使用 Vega 协议与 Hummingbot¶

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引言¶

在本指南中，我们将逐步介绍如何顺利设置 Vega 钱包、将其与 Hummingbot 连接，并在 Vega 去中心化交易所上运行强大的算法交易策略。

观看 YouTube 上的教程视频，然后开始吧！

创建 Vega 钱包¶

Vega 钱包对于与 Vega 网络交互至关重要，无论是质押还是交易。Vega 钱包应用允许你管理钱包和密钥对、存取资产、进行质押以及签署交易。

连接 MetaMask Snap¶

要开始操作，请访问Vega 控制台并点击连接到 Vega。之后，系统会提供几种创建 Vega 钱包的选项：

下方我们展示如何使用MetaMask Snap，这是我们推荐给 Hummingbot 用户的方案。

在上方菜单中选择MetaMask Snap，并通过你在MetaMask中的首选以太坊地址进行连接。

你会看到一个弹窗提示所需权限——点击安装。

随后，同意其余弹窗提示，最终应看到“连接成功”的通知。现在你已准备好存款资产并使用新的 Vega 钱包。

存入资金¶

创建 Vega 钱包后，前往Vega 控制台，默认情况下你会被重定向至 MAINNET 交易所。

如果你想切换到 Fairground 测试网，请先退出弹窗，然后点击 Vega 交易所网站左上角，以更改网络。

选择好网络后，点击上方弹窗中的充值按钮，并连接你的以太坊钱包，以批准并将符合条件的代币存入你的新 Vega 钱包。

将 Hummingbot 连接到 Vega¶

在为你的 Vega 钱包充值后，你现在可以连接 Hummingbot 并开始运行算法交易策略。由于我们使用了 MetaMask Snap 来连接 Vega，因此需要以下两个信息：

Snap Key：Vega 公钥或用户 ID（party id）
助记词（Seed Phrase）

下面我们来看看如何获取这些信息：

获取 Snap Key¶

连接 Vega 钱包后，在屏幕右上角找到你的 Snap Key。

Snap Key 0 地址应是你之前从以太坊钱包充值资产的那个 Vega 公钥 地址。点击该地址可将其复制到剪贴板，之后在 Hummingbot 中提示输入 Vega 公钥（party id） 时粘贴即可。

获取钱包助记词¶

由于我们使用 MetaMask Snap 连接 Vega，你的私钥就是用于建立连接的以太坊钱包的 助记词。在将 Vega 钱包连接到 Hummingbot 时，系统会要求你输入此助记词，作为身份验证和设置流程的一部分。

请参考这篇 MetaMask 文章来查找你的助记词：如何显示你的秘密恢复短语。按照文章中的步骤获取你的以太坊钱包助记词。

警告

你的钱包助记词极为敏感，请严格保密，切勿在线分享或告知任何你不信任的人。处理助记词时，请始终确保处于安全且私密的环境中。

安装 Hummingbot¶

在获取 Snap Key 和助记词后，你就可以将 Hummingbot 连接到 Vega 了！建议收藏 Vega 连接器文档页面，以便随时查阅。

现在，请按照安装流程安装 Hummingbot。最简单的入门方式是克隆 GitHub 仓库并启动 Docker 镜像：

git clone https://github.com/hummingbot/hummingbot
cd hummingbot
docker compose up -d
docker attach hummingbot

运行连接命令¶

在 Hummingbot 客户端中，通过运行 connect vega_perpetual 来连接 Vega 主网。若要连接到 Vega Fairground 测试网，请运行 connect vega_perpetual_testnet。

首先，系统会提示你输入 Vega 公钥——在此输入你的 Snap Key。然后，输入你的钱包助记词。

如果两个凭据均有效，你应该会看到如下消息：

You are now connected to vega_perpetual.

为确认连接成功，请运行 balance 命令。你的资产余额应与你存入 Vega 的金额一致。

运行方向性策略¶

现在，让我们在 Vega 上配置并运行一个示例算法交易策略 —— v2_directional_rsi.py。

这是一个简单的方向性策略：当市场超卖时（由 RSI 指标衡量），策略将建立多头仓位；反之，当市场超买时，机器人将建立空头仓位。仓位建立后，该策略会使用 PositionExecutor 来进行管理。

配置脚本¶

首先，让我们为此策略创建一个针对 Vega 的配置文件。运行：

create --script v2_directional_rsi

根据提示输入你希望设置的参数值，并保存文件。该文件位于 /conf/scripts 文件夹下，你可以使用任意文本编辑器或 IDE（如 VSCode）打开该 YAML 文件并进行修改。

