def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='etherdelta-market-maker-keeper')
self.add_arguments(parser=parser)
parser.set_defaults(cancel_on_shutdown=False,
withdraw_on_shutdown=False)
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
provider = HTTPProvider(
endpoint_uri=self.arguments.rpc_host,
request_kwargs={'timeout': self.arguments.rpc_timeout})
self.web3: Web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
provider)
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
register_keys(self.web3, self.arguments.eth_key)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.bands_config = ReloadableConfig(self.arguments.config)
self.eth_reserve = Wad.from_number(self.arguments.eth_reserve)
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit)
self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments, self.tub)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
if self.eth_reserve <= self.min_eth_balance:
raise Exception(
"--eth-reserve must be higher than --min-eth-balance")
assert (self.arguments.order_expiry_threshold >= 0)
assert (self.arguments.order_no_cancel_threshold >=
self.arguments.order_expiry_threshold)
self.history = History()
self.etherdelta = EtherDelta(web3=self.web3,
address=Address(
self.arguments.etherdelta_address))
self.etherdelta_api = EtherDeltaApi(
client_tool_directory="lib/pymaker/utils/etherdelta-client",
client_tool_command="node main.js",
api_server=self.arguments.etherdelta_socket,
number_of_attempts=self.arguments.etherdelta_number_of_attempts,
retry_interval=self.arguments.etherdelta_retry_interval,
timeout=self.arguments.etherdelta_timeout)
self.our_orders = list()
def __init__(self, web3, dai_tub = '0x448a5065aeBB8E423F0896E6c5D525C040f59af3'):
self.web3 = web3
self.tub = Tub(web3=web3, address=Address(dai_tub))
self.tap = Tap(web3=web3, address=self.tub.tap())
self.tokens = {
'MKR': ERC20Token(web3, self.tub.gov()),
'PETH': ERC20Token(web3, self.tub.skr()),
'WETH': ERC20Token(web3, self.tub.gem()),
'DAI': ERC20Token(web3, self.tub.sai()),
}
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='bite-keeper')
parser.add_argument("--rpc-host",
help="JSON-RPC host (default: `localhost')",
default="localhost",
type=str)
parser.add_argument("--rpc-port",
help="JSON-RPC port (default: `8545')",
default=8545,
type=int)
parser.add_argument("--rpc-timeout",
help="JSON-RPC timeout (in seconds, default: 10)",
default=10,
type=int)
parser.add_argument(
"--eth-from",
help="Ethereum account from which to send transactions",
required=True,
type=str)
parser.add_argument(
"--eth-key",
type=str,
nargs='*',
help=
"Ethereum private key(s) to use (e.g. 'key_file=/path/to/keystore.json,pass_file=/path/to/passphrase.txt')"
)
parser.add_argument("--tub-address",
help="Ethereum address of the Tub contract",
required=True,
type=str)
parser.add_argument("--debug",
help="Enable debug output",
dest='debug',
action='store_true')
self.arguments = parser.parse_args(args)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"https://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
register_keys(self.web3, self.arguments.eth_key)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.vox = Vox(web3=self.web3, address=self.tub.vox())
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='idex-market-maker-keeper')
self.add_arguments(parser=parser)
parser.set_defaults(cancel_on_shutdown=False,
withdraw_on_shutdown=False)
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
provider = HTTPProvider(
endpoint_uri=self.arguments.rpc_host,
request_kwargs={'timeout': self.arguments.rpc_timeout})
self.web3: Web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
provider)
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
register_keys(self.web3, self.arguments.eth_key)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.bands_config = ReloadableConfig(self.arguments.config)
self.eth_reserve = Wad.from_number(self.arguments.eth_reserve)
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit)
self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments, self.tub)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
if self.eth_reserve <= self.min_eth_balance:
raise Exception(
"--eth-reserve must be higher than --min-eth-balance")
self.history = History()
self.idex = IDEX(self.web3, Address(self.arguments.idex_address))
self.idex_api = IDEXApi(self.idex, self.arguments.idex_api_server,
self.arguments.idex_timeout)
def test_comparison(self, deployment: Deployment):
# expect
assert deployment.tub == deployment.tub
assert deployment.tub == Tub(web3=deployment.web3, address=deployment.tub.address)
def test_fail_when_no_contract_under_that_address(self, deployment: Deployment):
# expect
with pytest.raises(Exception):
Tub(web3=deployment.web3, address=Address('0xdeadadd1e5500000000000000000000000000000'))
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='oasis-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address",
type=str,
required=False,
help="Ethereum address of the Tub contract")
parser.add_argument("--oasis-address",
type=str,
required=True,
help="Ethereum address of the OasisDEX contract")
parser.add_argument(
"--oasis-support-address",
type=str,
required=False,
help="Ethereum address of the OasisDEX support contract")
parser.add_argument("--buy-token-address",
type=str,
required=True,
help="Ethereum address of the buy token")
parser.add_argument("--sell-token-address",
type=str,
required=True,
help="Ethereum address of the sell token")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--order-history",
type=str,
