def test_should_cancel_the_only_buy_order_and_place_a_new_one_if_above_max(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
# and
# [one artificially created order above the max band threshold]
keeper.our_orders.append(
deployment.etherdelta.create_order(deployment.sai.address,
Wad.from_number(170),
EtherDelta.ETH_TOKEN,
Wad.from_number(1.770805),
1000000))
# when
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
# [the artificial order gets cancelled, a new one gets created instead]
assert len(self.orders(keeper)) == 2
assert self.orders_by_token(
keeper, deployment.sai.address)[0].maker == deployment.our_address
assert self.orders_by_token(
keeper,
deployment.sai.address)[0].pay_amount == Wad.from_number(75)
assert self.orders_by_token(
keeper,
deployment.sai.address)[0].pay_token == deployment.sai.address
assert self.orders_by_token(
keeper,
deployment.sai.address)[0].buy_amount == Wad.from_number(0.78125)
assert self.orders_by_token(
keeper,
deployment.sai.address)[0].buy_token == EtherDelta.ETH_TOKEN
def test_should_create_orders_in_multiple_bands(self,
deployment: Deployment,
tmpdir: py.path.local):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 2
# and
assert self.orders_sorted(
self.orders(keeper))[0].maker == deployment.our_address
assert self.orders_sorted(
self.orders(keeper))[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(
self.orders(keeper))[0].pay_token == EtherDelta.ETH_TOKEN
assert self.orders_sorted(
self.orders(keeper))[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(
self.orders(keeper))[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(
self.orders(keeper))[1].maker == deployment.our_address
assert self.orders_sorted(
self.orders(keeper))[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(
self.orders(keeper))[1].pay_token == EtherDelta.ETH_TOKEN
assert self.orders_sorted(
self.orders(keeper))[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(
self.orders(keeper))[1].buy_token == deployment.sai.address
def test_should_fail_to_operate_if_bands_overlap(self,
deployment: Deployment,
tmpdir: py.path.local):
# given
config_file = BandConfig.bands_overlapping_invalid_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
# expect
with pytest.raises(Exception):
keeper.synchronize_orders()
def test_should_support_config_files_with_variables(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.with_variables_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"
f" --cancel-on-shutdown --withdraw-on-shutdown"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 1
# and
assert self.orders_by_token(
keeper, EtherDelta.ETH_TOKEN)[0].maker == deployment.our_address
assert self.orders_by_token(
keeper, EtherDelta.ETH_TOKEN)[0].pay_amount == Wad.from_number(5.0)
assert self.orders_by_token(
keeper, EtherDelta.ETH_TOKEN)[0].pay_token == EtherDelta.ETH_TOKEN
assert self.orders_by_token(
keeper, EtherDelta.ETH_TOKEN)[0].buy_amount == Wad.from_number(520)
assert self.orders_by_token(
keeper,
EtherDelta.ETH_TOKEN)[0].buy_token == deployment.sai.address
def test_should_not_create_any_orders_but_not_terminate_if_eth_balance_before_minimum(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 200"
f" --min-eth-balance 100.0"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
self.leave_only_some_eth(deployment, Wad.from_number(
10.0)) # there is a 5.0 ETH block reward even in testrpc,
# that's why `--min-eth-balance` is higher than 10
# when
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_refuse_to_start_if_eth_reserve_lower_than_min_eth_balance(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# expect
with pytest.raises(
Exception,
match="--eth-reserve must be higher than --min-eth-balance"):
EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 99.9"
f" --min-eth-balance 100.0"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
def test_should_use_specified_gas_price_for_all_transactions(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"
f" --cancel-on-shutdown"
f" --gas-price 69000000000"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
start_block_number = deployment.web3.eth.blockNumber
# when
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
keeper.shutdown()
# then
for block_number in range(start_block_number + 1,
deployment.web3.eth.blockNumber + 1):
for transaction in deployment.web3.eth.getBlock(
block_number, full_transactions=True).transactions:
assert transaction.gasPrice == 69000000000
def test_should_cancel_all_orders_outside_bands(self,
deployment: Deployment,
tmpdir: py.path.local):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
assert len(self.orders(keeper)) == 2
# when
keeper.our_orders.append(
deployment.etherdelta.create_order(
deployment.sai.address,
Wad.from_number(5), EtherDelta.ETH_TOKEN,
Wad.from_number(0.0538), 1000000)) #price=92.936802973977695
keeper.our_orders.append(
deployment.etherdelta.create_order(deployment.sai.address,
Wad.from_number(5),
EtherDelta.ETH_TOKEN,
Wad.from_number(0.0505),
1000000)) #price=99.0
keeper.our_orders.append(
deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN,
Wad.from_number(0.5),
deployment.sai.address,
Wad.from_number(50.5),
1000000)) #price=101
keeper.our_orders.append(
deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN,
Wad.from_number(0.5),
deployment.sai.address,
Wad.from_number(53.5),
1000000)) #price=107
assert len(self.orders(keeper)) == 6
# and
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 2
def test_should_cancel_selected_sell_orders_to_bring_the_band_total_below_max_and_closest_to_it(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
assert len(self.orders(keeper)) == 2
# when [7.5+2.0 = 9.5]
keeper.our_orders.append(
deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN,
Wad.from_number(2),
deployment.sai.address,
Wad.from_number(208), 1000000))
# and
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 3
# when [9.5+0.5 = 10]
keeper.our_orders.append(
deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN,
Wad.from_number(0.5),
deployment.sai.address,
Wad.from_number(52), 1000000))
