "OrderType.MARKET", "trading_pair": "LINK-USD", "amount": "0", "price": "16.671", "order_id": "1602266450", "creation_timestamp": 1716192727.0, "exchange_order_id": null, "leverage": 30, "position": "OPEN", "event_name": "BuyOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-20 16:14:01,042 - 35165 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1716192841.0, "order_id": "1602266450", "base_asset": "LINK", "quote_asset": "USD", "base_asset_amount": "0", "quote_asset_amount": "0", "order_type": "OrderType.MARKET", "exchange_order_id": "4593c0ac-d8e3-5aec-9bc7-b520cee4607c", "event_name": "BuyOrderCompletedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-20 16:14:01,042 - 35165 - hummingbot.connector.client_order_tracker - INFO - BUY order 1602266450 completely filled.

On this test, the script had opportunity to open long positions
Placing order on exchange return unexpected error in user stream listener
Market buy order created and completed
- No record of CSV or history on client
- exchange order if ✅
- price of order is not available on logs

Setup simple perpmm

2024-05-20 15:27:38,003 - 30603 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - (LINK-USD) Creating 1 LIMIT bid orders at (Size, Price): ['1 LINK, 16.549 USD'] to OPEN position.
2024-05-20 15:27:38,004 - 30603 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - (LINK-USD) Creating 1  LIMIT ask orders at (Size, Price): ['1 LINK, 16.884 USD'] to OPEN position.
2024-05-20 15:27:39,997 - 30603 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT BUY order 902512256 for 1 to OPEN a LINK-USD position.
2024-05-20 15:27:39,998 - 30603 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1716190059.0, "type": "OrderType.LIMIT", "trading_pair": "LINK-USD", "amount": "1", "price": "16.549", "order_id": "902512256", "creation_timestamp": 1716190058.0, "exchange_order_id": null, "leverage": 30, "position": "OPEN", "event_name": "BuyOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-20 15:27:40,395 - 30603 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT SELL order 902512691 for 1 to OPEN a LINK-USD position.
2024-05-20 15:27:40,396 - 30603 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1716190060.0, "type": "OrderType.LIMIT", "trading_pair": "LINK-USD", "amount": "1", "price": "16.884", "order_id": "902512691", "creation_timestamp": 1716190058.0, "exchange_order_id": null, "leverage": 30, "position": "OPEN", "event_name": "SellOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-20 15:27:40,546 - 30603 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - ERROR - Unexpected error in user stream listener loop.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 394, in _user_stream_event_listener
    trading_pair = await self.trading_pair_associated_to_exchange_symbol(order["market"])
KeyError: 'market'
2024-05-20 15:27:41,505 - 30603 - hummingbot.connector.derivative.dydx_v4_perpetual.dydx_v4_perpetual_derivative.DydxV4PerpetualDerivative - ERROR - Unexpected error in user stream listener loop.
Traceback (most recent call last):
  File "/Users/rapcomia/github/hummingbot/6987/hummingbot/connector/derivative/dydx_v4_perpetual/dydx_v4_perpetual_derivative.py", line 394, in _user_stream_event_listener
    trading_pair = await self.trading_pair_associated_to_exchange_symbol(order["market"])
KeyError: 'market'
2024-05-20 15:28:38,003 - 30603 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - (LINK-USD) Canceling the limit order 902512256. [clock=2024-05-20 07:28:38+00:00]
2024-05-20 15:28:38,004 - 30603 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - Canceling active order 902512256.
2024-05-20 15:28:38,004 - 30603 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - (LINK-USD) Canceling the limit order 902512691. [clock=2024-05-20 07:28:38+00:00]
2024-05-20 15:28:38,004 - 30603 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - Canceling active order 902512691.
2024-05-20 15:28:38,666 - 30603 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1716190118.0, "order_id": "902512256", "exchange_order_id": null, "event_name": "OrderCancelledEvent", "event_source": "dydx_v4_perpetual"}
2024-05-20 15:28:38,670 - 30603 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order 902512256.
2024-05-20 15:28:39,002 - 30603 - hummingbot.strategy.perpetual_market_making.perpetual_market_making - INFO - Canceling active order 902512691.
2024-05-20 15:28:39,071 - 30603 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1716190119.0, "order_id": "902512691", "exchange_order_id": null, "event_name": "OrderCancelledEvent", "event_source": "dydx_v4_perpetual"}
2024-05-20 15:28:39,075 - 30603 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order 902512691.

