Error getting last traded prices for trading pairs

[komposter]

Describe the bug

I had some DAI on my balance.
05.01.2025 backend-api started spamming the same message to the log every minute:

2025-01-06 11:39:52,622 - root - ERROR - Error getting last traded prices for trading pairs ['BTC-USDT', 'ETH-USDT', 'BNB-USDT', 'DAI-USDT', 'LUNA-USDT', 'SHIB-USDT', 'LUNC-USDT', 'PEPE-USDT']: 'DAI-USDT'

So, it wanted to calculate my account balance and failed because DAI-USDT wasn't available.
I sold all DAI I had on my account, and it stopped spamming.

I think it should try to convert DAI to USD using both DAI-USDT and USDT-DAI` pairs and only if both are not available, raise an error.

[rapcmia]

I'm able to reproduce this error after we fix the delisted tokens on our test account. Added balance on DAI resulted same reported error

[Janco-Yspeert]

I've been having a similar issue, mainly using a fiat currency, I've been trying to trade XRP-ZAR (where ZAR is a fiat token for my local courrency, South African Rands)... I've been having the issue when spinning up the dashboard, because it uses thebackend-api and try's to get balances by converting everything into USDT. But, ZAR-USDT doesn't exist on my exchange, while USDT-ZAR does... I implemented a simple fix just for my custom exchange connector, as follows:

If not trading-pair["ABC-DEF"]:
try get trading-pair["DEF-ABC] (If you can't raise an error)
If you get trading-pair["DEF-ABC"], get that price, and then return 1/price in order to be able to convert ABC into DEF

(sorry for the really bad psuedo-psuedo code)

but while working I have realised that this is something that is going to occur more often than just using my FIAT currency and implementing it in the one or two exchanges that actually trade in ZAR tokens...

I have been considering implementing a more global fix, which would probably have to go into hummingbots
./hummingbot/connector/exchange_base.pyx get_last_traded_prices method (as _get_last_traded_price is implemented per connector), but there may also be an alternative approach using the rate oracle, I'm not sure.

For now, this is the actual code for the solution I have used in my connector/exchange/exname/exname_exchange.py,
in case it helps anyone, or gives them ideas for more practical global solutions. I know, it's not a hard problem, it's just annoying.

    async def _get_last_traded_price(self, trading_pair: str) -> float:
        # Only using this here, rather than in exchange base for now, as it sounds like there are plans to do things differently in hummingbot main,
        # Which could also be used in hummingbot's backend API (see discord)
        original_trading_pair = trading_pair
        try:
            trading_pair = await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair)
            resp_json = await self._api_request(
                method=RESTMethod.GET,
                path_url=CONSTANTS.GET_MARKET_SUMMARY_PATH_URL.format(trading_pair),
                limit_id=CONSTANTS.GET_MARKET_SUMMARY_PATH_URL,
            )
            return float(resp_json["lastTradedPrice"])
        except KeyError as e:
            if original_trading_pair not in str(e):
                raise
            self.logger().info(f"Could not find {original_trading_pair} in exchange symbols, trying inverse")
            tokens = original_trading_pair.split("-")
            trading_pair_inverse = f"{tokens[1]}-{tokens[0]}"
            trading_pair = await self.exchange_symbol_associated_to_pair(trading_pair=trading_pair_inverse)
            resp_json = await self._api_request(
                method=RESTMethod.GET,
                path_url=CONSTANTS.GET_MARKET_SUMMARY_PATH_URL.format(trading_pair),
                limit_id=CONSTANTS.GET_MARKET_SUMMARY_PATH_URL,
            )
            inverse_price = float(resp_json["lastTradedPrice"])
            return 1 / inverse_price
        except Exception as e:
            self.logger().error(f"Error: (_get_last_traded_prices): {str(e)}")
            raise

[Janco-Yspeert]

Anyhow, this is actually a hummingbot problem, but it only comes up when you use the backend-api or dashboard, as they are trying to convert prices between currencies without allowing for a base/quote distinction