# and
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 4
# when [10+0.1 = 10.1] --> above max!
keeper.our_orders.append(
deployment.etherdelta.create_order(EtherDelta.ETH_TOKEN,
Wad.from_number(0.1),
deployment.sai.address,
Wad.from_number(10.4), 1000000))
# and
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 4
assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(keeper, EtherDelta.ETH_TOKEN)), Wad(0)) \
== Wad.from_number(10.0)
def test_should_place_extra_order_only_if_order_brought_below_min(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
assert len(self.orders(keeper)) == 2
sai_order = self.orders_by_token(keeper, deployment.sai.address)[0]
# when
print(sai_order.sell_to_buy_price)
print(sai_order.buy_to_sell_price)
deployment.etherdelta.trade(sai_order,
Wad.from_number(20) /
Wad.from_number(96)).transact()
# and
keeper.synchronize_orders()
# then
assert len(self.orders(keeper)) == 2
# when
deployment.etherdelta.trade(sai_order,
Wad.from_number(5) /
Wad.from_number(96)).transact()
# and
keeper.synchronize_orders()
# then
assert len(self.orders(keeper)) == 2
# when
deployment.etherdelta.trade(sai_order,
Wad.from_number(1) /
Wad.from_number(96)).transact()
# and
keeper.synchronize_orders()
# then
assert len(self.orders(keeper)) == 3
assert self.orders(keeper)[2].pay_amount == Wad.from_number(26)
assert self.orders(keeper)[2].pay_token == deployment.sai.address
assert self.orders(keeper)[2].buy_amount == Wad(270833333000000000)
assert self.orders(keeper)[2].buy_token == EtherDelta.ETH_TOKEN
def test_should_reload_config_file_if_changed(self, deployment: Deployment,
tmpdir: py.path.local):
# given
config_file = BandConfig.with_variables_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 1
# when
second_config_file = BandConfig.sample_config(tmpdir)
shutil.copyfile(second_config_file, config_file)
# and
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
# then
assert len(self.orders(keeper)) == 2
def test_should_cancel_orders_on_shutdown_and_withdraw_if_asked_to_do_so(
self, deployment: Deployment, tmpdir: py.path.local):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = EtherDeltaMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} --config {config_file}"
f" --tub-address {deployment.tub.address}"
f" --etherdelta-address {deployment.etherdelta.address}"
f" --etherdelta-socket https://127.0.0.1:99999/"
f" --order-age 3600 --eth-reserve 10"
f" --min-eth-deposit 1 --min-sai-deposit 400"
f" --cancel-on-shutdown --withdraw-on-shutdown"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
keeper.etherdelta_api.publish_order = MagicMock()
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
keeper.synchronize_orders(
) # ... first call is so it can made deposits
keeper.synchronize_orders(
) # ... second call is so the actual orders can get placed
assert len(self.orders(keeper)) == 2
# when
keeper.shutdown()
# then
assert len(self.orders(keeper)) == 0
# and
assert deployment.etherdelta.balance_of(
deployment.our_address) == Wad(0)
assert deployment.etherdelta.balance_of_token(
deployment.sai.address, deployment.our_address) == Wad(0)
