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refactor algo orchestrator and hedge ratio bug fix

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stevekeyharvey
2026-04-29 16:18:42 +00:00
parent 8f3f7c6667
commit dc3409ac40
14 changed files with 1475 additions and 11128 deletions
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79
extended.ipynb
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@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"execution_count": 9,
"id": "6c70a8c3",
"metadata": {},
"outputs": [],
@@ -27,7 +27,7 @@
},
{
"cell_type": "code",
"execution_count": 2,
"execution_count": 12,
"id": "ff971ca9",
"metadata": {},
"outputs": [],
@@ -42,50 +42,46 @@
"CONFIG = MAINNET_CONFIG\n",
"\n",
"ORDER_MARKET = \"ETH-USD\"\n",
"ORDER_SIDE = OrderSide.BUY\n",
"ORDER_QTY = Decimal(\"0.01\")\n",
"ORDER_PRICE = Decimal(\"2200.1\")"
"ORDER_PRICE = Decimal(\"2300.1\")\n",
"ORDER_SIDE = OrderSide.BUY"
]
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 13,
"id": "fc2c6d2b",
"metadata": {},
"outputs": [],
"source": [
"client, trading_client = await extend_auth.create_auth_account_and_trading_client()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "c366706f",
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"Error response from https://api.starknet.extended.exchange/api/v1/user/order: {\"status\":\"ERROR\",\"error\":{\"code\":1125,\"message\":\"Invalid price precision\"}}\n"
]
},
{
"ename": "ValueError",
"evalue": "Error response from https://api.starknet.extended.exchange/api/v1/user/order: code 400 - {\"status\":\"ERROR\",\"error\":{\"code\":1125,\"message\":\"Invalid price precision\"}}",
"output_type": "error",
"traceback": [
"\u001b[31m---------------------------------------------------------------------------\u001b[39m",
"\u001b[31mValueError\u001b[39m Traceback (most recent call last)",
"\u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[4]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[32m----> \u001b[39m\u001b[32m1\u001b[39m placed_order = await trading_client.place_order(\n\u001b[32m 2\u001b[39m market_name=ORDER_MARKET,\n\u001b[32m 3\u001b[39m amount_of_synthetic=ORDER_QTY,\n\u001b[32m 4\u001b[39m price=ORDER_PRICE,\n",
"\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/py_313/lib/python3.13/site-packages/x10/perpetual/trading_client/trading_client.py:101\u001b[39m, in \u001b[36mPerpetualTradingClient.place_order\u001b[39m\u001b[34m(self, market_name, amount_of_synthetic, price, side, taker_fee, post_only, previous_order_id, expire_time, time_in_force, self_trade_protection_level, external_id, builder_fee, builder_id, reduce_only, tp_sl_type, take_profit, stop_loss)\u001b[39m\n\u001b[32m 78\u001b[39m expire_time = utc_now() + timedelta(hours=\u001b[32m1\u001b[39m)\n\u001b[32m 80\u001b[39m order = create_order_object(\n\u001b[32m 81\u001b[39m account=\u001b[38;5;28mself\u001b[39m.__stark_account,\n\u001b[32m 82\u001b[39m market=market,\n\u001b[32m (...)\u001b[39m\u001b[32m 99\u001b[39m stop_loss=stop_loss,\n\u001b[32m 100\u001b[39m )\n\u001b[32m--> \u001b[39m\u001b[32m101\u001b[39m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;01mawait\u001b[39;00m \u001b[38;5;28mself\u001b[39m.__order_management_module.place_order(order)\n",
"\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/py_313/lib/python3.13/site-packages/x10/perpetual/trading_client/order_management_module.py:31\u001b[39m, in \u001b[36mOrderManagementModule.place_order\u001b[39m\u001b[34m(self, order)\u001b[39m\n\u001b[32m 28\u001b[39m LOGGER.debug(\u001b[33m\"\u001b[39m\u001b[33mPlacing an order: id=\u001b[39m\u001b[38;5;132;01m%s\u001b[39;00m\u001b[33m\"\u001b[39m, order.id)\n\u001b[32m 30\u001b[39m url = \u001b[38;5;28mself\u001b[39m._get_url(\u001b[33m\"\u001b[39m\u001b[33m/user/order\u001b[39m\u001b[33m\"\u001b[39m)\n\u001b[32m---> \u001b[39m\u001b[32m31\u001b[39m response = \u001b[38;5;28;01mawait\u001b[39;00m send_post_request(\n\u001b[32m 32\u001b[39m \u001b[38;5;28;01mawait\u001b[39;00m \u001b[38;5;28mself\u001b[39m.get_session(),\n\u001b[32m 33\u001b[39m url,\n\u001b[32m 34\u001b[39m PlacedOrderModel,\n\u001b[32m 35\u001b[39m json=order.to_api_request_json(exclude_none=\u001b[38;5;28;01mTrue\u001b[39;00m),\n\u001b[32m 36\u001b[39m api_key=\u001b[38;5;28mself\u001b[39m._get_api_key(),\n\u001b[32m 37\u001b[39m )\n\u001b[32m 38\u001b[39m \u001b[38;5;28;01mreturn\u001b[39;00m response\n",
