def test_should_not_create_orders_if_bands_overlap(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.bands_overlapping_invalid_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
# when
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
def test_should_support_config_files_with_variables(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.with_variables_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed eth_dai-tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 1
# and
assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(5.0)
assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(520)
assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_support_config_files_with_variables(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.with_variables_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 1
# and
assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(5.0)
assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(520)
assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_cancel_all_orders_outside_bands(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0538)).transact() #price=92.936802973977695
deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0505)).transact() #price=99.0
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(50.5)).transact() #price=101
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(53.5)).transact() #price=107
assert len(deployment.otc.get_orders()) == 6
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
def test_should_take_over_order_from_adjacent_band_when_price_changes(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address
# when
self.set_price(deployment, Wad.from_number(96))
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
# ...new order in the <0.02,0.06> band gets created
assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(748.8)
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
# ...the order from <0.02,0.06> ends up in the <0.06,0.10> band
assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(780)
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_reload_config_file_if_changed(self, deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.with_variables_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 1
# when
second_config_file = BandConfig.sample_config(tmpdir)
shutil.copyfile(second_config_file, config_file)
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
def test_should_cancel_the_only_sell_order_and_place_a_new_one_if_above_max(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Web3Lifecycle(web3=keeper.web3)
# 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]
deployment.otc.make(deployment.gem.address, Wad.from_number(20), deployment.sai.address, Wad.from_number(2080)).transact()
# when
self.synchronize_orders_twice(keeper)
# then
# [the artificial order gets cancelled, a new one gets created instead]
assert len(deployment.otc.get_orders()) == 2
assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5)
assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(780)
assert self.orders_by_token(deployment, deployment.gem)[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):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file} "
f"--min-eth-balance 100.0"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# 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()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_cancel_all_orders_but_not_terminate_if_market_gets_closed(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc._contract.transact().stop()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_cancel_all_orders_but_not_terminate_if_market_gets_closed(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc._contract.transact().stop()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_fail_to_operate_if_bands_overlap(self,
deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.bands_overlapping_invalid_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
# expect
with pytest.raises(Exception):
self.synchronize_orders_twice(keeper)
def test_should_not_create_orders_if_bands_overlap(self,
deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.bands_overlapping_invalid_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
# when
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
def test_should_cancel_selected_sell_orders_to_bring_the_band_total_below_max_and_closest_to_it(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when [7.5+2.0 = 9.5]