请注意：

由于 Vega 目前尚不支持K 线图，因此您需要为candles_exchange使用除 Vega 以外的其他交易所（例如 Binance Futures）。
每个交易所的交易对符号都需要正确定义。对于 Vega，我们将使用ETHUSDT-USDT，而在 Binance Futures 上则使用ETH-USDT交易对。
此配置将 RSI 上下限均设置为 50，以便策略启动后立即开仓。您可能希望使用不同的数值。

作为参考，以下是该策略针对 Vega 的特定配置：

markets: {}
candles_config: []
controllers_config: []
config_update_interval: 60
script_file_name: v2_directional_rsi.py
exchange: vega_perpetual
trading_pair: ETHUSDT-USDT
candles_exchange: binance_perpetual
candles_pair: ETH-USDT
candles_interval: 1m
candles_length: 60
rsi_low: 50.0
rsi_high: 50.0
order_amount_quote: 30
leverage: 10
position_mode: ONEWAY
stop_loss: 0.03
take_profit: 0.01
time_limit: 2700

启动脚本¶

现在，我们可以使用start命令来运行脚本：

start --script v2_directional_rsi.py --conf conf_rsi_vega.yml

机器人已进入空头仓位。随后，它设置了买入限价止损单。

您可以运行status命令或按下CTRL + S键来查看机器人的实时状态：

Vega 数据节点¶

在上述日志中请注意，机器人连接到了 Vega Protocol 的端点https://darling.network。这是向 Hummingbot 流式传输市场数据的 Vega 数据节点。

数据节点列表¶

Hummingbot 中的 Vega 连接器在vega_perpetual_constants.py文件中维护其使用的数据节点列表。默认情况下，Vega 连接器会尝试使用延迟最低的端点。

若要使用您自己的数据节点，请将该文件以下部分中的 URL 替换为您自己的数据节点 URL：

PERPETUAL_API_ENDPOINTS = [
    "https://darling.network/",
    "https://graphqlvega.gpvalidator.com/",
    "https://vega-data.bharvest.io/",
    "https://vega-data.nodes.guru:3008/",
    "https://vega-mainnet-data.commodum.io/",
    "https://vega-mainnet.anyvalid.com/",
    "https://vega.aurora-edge.com/",
    "https://vega.mainnet.stakingcabin.com:3008/",
]

PERPETUAL_GRPC_ENDPOINTS = [
    "darling.network:3007",
    "vega-data.bharvest.io:3007",
    "vega-data.nodes.guru:3007",
    "vega-mainnet.anyvalid.com:3007",
    "vega.mainnet.stakingcabin.com:3007",
]

运行数据节点¶

使用您自己的数据节点而非公共节点可能会带来显著的延迟优势，但成本可能成为一个问题。为了帮助用户决定是否运行自己的数据节点，请参阅运行 Vega 数据节点，了解使用 Hummingbot 运行 Vega 数据节点的性能对比和成本分析。

Vega 交易对¶

以下是 Mainnet 和 Vega 网络上的各种交易对以及如何在 Hummingbot 中输入它们：

主网交易对	Hummingbot	测试网交易对	Hummingbot
ETH/USDT-PERP	ETHUSDT-USDT	BTC/USDT-PERP	BTCUSDT-USDT
LDO/USDT-PERP	LDOUSDT-USDT	BTCUSD.PYTH.PERP	BTCUSDTPYTHPERPNOI-USDNOI
BTC/USDT-PERP	BTCUSDT-USDT	ETH/USDT-PERP	ETHUSDT-USDT
INJ/USDT-PERP	INJUSDT-USDT	JUPUSDT.PYTH.PERP	JUPUSDTPYTHPERPNOI-USDNOI
SNX/USDT-PERP	SNXUSDT-USDT	INJ/USDT-PERP	INJUSDT-USDT
SOL/USDT-PERP	SOLUSDT-USDT	LDO/USDT-PERP	LDOUSDT-USDT
		SNX/USDT-PERP	SNXUSDT-USDT