help="Endpoint to report active orders to")
parser.add_argument(
"--order-history-every",
type=int,
default=30,
help=
"Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument(
"--round-places",
type=int,
default=2,
help="Number of decimal places to round order prices to (default=2)"
)
parser.add_argument(
"--min-eth-balance",
type=float,
default=0,
help="Minimum ETH balance below which keeper will cease operation")
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument(
"--refresh-frequency",
type=int,
default=10,
help="Order book refresh frequency (in seconds, default: 10)")
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.otc = MatchingMarket(
web3=self.web3,
address=Address(self.arguments.oasis_address),
support_address=Address(self.arguments.oasis_support_address)
if self.arguments.oasis_support_address else None)
tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address)) \
if self.arguments.tub_address is not None else None
self.token_buy = ERC20Token(web3=self.web3,
address=Address(
self.arguments.buy_token_address))
self.token_sell = ERC20Token(web3=self.web3,
address=Address(
self.arguments.sell_token_address))
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.bands_config = ReloadableConfig(self.arguments.config)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments, tub)
self.spread_feed = create_spread_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
self.history = History()
self.order_book_manager = OrderBookManager(
refresh_frequency=self.arguments.refresh_frequency)
self.order_book_manager.get_orders_with(lambda: self.our_orders())
self.order_book_manager.place_orders_with(self.place_order_function)
self.order_book_manager.cancel_orders_with(self.cancel_order_function)
self.order_book_manager.enable_history_reporting(
self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='radarrelay-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address",
type=str,
required=True,
help="Ethereum address of the Tub contract")
parser.add_argument(
"--exchange-address",
type=str,
required=True,
help="Ethereum address of the 0x Exchange contract")
parser.add_argument("--weth-address",
type=str,
required=True,
help="Ethereum address of the WETH token")
parser.add_argument("--relayer-api-server",
type=str,
required=True,
help="Address of the 0x Relayer API")
parser.add_argument("--config",
type=str,
required=True,
help="Buy/sell bands configuration file")
parser.add_argument(
"--price-feed",
type=str,
help=
"Source of price feed. Tub price feed will be used if not specified"
)
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of non-Tub price feed (in seconds, default: 120)"
)
parser.add_argument(
"--order-expiry",
type=int,
required=True,
help="Expiration time of created orders (in seconds)")
parser.add_argument(
"--order-expiry-threshold",
type=int,
default=0,
help=
"Order expiration time at which order is considered already expired (in seconds)"
)
parser.add_argument(
"--min-eth-balance",
type=float,
default=0,
help=
"Minimum ETH balance below which keeper with either terminate or not start at all"
)
parser.add_argument(
'--cancel-on-shutdown',
dest='cancel_on_shutdown',
action='store_true',
help=
"Whether should cancel all open orders on RadarRelay on keeper shutdown"
)
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--gas-price-increase",
type=int,
help="Gas price increase (in Wei) if no confirmation within"
" `--gas-price-increase-every` seconds")
parser.add_argument(
"--gas-price-increase-every",
type=int,
default=120,
help="Gas price increase frequency (in seconds, default: 120)")
parser.add_argument("--gas-price-max",
type=int,
help="Maximum gas price (in Wei)")
parser.add_argument("--gas-price-file",
type=str,
help="Gas price configuration file")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.vox = Vox(web3=self.web3, address=self.tub.vox())
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.ether_token = ERC20Token(web3=self.web3,
address=Address(
self.arguments.weth_address))
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(
logging.INFO)
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.bands_config = ReloadableConfig(self.arguments.config)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments.price_feed, self.arguments.price_feed_expiry,
self.tub, self.vox)
self.radar_relay = ZrxExchange(web3=self.web3,
address=Address(
self.arguments.exchange_address))
self.radar_relay_api = ZrxRelayerApi(
exchange=self.radar_relay,
api_server=self.arguments.relayer_api_server)
def __init__(self, args, **kwargs):
parser = argparse.ArgumentParser("arbitrage-keeper")
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument(
"--eth-key",
type=str,
nargs='*',
help=
"Ethereum private key(s) to use (e.g. 'key_file=aaa.json,pass_file=aaa.pass')"
)
parser.add_argument("--tub-address",
type=str,
required=True,
help="Ethereum address of the Tub contract")
parser.add_argument("--tap-address",
type=str,
required=True,
help="Ethereum address of the Tap contract")
parser.add_argument(
"--exchange-address",
type=str,
help="Ethereum address of the 0x Exchange contract")
parser.add_argument("--oasis-address",
type=str,
required=True,
help="Ethereum address of the OasisDEX contract")
parser.add_argument(
"--oasis-support-address",
type=str,
required=False,
help="Ethereum address of the OasisDEX support contract")
parser.add_argument("--relayer-api-server",
type=str,
help="Address of the 0x Relayer API")
parser.add_argument(
"--relayer-per-page",
type=int,
default=100,
help=
"Number of orders to fetch per one page from the 0x Relayer API (default: 100)"
