fix/ kucoin perpetual incorrect pozition size for market order #6578

yancong001 · 2023-09-22T05:32:59Z

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:

Tests performed by the developer:

Tips for QA testing:

cardosofede

LGTM!

cardosofede · 2023-09-22T06:07:55Z

@yancong001 check that the isort is complaining for use type(something) == str instead of isinstance(something, str)

yancong001 · 2023-09-22T10:28:24Z

Currently tested with this script kucoin_perp_3.py.txt got flooded with Could not fetch last fee payment for BCH-USD. Check network connection. and hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for BCH-USD.

same thing using same script on latest development 1.20.0 (PerpetualMM on development works however)

pending script from the user

2023-09-22 09:08:32,649 - 410480 - hummingbot.client.hummingbot_application - INFO - start command initiated.
2023-09-22 09:08:32,909 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2023-09-22 09:08:33,001 - 410480 - hummingbot.strategy.script_strategy_base - WARNING - kucoin_perpetual is not ready. Please wait...
2023-09-22 09:08:34,001 - 410480 - hummingbot.strategy.script_strategy_base - WARNING - kucoin_perpetual is not ready. Please wait...
2023-09-22 09:08:34,726 - 410480 - hummingbot.core.utils.async_utils - ERROR - Unhandled error in background task: 'BCH-USD'
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/core/utils/async_utils.py", line 9, in safe_wrapper
    return await c
  File "/home/nikita/kucperpfix/hummingbot/core/data_type/order_book_tracker.py", line 180, in _init_order_books
    self._order_books[trading_pair] = await self._initial_order_book_for_trading_pair(trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/core/data_type/order_book_tracker.py", line 173, in _initial_order_book_for_trading_pair
    return await self._data_source.get_new_order_book(trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/core/data_type/order_book_tracker_data_source.py", line 65, in get_new_order_book
    snapshot_msg: OrderBookMessage = await self._order_book_snapshot(trading_pair=trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_order_book_data_source.py", line 205, in _order_book_snapshot
    exchange_symbol = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair),
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:34,729 - 410480 - hummingbot.core.utils.async_utils - ERROR - Unhandled error in background task: 'BCH-USD'
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/core/utils/async_utils.py", line 9, in safe_wrapper
    return await c
  File "/home/nikita/kucperpfix/hummingbot/connector/perpetual_derivative_py_base.py", line 364, in _listen_for_funding_info
    await self._init_funding_info()
  File "/home/nikita/kucperpfix/hummingbot/connector/perpetual_derivative_py_base.py", line 371, in _init_funding_info
    funding_info = await self._orderbook_ds.get_funding_info(trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_order_book_data_source.py", line 43, in get_funding_info
    funding_info_response = await self._request_complete_funding_info(trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_order_book_data_source.py", line 192, in _request_complete_funding_info
    exchange_symbol = await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair),
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:34,731 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for BCH-USD.
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/connector/perpetual_derivative_py_base.py", line 414, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_derivative.py", line 885, in _fetch_last_fee_payment
    exchange_symbol = await self.exchange_symbol_associated_to_pair(trading_pair)
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:34,732 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - WARNING - Could not fetch last fee payment for BCH-USD. Check network connection.
2023-09-22 09:08:34,872 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_api_order_book_data_source.KucoinPerpetualAPIOrderBookDataSource - ERROR - Unexpected error occurred subscribing to order book trading and delta streams...
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_order_book_data_source.py", line 59, in _subscribe_channels
    symbols = ",".join([await self._connector.exchange_symbol_associated_to_pair(trading_pair=pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_order_book_data_source.py", line 59, in <listcomp>
    symbols = ",".join([await self._connector.exchange_symbol_associated_to_pair(trading_pair=pair)
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:34,873 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_api_order_book_data_source.KucoinPerpetualAPIOrderBookDataSource - ERROR - Unexpected error occurred when listening to order book streams. Retrying in 5 seconds...
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/core/data_type/order_book_tracker_data_source.py", line 79, in listen_for_subscriptions
    await self._subscribe_channels(ws)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_order_book_data_source.py", line 59, in _subscribe_channels
    symbols = ",".join([await self._connector.exchange_symbol_associated_to_pair(trading_pair=pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_order_book_data_source.py", line 59, in <listcomp>
    symbols = ",".join([await self._connector.exchange_symbol_associated_to_pair(trading_pair=pair)
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:34,939 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_api_user_stream_data_source.KucoinPerpetualAPIUserStreamDataSource - ERROR - Unexpected error occurred subscribing to order book trading and delta streams wss://stream.kucoin.com/realtime_private...
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_user_stream_data_source.py", line 120, in _subscribe_to_channels
    symbols = [
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_user_stream_data_source.py", line 121, in <listcomp>
    await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair)
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:34,939 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_api_user_stream_data_source.KucoinPerpetualAPIUserStreamDataSource - ERROR - Unexpected error while listening to user stream wss://stream.kucoin.com/realtime_private. Retrying after 5 seconds...
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_user_stream_data_source.py", line 86, in _listen_for_user_stream_on_url
    await self._subscribe_to_channels(ws, url, self._trading_pairs)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_user_stream_data_source.py", line 120, in _subscribe_to_channels
    symbols = [
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_api_user_stream_data_source.py", line 121, in <listcomp>
    await self._connector.exchange_symbol_associated_to_pair(trading_pair=trading_pair)
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:35,030 - 410480 - hummingbot.strategy.script_strategy_base - WARNING - kucoin_perpetual is not ready. Please wait...
2023-09-22 09:08:35,033 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for BCH-USD.
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/connector/perpetual_derivative_py_base.py", line 414, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_derivative.py", line 885, in _fetch_last_fee_payment
    exchange_symbol = await self.exchange_symbol_associated_to_pair(trading_pair)
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:35,034 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - WARNING - Could not fetch last fee payment for BCH-USD. Check network connection.
2023-09-22 09:08:35,034 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for BCH-USD.
Traceback (most recent call last):
  File "/home/nikita/kucperpfix/hummingbot/connector/perpetual_derivative_py_base.py", line 414, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/kucperpfix/hummingbot/connector/derivative/kucoin_perpetual/kucoin_perpetual_derivative.py", line 885, in _fetch_last_fee_payment
    exchange_symbol = await self.exchange_symbol_associated_to_pair(trading_pair)
  File "hummingbot/connector/exchange_base.pyx", line 97, in exchange_symbol_associated_to_pair
    return symbol_map.inverse[trading_pair]
  File "/home/nikita/miniconda3/envs/hummingbot/lib/python3.10/site-packages/bidict/_base.py", line 523, in __getitem__
    return self._fwdm[key]
KeyError: 'BCH-USD'
2023-09-22 09:08:35,035 - 410480 - hummingbot.connector.derivative.kucoin_perpetual.kucoin_perpetual_derivative.KucoinPerpetualDerivative - WARNING - Could not fetch last fee payment for BCH-USD. Check network connection.

