[HIP] Update DYDX perpetual connector to gold standard

Linked HGP : [HGP-26] Allocate budget for developer bounties

Description : Proposal to update the DYDX perpetual connector to conform with the standards of quality and performance of connectors as outlined in Developing Connectors - Hummingbot Docs.

HBOT Allocation : 250,000 HBOT

The development work is outlined below :

  • Adapt all REST API interactions to use the recently developed web assistant.

  • Adapt all websocket API interactions to use the recently developed web assistant.

  • Change implementation of all data source classes to use only one websocket connection in each of them.

  • Ensure all consumptions of the API are regulated by the use of the throttler (both REST and websocket API)

  • Refactor the connector to use the newly developed client order tracker to manage in flight orders.

  • Refactor the connector to stop using ad hoc logic to translate from exchange token-pair notation to client token-pair notation and the other way round. Instead keep track of the mapping base on the information provided by the exchange and the tokens composing each pair (as done in NDAX and Beaxy connectors)

  • Dosctrings for the “interface” methods that users of the class will use in preparation of the documentation simplification (can use the documentation that already exists in the .md files

  • Ensure we are using the latest version of the exchange API.