)
parser.add_argument(
"--tx-manager",
type=str,
help=
"Ethereum address of the TxManager contract to use for multi-step arbitrage"
)
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price in Wei (default: node default)")
parser.add_argument(
"--base-token",
type=str,
required=True,
help="The token all arbitrage sequences will start and end with")
parser.add_argument(
"--min-profit",
type=float,
required=True,
help="Minimum profit (in base token) from one arbitrage operation")
parser.add_argument(
"--max-engagement",
type=float,
required=True,
help="Maximum engagement (in base token) in one arbitrage operation"
)
parser.add_argument(
"--max-errors",
type=int,
default=100,
help=
"Maximum number of allowed errors before the keeper terminates (default: 100)"
)
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
register_keys(self.web3, self.arguments.eth_key)
self.our_address = Address(self.arguments.eth_from)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.tap = Tap(web3=self.web3,
address=Address(self.arguments.tap_address))
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.skr = ERC20Token(web3=self.web3, address=self.tub.skr())
self.zrx_exchange = ZrxExchange(web3=self.web3, address=Address(self.arguments.exchange_address)) \
if self.arguments.exchange_address is not None else None
self.zrx_relayer_api = ZrxRelayerApi(exchange=self.zrx_exchange, api_server=self.arguments.relayer_api_server) \
if self.arguments.relayer_api_server is not None else None
self.otc = MatchingMarket(
web3=self.web3,
address=Address(self.arguments.oasis_address),
support_address=Address(self.arguments.oasis_support_address)
if self.arguments.oasis_support_address is not None else None)
self.base_token = ERC20Token(web3=self.web3,
address=Address(
self.arguments.base_token))
self.min_profit = Wad.from_number(self.arguments.min_profit)
self.max_engagement = Wad.from_number(self.arguments.max_engagement)
self.max_errors = self.arguments.max_errors
self.errors = 0
if self.arguments.tx_manager:
self.tx_manager = TxManager(web3=self.web3,
address=Address(
self.arguments.tx_manager))
if self.tx_manager.owner() != self.our_address:
raise Exception(
f"The TxManager has to be owned by the address the keeper is operating from."
)
else:
self.tx_manager = None
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='etherdelta-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address",
type=str,
required=True,
help="Ethereum address of the Tub contract")
parser.add_argument("--etherdelta-address",
type=str,
required=True,
help="Ethereum address of the EtherDelta contract")
parser.add_argument(
"--etherdelta-socket",
type=str,
required=True,
help="Ethereum address of the EtherDelta API socket")
parser.add_argument(
"--etherdelta-number-of-attempts",
type=int,
default=3,
help=
"Number of attempts of running the tool to talk to the EtherDelta API socket"
)
parser.add_argument(
"--etherdelta-retry-interval",
type=int,
default=10,
help=
"Retry interval for sending orders over the EtherDelta API socket")
parser.add_argument(
"--etherdelta-timeout",
type=int,
default=120,
help="Timeout for sending orders over the EtherDelta API socket")
parser.add_argument("--config",
type=str,
required=True,
help="Buy/sell bands configuration file")
parser.add_argument(
"--price-feed",
type=str,
help=
"Source of price feed. Tub price feed will be used if not specified"
)
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of non-Tub price feed (in seconds, default: 120)"
)
parser.add_argument("--order-age",
type=int,
required=True,
help="Age of created orders (in blocks)")
parser.add_argument(
"--order-expiry-threshold",
type=int,
default=0,
help=
"Remaining order age (in blocks) at which order is considered already expired, which"
" means the keeper will send a new replacement order slightly ahead"
)
parser.add_argument(
"--order-no-cancel-threshold",
type=int,
default=0,
help=
"Remaining order age (in blocks) below which keeper does not try to cancel orders,"
" assuming that they will probably expire before the cancel transaction gets mined"
)
parser.add_argument(
"--eth-reserve",
type=float,
required=True,
help=
"Amount of ETH which will never be deposited so the keeper can cover gas"
)
parser.add_argument(
"--min-eth-balance",
type=float,
default=0,
help=
"Minimum ETH balance below which keeper with either terminate or not start at all"
)
parser.add_argument(
"--min-eth-deposit",
type=float,
required=True,
help=
"Minimum amount of ETH that can be deposited in one transaction")
parser.add_argument(
"--min-sai-deposit",
type=float,
required=True,
help=
"Minimum amount of SAI that can be deposited in one transaction")
parser.add_argument(
'--cancel-on-shutdown',
dest='cancel_on_shutdown',
action='store_true',
help=
"Whether should cancel all open orders on EtherDelta on keeper shutdown"
)
parser.add_argument(
'--withdraw-on-shutdown',
dest='withdraw_on_shutdown',
action='store_true',
help=
"Whether should withdraw all tokens from EtherDelta on keeper shutdown"
)
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--gas-price-increase",
type=int,
help="Gas price increase (in Wei) if no confirmation within"
" `--gas-price-increase-every` seconds")
parser.add_argument(
"--gas-price-increase-every",
type=int,
default=120,
help="Gas price increase frequency (in seconds, default: 120)")
parser.add_argument("--gas-price-max",
type=int,
help="Maximum gas price (in Wei)")
parser.add_argument("--gas-price-file",
type=str,
help="Gas price configuration file")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