Same results whenever an order is created and canceled, it returns Unexpected error in user stream listener loop

Steps to reproduce:

Copy the controller config to conf/controller
Copy the script config to conf/script
Open Hummingbot client, run start --script v2_with_controllers --conf conf_v2_with_controllers_1.yml
Attached strategy yml file for perpetual-mm

https://drive.google.com/drive/folders/10KrgraekoCV6q96Z-MXgz4L2tJ3kTtQu

yancong001 · 2024-05-20T14:43:57Z

fixed

bczhang added 8 commits March 31, 2024 16:45

,

ed6ee6b

add Transaction for dydx v4

7f29a17

,

05ef5ba

init dydx_v4 client

2fa0780

fix balance & user_stream bug

1d81784

Restore some environment

ac2b399

recover dydx v3 & reduce dydx_v4_auth

d5d4df8

fix v4 version name

1c36457

yancong001 mentioned this pull request Apr 25, 2024

dYdX - Upgrade the connector to v4 #6897

Open

Merge branch 'development' into feat/dydx_perpetual_derivative

d4e6136

rapcmia requested review from cardosofede and rapcmia April 25, 2024 11:28

bczhang and others added 4 commits April 25, 2024 20:52

,

48fee8b

Merge branch 'development' into feat/dydx_perpetual_derivative

4a0e7cc

Merge branch 'feat/dydx_perpetual_derivative' of github.com:yancong00…

84317d3

…1/hummingbot into feat/dydx_perpetual_derivative

Stuck in the MsgPlaceOrder problem

2c1ff0c

Merge branch 'development' into feat/dydx_perpetual_derivative

7562653

rapcmia linked an issue Apr 29, 2024 that may be closed by this pull request

dYdX - Upgrade the connector to v4 #6897

Open

rapcmia and others added 10 commits May 2, 2024 22:00

Merge branch 'development' into feat/dydx_perpetual_derivative

f9f8b3e

Merge branch 'development' into feat/dydx_perpetual_derivative

9d64121

Orders can be successfully placed without injective connector

9c3f037

Merge branch 'feat/dydx_perpetual_derivative' of github.com:yancong00…

0491e18

…1/hummingbot into feat/dydx_perpetual_derivative

Merge branch 'development' of https://github.com/hummingbot/hummingbot …

699266b

…into feat/dydx_perpetual_derivative

update dydx client

7cf9cca

del gatewayInfightorder

e98d197

fix bug

985658a

fix bug

aaa885a

format code

e957600

format code

67f1100

bczhang added 2 commits May 10, 2024 05:55

fix sequence bug

836e4e3

format code

71e09cf

bczhang added 2 commits May 10, 2024 06:02

format code

a54d7c4

fix bug

ca432df

rapcmia mentioned this pull request May 10, 2024

V2 strategy - Market orders to close executor are stuck on hummingbot resulting to "Waiting for close order to be filled" #6980

Open

rapcmia and others added 2 commits May 13, 2024 21:45

Merge branch 'development' into feat/dydx_perpetual_derivative

75b3aeb

Merge branch 'development' into feat/dydx_perpetual_derivative

5d1eae8

bczhang and others added 9 commits May 16, 2024 00:58

add unittest

4d1b63a

Merge branch 'feat/dydx_perpetual_derivative' of github.com:yancong00…

3145fce

…1/hummingbot into feat/dydx_perpetual_derivative

Merge branch 'development' into feat/dydx_perpetual_derivative

d8c7980

Merge branch 'development' into feat/dydx_perpetual_derivative

a194171

add derivative unittest

4ac4938

Merge branch 'feat/dydx_perpetual_derivative' of github.com:yancong00…

5f8442b

…1/hummingbot into feat/dydx_perpetual_derivative

Merge branch 'development' into feat/dydx_perpetual_derivative

5208ed0

format code

76f5e68

Merge branch 'feat/dydx_perpetual_derivative' of github.com:yancong00…

36791a9

…1/hummingbot into feat/dydx_perpetual_derivative

fix user stream listener loop Timeout error

fd51c80

fix leverage bug

c4c242d

bczhang and others added 2 commits May 21, 2024 00:43

add v4_client unittest

5d5ada6

Merge branch 'development' into feat/dydx_perpetual_derivative

6870c4b

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Feat/dydx v4 perpetual derivative #6987

Feat/dydx v4 perpetual derivative #6987

yancong001 commented Apr 25, 2024 •

edited

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Feat/dydx v4 perpetual derivative #6987

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Feat/dydx v4 perpetual derivative #6987

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yancong001 commented Apr 25, 2024 • edited

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edited