deployment.otc.make(deployment.gem.address,
Wad.from_number(2), deployment.sai.address,
Wad.from_number(208)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 3
# when [9.5+0.5 = 10]
deployment.otc.make(deployment.gem.address,
Wad.from_number(0.5), deployment.sai.address,
Wad.from_number(52)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
# when [10+0.1 = 10.1] --> above max!
deployment.otc.make(deployment.gem.address,
Wad.from_number(0.1), deployment.sai.address,
Wad.from_number(10.4)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(deployment, deployment.gem)), Wad(0)) \
== Wad.from_number(10.0)
def test_should_not_create_any_orders_but_not_terminate_if_eth_balance_before_minimum(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file} "
f"--min-eth-balance 100.0"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# 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()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_reload_config_file_if_changed(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.with_variables_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 1
# when
second_config_file = BandConfig.sample_config(tmpdir)
shutil.copyfile(second_config_file, config_file)
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
def test_should_place_extra_order_only_if_order_brought_below_min(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed eth_dai-tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
sai_order_id = self.orders_by_token(deployment, deployment.sai)[0].order_id
# when
deployment.otc.take(sai_order_id, Wad.from_number(20)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.take(sai_order_id, Wad.from_number(5)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.take(sai_order_id, Wad.from_number(1)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 3
assert deployment.otc.get_orders()[2].pay_amount == Wad.from_number(26)
assert deployment.otc.get_orders()[2].pay_token == deployment.sai.address
assert deployment.otc.get_orders()[2].buy_amount == Wad(270833333333333333)
assert deployment.otc.get_orders()[2].buy_token == deployment.gem.address
def test_should_place_extra_order_only_if_order_brought_below_min(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
sai_order_id = self.orders_by_token(deployment, deployment.sai)[0].order_id
# when
deployment.otc.take(sai_order_id, Wad.from_number(20)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.take(sai_order_id, Wad.from_number(5)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.take(sai_order_id, Wad.from_number(1)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 3
assert deployment.otc.get_orders()[2].pay_amount == Wad.from_number(26)
assert deployment.otc.get_orders()[2].pay_token == deployment.sai.address
assert deployment.otc.get_orders()[2].buy_amount == Wad(270833333333333333)
assert deployment.otc.get_orders()[2].buy_token == deployment.gem.address
def test_should_create_orders_on_startup(self, deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_by_token(
deployment, deployment.sai)[0].maker == deployment.our_address
assert self.orders_by_token(
deployment, deployment.sai)[0].pay_amount == Wad.from_number(75)
assert self.orders_by_token(
deployment, deployment.sai)[0].pay_token == deployment.sai.address
assert self.orders_by_token(
deployment,
deployment.sai)[0].buy_amount == Wad.from_number(0.78125)
assert self.orders_by_token(
deployment, deployment.sai)[0].buy_token == deployment.gem.address
# and
assert self.orders_by_token(
deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(
deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5)
assert self.orders_by_token(
deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(
deployment, deployment.gem)[0].buy_amount == Wad.from_number(780)
assert self.orders_by_token(
deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_cancel_selected_buy_orders_to_bring_the_band_total_below_max_and_closest_to_it(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when [75+17 = 92]
deployment.otc.make(deployment.sai.address,
Wad.from_number(17), deployment.gem.address,
Wad.from_number(0.1770805)).transact()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 3
# when [92+2 = 94]
deployment.otc.make(deployment.sai.address,
Wad.from_number(2), deployment.gem.address,
Wad.from_number(0.020833)).transact()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
# when [94+7 = 101] --> above max!
deployment.otc.make(deployment.sai.address,
Wad.from_number(7), deployment.gem.address,
Wad.from_number(0.072912)).transact()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(deployment, deployment.sai)), Wad(0)) \
== Wad.from_number(99)
def test_should_cancel_selected_sell_orders_to_bring_the_band_total_below_max_and_closest_to_it(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when [7.5+2.0 = 9.5]
deployment.otc.make(deployment.gem.address, Wad.from_number(2), deployment.sai.address, Wad.from_number(208)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 3