parser.set_defaults(cancel_on_shutdown=False,
withdraw_on_shutdown=False)
self.arguments = parser.parse_args(args)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.vox = Vox(web3=self.web3, address=self.tub.vox())
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(
logging.INFO)
self.bands_config = ReloadableConfig(self.arguments.config)
self.eth_reserve = Wad.from_number(self.arguments.eth_reserve)
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit)
self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments.price_feed, self.arguments.price_feed_expiry,
self.tub, self.vox)
if self.eth_reserve <= self.min_eth_balance:
raise Exception(
"--eth-reserve must be higher than --min-eth-balance")
assert (self.arguments.order_expiry_threshold >= 0)
assert (self.arguments.order_no_cancel_threshold >=
self.arguments.order_expiry_threshold)
self.etherdelta = EtherDelta(web3=self.web3,
address=Address(
self.arguments.etherdelta_address))
self.etherdelta_api = EtherDeltaApi(
client_tool_directory="lib/pymaker/utils/etherdelta-client",
client_tool_command="node main.js",
api_server=self.arguments.etherdelta_socket,
number_of_attempts=self.arguments.etherdelta_number_of_attempts,
retry_interval=self.arguments.etherdelta_retry_interval,
timeout=self.arguments.etherdelta_timeout)
self.our_orders = list()
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='oasis-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address",
type=str,
required=True,
help="Ethereum address of the Tub contract")
parser.add_argument("--oasis-address",
type=str,
required=True,
help="Ethereum address of the OasisDEX contract")
parser.add_argument("--config",
type=str,
required=True,
help="Buy/sell bands configuration file")
parser.add_argument(
"--price-feed",
type=str,
help=
"Source of price feed. Tub price feed will be used if not specified"
)
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of non-Tub price feed (in seconds, default: 120)"
)
parser.add_argument(
"--round-places",
type=int,
default=2,
help="Number of decimal places to round order prices to (default=2)"
)
parser.add_argument(
"--min-eth-balance",
type=float,
default=0,
help=
"Minimum ETH balance below which keeper with either terminate or not start at all"
)
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--gas-price-increase",
type=int,
help="Gas price increase (in Wei) if no confirmation within"
" `--gas-price-increase-every` seconds")
parser.add_argument(
"--gas-price-increase-every",
type=int,
default=120,
help="Gas price increase frequency (in seconds, default: 120)")
parser.add_argument("--gas-price-max",
type=int,
help="Maximum gas price (in Wei)")
parser.add_argument("--gas-price-file",
type=str,
help="Gas price configuration file")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.otc = MatchingMarket(web3=self.web3,
address=Address(
self.arguments.oasis_address))
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.vox = Vox(web3=self.web3, address=self.tub.vox())
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(
logging.INFO)
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.bands_config = ReloadableConfig(self.arguments.config)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments.price_feed, self.arguments.price_feed_expiry,
self.tub, self.vox)
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='tethfinex-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument(
"--eth-key",
type=str,
nargs='*',
help=
"Ethereum private key(s) to use (e.g. 'key_file=aaa.json,pass_file=aaa.pass')"
)
parser.add_argument(
"--exchange-address",
type=str,
required=True,
help="Ethereum address of the 0x Exchange contract")
parser.add_argument("--tub-address",
type=str,
required=False,
help="Ethereum address of the Tub contract")
parser.add_argument(
"--tethfinex-api-server",
type=str,
default='https://api.ethfinex.com',
help=
"Address of the Trustless Ethfinex API server (default: 'https://api.ethfinex.com')"
)
parser.add_argument(
"--tethfinex-timeout",
type=float,
default=9.5,
help="Timeout for accessing the IDEX API (in seconds, default: 9.5)"
)
parser.add_argument(
"--pair",
type=str,
required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--control-feed",
type=str,
help="Source of control feed")
parser.add_argument(
"--control-feed-expiry",
type=int,
default=86400,
help="Maximum age of the control feed (in seconds, default: 86400)"
)
parser.add_argument("--order-history",
type=str,
help="Endpoint to report active orders to")
parser.add_argument(
"--order-history-every",
type=int,
default=30,
help=
"Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument("--ethgasstation-api-key",
type=str,
default=None,
help="ethgasstation API key")
parser.add_argument(
"--refresh-frequency",
type=int,
default=3,
help="Order book refresh frequency (in seconds, default: 3)")
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
parser.set_defaults(cancel_on_shutdown=False,
withdraw_on_shutdown=False)
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
register_keys(self.web3, self.arguments.eth_key)
tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address)) \
if self.arguments.tub_address is not None else None
self.sai = ERC20Token(web3=self.web3, address=tub.sai())
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments, tub)
self.bands_config = ReloadableConfig(self.arguments.config)
self.gas_price = GasPriceFactory().create_gas_price(
self.web3, self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
self.history = History()
self.tethfinex_exchange = ZrxExchange(