常见问题¶

vega_perpetual 尚未就绪

2024-02-14 09:59:38,522 - 1423 - hummingbot.client.hummingbot_application - INFO - Creating the clock with tick size: 1.0
2024-02-14 09:59:38,525 - 1423 - hummingbot.client.hummingbot_application - INFO - start command initiated.
2024-02-14 09:59:39,001 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:40,001 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:41,001 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:42,000 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:42,954 - 1423 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2024-02-14 09:59:43,001 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:44,000 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:45,001 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:46,000 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:47,000 - 1423 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 09:59:47,671 - 1423 - hummingbot.client.hummingbot_application - INFO - stop command initiated.
2024-02-14 09:59:49,273 - 1423 - hummingbot.core.rate_oracle.rate_oracle - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2024-02-14 09:59:53,933 - 1423 - hummingbot.client.hummingbot_application - ERROR - MQTT is already stopped!
2024-02-14 23:45:21,966 - 684 - hummingbot.client.hummingbot_application - INFO - Creating the clock with tick size: 1.0
2024-02-14 23:45:21,969 - 684 - hummingbot.client.hummingbot_application - INFO - start command initiated.
2024-02-14 23:45:22,000 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:23,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:24,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:24,159 - 684 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2024-02-14 23:45:25,000 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:26,000 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:27,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:28,000 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:29,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:30,000 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:31,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:32,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:33,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:34,001 - 684 - hummingbot.strategy.script_strategy_base - WARNING - vega_perpetual is not ready. Please wait...
2024-02-14 23:45:34,460 - 684 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - INFO - Connected to Vega Protocol endpoint: https://darling.network/

首次启动脚本时，日志面板可能会频繁显示上述消息，这是正常现象，因为机器人正在尝试连接到节点。请等待大约一分钟，让机器人完成连接。

提交买入订单失败

Traceback (most recent call last):  File "/home/hummingbot/hummingbot/connector/exchange_py_base.py", line 452, in _create_order  await self._place_order_and_process_update(order=order, **kwargs,)  File "/home/hummingbot/hummingbot/connector/derivative/vega_perpetual/vega_perpetual_derivative.py", line 456, in _place_order_and_process_update  exchange_order_id, update_timestamp = await self._place_order(  File "/home/hummingbot/hummingbot/connector/derivative/vega_perpetual/vega_perpetual_derivative.py", line 543, in _place_order  transaction = await self._auth.sign_payload(order_payload, "order_submission")  File "/home/hummingbot/hummingbot/connector/derivative/vega_perpetual/vega_perpetual_auth.py", line 78, in sign_payload  self._client: Client = Client(  File "/opt/conda/envs/hummingbot/lib/python3.10/site-packages/vega/client.py", line 54, in __init__  self._starting_block_height = self._core_data_client.LastBlockHeight(  File "/opt/conda/envs/hummingbot/lib/python3.10/site-packages/grpc/_channel.py", line 1160, in __call__  return _end_unary_response_blocking(state, call, False, None)  File "/opt/conda/envs/hummingbot/lib/python3.10/site-packages/grpc/_channel.py", line 1003, in _end_unary_response_blocking  raise _InactiveRpcError(state) # pytype: disable=not-instantiable grpc._channel._InactiveRpcError: <_InactiveRpcError of RPC that terminated with:  status = StatusCode.UNAVAILABLE  details = "connection error: desc = "transport: Error while dialing: dial tcp 127.0.0.1:3002: connect: connection refused""  debug_error_string = "UNKNOWN:Error received from peer ipv4:54.180.211.130:3007 {created_time:"2024-02-06T12:25:12.356527762+00:00", grpc_status:14, grpc_message:"connection error: desc = \"transport: Error while dialing: dial tcp 127.0.0.1:3002: connect: connection refused\""}" > 2024-02-06 12:25:12,360 - 15 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - WARNING - Failed to submit BUY order to Vega_perpetual. Check API key and network connection.

GitHub 问题链接 - https://github.com/hummingbot/hummingbot/issues/6835

使用公共节点时，可能会出现机器人尝试创建订单但失败的情况。这种失败可能是由于与节点的连接丢失所致。机器人会自动尝试重新连接，但如果重连失败，建议停止机器人并重新启动。

