Ejemplo n.º 1
0
        def place_order_function(new_order: NewOrder):
            assert (isinstance(new_order, NewOrder))

            if new_order.is_sell:
                pay_token = self.token_sell().address
                buy_token = self.token_buy().address
            else:
                pay_token = self.token_buy().address
                buy_token = self.token_sell().address

            transact = self.otc.make(pay_token=pay_token,
                                     pay_amount=new_order.pay_amount,
                                     buy_token=buy_token,
                                     buy_amount=new_order.buy_amount).transact(
                                         gas_price=self.gas_price)

            if transact is not None and transact.successful and transact.result is not None:
                return Order(market=self.otc,
                             order_id=transact.result,
                             maker=self.our_address,
                             pay_token=pay_token,
                             pay_amount=new_order.pay_amount,
                             buy_token=buy_token,
                             buy_amount=new_order.buy_amount,
                             timestamp=0)
            else:
                return None
    def apply_take(self, order_book: List[Order], log_take: LogTake):
        this_order = next(
            filter(lambda order: order.order_id == log_take.order_id,
                   order_book), None)

        if this_order is not None:
            assert this_order.pay_token == log_take.pay_token
            assert this_order.buy_token == log_take.buy_token

            remaining_orders = list(
                filter(lambda order: order.order_id != log_take.order_id,
                       order_book))
            this_order = Order(
                self.otc,
                order_id=this_order.order_id,
                pay_amount=this_order.pay_amount - log_take.take_amount,
                pay_token=this_order.pay_token,
                buy_amount=this_order.buy_amount - log_take.give_amount,
                buy_token=this_order.buy_token,
                maker=this_order.maker,
                timestamp=this_order.timestamp)

            if this_order.pay_amount > Wad(0) and this_order.buy_amount > Wad(
                    0):
                return remaining_orders + [this_order]
            else:
                return remaining_orders
        else:
            return order_book
Ejemplo n.º 3
0
 def apply_make(self, order_book: List[Order], log_make: LogMake) -> List[Order]:
     return order_book + [Order(self.otc,
                                order_id=log_make.order_id,
                                pay_amount=log_make.pay_amount,
                                pay_token=log_make.pay_token,
                                buy_amount=log_make.buy_amount,
                                buy_token=log_make.buy_token,
                                maker=log_make.maker,
                                timestamp=log_make.timestamp)]
Ejemplo n.º 4
0
    def place_order_function(self, new_order: NewOrder):
        assert(isinstance(new_order, NewOrder))

        if new_order.is_sell:
            buy_or_sell = "SELL"
            pay_token = self.token_sell.address
            buy_token = self.token_buy.address
            new_order.buy_amount = self.buy_token.unnormalize_amount(new_order.buy_amount)
            b_token = self.buy_token
            p_token = self.sell_token
            new_order.pay_amount = self.sell_token.unnormalize_amount(new_order.pay_amount)
            token_name = self.sell_token.name
            quote_token = self.buy_token.name

        else:
            buy_or_sell = "BUY"
            pay_token = self.token_buy.address
            buy_token = self.token_sell.address
            new_order.pay_amount = self.buy_token.unnormalize_amount(new_order.pay_amount)
            p_token = self.buy_token
            b_token = self.sell_token
            new_order.buy_amount = self.sell_token.unnormalize_amount(new_order.buy_amount)
            token_name = self.sell_token.name
            quote_token = self.buy_token.name


        transact = self.otc.make(p_token=p_token, pay_amount=new_order.pay_amount,
                                 b_token=b_token, buy_amount=new_order.buy_amount).transact(gas_price=self.gas_price)

        if new_order.is_sell:
            new_order.buy_amount = self.buy_token.normalize_amount(new_order.buy_amount)
            new_order.pay_amount = self.sell_token.normalize_amount(new_order.pay_amount)
            buy_or_sell_price = new_order.buy_amount/new_order.pay_amount
            amount = new_order.pay_amount

        else:
            new_order.pay_amount = self.buy_token.normalize_amount(new_order.pay_amount)
            new_order.buy_amount = self.sell_token.normalize_amount(new_order.buy_amount)
            buy_or_sell_price = new_order.pay_amount/new_order.buy_amount
            amount = new_order.buy_amount

        if transact is not None and transact.successful and transact.result is not None:
            self.logger.info(f'Placing {buy_or_sell} order of amount {amount} {token_name} @ price {buy_or_sell_price} {quote_token}') 
            self.logger.info(f'Placing {buy_or_sell} order pay token: {p_token.name} with amount: {new_order.pay_amount}, buy token: {b_token.name} with amount: {new_order.buy_amount}')
            return Order(market=self.otc,
                         order_id=transact.result,
                         maker=self.our_address,
                         pay_token=pay_token,
                         pay_amount=new_order.pay_amount,
                         buy_token=buy_token,
                         buy_amount=new_order.buy_amount,
                         timestamp=0)
        else:
            return None