web3=self.web3, address=Address(self.arguments.exchange_address))
self.tethfinex_api = TEthfinexApi(
self.tethfinex_exchange,
self.arguments.tethfinex_api_server,
timeout=self.arguments.tethfinex_timeout)
config = self.tethfinex_api.get_config()['0x']
self.fee_address = Address(config['ethfinexAddress'])
token_registry = config['tokenRegistry']
token_sell = self.token_sell()
token_buy = self.token_buy()
self.token_sell_wrapper = TEthfinexToken(
self.web3, Address(token_registry[token_sell]['wrapperAddress']),
token_sell)
self.token_buy_wrapper = TEthfinexToken(
self.web3, Address(token_registry[token_buy]['wrapperAddress']),
token_buy)
pair = self.pair()
self.order_book_manager = OrderBookManager(
refresh_frequency=self.arguments.refresh_frequency, max_workers=1)
self.order_book_manager.get_orders_with(
lambda: self.tethfinex_api.get_orders(pair))
self.order_book_manager.cancel_orders_with(
lambda order: self.tethfinex_api.cancel_order(order.order_id))
self.order_book_manager.enable_history_reporting(
self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='radarrelay-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address",
type=str,
required=True,
help="Ethereum address of the Tub contract")
parser.add_argument(
"--exchange-address",
type=str,
required=True,
help="Ethereum address of the 0x Exchange contract")
parser.add_argument("--relayer-api-server",
type=str,
required=True,
help="Address of the 0x Relayer API")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument(
"--order-expiry",
type=int,
required=True,
help="Expiration time of created orders (in seconds)")
parser.add_argument(
"--order-expiry-threshold",
type=int,
default=0,
help=
"Order expiration time at which order is considered already expired (in seconds)"
)
parser.add_argument(
"--min-eth-balance",
type=float,
default=0,
help="Minimum ETH balance below which keeper will cease operation")
parser.add_argument(
'--cancel-on-shutdown',
dest='cancel_on_shutdown',
action='store_true',
help=
"Whether should cancel all open orders on RadarRelay on keeper shutdown"
)
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.bands_config = ReloadableConfig(self.arguments.config)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments.price_feed, self.arguments.price_feed_expiry,
self.tub)
self.history = History()
self.radar_relay = ZrxExchange(web3=self.web3,
address=Address(
self.arguments.exchange_address))
self.radar_relay_api = ZrxRelayerApi(
exchange=self.radar_relay,
api_server=self.arguments.relayer_api_server)
def __init__(self, args, **kwargs):
parser = argparse.ArgumentParser("arbitrage-keeper")
parser.add_argument("--rpc-host", type=str, default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port", type=int, default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout", type=int, default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument("--eth-from", type=str, required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address", type=str, required=True,
help="Ethereum address of the Tub contract")
parser.add_argument("--tap-address", type=str, required=True,
help="Ethereum address of the Tap contract")
parser.add_argument("--oasis-address", type=str, required=True,
help="Ethereum address of the OasisDEX contract")
parser.add_argument("--tx-manager", type=str,
help="Ethereum address of the TxManager contract to use for multi-step arbitrage")
parser.add_argument("--gas-price", type=int, default=0,
help="Gas price in Wei (default: node default)")
parser.add_argument("--base-token", type=str, required=True,
help="The token all arbitrage sequences will start and end with")
parser.add_argument("--min-profit", type=float, required=True,
help="Minimum profit (in base token) from one arbitrage operation")
parser.add_argument("--max-engagement", type=float, required=True,
help="Maximum engagement (in base token) in one arbitrage operation")
parser.add_argument("--max-errors", type=int, default=100,
help="Maximum number of allowed errors before the keeper terminates (default: 100)")
parser.add_argument("--debug", dest='debug', action='store_true',
help="Enable debug output")
parser.add_argument("--ipcpath", type=str, required=True,
help="Local IPC Path")
parser.add_argument("--eth-from-password", type=str, required=True,
help="Eth account password")
self.arguments = parser.parse_args(args)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(IPCProvider(ipc_path=self.arguments.ipcpath))
self.web3.eth.defaultAccount = self.arguments.eth_from
if !self.web3.personal.unlockAccount(self.web3.eth.defaultAccount, self.arguments.eth_from_password):
raise Exception(f"Incorrect account password")
self.our_address = Address(self.arguments.eth_from)
self.otc = MatchingMarket(web3=self.web3, address=Address(self.arguments.oasis_address))
self.tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address))
self.tap = Tap(web3=self.web3, address=Address(self.arguments.tap_address))
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.skr = ERC20Token(web3=self.web3, address=self.tub.skr())
self.base_token = ERC20Token(web3=self.web3, address=Address(self.arguments.base_token))
self.min_profit = Wad.from_number(self.arguments.min_profit)
self.max_engagement = Wad.from_number(self.arguments.max_engagement)
self.max_errors = self.arguments.max_errors
self.errors = 0
if self.arguments.tx_manager:
self.tx_manager = TxManager(web3=self.web3, address=Address(self.arguments.tx_manager))
if self.tx_manager.owner() != self.our_address:
raise Exception(f"The TxManager has to be owned by the address the keeper is operating from.")