please test BCH-USDT instead of BCH-USD

yancong001 · 2023-09-22T11:05:27Z

@yancong001 check that the isort is complaining for use type(something) == str instead of isinstance(something, str)

fixed

nikspz · 2023-09-22T11:14:33Z

@yancong001 Thanks, Ran successfully using BCH-USDT

6578.zip
logs_kucoin_perp_3fixed.log

however failed to reproduce issue on development using my script, will wait for updates from user.

nikspz · 2023-09-22T11:43:19Z

Could you check failing unit tests? @yancong001

nikspz · 2023-09-22T15:04:46Z

Reproduced issue #6567 on latest development using perpetualMM strategy.
#6567 (comment)

Currently using this PR6578 - can't reproduce, after orders OPENED bot placed correct amount, ongoing longrun test

Test performed:
Cloned and install fix branch
Create perpetualMM using BCH-USDT and order amount 0.05
Get 9 trades, not reproduced currently
logs_kucperpfix.log

…ount

…m:yancong001/hummingbot into fix/kucoinperpetual_position_wrong_amount

…ount

…m:yancong001/hummingbot into fix/kucoinperpetual_position_wrong_amount

yancong001 · 2023-09-25T11:06:59Z

i will fix unittest tomorrow

yancong001 · 2023-09-26T03:53:55Z

fixed

nikspz

Cloned and install fix branch
Create perpetualMM using kucoin perpetual, BCH-USDT and order amount 0.05
Review issue are not reproduced
Manually built docker image successfully

fix bug

bd87a36

yancong001 mentioned this pull request Sep 22, 2023

Kucoin perpetual - incorrect position size in connector #6567

Closed

nikspz linked an issue Sep 22, 2023 that may be closed by this pull request

Kucoin perpetual - incorrect position size in connector #6567

Closed

nikspz changed the title ~~fix bug~~ fix/ kucoin perpetual incorrect pozition size bug Sep 22, 2023

nikspz changed the title ~~fix/ kucoin perpetual incorrect pozition size bug~~ fix/ kucoin perpetual incorrect pozition size for market order Sep 22, 2023

rapcmia requested review from cardosofede and nikspz September 22, 2023 06:04

cardosofede approved these changes Sep 22, 2023

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bczhang added 2 commits September 22, 2023 18:24

format code

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format code

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rapcmia and others added 11 commits September 25, 2023 10:47

Merge branch 'development' into fix/kucoinperpetual_position_wrong_am…

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update

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Merge branch 'fix/kucoinperpetual_position_wrong_amount' of github.co…

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…m:yancong001/hummingbot into fix/kucoinperpetual_position_wrong_amount

update

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Merge branch 'development' into fix/kucoinperpetual_position_wrong_am…

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…ount

update

ed52ac1

Merge branch 'fix/kucoinperpetual_position_wrong_amount' of github.co…

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…m:yancong001/hummingbot into fix/kucoinperpetual_position_wrong_amount

update unittest

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format

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format

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format

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update unittest

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nikspz approved these changes Sep 26, 2023

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nikspz merged commit 63f257c into hummingbot:development Sep 26, 2023
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rapcmia mentioned this pull request Sep 28, 2023

sync / staging -> master for Hummingbot version 1.20.0 #6580

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fix/ kucoin perpetual incorrect pozition size for market order #6578

fix/ kucoin perpetual incorrect pozition size for market order #6578

fix/ kucoin perpetual incorrect pozition size for market order #6578

fix/ kucoin perpetual incorrect pozition size for market order #6578

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