买入订单金额小于最小订单规模

2024-02-14 23:46:21,686 - 684 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - WARNING - Buy order amount 0 is lower than the minimum order size 0.001. The order will not be created, increase the amount to be higher than the minimum order size.
2024-02-14 23:46:21,690 - 684 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1707925581.0, "order_id": "VGHBBEPUT611596998f17a44a669251c", "order_type": "OrderType.MARKET", "event_name": "MarketOrderFailureEvent", "event_source": "vega_perpetual"}
2024-02-14 23:46:21,690 - 684 - hummingbot.strategy.script_strategy_base - INFO - Creating ETHUSDPERP-USDT buy order: price: NaN amount: 0.
2024-02-14 23:46:21,690 - 684 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing close order --> Filled amount: 0 | TP Partial execution: 0
2024-02-14 23:46:21,692 - 684 - hummingbot.connector.client_order_tracker - INFO - Order VGHBBEPUT611596998f17a44a669251c has failed. Order Update: OrderUpdate(trading_pair='ETHUSDPERP-USDT', update_timestamp=1707925581.0, new_state=<OrderState.FAILED: 6>, client_order_id='VGHBBEPUT611596998f17a44a669251c', exchange_order_id=None, misc_updates=None)
2024-02-14 23:46:21,692 - 684 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - WARNING - Buy order amount 0 is lower than the minimum order size 0.001. The order will not be created, increase the amount to be higher than the minimum order size.
2024-02-14 23:46:21,763 - 684 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1707925581.0, "order_id": "VGHBBEPUT61159699976cc44a669251c", "order_type": "OrderType.MARKET", "event_name": "MarketOrderFailureEvent", "event_source": "vega_perpetual"}
2024-02-14 23:46:21,764 - 684 - hummingbot.strategy.script_strategy_base - INFO - Creating ETHUSDPERP-USDT buy order: price: NaN amount: 0.
2024-02-14 23:46:21,764 - 684 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing close order --> Filled amount: 0 | TP Partial execution: 0
2024-02-14 23:46:21,766 - 684 - hummingbot.connector.client_order_tracker - INFO - Order VGHBBEPUT61159699976cc44a669251c has failed. Order Update: OrderUpdate(trading_pair='ETHUSDPERP-USDT', update_timestamp=1707925581.0, new_state=<OrderState.FAILED: 6>, client_order_id='VGHBBEPUT61159699976cc44a669251c', exchange_order_id=None, misc_updates=None)
2024-02-14 23:46:21,766 - 684 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - WARNING - Buy order amount 0 is lower than the minimum order size 0.001. The order will not be created, increase the amount to be higher than the minimum order size.
2024-02-14 23:46:21,771 - 684 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1707925581.0, "order_id": "VGHBBEPUT61159699a97aa44a669251c", "order_type": "OrderType.MARKET", "event_name": "MarketOrderFailureEvent", "event_source": "vega_perpetual"}
2024-02-14 23:46:21,771 - 684 - hummingbot.strategy.script_strategy_base - INFO - Creating ETHUSDPERP-USDT buy order: price: NaN amount: 0.
2024-02-14 23:46:21,772 - 684 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing close order --> Filled amount: 0 | TP Partial execution: 0
2024-02-14 23:46:21,773 - 684 - hummingbot.connector.client_order_tracker - INFO - Order VGHBBEPUT61159699a97aa44a669251c has failed. Order Update: OrderUpdate(trading_pair='ETHUSDPERP-USDT', update_timestamp=1707925581.0, new_state=<OrderState.FAILED: 6>, client_order_id='VGHBBEPUT61159699a97aa44a669251c', exchange_order_id=None, misc_updates=None)
2024-02-14 23:46:21,806 - 684 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - WARNING - Buy order amount 0 is lower than the minimum order size 0.001. The order will not be created, increase the amount to be higher than the minimum order size.
2024-02-14 23:46:21,813 - 684 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1707925581.0, "order_id": "VGHBBEPUT61159699ab4c344a669251c", "order_type": "OrderType.MARKET", "event_name": "MarketOrderFailureEvent", "event_source": "vega_perpetual"}
2024-02-14 23:46:21,814 - 684 - hummingbot.strategy.script_strategy_base - INFO - Creating ETHUSDPERP-USDT buy order: price: NaN amount: 0.
2024-02-14 23:46:21,814 - 684 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing close order --> Filled amount: 0 | TP Partial execution: 0
2024-02-14 23:46:21,816 - 684 - hummingbot.connector.client_order_tracker - INFO - Order VGHBBEPUT61159699ab4c344a669251c has failed. Order Update: OrderUpdate(trading_pair='ETHUSDPERP-USDT', update_timestamp=1707925581.0, new_state=<OrderState.FAILED: 6>, client_order_id='VGHBBEPUT61159699ab4c344a669251c', exchange_order_id=None, misc_updates=None)
2024-02-14 23:46:21,817 - 684 - hummingbot.connector.derivative.vega_perpetual.vega_perpetual_derivative.VegaPerpetualDerivative - WARNING - Buy order amount 0 is lower than the minimum order size 0.001. The order will not be created, increase the amount to be higher than the minimum order size.
2024-02-14 23:46:21,862 - 684 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1707925581.0, "order_id": "VGHBBEPUT61159699b5bdf44a669251c", "order_type": "OrderType.MARKET", "event_name": "MarketOrderFailureEvent", "event_source": "vega_perpetual"}
2024-02-14 23:46:21,862 - 684 - hummingbot.strategy.script_strategy_base - INFO - Creating ETHUSDPERP-USDT buy order: price: NaN amount: 0.
2024-02-14 23:46:21,863 - 684 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing close order --> Filled amount: 0 | TP Partial execution: 0

这是一个已知问题，机器人尝试平仓但无法获取订单金额——预计很快会推出修复方案。