else:
self.tx_manager = None
logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='bite-keeper')
parser.add_argument(
"--rpc-host",
type=str,
default="http://localhost:8545",
help="JSON-RPC endpoint URI with port " +
"(default: `http://localhost:8545')"
)
parser.add_argument(
"--rpc-timeout",
help="JSON-RPC timeout (in seconds, default: 10)",
default=10,
type=int
)
parser.add_argument(
"--eth-from",
help="Ethereum account from which to send transactions",
required=True,
type=str
)
parser.add_argument(
"--eth-key",
type=str,
nargs='*',
help="Ethereum private key(s) to use " +
"(e.g. 'key_file=/path/to/keystore.json," +
"pass_file=/path/to/passphrase.txt')"
)
parser.add_argument(
"--tub-address",
help="Ethereum address of the Tub contract",
required=True,
type=str
)
parser.add_argument(
"--graphql-url",
type=str,
default="https://sai-mainnet.makerfoundation.com/v1",
help="GraphQL URL " +
"(default: `https://sai-mainnet.makerfoundation.com/v1')"
)
parser.add_argument(
"--bitecdps-address",
help="Ethereum address of the BiteCdps contract",
type=str
)
parser.add_argument(
"--top",
help="Quickly process N top bites, (default: 500)",
default=500,
type=int
)
parser.add_argument(
"--chunks",
help="Process top bites in chunks of N, (default: 100)",
default=100,
type=int
)
parser.add_argument(
"--debug",
help="Enable debug output",
dest='debug',
action='store_true'
)
self.arguments = parser.parse_args(args)
# Configure connection to the chain
provider = HTTPProvider(
endpoint_uri=self.arguments.rpc_host,
request_kwargs={'timeout': self.arguments.rpc_timeout}
)
self.web3: Web3 = kwargs['web3'] if 'web3' in kwargs else Web3(provider)
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
register_keys(self.web3, self.arguments.eth_key)
self.tub = Tub(
web3=self.web3, address=Address(self.arguments.tub_address)
)
self.vox = Vox(web3=self.web3, address=self.tub.vox())
self.top = self.arguments.top
self.chunks = self.arguments.chunks
if self.arguments.bitecdps_address and self.arguments.graphql_url:
self.use_bitecdps = True
self.bitecdps = BiteCdps(
web3=self.web3, address=Address(self.arguments.bitecdps_address)
)
self.graphql_url = self.arguments.graphql_url
else:
self.use_bitecdps = False
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO)
)
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='idex-market-maker-keeper')
parser.add_argument("--rpc-host", type=str, default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port", type=int, default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout", type=int, default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument("--eth-from", type=str, required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address", type=str, required=True,
help="Ethereum address of the Tub contract")
parser.add_argument("--idex-address", type=str, required=True,
help="Ethereum address of the IDEX contract")
parser.add_argument("--idex-api-server", type=str, default='https://api.idex.market',
help="Address of the IDEX API server (default: 'https://api.idex.market')")
parser.add_argument("--idex-timeout", type=float, default=9.5,
help="Timeout for accessing the IDEX API (in seconds, default: 9.5)")
parser.add_argument("--config", type=str, required=True,
help="Bands configuration file")
parser.add_argument("--price-feed", type=str, required=True,
help="Source of price feed")
parser.add_argument("--price-feed-expiry", type=int, default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--eth-reserve", type=float, required=True,
help="Amount of ETH which will never be deposited so the keeper can cover gas")
parser.add_argument("--min-eth-balance", type=float, default=0,
help="Minimum ETH balance below which keeper will cease operation")
parser.add_argument("--min-eth-deposit", type=float, required=True,
help="Minimum amount of ETH that can be deposited in one transaction")
parser.add_argument("--min-sai-deposit", type=float, required=True,
help="Minimum amount of SAI that can be deposited in one transaction")
parser.add_argument("--gas-price", type=int, default=0,
help="Gas price (in Wei)")
parser.add_argument("--smart-gas-price", dest='smart_gas_price', action='store_true',
help="Use smart gas pricing strategy, based on the ethgasstation.info feed")
parser.add_argument("--debug", dest='debug', action='store_true',
help="Enable debug output")
parser.set_defaults(cancel_on_shutdown=False, withdraw_on_shutdown=False)
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(HTTPProvider(endpoint_uri=f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.tub = Tub(web3=self.web3, address=Address(self.arguments.tub_address))
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.bands_config = ReloadableConfig(self.arguments.config)
self.eth_reserve = Wad.from_number(self.arguments.eth_reserve)
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit)
self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments.price_feed,
self.arguments.price_feed_expiry, self.tub)