# when [9.5+0.5 = 10]
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(52)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
# when [10+0.1 = 10.1] --> above max!
deployment.otc.make(deployment.gem.address, Wad.from_number(0.1), deployment.sai.address, Wad.from_number(10.4)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 4
assert reduce(Wad.__add__, map(lambda order: order.pay_amount, self.orders_by_token(deployment, deployment.gem)), Wad(0)) \
== Wad.from_number(10.0)
def test_should_create_orders_in_multiple_bands(self,
deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_sorted(
deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(
deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(
deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(
deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(
deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(
deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(
deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(
deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(
deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(
deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_use_specified_gas_price_for_all_transactions(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--price-feed tub "
f"--config {config_file} "
f"--gas-price 70000000000"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
start_block_number = deployment.web3.eth.blockNumber
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
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 == 70000000000
def test_should_cancel_orders_on_shutdown(self, deployment: Deployment,
tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed eth_dai-tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when
keeper.shutdown()
# then
assert len(deployment.otc.get_orders()) == 0
def test_should_use_specified_gas_price_for_all_transactions(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file} "
f"--gas-price 70000000000"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
start_block_number = deployment.web3.eth.blockNumber
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
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 == 70000000000
def test_should_cancel_the_only_sell_order_and_place_a_new_one_if_above_max(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# 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]
deployment.otc.make(deployment.gem.address, Wad.from_number(20), deployment.sai.address, Wad.from_number(2080)).transact()
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# when
self.synchronize_orders_twice(keeper)
# then
# [the artificial order gets cancelled, a new one gets created instead]
assert len(deployment.otc.get_orders()) == 2
assert self.orders_by_token(deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5)
assert self.orders_by_token(deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(deployment, deployment.gem)[0].buy_amount == Wad.from_number(780)
assert self.orders_by_token(deployment, deployment.gem)[0].buy_token == deployment.sai.address
def test_should_create_orders_in_multiple_bands(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.two_adjacent_bands_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_sorted(deployment.otc.get_orders())[0].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_amount == Wad.from_number(7.5)
assert self.orders_sorted(deployment.otc.get_orders())[0].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_amount == Wad.from_number(780)
assert self.orders_sorted(deployment.otc.get_orders())[0].buy_token == deployment.sai.address
# and
assert self.orders_sorted(deployment.otc.get_orders())[1].maker == deployment.our_address
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_amount == Wad.from_number(9.5)
assert self.orders_sorted(deployment.otc.get_orders())[1].pay_token == deployment.gem.address
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_amount == Wad.from_number(1026)
assert self.orders_sorted(deployment.otc.get_orders())[1].buy_token == deployment.sai.address
def test_should_cancel_all_orders_but_not_terminate_if_config_file_becomes_invalid(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# when
keeper.approve()
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# when
second_config_file = BandConfig.bands_overlapping_invalid_config(
tmpdir)
shutil.copyfile(second_config_file, config_file)
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 0
assert not keeper.lifecycle.terminated_internally
def test_should_cancel_all_orders_outside_bands(self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
self.set_price(deployment, Wad.from_number(100))
# and
keeper.approve()
self.synchronize_orders_twice(keeper)
assert len(deployment.otc.get_orders()) == 2
# when
deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0538)).transact() #price=92.936802973977695
deployment.otc.make(deployment.sai.address, Wad.from_number(5), deployment.gem.address, Wad.from_number(0.0505)).transact() #price=99.0
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(50.5)).transact() #price=101