"\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/py_313/lib/python3.13/site-packages/x10/utils/http.py:173\u001b[39m, in \u001b[36msend_post_request\u001b[39m\u001b[34m(session, url, model_class, json, api_key, request_headers, response_code_to_exception)\u001b[39m\n\u001b[32m 171\u001b[39m \u001b[38;5;28;01masync\u001b[39;00m \u001b[38;5;28;01mwith\u001b[39;00m session.post(url, json=json, headers=headers) \u001b[38;5;28;01mas\u001b[39;00m response:\n\u001b[32m 172\u001b[39m response_text = \u001b[38;5;28;01mawait\u001b[39;00m response.text()\n\u001b[32m--> \u001b[39m\u001b[32m173\u001b[39m \u001b[30;43mhandle_known_errors\u001b[39;49m\u001b[30;43m(\u001b[39;49m\u001b[30;43murl\u001b[39;49m\u001b[30;43m,\u001b[39;49m\u001b[30;43m \u001b[39;49m\u001b[30;43mresponse_code_to_exception\u001b[39;49m\u001b[30;43m,\u001b[39;49m\u001b[30;43m \u001b[39;49m\u001b[30;43mresponse\u001b[39;49m\u001b[30;43m,\u001b[39;49m\u001b[30;43m \u001b[39;49m\u001b[30;43mresponse_text\u001b[39;49m\u001b[30;43m)\u001b[39;49m\n\u001b[32m 174\u001b[39m response_model = parse_response_to_model(response_text, model_class)\n\u001b[32m 176\u001b[39m \u001b[38;5;28;01mif\u001b[39;00m (response_model.status != ResponseStatus.OK) \u001b[38;5;129;01mor\u001b[39;00m (response_model.error \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m):\n",
"\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/py_313/lib/python3.13/site-packages/x10/utils/http.py:243\u001b[39m, in \u001b[36mhandle_known_errors\u001b[39m\u001b[34m(url, response_code_handler, response, response_text)\u001b[39m\n\u001b[32m 241\u001b[39m \u001b[38;5;28;01mif\u001b[39;00m response.status > \u001b[32m299\u001b[39m:\n\u001b[32m 242\u001b[39m LOGGER.error(\u001b[33m\"\u001b[39m\u001b[33mError response from \u001b[39m\u001b[38;5;132;01m%s\u001b[39;00m\u001b[33m: \u001b[39m\u001b[38;5;132;01m%s\u001b[39;00m\u001b[33m\"\u001b[39m, url, response_text)\n\u001b[32m--> \u001b[39m\u001b[32m243\u001b[39m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mValueError\u001b[39;00m(\u001b[33mf\u001b[39m\u001b[33m\"\u001b[39m\u001b[33mError response from \u001b[39m\u001b[38;5;132;01m{\u001b[39;00murl\u001b[38;5;132;01m}\u001b[39;00m\u001b[33m: code \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mresponse.status\u001b[38;5;132;01m}\u001b[39;00m\u001b[33m - \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mresponse_text\u001b[38;5;132;01m}\u001b[39;00m\u001b[33m\"\u001b[39m)\n",
"\u001b[31mValueError\u001b[39m: Error response from https://api.starknet.extended.exchange/api/v1/user/order: code 400 - {\"status\":\"ERROR\",\"error\":{\"code\":1125,\"message\":\"Invalid price precision\"}}"
"Unclosed client session\n",
"client_session: <aiohttp.client.ClientSession object at 0x7b2dc26ba850>\n"
]
}
],
"source": [
"client, trading_client = await extend_auth.create_auth_account_and_trading_client()"
]
},
{
"cell_type": "code",
"execution_count": 16,
"id": "07887649",
"metadata": {},
"outputs": [],
"source": [
"### Figure out how to flatten small residuals - market order with reduce only?)"
]
},
{
"cell_type": "code",
"execution_count": 14,
"id": "c366706f",
"metadata": {},
"outputs": [],
"source": [
"placed_order = await trading_client.place_order(\n",
" market_name=ORDER_MARKET,\n",
@@ -98,6 +94,27 @@
")"
]
},
{
"cell_type": "code",
"execution_count": 15,
"id": "ba85f1e9",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"WrappedApiResponse[PlacedOrderModel](status='OK', data=PlacedOrderModel(id=2049239831434784768, external_id='359148168147219671570709517544221313286652228166698232409514334035033828578'), error=None, pagination=None)"
]
},
"execution_count": 15,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"placed_order"
]
},
{
"cell_type": "code",
"execution_count": 5,