if self.eth_reserve <= self.min_eth_balance:
raise Exception("--eth-reserve must be higher than --min-eth-balance")
self.history = History()
self.idex = IDEX(self.web3, Address(self.arguments.idex_address))
self.idex_api = IDEXApi(self.idex, self.arguments.idex_api_server, self.arguments.idex_timeout)
from pymaker.token import ERC20Token
from pymaker.numeric import Ray,Wad
from pymaker.sai import Tub
parser = argparse.ArgumentParser()
parser.add_argument("-w", "--warnratio", help="minimum ratio in percent that gives a warning",
type=int, default="180")
parser.add_argument("-q", "--quiet", help="only output warnings",
action='store_true')
parser.add_argument('cdps', metavar='CDP', type=int, nargs='+',
help='CDP id(s) to check')
args = parser.parse_args()
web3 = Web3(HTTPProvider(endpoint_uri="https://mainnet.infura.io/metamask"))
tub = Tub(web3=web3, address=Address('0x448a5065aebb8e423f0896e6c5d525c040f59af3'))
minimum_ratio=Ray.from_number(args.warnratio / 100)
requirements_satisfied=True
for cup_id in args.cdps:
cup = tub.cups(cup_id)
pro = tub.ink(cup_id)*tub.tag()
tab = tub.tab(cup_id)
if not args.quiet:
print(f'CDP #{cup_id}')
print(f' Owner {cup.lad}')
print(f' Deposited {float(cup.ink):.8} PETH')
print(f' Debt {float(tab):.8} DAI')
if tab > Wad(0):
current_ratio = Ray(pro / tab)
if not args.quiet:
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='cdp-keeper')
parser.add_argument("--rpc-host",
help="JSON-RPC host (default: `localhost')",
default="localhost",
type=str)
parser.add_argument("--rpc-port",
help="JSON-RPC port (default: `8545')",
default=8545,
type=int)
parser.add_argument("--rpc-timeout",
help="JSON-RPC timeout (in seconds, default: 10)",
default=10,
type=int)
parser.add_argument(
"--eth-from",
help="Ethereum account from which to send transactions",
required=True,
type=str)
parser.add_argument("--tub-address",
help="Ethereum address of the Tub contract",
required=True,
type=str)
parser.add_argument(
"--min-margin",
help=
"Margin between the liquidation ratio and the top-up threshold",
type=float,
required=True)
parser.add_argument(
"--top-up-margin",
help="Margin between the liquidation ratio and the top-up target",
type=float,
required=True)
parser.add_argument("--max-sai", type=float, required=True)
parser.add_argument("--avg-sai", type=float, required=True)
parser.add_argument("--gas-price",
help="Gas price in Wei (default: node default)",
default=0,
type=int)
parser.add_argument("--debug",
help="Enable debug output",
dest='debug',
action='store_true')
self.arguments = parser.parse_args(args)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.liquidation_ratio = self.tub.mat()
self.minimum_ratio = self.liquidation_ratio + Ray.from_number(
self.arguments.min_margin)
self.target_ratio = self.liquidation_ratio + Ray.from_number(
self.arguments.top_up_margin)
self.max_sai = Wad.from_number(self.arguments.max_sai)
self.avg_sai = Wad.from_number(self.arguments.avg_sai)
logging.basicConfig(
format='%(asctime)-15s %(levelname)-8s %(message)s',
level=(logging.DEBUG if self.arguments.debug else logging.INFO))
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='oasis-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument("--tub-address",
type=str,
required=True,
help="Ethereum address of the Tub contract")
parser.add_argument("--oasis-address",
type=str,
required=True,
help="Ethereum address of the OasisDEX contract")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument(
"--round-places",
type=int,
default=2,
help="Number of decimal places to round order prices to (default=2)"
)
parser.add_argument(
"--min-eth-balance",
type=float,
default=0,
help="Minimum ETH balance below which keeper will cease operation")
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
self.otc = MatchingMarket(web3=self.web3,
address=Address(
self.arguments.oasis_address))
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.bands_config = ReloadableConfig(self.arguments.config)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments.price_feed, self.arguments.price_feed_expiry,
self.tub)
self.order_book_manager = OrderBookManager(refresh_frequency=3)
self.order_book_manager.get_orders_with(lambda: self.our_orders())
self.order_book_manager.start()
def __init__(self, args: list, **kwargs):
parser = argparse.ArgumentParser(prog='etherdelta-market-maker-keeper')
parser.add_argument("--rpc-host",
type=str,
default="localhost",
help="JSON-RPC host (default: `localhost')")
parser.add_argument("--rpc-port",
type=int,
default=8545,
help="JSON-RPC port (default: `8545')")
parser.add_argument("--rpc-timeout",
type=int,
default=10,
help="JSON-RPC timeout (in seconds, default: 10)")
parser.add_argument(
"--eth-from",
type=str,
required=True,
help="Ethereum account from which to send transactions")
parser.add_argument(
"--eth-key",
type=str,
nargs='*',
help=
"Ethereum private key(s) to use (e.g. 'key_file=aaa.json,pass_file=aaa.pass')"
)
parser.add_argument("--tub-address",
type=str,