deployment.otc.make(deployment.gem.address, Wad.from_number(0.5), deployment.sai.address, Wad.from_number(53.5)).transact() #price=107
assert len(deployment.otc.get_orders()) == 6
# and
keeper.order_book_manager.wait_for_order_book_refresh()
# and
self.synchronize_orders_twice(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
def synchronize_orders_twice(keeper: OasisMarketMakerKeeper):
for _ in range(0, 2):
keeper.synchronize_orders()
keeper.order_book_manager.wait_for_stable_order_book()
def synchronize_orders_once(keeper: OasisMarketMakerKeeper):
keeper.synchronize_orders()
keeper.order_book_manager.wait_for_stable_order_book()
def synchronize_orders_twice(keeper: OasisMarketMakerKeeper):
for _ in range(0, 2):
keeper.synchronize_orders()
keeper.order_book_manager.wait_for_stable_order_book()
def synchronize_orders_twice(keeper: OasisMarketMakerKeeper):
keeper.synchronize_orders()
keeper.synchronize_orders()
def test_should_send_replacement_orders_the_moment_old_ones_get_cancelled(
self, deployment: Deployment, tmpdir):
# given
config_file = BandConfig.sample_config(tmpdir)
# and
keeper = OasisMarketMakerKeeper(args=args(
f"--eth-from {deployment.our_address} "
f"--tub-address {deployment.tub.address} "
f"--oasis-address {deployment.otc.address} "
f"--buy-token-address {deployment.sai.address} "
f"--sell-token-address {deployment.gem.address} "
f"--price-feed tub "
f"--config {config_file}"),
web3=deployment.web3)
keeper.lifecycle = Lifecycle(web3=keeper.web3)
# and
self.mint_tokens(deployment)
# and
keeper.approve()
# when
self.set_price(deployment, Wad.from_number(100))
self.synchronize_orders_once(keeper)
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert self.orders_by_token(
deployment, deployment.sai)[0].maker == deployment.our_address
assert self.orders_by_token(
deployment, deployment.sai)[0].pay_amount == Wad.from_number(75)
assert self.orders_by_token(
deployment, deployment.sai)[0].pay_token == deployment.sai.address
assert self.orders_by_token(
deployment,
deployment.sai)[0].buy_amount == Wad.from_number(0.78125)
assert self.orders_by_token(
deployment, deployment.sai)[0].buy_token == deployment.gem.address
# and
assert self.orders_by_token(
deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(
deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5)
assert self.orders_by_token(
deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(
deployment, deployment.gem)[0].buy_amount == Wad.from_number(780)
assert self.orders_by_token(
deployment, deployment.gem)[0].buy_token == deployment.sai.address
# when
self.set_price(deployment, Wad.from_number(200))
block_number_before = deployment.web3.eth.blockNumber
self.synchronize_orders_once(keeper)
block_number_after = deployment.web3.eth.blockNumber
# then
assert len(deployment.otc.get_orders()) == 2
# and
assert block_number_after - block_number_before == 4
# and
assert self.orders_by_token(
deployment, deployment.sai)[0].maker == deployment.our_address
assert self.orders_by_token(
deployment, deployment.sai)[0].pay_amount == Wad.from_number(75)
assert self.orders_by_token(
deployment, deployment.sai)[0].pay_token == deployment.sai.address
assert self.orders_by_token(
deployment,
deployment.sai)[0].buy_amount == Wad.from_number(0.78125 / 2)
assert self.orders_by_token(
deployment, deployment.sai)[0].buy_token == deployment.gem.address
# and
assert self.orders_by_token(
deployment, deployment.gem)[0].maker == deployment.our_address
assert self.orders_by_token(
deployment, deployment.gem)[0].pay_amount == Wad.from_number(7.5)
assert self.orders_by_token(
deployment, deployment.gem)[0].pay_token == deployment.gem.address
assert self.orders_by_token(
deployment,
deployment.gem)[0].buy_amount == Wad.from_number(780 * 2)
assert self.orders_by_token(
deployment, deployment.gem)[0].buy_token == deployment.sai.address
import os
from market_maker_keeper.oasis_market_maker_keeper import OasisMarketMakerKeeper
BASE_PATH = os.path.dirname(__file__)
if __name__ == '__main__':
oasis_keeper_args = [
'--rpc-host',
'https://kovan.infura.io/v3/683836c8b9384898a9f99d483ae389bc',
'--eth-from', '0x6b383d7195bC26d6736124c7e77Db23a763ecDD1',
'--eth-key',
'key_file=/home/captain/development/keystore/dd1_keystore.json,pass_file=/home/captain/development/keystore/dd1_pass.pass',
'--price-feed', 'mdt_mcr-setzer', '--oasis-address',
'0x3925970aE340255807dae79bfAd5C3b83F7aDB7b', '--buy-token-name',
'MCR', '--buy-token-decimals', '18', '--buy-token-address',
'0xc2Dd906A7b72DEdEE0b1B4952b17005F0870B751', '--sell-token-name',
'MDT', '--sell-token-decimals', '18', '--sell-token-address',
'0x532187039C9c7cC568B65aC07075e1a8b244e761', '--config',
'/home/captain/development/makerdao_python/market-maker-keeper/bands/bands_mcr_mdt.json',
'--ethgasstation-api-key', "API_KEY_HERE"
'--smart-gas-price'
# '--debug',
# '--telegram-log-config-file', '/home/captain/development/makerdao_python/market-maker-keeper/telegram_conf.json'
]
OasisMarketMakerKeeper(oasis_keeper_args).main()