required=True,
help="Ethereum address of the Tub contract")
parser.add_argument("--etherdelta-address",
type=str,
required=True,
help="Ethereum address of the EtherDelta contract")
parser.add_argument(
"--etherdelta-socket",
type=str,
required=True,
help="Ethereum address of the EtherDelta API socket")
parser.add_argument(
"--etherdelta-number-of-attempts",
type=int,
default=3,
help=
"Number of attempts of running the tool to talk to the EtherDelta API socket"
)
parser.add_argument(
"--etherdelta-retry-interval",
type=int,
default=10,
help=
"Retry interval for sending orders over the EtherDelta API socket")
parser.add_argument(
"--etherdelta-timeout",
type=int,
default=120,
help="Timeout for sending orders over the EtherDelta API socket")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--control-feed",
type=str,
help="Source of control feed")
parser.add_argument(
"--control-feed-expiry",
type=int,
default=86400,
help="Maximum age of the control feed (in seconds, default: 86400)"
)
parser.add_argument("--order-history",
type=str,
help="Endpoint to report active orders to")
parser.add_argument(
"--order-history-every",
type=int,
default=30,
help=
"Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument("--order-age",
type=int,
required=True,
help="Age of created orders (in blocks)")
parser.add_argument(
"--order-expiry-threshold",
type=int,
default=0,
help=
"Remaining order age (in blocks) at which order is considered already expired, which"
" means the keeper will send a new replacement order slightly ahead"
)
parser.add_argument(
"--order-no-cancel-threshold",
type=int,
default=0,
help=
"Remaining order age (in blocks) below which keeper does not try to cancel orders,"
" assuming that they will probably expire before the cancel transaction gets mined"
)
parser.add_argument(
"--eth-reserve",
type=float,
required=True,
help=
"Amount of ETH which will never be deposited so the keeper can cover gas"
)
parser.add_argument(
"--min-eth-balance",
type=float,
default=0,
help="Minimum ETH balance below which keeper will cease operation")
parser.add_argument(
"--min-eth-deposit",
type=float,
required=True,
help=
"Minimum amount of ETH that can be deposited in one transaction")
parser.add_argument(
"--min-sai-deposit",
type=float,
required=True,
help=
"Minimum amount of SAI that can be deposited in one transaction")
parser.add_argument(
'--cancel-on-shutdown',
dest='cancel_on_shutdown',
action='store_true',
help=
"Whether should cancel all open orders on EtherDelta on keeper shutdown"
)
parser.add_argument(
'--withdraw-on-shutdown',
dest='withdraw_on_shutdown',
action='store_true',
help=
"Whether should withdraw all tokens from EtherDelta on keeper shutdown"
)
parser.add_argument("--gas-price",
type=int,
default=0,
help="Gas price (in Wei)")
parser.add_argument(
"--smart-gas-price",
dest='smart_gas_price',
action='store_true',
help=
"Use smart gas pricing strategy, based on the ethgasstation.info feed"
)
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
parser.set_defaults(cancel_on_shutdown=False,
withdraw_on_shutdown=False)
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.web3 = kwargs['web3'] if 'web3' in kwargs else Web3(
HTTPProvider(
endpoint_uri=
f"http://{self.arguments.rpc_host}:{self.arguments.rpc_port}",
request_kwargs={"timeout": self.arguments.rpc_timeout}))
self.web3.eth.defaultAccount = self.arguments.eth_from
self.our_address = Address(self.arguments.eth_from)
register_keys(self.web3, self.arguments.eth_key)
self.tub = Tub(web3=self.web3,
address=Address(self.arguments.tub_address))
self.sai = ERC20Token(web3=self.web3, address=self.tub.sai())
self.gem = ERC20Token(web3=self.web3, address=self.tub.gem())
self.bands_config = ReloadableConfig(self.arguments.config)
self.eth_reserve = Wad.from_number(self.arguments.eth_reserve)
self.min_eth_balance = Wad.from_number(self.arguments.min_eth_balance)
self.min_eth_deposit = Wad.from_number(self.arguments.min_eth_deposit)
self.min_sai_deposit = Wad.from_number(self.arguments.min_sai_deposit)
self.gas_price = GasPriceFactory().create_gas_price(self.arguments)
self.price_feed = PriceFeedFactory().create_price_feed(
self.arguments, self.tub)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
if self.eth_reserve <= self.min_eth_balance:
raise Exception(
"--eth-reserve must be higher than --min-eth-balance")
assert (self.arguments.order_expiry_threshold >= 0)
assert (self.arguments.order_no_cancel_threshold >=
self.arguments.order_expiry_threshold)
self.history = History()
self.etherdelta = EtherDelta(web3=self.web3,
address=Address(
self.arguments.etherdelta_address))
self.etherdelta_api = EtherDeltaApi(
client_tool_directory="lib/pymaker/utils/etherdelta-client",
client_tool_command="node main.js",
api_server=self.arguments.etherdelta_socket,
number_of_attempts=self.arguments.etherdelta_number_of_attempts,
retry_interval=self.arguments.etherdelta_retry_interval,
timeout=self.arguments.etherdelta_timeout)
self.our_orders = list()